相关论文: A discrete version of CMA-ES

Evolution Strategies (ESs) have recently become popular for training deep neural networks, in particular on reinforcement learning tasks, a special form of controller design. Compared to classic problems in continuous direct search, deep…

Although with progress in introducing auxiliary amortized inference models, learning discrete latent variable models is still challenging. In this paper, we show that the annoying difficulty of obtaining reliable stochastic gradients for…

The fusion of the multi-agent paradigm with evolutionary computation yielded promising results in many optimization problems. Evolutionary multi-agent system (EMAS) are more similar to biological evolution than classical evolutionary…

Mixed-integer extensions of evolution strategies (ES) that discretize selected coordinates of sampled continuous vectors often impose a lower bound on the standard deviation of integer variables to prevent premature convergence. While these…

Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matrix estimators are known to be severely affected by model…

Many real world, complex phenomena have underlying structures of evolving networks where nodes and links are added and removed over time. A central scientific challenge is the description and explanation of network dynamics, with a key test…

When faced with a specific optimization problem, choosing which algorithm to use is always a tough task. Not only is there a vast variety of algorithms to select from, but these algorithms often are controlled by many hyperparameters, which…

Distributed optimization, where the computations are performed in a localized and coordinated manner using multiple agents, is a promising approach for solving large-scale optimization problems, e.g., those arising in model predictive…

We propose a general formulation of a univariate estimation-of-distribution algorithm (EDA). It naturally incorporates the three classic univariate EDAs \emph{compact genetic algorithm}, \emph{univariate marginal distribution algorithm} and…

The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) has been the most successful Evolution Strategy at exploiting covariance information; it uses a form of Principle Component Analysis which, under certain conditions, is suggested…

We introduce an order-invariant reinforcement learning framework for black-box combinatorial optimization. Classical estimation-of-distribution algorithms (EDAs) often rely on learning explicit variable dependency graphs, which can be…

Evolutionary Strategies (ES) are known to be an effective black-box optimization technique for deep neural networks when the true gradients cannot be computed, such as in Reinforcement Learning. We continue a recent line of research that…

This paper shows how the Bayesian network paradigm can be used in order to solve combinatorial optimization problems. To do it some methods of structure learning from data and simulation of Bayesian networks are inserted inside Estimation…

Several real-world applications could be modeled as Mixed-Integer Non-Linear Programming (MINLP) problems, and some prominent examples include portfolio optimization, remote sensing technology, and so on. Most of the models for these…

We explore the derivation of distributed parameter system evolution laws (and in particular, partial differential operators and associated partial differential equations, PDEs) from spatiotemporal data. This is, of course, a classical…

Gibbs-ERM learning is a natural idealized model of learning with stochastic optimization algorithms (such as Stochastic Gradient Langevin Dynamics and ---to some extent--- Stochastic Gradient Descent), while it also arises in other…

Alignment of Large Language Models (LLMs) typically relies on Reinforcement Learning from Human Feedback (RLHF) with gradient-based optimizers such as Proximal Policy Optimization (PPO) or Group Relative Policy Optimization (GRPO). While…

Distributed optimization utilizes local computation and communication to realize a global aim of optimizing the sum of local objective functions. This article addresses a class of constrained distributed nonconvex optimization problems…

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Large-scale optimization problems that involve thousands of decision variables have extensively arisen from various industrial areas. As a powerful optimization tool for many real-world applications, evolutionary algorithms (EAs) fail to…