相关论文: Information-Geometric Optimization Algorithms: A U…

Integer linear programs (ILPs) are commonly employed to model diverse practical problems such as scheduling and planning. Recently, machine learning techniques have been utilized to solve ILPs. A straightforward idea is to train a model via…

Variational inequalities have recently attracted considerable interest in machine learning as a flexible paradigm for models that go beyond ordinary loss function minimization (such as generative adversarial networks and related deep…

A novel and highly efficient computational framework for reconstructing binary-type images suitable for models of various complexity seen in diverse biomedical applications is developed and validated. Efficiency in computational speed and…

We propose new continuous-time formulations for first-order stochastic optimization algorithms such as mini-batch gradient descent and variance-reduced methods. We exploit these continuous-time models, together with simple Lyapunov analysis…

Global Navigation Satellite System/Inertial Navigation System (GNSS/INS)/Vision integration based on factor graph optimization (FGO) has recently attracted extensive attention in navigation and robotics community. Integrity monitoring (IM)…

This paper describes a general-purpose extension of max-value entropy search, a popular approach for Bayesian Optimisation (BO). A novel approximation is proposed for the information gain -- an information-theoretic quantity central to…

We present a new algorithmic framework for grouped variable selection that is based on discrete mathematical optimization. While there exist several appealing approaches based on convex relaxations and nonconvex heuristics, we focus on…

Bayesian Optimization (BO) methods are useful for optimizing functions that are expen- sive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Bayesian Optimisation (BO) methods seek to find global optima of objective functions which are only available as a black-box or are expensive to evaluate. Such methods construct a surrogate model for the objective function, quantifying the…

We develop the framework of Indirect Query Bayesian Optimization (IQBO), a new class of Bayesian optimization problems where the integrated feedback is given via a conditional expectation of the unknown function $f$ to be optimized. The…

Bayesian optimisation (BO) is a well-known efficient algorithm for finding the global optimum of expensive, black-box functions. The current practical BO algorithms have regret bounds ranging from $\mathcal{O}(\frac{logN}{\sqrt{N}})$ to…

This paper introduces Inverse Distributionally Robust Optimization (I-DRO) as a method to infer the conservativeness level of a decision-maker, represented by the size of a Wasserstein metric-based ambiguity set, from the optimal decisions…

Despite large incentives, ecorrectness in software remains an elusive goal. Declarative programming techniques, where algorithms are derived from a specification of the desired behavior, offer hope to address this problem, since there is a…

Bayesian Optimization (BO) is a sample-efficient optimization algorithm widely employed across various applications. In some challenging BO tasks, input uncertainty arises due to the inevitable randomness in the optimization process, such…

Solving optimal design problems through crowdsourcing faces a dilemma: On one hand, human beings have been shown to be more effective than algorithms at searching for good solutions of certain real-world problems with high-dimensional or…

We develop an encompassing framework for matching, covariate balancing, and doubly-robust methods for causal inference from observational data called generalized optimal matching (GOM). The framework is given by generalizing a new…

Time-Varying Bayesian Optimization (TVBO) is the go-to framework for optimizing a time-varying, expensive, noisy black-box function $f$. However, most of the asymptotic guarantees offered by TVBO algorithms rely on the assumption that…

In discrete-variable black-box optimization, the number of candidate solutions grows combinatorially, while each evaluation is often expensive. Therefore, it is important to identify promising solutions efficiently within a limited number…

Topology optimization (TO) provides a principled mathematical approach for optimizing the performance of a structure by designing its material spatial distribution in a pre-defined domain and subject to a set of constraints. The majority of…

Even if path planning can be solved using standard techniques from dynamic programming and control, the problem can also be approached using probabilistic inference. The algorithms that emerge using the latter framework bear some appealing…