Stochastic Adaptive Search for Global Optimization

Stochastic Adaptive Search for Global Optimization

Author: Z.B. Zabinsky

Publisher: Springer Science & Business Media

Published: 2013-11-27

Total Pages: 236

ISBN-13: 1441991824

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The field of global optimization has been developing at a rapid pace. There is a journal devoted to the topic, as well as many publications and notable books discussing various aspects of global optimization. This book is intended to complement these other publications with a focus on stochastic methods for global optimization. Stochastic methods, such as simulated annealing and genetic algo rithms, are gaining in popularity among practitioners and engineers be they are relatively easy to program on a computer and may be cause applied to a broad class of global optimization problems. However, the theoretical performance of these stochastic methods is not well under stood. In this book, an attempt is made to describe the theoretical prop erties of several stochastic adaptive search methods. Such a theoretical understanding may allow us to better predict algorithm performance and ultimately design new and improved algorithms. This book consolidates a collection of papers on the analysis and de velopment of stochastic adaptive search. The first chapter introduces random search algorithms. Chapters 2-5 describe the theoretical anal ysis of a progression of algorithms. A main result is that the expected number of iterations for pure adaptive search is linear in dimension for a class of Lipschitz global optimization problems. Chapter 6 discusses algorithms, based on the Hit-and-Run sampling method, that have been developed to approximate the ideal performance of pure random search. The final chapter discusses several applications in engineering that use stochastic adaptive search methods.


Encyclopedia of Optimization

Encyclopedia of Optimization

Author: Christodoulos A. Floudas

Publisher: Springer Science & Business Media

Published: 2008-09-04

Total Pages: 4646

ISBN-13: 0387747583

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The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".


Automated Machine Learning

Automated Machine Learning

Author: Frank Hutter

Publisher: Springer

Published: 2019-05-17

Total Pages: 223

ISBN-13: 3030053180

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This open access book presents the first comprehensive overview of general methods in Automated Machine Learning (AutoML), collects descriptions of existing systems based on these methods, and discusses the first series of international challenges of AutoML systems. The recent success of commercial ML applications and the rapid growth of the field has created a high demand for off-the-shelf ML methods that can be used easily and without expert knowledge. However, many of the recent machine learning successes crucially rely on human experts, who manually select appropriate ML architectures (deep learning architectures or more traditional ML workflows) and their hyperparameters. To overcome this problem, the field of AutoML targets a progressive automation of machine learning, based on principles from optimization and machine learning itself. This book serves as a point of entry into this quickly-developing field for researchers and advanced students alike, as well as providing a reference for practitioners aiming to use AutoML in their work.


Learning Deep Architectures for AI

Learning Deep Architectures for AI

Author: Yoshua Bengio

Publisher: Now Publishers Inc

Published: 2009

Total Pages: 145

ISBN-13: 1601982941

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Theoretical results suggest that in order to learn the kind of complicated functions that can represent high-level abstractions (e.g. in vision, language, and other AI-level tasks), one may need deep architectures. Deep architectures are composed of multiple levels of non-linear operations, such as in neural nets with many hidden layers or in complicated propositional formulae re-using many sub-formulae. Searching the parameter space of deep architectures is a difficult task, but learning algorithms such as those for Deep Belief Networks have recently been proposed to tackle this problem with notable success, beating the state-of-the-art in certain areas. This paper discusses the motivations and principles regarding learning algorithms for deep architectures, in particular those exploiting as building blocks unsupervised learning of single-layer models such as Restricted Boltzmann Machines, used to construct deeper models such as Deep Belief Networks.


