相关论文: When Does Hillclimbing Fail on Monotone Functions:…

The paper describes an approach to measuring convergence of an algorithm to its result in terms of an entropy-like function of partitions of its inputs of a given length. The goal is to look at the algorithmic data processing from the…

Submodular optimization finds applications in machine learning and data mining. In this paper, we study the problem of maximizing functions of the form $h = f-c$, where $f$ is a monotone, non-negative, weakly submodular set function and $c$…

In the moldable job scheduling problem one has to assign a set of $n$ jobs to $m$ machines, in order to minimize the time it takes to process all jobs. Each job is moldable, so it can be assigned not only to one but any number of the equal…

Randomized Uphill Climbing is a lightweight, stochastic search heuristic that has delivered state of the art equity alpha factors for quantitative hedge funds. I propose to generalize RUC into a model agnostic feature optimization framework…

Population diversity is essential for avoiding premature convergence in Genetic Algorithms (GAs) and for the effective use of crossover. Yet the dynamics of how diversity emerges in populations are not well understood. We use rigorous…

Variants of the GSEMO algorithm using multi-objective formulations have been successfully analyzed and applied to optimize chance-constrained submodular functions. However, due to the effect of the increasing population size of the GSEMO…

We prove a lower bound of $\Omega(n^{1/2 - c})$, for all $c>0$, on the query complexity of (two-sided error) non-adaptive algorithms for testing whether an $n$-variable Boolean function is monotone versus constant-far from monotone. This…

Many problems in machine learning can be formulated as solving entropy-regularized optimal transport on the space of probability measures. The canonical approach involves the Sinkhorn iterates, renowned for their rich mathematical…

Chance constrained optimization problems allow to model problems where constraints involving stochastic components should only be violated with a small probability. Evolutionary algorithms have been applied to this scenario and shown to…

The task of maximizing a monotone submodular function under a cardinality constraint is at the core of many machine learning and data mining applications, including data summarization, sparse regression and coverage problems. We study this…

We study algorithms using randomized value functions for exploration in reinforcement learning. This type of algorithms enjoys appealing empirical performance. We show that when we use 1) a single random seed in each episode, and 2) a…

We propose a new way to self-adjust the mutation rate in population-based evolutionary algorithms in discrete search spaces. Roughly speaking, it consists of creating half the offspring with a mutation rate that is twice the current…

In this paper, we present a cross-entropy optimization method for hyperparameter optimization in stochastic gradient-based approaches to train deep neural networks. The value of a hyperparameter of a learning algorithm often has great…

Recent results in homotopy and solution paths demonstrate that certain well-designed greedy algorithms, with a range of values of the algorithmic parameter, can provide solution paths to a sequence of convex optimization problems. On the…

Optimization seeks extremal points in a function. When there are superextensively many optima, optimization algorithms are liable to get stuck. Under these conditions, generic algorithms tend to find marginal optima, which have many nearly…

Integer programs with m constraints are solvable in pseudo-polynomial time in $\Delta$, the largest coefficient in a constraint, when m is a fixed constant. We give a new algorithm with a running time of $O(\sqrt{m}\Delta)^{2m} + O(nm)$,…

In distribution compression, one aims to accurately summarize a probability distribution $\mathbb{P}$ using a small number of representative points. Near-optimal thinning procedures achieve this goal by sampling $n$ points from a Markov…

We design a nonadaptive algorithm that, given oracle access to a function $f: \{0,1\}^n \to \{0,1\}$ which is $\alpha$-far from monotone, makes poly$(n, 1/\alpha)$ queries and returns an estimate that, with high probability, is an…

In this paper, we provide two new stable online algorithms for the problem of prediction in reinforcement learning, \emph{i.e.}, estimating the value function of a model-free Markov reward process using the linear function approximation…

A sliding window algorithm receives a stream of symbols and has to output at each time instant a certain value which only depends on the last $n$ symbols. If the algorithm is randomized, then at each time instant it produces an incorrect…