相关论文: Parameterless Stochastic Natural Gradient Method f…

Implicit bias induced by gradient-based algorithms is essential to the generalization of overparameterized models, yet its mechanisms can be subtle. This work leverages the Normalized Steepest Descent} (NSD) framework to investigate how…

This work introduces the StoMADS-PB algorithm for constrained stochastic blackbox optimization, which is an extension of the mesh adaptive direct-search (MADS) method originally developed for deterministic blackbox optimization under…

We propose a first-order stochastic optimization algorithm incorporating adaptive regularization applicable to machine learning problems in deep learning framework. The adaptive regularization is imposed by stochastic process in determining…

In this work, we develop analysis and algorithms for a class of (stochastic) bilevel optimization problems whose lower-level (LL) problem is strongly convex and linearly constrained. Most existing approaches for solving such problems rely…

We consider the problem of minimizing a high-dimensional objective function, which may include a regularization term, using (possibly noisy) evaluations of the function. Such optimization is also called derivative-free, zeroth-order, or…

Bayesian optimization (BO) is a powerful approach for seeking the global optimum of expensive black-box functions and has proven successful for fine tuning hyper-parameters of machine learning models. However, BO is practically limited to…

In this thesis, I explore the possibilities of conducting Bayesian optimization techniques in high dimensional domains. Although high dimensional domains can be defined to be between hundreds and thousands of dimensions, we will primarily…

Local optimization presents a promising approach to expensive, high-dimensional black-box optimization by sidestepping the need to globally explore the search space. For objective functions whose gradient cannot be evaluated directly,…

Black-box optimization problems often require simultaneously optimizing different types of variables, such as continuous, integer, and categorical variables. Unlike integer variables, categorical variables do not necessarily have a…

This work concerns the evolutionary approaches to distributed stochastic black-box optimization, in which each worker can individually solve an approximation of the problem with nature-inspired algorithms. We propose a distributed evolution…

There are a large number of optimization problems in physical models where the relationships between model parameters and outputs are unknown or hard to track. These models are named as black-box models in general because they can only be…

Black-box policy optimization is a class of reinforcement learning algorithms that explores and updates the policies at the parameter level. This class of algorithms is widely applied in robotics with movement primitives or…

We introduce a surrogate-based black-box optimization method, termed Polynomial-model-based optimization (PMBO). The algorithm alternates polynomial approximation with Bayesian optimization steps, using Gaussian processes to model the error…

Bayesian Optimisation (BO) is a state-of-the-art global optimisation technique for black-box problems where derivative information is unavailable, and sample efficiency is crucial. However, improving the general scalability of BO has proved…

Implicit layer deep learning techniques, like Neural Differential Equations, have become an important modeling framework due to their ability to adapt to new problems automatically. Training a neural differential equation is effectively a…

The performance of deep neural networks is highly sensitive to the choice of the hyperparameters that define the structure of the network and the learning process. When facing a new application, tuning a deep neural network is a tedious and…

Large language models (LLMs) have shown increasing power on various natural language processing (NLP) tasks. However, tuning these models for downstream tasks usually needs exorbitant costs or is unavailable due to commercial…

This work introduces StoMADS, a stochastic variant of the mesh adaptive direct-search (MADS) algorithm originally developed for deterministic blackbox optimization. StoMADS considers the unconstrained optimization of an objective function f…

Stochastic-gradient-based optimization has been a core enabling methodology in applications to large-scale problems in machine learning and related areas. Despite the progress, the gap between theory and practice remains significant, with…

Accurately predicting the performance of different optimization algorithms for previously unseen problem instances is crucial for high-performing algorithm selection and configuration techniques. In the context of numerical optimization,…