相关论文: Cumulative Step-size Adaptation on Linear Function…

The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is a popular method to deal with nonconvex and/or stochastic optimization problems when the gradient information is not available. Being based on the CMA-ES, the recently proposed…

Hyperparameters of deep neural networks are often optimized by grid search, random search or Bayesian optimization. As an alternative, we propose to use the Covariance Matrix Adaptation Evolution Strategy (CMA-ES), which is known for its…

Estimating the effective sample size (ESS) is fundamental in Bayesian phylogenetic inference to properly account for autocorrelation in MCMC samples. While methods for continuous parameters are well established, the discrete and…

Reliable probabilities are critical in high-risk applications, yet common calibration criteria (confidence, class-wise) are only necessary for full distributional calibration, and post-hoc methods often lack distribution-free guarantees. We…

Subgradient methods are the natural extension to the non-smooth case of the classical gradient descent for regular convex optimization problems. However, in general, they are characterized by slow convergence rates, and they require…

We consider the linear regression problem under semi-supervised settings wherein the available data typically consists of: (i) a small or moderate sized 'labeled' data, and (ii) a much larger sized 'unlabeled' data. Such data arises…

In this work, we present and analyze C-SAGA, a (deterministic) cyclic variant of SAGA. C-SAGA is an incremental gradient method that minimizes a sum of differentiable convex functions by cyclically accessing their gradients. Even though the…

In this paper, we study the effectiveness of using a constant stepsize in statistical inference via linear stochastic approximation (LSA) algorithms with Markovian data. After establishing a Central Limit Theorem (CLT), we outline an…

Preprocessing data is an important step before any data analysis. In this paper, we focus on one particular aspect, namely scaling or normalization. We analyze various scaling methods in common use and study their effects on different…

This work proposes a novel strategy for social learning by introducing the critical feature of adaptation. In social learning, several distributed agents update continually their belief about a phenomenon of interest through: i) direct…

Motivated by the widespread use of temporal-difference (TD-) and Q-learning algorithms in reinforcement learning, this paper studies a class of biased stochastic approximation (SA) procedures under a mild "ergodic-like" assumption on the…

For many machine learning problems, data is abundant and it may be prohibitive to make multiple passes through the full training set. In this context, we investigate strategies for dynamically increasing the effective sample size, when…

Stochastic approximation (SA) is a key method used in statistical learning. Recently, its non-asymptotic convergence analysis has been considered in many papers. However, most of the prior analyses are made under restrictive assumptions…

Given the ubiquity of non-separable optimization problems in real worlds, in this paper we analyze and extend the large-scale version of the well-known cooperative coevolution (CC), a divide-and-conquer black-box optimization framework, on…

Compressed Stochastic Gradient Descent (SGD) algorithms have been recently proposed to address the communication bottleneck in distributed and decentralized optimization problems, such as those that arise in federated machine learning.…

In this work we show that Evolution Strategies (ES) are a viable method for learning non-differentiable parameters of large supervised models. ES are black-box optimization algorithms that estimate distributions of model parameters; however…

Two meta-evolutionary optimization strategies described in this paper accelerate the convergence of evolutionary programming algorithms while still retaining much of their ability to deal with multi-modal problems. The strategies, called…

We consider a setting in which $N$ agents aim to speedup a common Stochastic Approximation (SA) problem by acting in parallel and communicating with a central server. We assume that the up-link transmissions to the server are subject to…

Evolutionary algorithms are bio-inspired algorithms that can easily adapt to changing environments. Recent results in the area of runtime analysis have pointed out that algorithms such as the (1+1)~EA and Global SEMO can efficiently…

Surgical learning curves are graphical tools used to evaluate a trainee's progress in the early stages of their career and determine whether they have achieved proficiency after completing a specified number of surgeries. Cumulative sum…