相关论文: On the mean-field limit for the consensus-based op…

A self-interacting dynamics that mimics the standard Consensus-Based Optimization (CBO) model is introduced. This single-particle dynamics is shown to converge to a unique invariant measure that approximates the global minimum of a given…

Recently, much progress has been made on particle swarm optimization (PSO). A number of works have been devoted to analyzing the convergence of the underlying algorithms. Nevertheless, in most cases, rather simplified hypotheses are used.…

Bi-level optimization problems, where one wishes to find the global minimizer of an upper-level objective function over the globally optimal solution set of a lower-level objective, arise in a variety of scenarios throughout science and…

Bayesian optimization (BO) is a principled approach to molecular design tasks. In this paper we explain three pitfalls of BO which can cause poor empirical performance: an incorrect prior width, over-smoothing, and inadequate acquisition…

We consider a particle system with uniform coupling between a macroscopic component and individual particles. The constraint for each particle is of full rank, which implies that each movement of the macroscopic component leads to a…

In this paper, we focus on finding the global minimizer of a general unconstrained nonsmooth nonconvex optimization problem. Taking advantage of the smoothing method and the consensus-based optimization (CBO) method, we propose a novel…

How should we intervene on an unknown structural equation model to maximize a downstream variable of interest? This setting, also known as causal Bayesian optimization (CBO), has important applications in medicine, ecology, and…

Particle swarm optimization (PSO) is a widely used nature-inspired meta-heuristic for solving continuous optimization problems. However, when running the PSO algorithm, one encounters the phenomenon of so-called stagnation, that means in…

Particle swarm optimization (PSO) method cannot be directly used in the problem of hyper-parameter estimation since the mathematical formulation of the mapping from hyper-parameters to loss function or generalization accuracy is unclear.…

Multi-objective Bayesian optimization has been widely adopted in scientific experiment design, including drug discovery and hyperparameter optimization. In practice, regulatory or safety concerns often impose additional thresholds on…

The random batch method (RBM) proposed in [Jin et al., J. Comput. Phys., 400(2020), 108877] for large interacting particle systems is an efficient with linear complexity in particle numbers and highly scalable algorithm for $N$-particle…

We dramatically improve convergence speed and global exploration capabilities of particle swarm optimization (PSO) through a targeted position-mutated elitism (PSO-TPME). The three key innovations address particle classification, elitism,…

Bayesian optimization is a powerful optimization tool for problems where native first-order derivatives are unavailable. Recently, constrained Bayesian optimization (CBO) has been applied to many engineering applications where constraints…

Data clustering is a recognized data analysis method in data mining whereas K-Means is the well known partitional clustering method, possessing pleasant features. We observed that, K-Means and other partitional clustering techniques suffer…

We present convergence and error estimates of the time-discrete consensus-based optimization(CBO) algorithms proposed in [arXiv:1909.09249] for general nonconvex functions. In authors' recent work [arxiv: 1910.08239], rigorous error…

We review recent quantitative results on the approximation of mean field diffusion equations by large systems of interacting particles, obtained by optimal coupling methods. These results concern a larger range of models, more precise…

In this paper, we study a consensus-based optimization method for nonconvex bi-level optimization, where the objective is to minimize an upper-level function over the set of global minimizers of a lower-level problem. The proposed approach…

Particle Swarm Optimization (PSO) is a metaheuristic global optimization paradigm that has gained prominence in the last two decades due to its ease of application in unsupervised, complex multidimensional problems which cannot be solved…

The global optimization of a high-dimensional black-box function under black-box constraints is a pervasive task in machine learning, control, and engineering. These problems are challenging since the feasible set is typically non-convex…

This paper introduces a modular framework for Mixed-variable and Combinatorial Bayesian Optimization (MCBO) to address the lack of systematic benchmarking and standardized evaluation in the field. Current MCBO papers often introduce…