相关论文: Improving Accuracy of Permutation DAG Search using…

In this paper, we study sequential decision-making for maximizing the Sharpe ratio (SR) in a stochastic multi-armed bandit (MAB) setting. Unlike standard bandit formulations that maximize cumulative reward, SR optimization requires…

Currently, the genetic programming version of the gene-pool optimal mixing evolutionary algorithm (GP-GOMEA) is among the top-performing algorithms for symbolic regression (SR). A key strength of GP-GOMEA is its way of performing variation,…

We consider the problem of sparse atomic optimization, where the notion of "sparsity" is generalized to meaning some linear combination of few atoms. The definition of atomic set is very broad; popular examples include the standard basis,…

We consider high dimensional sparse regression, and develop strategies able to deal with arbitrary -- possibly, severe or coordinated -- errors in the covariance matrix $X$. These may come from corrupted data, persistent experimental…

A recent line of ground-breaking results for permutation-based SGD has corroborated a widely observed phenomenon: random permutations offer faster convergence than with-replacement sampling. However, is random optimal? We show that this…

Decision trees are popular Classification and Regression tools and, when small-sized, easy to interpret. Traditionally, a greedy approach has been used to build the trees, yielding a very fast training process; however, controlling sparsity…

Sparse subspace clustering (SSC) using greedy-based neighbor selection, such as orthogonal matching pursuit (OMP), has been known as a popular computationally-efficient alternative to the popular L1-minimization based methods. This paper…

Cost-efficient compressive sensing is challenging when facing large-scale data, {\em i.e.}, data with large sizes. Conventional compressive sensing methods for large-scale data will suffer from low computational efficiency and massive…

Poisson subsampling is the default sampling scheme in differentially private machine learning, largely because its unstructured randomness yields tractable privacy amplification analyses. Yet this same randomness introduces substantial…

Many problems in signal processing and machine learning can be formalized as weak submodular optimization tasks. For such problems, a simple greedy algorithm (\textsc{Greedy}) is guaranteed to find a solution achieving the objective with a…

Practical data structures for the edit-sensitive parsing (ESP) are proposed. Given a string S, its ESP tree is equivalent to a context-free grammar G generating just S, which is represented by a DAG. Using the succinct data structures for…

Gravitational Search Algorithm (GSA) and Particle Swarm Optimization (PSO) are nature-inspired, swarm-based optimization algorithms respectively. Though they have been widely used for single-objective optimization since their inception,…

-The fluctuation effect of gradient expectation and variance caused by parameter update between consecutive iterations is neglected or confusing by current mainstream gradient optimization algorithms. The work in this paper remedy this…

We present novel algorithms for simulation optimization using random directions stochastic approximation (RDSA). These include first-order (gradient) as well as second-order (Newton) schemes. We incorporate both continuous-valued as well as…

A major enterprise in compressed sensing and sparse approximation is the design and analysis of computationally tractable algorithms for recovering sparse, exact or approximate, solutions of underdetermined linear systems of equations. Many…

Many modern big data applications feature large scale in both numbers of responses and predictors. Better statistical efficiency and scientific insights can be enabled by understanding the large-scale response-predictor association network…

Sparse signal recovery deals with finding the sparsest solution of an under-determined linear system $\vx = \mQ\vs$. In this paper, we propose a novel greedy approach to addressing the challenges from such a problem. Such an approach is…

Sorting and binary searching a dense array can be considered the simplest and most space efficient form of indexing. This holds especially on GPUs as they exhibit exceptional sorting performance. However, the popular opinion is that such a…

Background: High-throughput proteomics techniques, such as mass spectrometry (MS)-based approaches, produce very high-dimensional data-sets. In a clinical setting one is often interested in how mass spectra differ between patients of…

Drug discovery seeks molecules (ligands) that bind strongly and selectively to a target protein. However, fewer than 5% of candidate ligands pass the bar for even the early stages of drug discovery. Furthermore, we want methods that work…