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2925858771,169 · Jun 202019922001200920182026
48 results for Efficient Global Optimization

Novel framework finds globally optimal energy-efficient power control in wireless networks.

problem Energy-efficient power control in wireless networks.
method Branch-and-bound procedure with problem-specific bounds for faster convergence.
result Global solution for common energy-efficient power control problems with reduced complexity.

HALO uses local Lipschitz constants to optimize functions efficiently.

problem Efficiently solving global optimization problems with complex objective functions.
method Hybrid Adaptive Lipschizian Optimization (HALO) algorithm that estimates local Lipschitz constants and balances global and local information.
result HALO outperforms other global optimization algorithms on numerous test functions.

Develops an SSBO algorithm for global optimization of expensive models.

problem Global optimization of expensive black-box models.
method Asynchronous hybrid-criterion with interval reduction.
result Improves global search ability and local search efficiency.

Efficient algorithm for global optimization of multivariate Lipschitz functions.

problem Global optimization of multivariate Lipschitz continuous functions.
method Proposes an efficient minimax optimal algorithm using a predetermined query creation rule.
result Achieves an average regret bound of O(LnT1n)O(L\sqrt{n}T^{-\frac{1}{n}}), minimax optimal.

TREGO improves EGO for global optimization of high-dimensional problems.

problem Efficient Global Optimization struggles with high dimensions and lacks theoretical guarantees.
method TREGO alternates between EGO steps and local steps within a trust region.
result TREGO outperforms EGO and other methods in black-box optimization problems.

Bayesian optimization improved for large-scale problems.

problem Efficient optimization of expensive functions with many variables.
method Local Bayesian optimization using a collection of local models and a bandit approach for sample allocation.
result TuRBO algorithm outperforms state-of-the-art methods on various high-dimensional problems.

StochasticRank optimizes ranking metrics efficiently and guarantees global convergence.

problem Optimizing discrete ranking metrics due to their ill-posed nature.
method Stochastic smoothing, gradient estimate, debiasing, and Stochastic Gradient Langevin Boosting.
result Global convergence and superior performance on ranking datasets.

SOBER optimizes and quadrates efficiently in parallel for diverse tasks.

problem Scalability of batch Bayesian optimization and quadrature for expensive functions.
method Reformulates batch selection as a quadrature problem, balancing exploitation and exploration.
result SOBER outperforms 11 baselines on 12 tasks.

Bayesian optimization reduces computational effort in aircraft design optimization.

problem High computational cost in industrial aircraft design optimization.
method Constrained Bayesian optimization (Super Efficient Global Optimization with Mixture of Experts)
result Significant computational efficiency improvements over existing Isight optimizers.

Combines global and local search for efficient global optimization with Gaussian processes.

problem Difficulties in building accurate GP models and getting stuck in suboptimal regions.
method Adopting AGLGP model combining global and local GP models, dividing space into regions, and switching between global and local searches.
result Efficiently locates the global optimum with benefits of both global and local search.

Efficient binary sampling method for global optimization of univariate functions with low regret.

problem Global optimization of univariate loss functions.
method Binary sampling approach to circumvent hard-to-determine query points in traditional methods.
result At most Llog(3T)L\log (3T) and 2.25H2.25H regret for LL-Lipschitz continuous and HH-Lipschitz smooth functions respectively.

New perspective on federated learning as posterior inference, improving optimization.

problem Optimizing global models in distributed learning settings.
method Formulated as posterior inference problem, using MCMC for approximate inference and federated averaging for refinement.
result Federated posterior averaging (FedPA) outperforms existing methods on benchmarks.

Optimizes expensive experiments by incorporating expert knowledge.

problem Expensive experiments require minimizing the number of trials.
method Bayesian optimization with posterior sampling of expert knowledge.
result Demonstrates significant efficiency gains in experiments and hyperparameter tuning.

Lo-Hp decouples weight generation into local and global policies to improve flexibility and efficiency.

problem Over-coupling and long-horizon issues in current optimization methods.
method Hybrid-Policy Sub-Trajectory Balance objective.
result Learning local optimization policies addresses long-horizon issues and enhances global weight generation.

A new algorithm optimizes Gaussian process posterior mean functions efficiently.

problem Optimizing Gaussian process posterior mean functions over hyperrectangles is challenging due to nonlinearity and nonconvexity.
method PALM-Mean, a piecewise-analytic lower-bounding framework embedded in reduced-space spatial branch-and-bound.
result PALM-Mean improves scalability for large datasets compared to general-purpose solvers.

We study the error landscape of deep linear and nonlinear neural networks with the squared error loss. Minimizing the loss of a deep linear neural network is a nonconvex problem, and despite recent progress, our understanding of this loss surface is still incomplete. For deep linear networks, we present necessary and s…

2017-07-08abs ↗pdf ↗

Improves Bayesian optimization using Gaussian process Thompson sampling.

problem Global optimization of Gaussian process posterior samples.
method Carefully selects starting points for gradient-based multi-start optimizers, identifies all local optima via univariate global rootfinding, and optimizes the posterior sample.
result Dramatic improvements in overall performance of Bayesian optimization.

