相关论文: Black-Box Approximation and Optimization with Hier…

Bayesian Optimization (BO) has been widely applied to optimize expensive black-box functions while retaining sample efficiency. However, scaling BO to high-dimensional spaces remains challenging. Existing literature proposes performing…

Gradient-based optimization is the foundation of deep learning and reinforcement learning. Even when the mechanism being optimized is unknown or not differentiable, optimization using high-variance or biased gradient estimates is still…

We propose a scalable method to find a subspace $\widehat{\mathcal{H}}$ of low-rank tensors that simultaneously approximates a set of integral operators. The method can be seen as a generalization of the Tucker-2 decomposition model, which…

We consider quantile optimization of black-box functions that are estimated with noise. We propose two new iterative three-timescale local search algorithms. The first algorithm uses an appropriately modified finite-difference-based…

We discuss extended definitions of linear and multilinear operations such as Kronecker, Hadamard, and contracted products, and establish links between them for tensor calculus. Then we introduce effective low-rank tensor approximation…

In this paper, we propose a high-order extension of the multiscale method introduced by the authors in [SIAM J. Numer. Anal., 63(4) (2025), pp. 1617--1641] for heterogeneous Stokes problems, while also providing several other improvements,…

In intelligent transportation systems, traffic data imputation, estimating the missing value from partially observed data is an inevitable and challenging task. Previous studies have not fully considered traffic data's multidimensionality…

Many applications in data science and scientific computing involve large-scale datasets that are expensive to store and compute with, but can be efficiently compressed and stored in an appropriate tensor format. In recent years, randomized…

High-dimensional data in the form of tensors are challenging for kernel classification methods. To both reduce the computational complexity and extract informative features, kernels based on low-rank tensor decompositions have been…

Derivative-free optimization algorithms are particularly useful for tackling blackbox optimization problems where the objective function arises from complex and expensive procedures that preclude the use of classical gradient-based methods.…

Model-based optimization, in concert with conventional black-box methods, can quickly solve large-scale combinatorial problems. Recently, quantum-inspired modeling schemes based on tensor networks have been developed which have the…

Low-rank tensor estimation offers a powerful approach to addressing high-dimensional data challenges and can substantially improve solutions to ill-posed inverse problems, such as image reconstruction under noisy or undersampled conditions.…

To reduce complexity and achieve scalable performance in high-dimensional black-box settings, we propose a distributed method for nonconvex derivative-free optimization of continuous variables with an additively separable objective, subject…

We present an alternative approach to decompose non-negative tensors, called many-body approximation. Traditional decomposition methods assume low-rankness in the representation, resulting in difficulties in global optimization and target…

Benchmarking is essential for developing and evaluating black-box optimization algorithms, providing a structured means to analyze their search behavior. Its effectiveness relies on carefully selected problem sets used for evaluation. To…

This paper describes a new algorithm for computing a low-Tucker-rank approximation of a tensor. The method applies a randomized linear map to the tensor to obtain a sketch that captures the important directions within each mode, as well as…

In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal…

We present two easy-to-implement gradient-free/zeroth-order methods to optimize a stochastic non-smooth function accessible only via a black-box. The methods are built upon efficient first-order methods in the heavy-tailed case, i.e., when…

Gradient-free/zeroth-order methods for black-box convex optimization have been extensively studied in the last decade with the main focus on oracle calls complexity. In this paper, besides the oracle complexity, we focus also on iteration…

An increasing amount of collected data are high-dimensional multi-way arrays (tensors), and it is crucial for efficient learning algorithms to exploit this tensorial structure as much as possible. The ever-present curse of dimensionality…