Researchers analyze a new neural network training method.
problem Training robust configurations in discrete weight neural networks.
method Replicated simulated annealing combining physics and classical simulated annealing.
result Explicit criteria for algorithm convergence and successful sampling.
New method uses reinforcement learning to improve Simulated Annealing.
problem Optimization problems with unknown cost functions.
method Replaces Metropolis engine with Macau Algorithm.
result Effective heuristic for unknown cost functions.
Simulated annealing improves candidate optimization for multi-objective Bayesian optimization.
problem Efficient candidate optimization for multi-objective acquisition functions in Bayesian optimization.
method Simulated annealing-based approach for batch acquisition function optimization.
result Simulated annealing outperforms SLSQP in most multi-objective optimization problems, achieving higher hypervolume values and better convergence characteristics.
The study optimizes simulated annealing's cooling schedule for better performance.
problem Designing optimal cooling schedules for simulated annealing to improve its performance.
method Analyzed the cooling schedule's impact on simulated annealing's performance and provided sample and simulation complexity results.
result Optimal cooling schedules can be found with a small number of samples, improving the algorithm's runtime or success rate.
Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a finite set of possible values. We introduce a new general formulation of simulated an…
The paper analyzes the InfoNCE loss under different temperature schedules using Langevin dynamics.
problem Understanding the dynamics of InfoNCE loss under fixed versus annealed temperature schedules.
method Modeling embedding evolution under Langevin dynamics on a compact Riemannian manifold, with theoretical guarantees for convergence.
result Slow logarithmic inverse-temperature schedules ensure convergence to globally optimal representations, while faster schedules risk suboptimal minima.
CoolMomentum combines momentum and Simulated Annealing for deep learning optimization.
problem Global optimization of non-convex functions in deep learning.
method Discretized Langevin dynamics with Simulated Annealing.
result CoolMomentum achieves high accuracy on Resnet-20 on Cifar-10 and Efficientnet-B0 on Imagenet.
Study convergence of simulated annealing in continuous and discrete settings.
problem Analyzing convergence rate of simulated annealing methods.
method Apply Eyring-Kramers law to prove polynomial decay of tail probabilities.
result Explicit rate of convergence for continuous and discrete simulated annealing.
This paper presents studies on a deterministic annealing algorithm based on quantum annealing for variational Bayes (QAVB) inference, which can be seen as an extension of the simulated annealing for variational Bayes (SAVB) inference. QAVB is as easy as SAVB to implement. Experiments revealed QAVB finds a better local …
AGGAN uses genetic algorithm with simulated annealing to generate minority class data.
problem Overcoming class imbalance in minority class data.
method AGGAN combines genetic algorithm and simulated annealing to train GANs on scarce minority class data.
result AGGAN effectively generates minority class data distributions from limited samples.
Quantum annealing is a generic solver of the optimization problem that uses fictitious quantum fluctuation. Its simulation in classical computing is often performed using the quantum Monte Carlo simulation via the Suzuki--Trotter decomposition. However, the negative sign problem sometimes emerges in the simulation of q…
SA-FDR uses simulated annealing for feature selection in high-dimensional data.
problem Feature selection in high-dimensional datasets with high predictive accuracy.
method Simulated Annealing for combinatorial optimisation of feature subsets.
result SA-FDR selects more compact feature subsets with high predictive accuracy.
Lossy compression of statistical data using quantum annealing.
problem Efficiently compressing statistical floating-point data.
method Representation learning with binary variables, classical optimization of basis vectors, quantum annealing for coefficients, bias correction.
result Quantum annealing shows promising results with 3.5x better compression than neural-network autoencoders.
We describe an adaptation of the simulated annealing algorithm to nonparametric clustering and related probabilistic models. This new algorithm learns nonparametric latent structure over a growing and constantly churning subsample of training data, where the portion of data subsampled can be interpreted as the inverse …
Quantum annealers aim at solving non-convex optimization problems by exploiting cooperative tunneling effects to escape local minima. The underlying idea consists in designing a classical energy function whose ground states are the sought optimal solutions of the original optimization problem and add a controllable qua…
Study efficient graph optimization with noisy data.
problem Optimizing functions on graphs with noisy observations.
method Best-arm identification and simulated annealing variants.
result Near-optimal solutions found with small query numbers.