Contemporary global optimization algorithms are based on local measures of utility, rather than a probability measure over location and value of the optimum. They thus attempt to collect low function values, not to learn about the optimum. The reason for the absence of probabilistic global optimizers is that the corres…

2011-12-06abs ↗pdf ↗

LES optimizes designs by sampling descent sequences, achieving strong sample efficiency.

problem Optimizing large, complex design spaces is infeasible and unnecessary.
method LES uses Bayesian optimization to target solutions reachable by iterative optimizers.
result LES achieves strong sample efficiency compared to existing methods.

Adaptive personalized federated learning improves local model personalization.

problem Maximizing global model performance limits local model personalization.
method APFL algorithm trains local models while contributing to global model, with optimal mixing parameter and communication-efficient optimization.
result Demonstrates effectiveness of personalization schema and correctness of generalization theories.

Paper proposes a new method for efficient hyperparameter optimization.

problem Challenging task of optimizing hyperparameters in machine learning.
method Sequential Uniform Design (SeqUD) strategy for adaptive and efficient exploration of hyperparameter space.
result The proposed SeqUD strategy outperforms existing methods in hyperparameter optimization.

Bayesian optimization is a powerful global optimization technique for expensive black-box functions. One of its shortcomings is that it requires auxiliary optimization of an acquisition function at each iteration. This auxiliary optimization can be costly and very hard to carry out in practice. Moreover, it creates ser…

2014-02-27abs ↗pdf ↗

A new L-BFGS method tackles large-scale optimization with fewer evaluations.

problem Efficiently solving large-scale unconstrained optimization problems.
method Proposes a regularized L-BFGS method with line search techniques.
result Shows global convergence and robust performance in numerical tests.

New method trains quantized neural networks to global optimality.

problem Training optimal quantized neural networks is intractable due to combinatorial non-convex optimization.
method Convex optimization strategy using hidden convexity, semidefinite lifting, and Grothendieck's identity.
result Quantized NN problems can be solved to global optimality in polynomial-time.

New method optimizes Bayesian optimization for high-dimensional posterior samples.

problem Difficult inner-loop optimization of posterior sample paths in Bayesian optimization.
method Global rootfinding approach with carefully selected starting points.
result The method discovers the global optimum most of the time with just one starting point per set.

This paper analyzes local optimizers in Bayesian optimization for expensive functions.

problem Finding global optimizers in Bayesian optimization is challenging and time-consuming.
method The paper analyzes three acquisition functions (PI, EI, GP-UCB) and their local optimizers.
result Local optimizers can be used effectively in Bayesian optimization, reducing search time.

Regularization affects sample efficiency in neural nets, as shown by a specific example.

problem Sample efficiency in neural nets with regularization.
method Construction of a specific distribution and analysis tools for multi-layer feedforward ReLU nets and kernel methods.
result Regularized neural nets can learn with fewer samples than the NTK, highlighting the importance of regularization.

Advocates a local feedback approach for RL in unknown systems.

problem Finding optimal feedback laws in unknown nonlinear dynamical systems.
method Searches over a local feedback representation consisting of an open-loop sequence and an optimal linear feedback law.
result Results in highly efficient training and superior performance compared to global methods.

Enhances BO in high dimensions with Newton methods.

problem Challenges in scaling BO to high-dimensional spaces.
method Construct multiple local quadratic models using gradients and Hessians from a global GP, and select new sample points by solving bound-constrained quadratic programs.
result Outperforms existing high-dimensional BO techniques on synthetic and real-world applications.

ECPv2 optimizes Lipschitz functions efficiently and scalably.

problem Global optimization of Lipschitz-continuous functions with unknown Lipschitz constants.
method Adapting the Every Call is Precious (ECP) framework, ECPv2 introduces adaptive lower bounds, Worst-m memory, and random projections to reduce computational cost and improve acceptance regions.
result ECPv2 retains ECP's no-regret guarantees with optimal finite-time bounds and expands the acceptance region with high probability.

Bayesian optimization improves with nonstationary covariance functions.

problem Stationary covariance functions fail to capture prior information in high dimensions.
method Proposes nonstationary covariance functions to encode prior information and adaptively promote local exploration.
result Nonstationary covariance functions increase sample efficiency in high dimensions.

Efficiently learns distributions corrupted by both global and local adversarial modifications.

problem Learning distributions with both global and local adversarial corruptions.
method Develops an efficient algorithm to minimize Wasserstein distance with orthogonal projections.
result Achieves optimal risk bounds with error εk+ρ+ildeO(dkn1/(k2))\sqrt{\varepsilon k} + ρ+ ilde{O}(d\sqrt{k}n^{-1/(k \lor 2)}).