相关论文: Optimal resampling for the noisy OneMax problem

The Nearest-Better Network (NBN) is a powerful method to visualize sampled data for continuous optimization problems while preserving multiple landscape features. However, the calculation of NBN is very time-consuming, and the extension of…

Random embedding has been applied with empirical success to large-scale black-box optimization problems with low effective dimensions. This paper proposes the EmbeddedHunter algorithm, which incorporates the technique in a hierarchical…

Bit retrieval is the problem of reconstructing a binary sequence from its periodic autocorrelation, with applications in cryptography and x-ray crystallography. After defining the problem, with and without noise, we describe and compare…

The development, assessment, and comparison of randomized search algorithms heavily rely on benchmarking. Regarding the domain of constrained optimization, the number of currently available benchmark environments bears no relation to the…

This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery…

We study sample complexity of optimizing "hill-climbing friendly" functions defined on a graph under noisy observations. We define a notion of convexity, and we show that a variant of best-arm identification can find a near-optimal solution…

We study a ranking and selection (R&S) problem when all solutions share common parametric Bayesian input models updated with the data collected from multiple independent data-generating sources. Our objective is to identify the best system…

We study non-convex distributed optimization problems where a set of agents collaboratively solve a separable optimization problem that is distributed over a time-varying network. The existing methods to solve these problems rely on (at…

Recent advances in deep reinforcement learning (deep RL) enable researchers to solve challenging control problems, from simulated environments to real-world robotic tasks. However, deep RL algorithms are known to be sensitive to the problem…

We consider quantile optimization of black-box functions that are estimated with noise. We propose two new iterative three-timescale local search algorithms. The first algorithm uses an appropriately modified finite-difference-based…

We study the problem of clustering a set of items from binary user feedback. Such a problem arises in crowdsourcing platforms solving large-scale labeling tasks with minimal effort put on the users. For example, in some of the recent…

We study the problem of black-box optimization of a noisy function in the presence of low-cost approximations or fidelities, which is motivated by problems like hyper-parameter tuning. In hyper-parameter tuning evaluating the black-box…

The NP-hard scheduling problem P||C_max encompasses a set of tasks with known execution time which must be mapped to a set of identical machines such that the overall completion time is minimized. In this work, we improve existing…

We consider the problem of maximizing a submodular function with access to a noisy value oracle for the function instead of an exact value oracle. Similar to prior work, we assume that the noisy oracle is persistent in that multiple calls…

Random Search is one of the most widely-used method for Hyperparameter Optimization, and is critical to the success of deep learning models. Despite its astonishing performance, little non-heuristic theory has been developed to describe the…

We consider the problem of online stratified sampling for Monte Carlo integration of a function given a finite budget of $n$ noisy evaluations to the function. More precisely we focus on the problem of choosing the number of strata $K$ as a…

In the problem of online unweighted interval selection, the objective is to maximize the number of non-conflicting intervals accepted by the algorithm. In the conventional online model of irrevocable decisions, there is an Omega(n) lower…

Robust discrete optimization is a highly active field of research where a plenitude of combinations between decision criteria, uncertainty sets and underlying nominal problems are considered. Usually, a robust problem becomes harder to…

The truncated singular value decomposition (SVD) of the measurement matrix is the optimal solution to the_representation_ problem of how to best approximate a noisy measurement matrix using a low-rank matrix. Here, we consider the…

In this work, we show, for the well-studied problem of learning parity under noise, where a learner tries to learn $x=(x_1,\ldots,x_n) \in \{0,1\}^n$ from a stream of random linear equations over $\mathrm{F}_2$ that are correct with…