DVAEs speed up calorimeter simulation for LHC data.
problem Slow calorimeter simulation in LHC experiments.
method Discrete Variational Autoencoders (DVAEs).
result Significantly faster calorimeter shower simulation.
aMCL uses annealing to improve hypothesis diversity in ambiguous tasks.
problem Limitations of Winner-takes-all in predicting plausible hypotheses.
method Combines simulated annealing with Multiple Choice Learning (MCL).
result Enhanced exploration of hypothesis space during training.
Framework for multi-scale clustering using phase transitions.
problem Clustering datasets with multi-scale structures.
method Cascade of phase transitions in simulated annealing of Expectation-Maximisation algorithm with weighted local covariance.
result Approximation of the number and size of clusters at different scales.
We present a method to obtain the average and the typical value of the number of critical points of the empirical risk landscape for generalized linear estimation problems and variants. This represents a substantial extension of previous applications of the Kac-Rice method since it allows to analyze the critical points…
A new Q-learning controller improves line follower robot control.
problem Challenges in controlling line follower robots due to unknown mechanical characteristics and uncertainties.
method Simulated annealing based Q learning method to address controller performance issues.
result The proposed controller outperforms conventional P controllers in line follower robots.
New clustering methods for binary data using combinatorial optimization.
problem Clustering binary data efficiently and effectively.
method Five new combinatorial optimization heuristics (SA, TA, TS, GA, ACO) applied to binary data.
result Simulated annealing performs exceptionally well compared to classical methods.
The paper proposes an efficient nested simulation design using likelihood ratio method.
problem Designing nested simulations with fixed outer scenarios and minimizing simulation effort.
method Proposes a bi-level optimization problem to decide inner replications and pooling strategies.
result Optimized design achieves $\cO(Γ^{-1})$ mean squared error of estimators.
New algorithm optimizes complex model selection for non-homogeneous hidden Markov models.
problem Complex combinatorial optimization problem for model selection in NHHMMs.
method Adaptive simulated annealing EM algorithm (ASA-EM).
result Joint optimization of models and parameters for a criterion of interest.
Maximum likelihood estimation (MLE) is one of the most important methods in machine learning, and the expectation-maximization (EM) algorithm is often used to obtain maximum likelihood estimates. However, EM heavily depends on initial configurations and fails to find the global optimum. On the other hand, in the field …
New analysis of annealing paths in sampling and estimation.
problem Sampling from complex distributions and estimating normalization constants.
method Extending known results on Bregman divergence to quasi-arithmetic means under monotonic embedding.
result Analogous result for quasi-arithmetic means, highlighting the interplay between means, parametric families, and divergence functionals.
We propose a modified expectation-maximization algorithm by introducing the concept of quantum annealing, which we call the deterministic quantum annealing expectation-maximization (DQAEM) algorithm. The expectation-maximization (EM) algorithm is an established algorithm to compute maximum likelihood estimates and appl…
New method for portfolio management learns from past wealth evolution.
problem Optimizing portfolio selection based on past performance.
method Simulated annealing clustering for asset selection, considering past wealth evolution.
result Strategy effectively learns from past performance and performs well in practice.
Annealed Langevin dynamics improves sampling from composite scores in SBI.
problem Irreducible bias in sampling from composite scores of SBI methods.
method Derive Wasserstein bounds and decision rules for hyperparameters.
result Explicit decision rules for hyperparameters guarantee prescribed sampling accuracy.
Study analyzes 3,171 stocks to pick efficient portfolios using quantum and classical solvers.
problem Creating efficient stock portfolios from a large dataset.
method Used classical and quantum solvers to optimize portfolios of 3,171 US stocks.
result Demonstrated the effectiveness of quantum and classical solvers in portfolio optimization.
In this paper we propose a modified version of the simulated annealing algorithm for solving a stochastic global optimization problem. More precisely, we address the problem of finding a global minimizer of a function with noisy evaluations. We provide a rate of convergence and its optimized parametrization to ensure a…
Hybrid SA algorithm optimizes index tracking for large indices.
problem Optimizing index tracking for large indices with financial constraints.
method Hybrid simulated annealing algorithm.
result Algorithm finds optimal solutions for past and future returns.
