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The race to heuristically solve non-deterministic polynomial-time (NP) problems through efficient methods is ongoing. Recently, optics was demonstrated as a promising tool to find the ground state of a spin-glass Ising Hamiltonian, which…

Disordered Systems and Neural Networks · Physics 2022-03-14 Gianni Jacucci , Louis Delloye , Davide Pierangeli , Mushegh Rafayelyan , Claudio Conti , Sylvain Gigan

The aim of global optimization is to find the global optimum of arbitrary classes of functions, possibly highly multimodal ones. In this paper we focus on the subproblem of global optimization for differentiable functions and we propose an…

Neural and Evolutionary Computing · Computer Science 2018-06-18 Louis Faury , Flavian Vasile , Clément Calauzènes , Olivier Fercoq

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

We present a new algorithm for domain adaptation improving upon a discrepancy minimization algorithm previously shown to outperform a number of algorithms for this task. Unlike many previous algorithms for domain adaptation, our algorithm…

Machine Learning · Computer Science 2015-02-24 Corinna Cortes , Mehryar Mohri , Andres Muñoz Medina

We present a quantum algorithm that has rigorous runtime guarantees for several families of binary optimization problems, including Quadratic Unconstrained Binary Optimization (QUBO), Ising spin glasses ($p$-spin model), and $k$-local…

In this thesis I discuss combinatorial optimization problems, from the statistical physics perspective. The starting point are the motivations which brought physicists together with computer scientists and mathematicians to work on this…

Disordered Systems and Neural Networks · Physics 2020-01-13 Andrea Di Gioacchino

As the size of modern data sets exceeds the disk and memory capacities of a single computer, machine learning practitioners have resorted to parallel and distributed computing. Given that optimization is one of the pillars of machine…

Machine Learning · Statistics 2019-12-10 Biyi Fang , Diego Klabjan

We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

Machine Learning · Statistics 2018-11-19 Patrick Chao , Tahereh Mazaheri , Bo Sun , Nicholas B. Weingartner , Zohar Nussinov

The newsvendor problem is one of the most basic and widely applied inventory models. There are numerous extensions of this problem. If the probability distribution of the demand is known, the problem can be solved analytically. However,…

Machine Learning · Computer Science 2018-03-07 Afshin Oroojlooyjadid , Lawrence Snyder , Martin Takáč

Conventional rule learning algorithms aim at finding a set of simple rules, where each rule covers as many examples as possible. In this paper, we argue that the rules found in this way may not be the optimal explanations for each of the…

Machine Learning · Computer Science 2023-01-27 Van Quoc Phuong Huynh , Johannes Fürnkranz , Florian Beck

Spin-glass systems are universal models for representing many-body phenomena in statistical physics and computer science. High quality solutions of NP-hard combinatorial optimization problems can be encoded into low energy states of…

Disordered Systems and Neural Networks · Physics 2020-01-14 Gavin S. Hartnett , Masoud Mohseni

Safe learning and optimization deals with learning and optimization problems that avoid, as much as possible, the evaluation of non-safe input points, which are solutions, policies, or strategies that cause an irrecoverable loss (e.g.,…

Machine Learning · Computer Science 2021-06-25 Youngmin Kim , Richard Allmendinger , Manuel López-Ibáñez

Policy optimization algorithms are crucial in many fields but challenging to grasp and implement, often due to complex calculations related to Markov decision processes and varying use of discount and average reward setups. This paper…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Shuang Wu

We study the problem of learning-to-learn: inferring a learning algorithm that works well on tasks sampled from an unknown distribution. As class of algorithms we consider Stochastic Gradient Descent on the true risk regularized by the…

Machine Learning · Computer Science 2019-03-26 Giulia Denevi , Carlo Ciliberto , Riccardo Grazzi , Massimiliano Pontil

Gradient-based (a.k.a. `first order') optimization algorithms are routinely used to solve large scale non-convex problems. Yet, it is generally hard to predict their effectiveness. In order to gain insight into this question, we revisit the…

Probability · Mathematics 2024-12-10 Andrea Montanari , Eliran Subag

The use of machine learning techniques to improve the performance of branch-and-bound optimization algorithms is a very active area in the context of mixed integer linear problems, but little has been done for non-linear optimization. To…

An Ising machine is any hardware specifically designed for finding the ground state of the Ising model. Relevant examples are coherent Ising machines and quantum annealers. In this paper, we propose a new machine learning model that is…

Machine Learning · Computer Science 2024-03-26 Ludwig Schmid , Enrico Zardini , Davide Pastorello

This paper introduces a new global optimization algorithm for solving the generalized linear multiplicative problem (GLMP). The algorithm starts by introducing $\bar{p}$ new variables and applying a logarithmic transformation to convert the…

Optimization and Control · Mathematics 2024-01-03 Bo Zhang

A general procedure of average-case performance evaluation for population dynamics such as genetic algorithms (GAs) is proposed and its validity is numerically examined. We introduce a learning algorithm of Gibbs distributions from training…

Neural and Evolutionary Computing · Computer Science 2010-04-22 Manabu Kitagata , Jun-ichi Inoue

Algorithms for continuous optimization problems have a rich history of design and innovation over the past several decades, in which mathematical analysis of their convergence and complexity properties plays a central role. Besides their…

Optimization and Control · Mathematics 2025-12-03 Stephen J. Wright