Related papers: Proximal basin hopping: global optimization with g…
Running machine learning algorithms on large and rapidly growing volumes of data is often computationally expensive, one common trick to reduce the size of a data set, and thus reduce the computational cost of machine learning algorithms,…
Proximal policy optimization (PPO) is one of the most successful deep reinforcement-learning methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, its optimization behavior is still far from…
This work presents a unified framework that combines global approximations with locally built models to handle challenging nonconvex and nonsmooth composite optimization problems, including cases involving extended real-valued functions. We…
This paper describes a data-driven framework for approximate global optimization in which precomputed solutions to a sample of problems are retrieved and adapted during online use to solve novel problems. This approach has promise for…
Underpinning the success of deep learning is effective regularizations that allow a variety of priors in data to be modeled. For example, robustness to adversarial perturbations, and correlations between multiple modalities. However, most…
We present an adaptive and parallel implementation of the Basin Hopping (BH) algorithm for the global optimization of atomic clusters interacting via the Lennard-Jones (LJ) potential. The method integrates local energy minimization with…
We introduce Probabilistic Gaussian Homotopy (PGH), a probability-space continuation framework for nonconvex optimization. Unlike classical Gaussian homotopy, which smooths the objective and uniformly averages gradients, PGH deforms the…
Datasets in the fields of climate and environment are often very large and irregularly spaced. To model such datasets, the widely used Gaussian process models in spatial statis- tics face tremendous challenges due to the prohibitive…
Many studies have observed that modern neural networks achieve high accuracy while producing poorly calibrated probabilities, making calibration a critical practical issue. In this work, we propose probability bounding (PB), a novel…
We consider global non-convex optimisation problems under uncertainty. In this setting, it is not possible to implement a desired solution exactly. Instead, any other solution within some distance to the intended solution may be…
The paper provides global optimization algorithms for two particularly difficult nonconvex problems raised by hybrid system identification: switching linear regression and bounded-error estimation. While most works focus on local…
Many applications using large datasets require efficient methods for minimizing a proximable convex function subject to satisfying a set of linear constraints within a specified tolerance. For this task, we present a proximal projection…
In modern engineering scenarios, there is often a strict upper bound on the number of algorithm iterations that can be performed within a given time limit. This raises the question of optimal algorithmic configuration for a fixed and finite…
Robust optimization provides a principled and unified framework to model many problems in modern operations research and computer science applications, such as risk measures minimization and adversarially robust machine learning. To use a…
Bayesian optimization is a popular formalism for global optimization, but its computational costs limit it to expensive-to-evaluate functions. A competing, computationally more efficient, global optimization framework is optimistic…
Bayesian optimization is normally performed within fixed variable bounds. In cases like hyperparameter tuning for machine learning algorithms, setting the variable bounds is not trivial. It is hard to guarantee that any fixed bounds will…
In practice, objective functions of real-time control systems can have multiple local minimums or can dramatically change over the function space, making them hard to optimize. To efficiently optimize such systems, in this paper, we develop…
With the growth of image on the web, research on hashing which enables high-speed image retrieval has been actively studied. In recent years, various hashing methods based on deep neural networks have been proposed and achieved higher…
Stochastic versions of proximal methods have gained much attention in statistics and machine learning. These algorithms tend to admit simple, scalable forms, and enjoy numerical stability via implicit updates. In this work, we propose and…
Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…