A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Blade uses diffusion priors to accurately and calibratedly infer complex systems.
Study analyzes derivative-free loss method for solving PDEs and fluid problems.
Derives a method to optimize high-dimensional functions on low-dimensional manifolds.
This paper discusses online algorithms for inverse dynamics modelling in robotics. Several model classes including rigid body dynamics (RBD) models, data-driven models and semiparametric models (which are a combination of the previous two classes) are placed in a common framework. While model classes used in the litera…
Efficiently tunes hyperparameters with dynamic accuracy method.
Recent advances in derivative-free optimization allow efficient approximation of the global-optimal solutions of sophisticated functions, such as functions with many local optima, non-differentiable and non-continuous functions. This article describes the ZOOpt (Zeroth Order Optimization) toolbox that provides efficien…
The problem of stochastic convex optimization with bandit feedback (in the learning community) or without knowledge of gradients (in the optimization community) has received much attention in recent years, in the form of algorithms and performance upper bounds. However, much less is known about the inherent complexity …
We study derivative-free methods for policy optimization over the class of linear policies. We focus on characterizing the convergence rate of these methods when applied to linear-quadratic systems, and study various settings of driving noise and reward feedback. We show that these methods provably converge to within a…
Derivative-free method solves stochastic optimization problems with noisy objectives and constraints.
In this paper, we propose a derivative-free model learning framework for Reinforcement Learning (RL) algorithms based on Gaussian Process Regression (GPR). In many mechanical systems, only positions can be measured by the sensing instruments. Then, instead of representing the system state as suggested by the physics wi…
Study uses spectral risk for learning with heavy-tailed data.
A new imitation learning method uses random search for simple policies, outperforming complex models.
We develop an algorithm for minimizing a function using batched function value measurements at each of rounds by using classifiers to identify a function's sublevel set. We show that sufficiently accurate classifiers can achieve linear convergence rates, and show that the convergence rate is tied to the difficu…
EnKG solves inverse problems without derivatives, using diffusion models.
In this paper, we will provide an introduction to the derivative-free optimization algorithms which can be potentially applied to train deep learning models. Existing deep learning model training is mostly based on the back propagation algorithm, which updates the model variables layers by layers with the gradient desc…
In this paper, we consider derivative free optimization problems, where the objective function is smooth but is computed with some amount of noise, the function evaluations are expensive and no derivative information is available. We are motivated by policy optimization problems in reinforcement learning that have rece…
Enhanced DFO using adaptive batch-based FD estimates.
New method tackles inexact bilevel optimization for faster parameter learning.
CBO interprets as SGD, leading to global convergence for nonconvex functions.
This paper provides lower bounds on the convergence rate of Derivative Free Optimization (DFO) with noisy function evaluations, exposing a fundamental and unavoidable gap between the performance of algorithms with access to gradients and those with access to only function evaluations. However, there are situations in w…
New sampling strategy improves TR algorithms for stochastic optimization.
Optimizes variational autoencoder for detecting missing data in Mars rover transmissions.
In this paper, we study the problem of monotone (weakly) DR-submodular continuous maximization. While previous methods require the gradient information of the objective function, we propose a derivative-free algorithm LDGM for the first time. We define and to characterize how close a function is to continuous D…
We demonstrate that model-based derivative free optimisation algorithms can generate adversarial targeted misclassification of deep networks using fewer network queries than non-model-based methods. Specifically, we consider the black-box setting, and show that the number of networks queries is less impacted by making …
New samplers improve MCMC efficiency in high dimensions.
We introduce a deep neural network based method for solving a class of elliptic partial differential equations. We approximate the solution of the PDE with a deep neural network which is trained under the guidance of a probabilistic representation of the PDE in the spirit of the Feynman-Kac formula. The solution is giv…
A dissertation on scalable projection-free optimization methods.
Derivative-free optimization has become an important technique used in machine learning for optimizing black-box models. To conduct updates without explicitly computing gradient, most current approaches iteratively sample a random search direction from Gaussian distribution and compute the estimated gradient along that…
This study introduces a framework for the forecasting, reconstruction and feature engineering of multivariate processes along with its renewable energy applications. We integrate derivative-free optimization with an ensemble of sequence-to-sequence networks and design a new resampling technique called additive resampli…
Adaptive sampling for multimodal distributions converges faster than classical methods.
In this paper, we formalise order-robust optimisation as an instance of online learning minimising simple regret, and propose Vroom, a zero'th order optimisation algorithm capable of achieving vanishing regret in non-stationary environments, while recovering favorable rates under stochastic reward-generating processes.…
Study optimizes zero-order strongly convex function minimization with higher order smoothness.
URGE improves diffusion model quality without gradients or Hessian.
In this paper, we examine a geometrical projection algorithm for statistical inference. The algorithm is based on Pythagorean relation and it is derivative-free as well as representation-free that is useful in nonparametric cases. We derive a bound of learning rate to guarantee local convergence. In special cases of m-…
In this paper, we will provide an introduction to the derivative-free optimization algorithms which can be potentially applied to train deep learning models. Existing deep learning model training is mostly based on the back propagation algorithm, which updates the model variables layers by layers with the gradient desc…
Machine learning applications often require hyperparameter tuning. The hyperparameters usually drive both the efficiency of the model training process and the resulting model quality. For hyperparameter tuning, machine learning algorithms are complex black-boxes. This creates a class of challenging optimization problem…
New algorithms solve complex minimax problems without needing derivatives.
This paper presents the application of a newly developed nature-inspired metaheuristic optimization method, namely the Adaptive Wind Driven Optimization (AWDO), to the training of feedforward artificial neural networks (NN) and presents a discussion into the future research of AWDO implementation in Deep Learning (DL).…
We consider stochastic zero-order optimization problems, which arise in settings from simulation optimization to reinforcement learning. We propose an adaptive sampling quasi-Newton method where we estimate the gradients of a stochastic function using finite differences within a common random number framework. We emplo…
We learn recurrent neural network optimizers trained on simple synthetic functions by gradient descent. We show that these learned optimizers exhibit a remarkable degree of transfer in that they can be used to efficiently optimize a broad range of derivative-free black-box functions, including Gaussian process bandits,…
Recently, neural networks trained as optimizers under the "learning to learn" or meta-learning framework have been shown to be effective for a broad range of optimization tasks including derivative-free black-box function optimization. Recurrent neural networks (RNNs) trained to optimize a diverse set of synthetic non-…
We consider derivative-free black-box global optimization of expensive noisy functions, when most of the randomness in the objective is produced by a few influential scalar random inputs. We present a new Bayesian global optimization algorithm, called Stratified Bayesian Optimization (SBO), which uses this strong depen…
BOOOM optimizes orthonormal matrices without needing gradients.
Proposes a new loss function for robust learning.
Numerous methods for crafting adversarial examples were proposed recently with high success rate. Since most existing machine learning based classifiers normalize images into some continuous, real vector, domain firstly, attacks often craft adversarial examples in such domain. However, "adversarial" examples may become…
We present a novel view of nonlinear manifold learning using derivative-free optimization techniques. Specifically, we propose an extension of the classical multi-dimensional scaling (MDS) method, where instead of performing gradient descent, we sample and evaluate possible "moves" in a sphere of fixed radius for each …
Develops efficient method for nonconvex problems using Regula Falsi.
We apply numerical methods in combination with finite-difference-time-domain (FDTD) simulations to optimize transmission properties of plasmonic mirror color filters using a multi-objective figure of merit over a five-dimensional parameter space by utilizing novel multi-fidelity Gaussian processes approach. We compare …