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.
Neural architecture search (NAS) is a promising research direction that has the potential to replace expert-designed networks with learned, task-specific architectures. In this work, in order to help ground the empirical results in this field, we propose new NAS baselines that build off the following observations: (i) …
Many applications in machine learning require optimizing a function whose true gradient is unknown, but where surrogate gradient information (directions that may be correlated with, but not necessarily identical to, the true gradient) is available instead. This arises when an approximate gradient is easier to compute t…
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…
Direct optimization is an appealing framework that replaces integration with optimization of a random objective for approximating gradients in models with discrete random variables. A⋆ sampling is a framework for optimizing such random objectives over large spaces. We show how to combine these techniques to yiel…
Context: One of the black arts of data mining is learning the magic parameters which control the learners. In software analytics, at least for defect prediction, several methods, like grid search and differential evolution (DE), have been proposed to learn these parameters, which has been proved to be able to improve t…
We introduce a method that uses the Cauchy-Crofton formula and a new curvature formula from integral geometry to reweight the sampling probabilities of Metropolis-within-Gibbs algorithms in order to increase their convergence speed. We consider algorithms that sample from a probability density conditioned on a manifold…
Neural Architecture Search (NAS) aims to facilitate the design of deep networks for new tasks. Existing techniques rely on two stages: searching over the architecture space and validating the best architecture. NAS algorithms are currently compared solely based on their results on the downstream task. While intuitive, …
Driven by the need for parallelizable hyperparameter optimization methods, this paper studies \emph{open loop} search methods: sequences that are predetermined and can be generated before a single configuration is evaluated. Examples include grid search, uniform random search, low discrepancy sequences, and other sampl…
In this paper, we propose the use of a black-box optimization method called deterministic Mesh Adaptive Direct Search (MADS) algorithm with orthogonal directions (Ortho-MADS) for the selection of hyperparameters of Support Vector Machines with a Gaussian kernel. Different from most of the methods in the literature that…
This letter presents a new spectral-clustering-based approach to the subspace clustering problem. Underpinning the proposed method is a convex program for optimal direction search, which for each data point d finds an optimal direction in the span of the data that has minimum projection on the other data points and non…
Previously, the exploding gradient problem has been explained to be central in deep learning and model-based reinforcement learning, because it causes numerical issues and instability in optimization. Our experiments in model-based reinforcement learning imply that the problem is not just a numerical issue, but it may …
Choosing appropriate step sizes is critical for reducing the computational cost of training large-scale neural network models. Mini-batch sub-sampling (MBSS) is often employed for computational tractability. However, MBSS introduces a sampling error, that can manifest as a bias or variance in a line search. This is bec…
This paper provides a block coordinate descent algorithm to solve unconstrained optimization problems. In our algorithm, computation of function values or gradients is not required. Instead, pairwise comparison of function values is used. Our algorithm consists of two steps; one is the direction estimate step and the o…
A common belief in model-free reinforcement learning is that methods based on random search in the parameter space of policies exhibit significantly worse sample complexity than those that explore the space of actions. We dispel such beliefs by introducing a random search method for training static, linear policies for…
We introduce an approximate search algorithm for fast maximum a posteriori probability estimation in probabilistic programs, which we call Bayesian ascent Monte Carlo (BaMC). Probabilistic programs represent probabilistic models with varying number of mutually dependent finite, countable, and continuous random variable…
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…