NVA combines variational posteriors, annealing, and natural-gradient learning for multimodal optimization.
problem Finding multiple global and local modes in nonconvex objectives.
method NVA integrates variational posteriors, annealing, and natural-gradient learning.
result NVA outperforms gradient descent and evolution strategies on simulations and real-world problems.
mAIS improves free energy evaluation efficiency.
problem Computational infeasibility of exact free energy evaluation.
method mAIS, a marginalized version of AIS.
result mAIS is more efficient under certain conditions.
Optimizes portfolios with discrete units using simulated annealing.
problem Finding optimal asset allocation in finance with discrete units.
method Integer simulated annealing method for combinatorial optimization.
result Classical resources can efficiently solve discretized convex portfolio optimization problems.
Matrix factorization is one of the best approaches for collaborative filtering, because of its high accuracy in presenting users and items latent factors. The main disadvantages of matrix factorization are its complexity, and being very hard to be parallelized, specially with very large matrices. In this paper, we intr…
Improved bounds on stick numbers of knots up to 13 crossings.
problem Finding better bounds on the stick number of knots.
method Simulated annealing with knot-type preserving moves.
result Comprehensive table of stick number bounds on all knots through 13 crossings.
Quantum computing techniques improve graph analysis and community detection.
problem Analyzing large graphs efficiently and accurately.
method Used quantum annealing and quantum gate computers for community detection and regularity checking.
result Demonstrated the effectiveness of quantum computing in solving complex graph problems.
We propose a novel reversible jump Markov chain Monte Carlo (MCMC) simulated annealing algorithm to optimize radial basis function (RBF) networks. This algorithm enables us to maximize the joint posterior distribution of the network parameters and the number of basis functions. It performs a global search in the joint …
Improved Bayesian inference for neuronal ensemble inference reduces computational cost.
problem Efficient inference of neuronal ensembles from activity data.
method Modified MCMC algorithm with simulated annealing for hyperparameter control.
result Our method reduces computational cost while maintaining or improving inference accuracy.
In this work a new way to calculate the multivariate joint entropy is presented. This measure is the basis for a fast information-theoretic based evaluation of gene relevance in a Microarray Gene Expression data context. Its low complexity is based on the reuse of previous computations to calculate current feature rele…
Adaptive replication improves stochastic function optimization.
problem Challenges in accurately estimating functions with high variance.
method Trust-region-based Bayesian optimization with adaptive replication.
result Adaptive replication substantially improves solution accuracy and efficiency.
This study optimizes currency arbitrage using quantum computing methods.
problem Optimizing profitable trading routes in currency markets.
method Quantum Annealing, QAOA, and Constraint Mapping.
result Quantum computing techniques enhance the identification of optimal arbitrage paths.
The paper proposes modern computational methods for optimizing reinsurance contracts.
problem Optimizing catastrophe excess-of-loss reinsurance contracts with realistic constraints and risk measures.
method Two approaches: simulated annealing for local search and quantum branch & bound for future potential.
result Quantum branch & bound approach shows potential for future optimization with quantum computers.
Reverse annealing boosts quantum matrix factorization performance.
problem Improving quantum matrix factorization performance.
method Combining forward and reverse annealing for nonnegative/binary matrix factorization.
result Combination of forward and reverse annealing significantly improves performance.
Stochastic gradient Markov chain Monte Carlo (SG-MCMC) methods are Bayesian analogs to popular stochastic optimization methods; however, this connection is not well studied. We explore this relationship by applying simulated annealing to an SGMCMC algorithm. Furthermore, we extend recent SG-MCMC methods with two key co…
Generative adversarial networks are used to generate images but still their convergence properties are not well understood. There have been a few studies who intended to investigate the stability properties of GANs as a dynamical system. This short writing can be seen in that direction. Among the proposed methods for s…
Bayesian networks are a class of popular graphical models that encode causal and conditional independence relations among variables by directed acyclic graphs (DAGs). We propose a novel structure learning method, annealing on regularized Cholesky score (ARCS), to search over topological sorts, or permutations of nodes,…