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Hyperparameter optimization (HPO) plays a central role in the automated machine learning (AutoML). It is a challenging task as the response surfaces of hyperparameters are generally unknown, hence essentially a global optimization problem.…

机器学习 · 计算机科学 2021-06-18 Zebin Yang , Aijun Zhang

Information theory has been very successful in obtaining performance limits for various problems such as communication, compression and hypothesis testing. Likewise, stochastic control theory provides a characterization of optimal policies…

信息论 · 计算机科学 2018-10-15 Dhruva Kartik , Ekraam Sabir , Urbashi Mitra , Prem Natarajan

We study the optimal design of stealthy attacks against partially observed linear control systems. We first propose a novel likelihood-based detection mechanism derived from the innovation process, based on which we quantify stealthiness…

最优化与控制 · 数学 2026-05-12 Haosheng Zhou , Ruimeng Hu

This work addresses the uniform parallel machine scheduling problem within an optimistic bilevel optimization framework. The leader seeks to minimize the weighted number of tardy jobs, while the follower aims to minimize the total…

最优化与控制 · 数学 2026-05-20 Quentin Schau , Federico Della Croce , Olivier Ploton , Vincent t'Kindt

The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new…

统计方法学 · 统计学 2016-04-29 Xun Huan , Youssef M. Marzouk

Sequential design is a highly active field of research in active learning which provides a general framework for designing computer experiments with limited computational budgets. It aims to create efficient surrogate models to replace…

统计方法学 · 统计学 2025-01-03 Paul Lartaud , Philippe Humbert , Josselin Garnier

We consider the problem of optimal unsignalized intersection management, wherein we seek to obtain safe and optimal trajectories, for a set of robots that arrive randomly and continually. This problem involves repeatedly solving a mixed…

机器人学 · 计算机科学 2024-08-08 Nishchal Hoysal G. , Pavankumar Tallapragada

We propose and analyze sequential design methods for the problem of ranking several response surfaces. Namely, given $L \ge 2$ response surfaces over a continuous input space $\cal X$, the aim is to efficiently find the index of the minimal…

机器学习 · 统计学 2017-10-17 Ruimeng Hu , Mike Ludkovski

Many academic disciplines - including information systems, computer science, and operations management - face scheduling problems as important decision making tasks. Since many scheduling problems are NP-hard in the strong sense, there is a…

分布式、并行与集群计算 · 计算机科学 2016-05-26 Gerhard Rauchecker , Guido Schryen

A key challenge in satisficing planning is to use multiple heuristics within one heuristic search. An aggregation of multiple heuristic estimates, for example by taking the maximum, has the disadvantage that bad estimates of a single…

人工智能 · 计算机科学 2021-04-13 David Speck , André Biedenkapp , Frank Hutter , Robert Mattmüller , Marius Lindauer

Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each…

最优化与控制 · 数学 2023-03-07 Mohammadreza Chamanbaz , Roland Bouffanais

In certain real-world optimization scenarios, practitioners are not interested in solving multiple problems but rather in finding the best solution to a single, specific problem. When the computational budget is large relative to the cost…

机器学习 · 计算机科学 2026-02-10 Judith Echevarrieta , Etor Arza , Aritz Pérez , Josu Ceberio

A sequential training method for large-scale feedforward neural networks is presented. Each layer of the neural network is decoupled and trained separately. After the training is completed for each layer, they are combined together. The…

机器学习 · 计算机科学 2019-05-21 Jongrae Kim

We propose a new approach to solve optimal stopping problems via simulation. Working within the backward dynamic programming/Snell envelope framework, we augment the methodology of Longstaff-Schwartz that focuses on approximating the…

计算金融 · 定量金融 2015-09-04 Robert B. Gramacy , Mike Ludkovski

We propose a general methodology of sequential locally optimal design of experiments for explicit or implicit nonlinear models, as they abound in chemical engineering and, in particular, in vapor-liquid equilibrium modeling. As a sequential…

最优化与控制 · 数学 2024-03-15 Martin Bubel , Jochen Schmid , Volodymyr Kozachynskyi , Erik Esche , Michael Bortz

In this paper we tackle the Team Orienteering Problem with Service Times, Mandatory Nodes and Incompatibilities, introduced in~\cite{Guastalla2024} and arising from two real-world healthcare applications. We propose two heuristic algorithms…

最优化与控制 · 数学 2025-07-09 Alberto Guastalla , Roberto Aringhieri , Pierre Hosteins

Hyperparameter selection in continual learning scenarios is a challenging and underexplored aspect, especially in practical non-stationary environments. Traditional approaches, such as grid searches with held-out validation data from all…

机器学习 · 计算机科学 2024-06-21 Rudy Semola , Julio Hurtado , Vincenzo Lomonaco , Davide Bacciu

Applications in machine learning, optimization, and control require the sequential selection of a few system elements, such as sensors, data, or actuators, to optimize the system performance across multiple time steps. However, in…

机器学习 · 统计学 2020-12-17 Vasileios Tzoumas , Ali Jadbabaie , George J. Pappas

Learning algorithm design for state-based games is investigated. A heuristic uncoupled learning algorithm, which is a two memory better reply with inertia dynamics, is proposed. Under certain reasonable conditions it is proved that for any…

最优化与控制 · 数学 2018-09-18 Changxi Li , Yu Xing , Fenghua He , Daizhan Cheng

Pre-trained language models (PLMs) have been widely used to underpin various downstream tasks. However, the adversarial attack task has found that PLMs are vulnerable to small perturbations. Mainstream methods adopt a detached two-stage…

计算与语言 · 计算机科学 2023-05-30 Xuanjie Fang , Sijie Cheng , Yang Liu , Wei Wang
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