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We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-rank functions). This proposal replaces the original…

Optimization and Control · Mathematics 2024-02-01 Coralia Cartis , Xinzhu Liang , Estelle Massart , Adilet Otemissov

Bayesian methods for low-rank matrix completion with noise have been shown to be very efficient computationally. While the behaviour of penalized minimization methods is well understood both from the theoretical and computational points of…

Statistics Theory · Mathematics 2015-04-08 The Tien Mai , Pierre Alquier

Bayesian optimization is a methodology for global optimization of unknown and expensive objectives. It combines a surrogate Bayesian regression model with an acquisition function to decide where to evaluate the objective. Typical regression…

Machine Learning · Computer Science 2023-04-04 Afonso Eduardo , Michael U. Gutmann

A gradient-free deterministic method is developed to solve global optimization problems for Lipschitz continuous functions defined in arbitrary path-wise connected compact sets in Euclidean spaces. The method can be regarded as granular…

Optimization and Control · Mathematics 2021-07-15 Tao Qian , Lei Dai , Liming Zhang , Zehua Chen

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

We consider the global minimization of a particular type of minimum structured optimization problems wherein the variables must belong to some basic set, the feasible domain is described by the intersection of a large number of functional…

Optimization and Control · Mathematics 2024-12-09 Guillaume Van Dessel , François Glineur

In derivative-free and blackbox optimization, the objective function is often evaluated through the execution of a computer program seen as a blackbox. It can be noisy, in the sense that its outputs are contaminated by random errors.…

Optimization and Control · Mathematics 2019-11-15 Stéphane Alarie , Charles Audet , Pierre-Yves Bouchet , Sébastien Le Digabel

The global minimum point of an optimization problem is of interest in engineering fields and it is difficult to be found, especially for a nonconvex large-scale optimization problem. In this article, we consider a new memetic algorithm for…

Neural and Evolutionary Computing · Computer Science 2023-12-14 Xin-long Luo , Hang Xiao , Sen Zhang

Many expensive black-box optimisation problems are sensitive to their inputs. In these problems it makes more sense to locate a region of good designs, than a single-possibly fragile-optimal design. Expensive black-box functions can be…

Machine Learning · Computer Science 2021-12-16 Nicholas D. Sanders , Richard M. Everson , Jonathan E. Fieldsend , Alma A. M. Rahat

This study develops a calibrated beam-based algorithm with awareness of the global attention distribution for neural abstractive summarization, aiming to improve the local optimality problem of the original beam search in a rigorous way.…

Computation and Language · Computer Science 2021-10-27 Ye Ma , Zixun Lan , Lu Zong , Kaizhu Huang

Global optimization of expensive functions has important applications in physical and computer experiments. It is a challenging problem to develop efficient optimization scheme, because each function evaluation can be costly and the…

Machine Learning · Statistics 2020-01-22 Ray-Bing Chen , Yuan Wang , C. F. Jeff Wu

Global optimization, particularly for non-convex functions with multiple local minima, poses significant challenges for traditional gradient-based methods. While metaheuristic approaches offer empirical effectiveness, they often lack…

Machine Learning · Computer Science 2026-05-12 Andrea Agazzi , Vittorio Carlei , Marco Romito , Samuele Saviozzi

We revisit random search for stochastic optimization, where only noisy function evaluations are available. We show that the method works under weaker smoothness assumptions than previously considered, and that stronger assumptions enable…

Optimization and Control · Mathematics 2025-12-19 El Mahdi Chayti , Taha El Bakkali El Kadi , Omar Saadi , Martin Jaggi

We show that there are no spurious local minima in the non-convex factorized parametrization of low-rank matrix recovery from incoherent linear measurements. With noisy measurements we show all local minima are very close to a global…

Machine Learning · Statistics 2016-05-30 Srinadh Bhojanapalli , Behnam Neyshabur , Nathan Srebro

It has been observed in a variety of contexts that gradient descent methods have great success in solving low-rank matrix factorization problems, despite the relevant problem formulation being non-convex. We tackle a particular instance of…

Numerical Analysis · Computer Science 2016-06-28 Dejiao Zhang , Laura Balzano

Numerous applications require algorithms that can align partially overlapping point sets while maintaining invariance to geometric transformations (e.g., similarity, affine, rigid). This paper introduces a novel global optimization method…

Computer Vision and Pattern Recognition · Computer Science 2025-10-09 Wei Lian , Zhesen Cui , Fei Ma , Hang Pan , Wangmeng Zuo , Jianmei Zhang

The optimization problem behind neural networks is highly non-convex. Training with stochastic gradient descent and variants requires careful parameter tuning and provides no guarantee to achieve the global optimum. In contrast we show…

Machine Learning · Computer Science 2016-10-31 Antoine Gautier , Quynh Nguyen , Matthias Hein

Global optimization finds applications in a wide range of real world problems. The multi-start methods are a popular class of global optimization techniques, which are based on the ideas of conducting local searches at multiple starting…

Machine Learning · Statistics 2020-07-01 Yuzhou Gao , Tengchao Yu , Jinglai Li

Model-based sequential approaches to discrete "black-box" optimization, including Bayesian optimization techniques, often access the same points multiple times for a given objective function in interest, resulting in many steps to find the…

Machine Learning · Computer Science 2023-12-29 Keisuke Morita , Yoshihiko Nishikawa , Masayuki Ohzeki

Graph Neural Networks (GNNs) have achieved impressive performance in collaborative filtering. However, GNNs tend to yield inferior performance when the distributions of training and test data are not aligned well. Also, training GNNs…

Machine Learning · Computer Science 2023-07-19 Huiyuan Chen , Chin-Chia Michael Yeh , Yujie Fan , Yan Zheng , Junpeng Wang , Vivian Lai , Mahashweta Das , Hao Yang
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