Autonomous Search

Autonomous Search

Author: Youssef Hamadi

Publisher: Springer Science & Business Media

Published: 2012-01-05

Total Pages: 308

ISBN-13: 3642214347

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Decades of innovations in combinatorial problem solving have produced better and more complex algorithms. These new methods are better since they can solve larger problems and address new application domains. They are also more complex which means that they are hard to reproduce and often harder to fine-tune to the peculiarities of a given problem. This last point has created a paradox where efficient tools are out of reach of practitioners. Autonomous search (AS) represents a new research field defined to precisely address the above challenge. Its major strength and originality consist in the fact that problem solvers can now perform self-improvement operations based on analysis of the performances of the solving process -- including short-term reactive reconfiguration and long-term improvement through self-analysis of the performance, offline tuning and online control, and adaptive control and supervised control. Autonomous search "crosses the chasm" and provides engineers and practitioners with systems that are able to autonomously self-tune their performance while effectively solving problems. This is the first book dedicated to this topic, and it can be used as a reference for researchers, engineers, and postgraduates in the areas of constraint programming, machine learning, evolutionary computing, and feedback control theory. After the editors' introduction to autonomous search, the chapters are focused on tuning algorithm parameters, autonomous complete (tree-based) constraint solvers, autonomous control in metaheuristics and heuristics, and future autonomous solving paradigms. Autonomous search (AS) represents a new research field defined to precisely address the above challenge. Its major strength and originality consist in the fact that problem solvers can now perform self-improvement operations based on analysis of the performances of the solving process -- including short-term reactive reconfiguration and long-term improvement through self-analysis of the performance, offline tuning and online control, and adaptive control and supervised control. Autonomous search "crosses the chasm" and provides engineers and practitioners with systems that are able to autonomously self-tune their performance while effectively solving problems. This is the first book dedicated to this topic, and it can be used as a reference for researchers, engineers, and postgraduates in the areas of constraint programming, machine learning, evolutionary computing, and feedback control theory. After the editors' introduction to autonomous search, the chapters are focused on tuning algorithm parameters, autonomous complete (tree-based) constraint solvers, autonomous control in metaheuristics and heuristics, and future autonomous solving paradigms. This is the first book dedicated to this topic, and it can be used as a reference for researchers, engineers, and postgraduates in the areas of constraint programming, machine learning, evolutionary computing, and feedback control theory. After the editors' introduction to autonomous search, the chapters are focused on tuning algorithm parameters, autonomous complete (tree-based) constraint solvers, autonomous control in metaheuristics and heuristics, and future autonomous solving paradigms. This is the first book dedicated to this topic, and it can be used as a reference for researchers, engineers, and postgraduates in the areas of constraint programming, machine learning, evolutionary computing, and feedback control theory. After the editors' introduction to autonomous search, the chapters are focused on tuning algorithm parameters, autonomous complete (tree-based) constraint solvers, autonomous control in metaheuristics and heuristics, and future autonomous solving paradigms.


Handbook of Simulation Optimization

Handbook of Simulation Optimization

Author: Michael C Fu

Publisher: Springer

Published: 2014-11-13

Total Pages: 400

ISBN-13: 1493913840

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The Handbook of Simulation Optimization presents an overview of the state of the art of simulation optimization, providing a survey of the most well-established approaches for optimizing stochastic simulation models and a sampling of recent research advances in theory and methodology. Leading contributors cover such topics as discrete optimization via simulation, ranking and selection, efficient simulation budget allocation, random search methods, response surface methodology, stochastic gradient estimation, stochastic approximation, sample average approximation, stochastic constraints, variance reduction techniques, model-based stochastic search methods and Markov decision processes. This single volume should serve as a reference for those already in the field and as a means for those new to the field for understanding and applying the main approaches. The intended audience includes researchers, practitioners and graduate students in the business/engineering fields of operations research, management science, operations management and stochastic control, as well as in economics/finance and computer science.


Harmony Search Algorithms for Structural Design Optimization

Harmony Search Algorithms for Structural Design Optimization

Author: Zong Woo Geem

Publisher: Springer Science & Business Media

Published: 2009-09-28

Total Pages: 232

ISBN-13: 3642034497

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Various structures, such as buildings, bridges, and paved roads play an important role in our lives. However, these construction projects require large expenditures. Designing infrastructure cost-efficiently while satisfying all necessary design constraints is one of the most important and difficult tasks for a structural engineer. Traditionally, mathematical gradient-based optimization techniques have been applied to these designs. However, these gradient-based methods are not suitable for discrete design variables such as factory-made cross sectional area of structural members. Recently, researchers have turned their interest to phenomenon-mimicking optimization techniques because these techniques have proved able to efficiently handle discrete design variables. One of these techniques is harmony search, an algorithm developed from musical improvisation that has been applied to various structural design problems and has demonstrated cost-savings. This book gathers all the latest developments relating to the application of the harmony search algorithm in the structural design field in order for readers to efficiently understand the full spectrum of the algorithm’s potential and to easily apply the algorithm to their own structural problems. This book contains six chapters with the following subjects: standard harmony search algorithm and its applications by Lee; standard harmony search algorithm for steel frame design by Degertekin; adaptive harmony search algorithm and its applications by Saka and Hasançebi; harmony particle swarm algorithm and its applications by Li and Liu; hybrid algorithm of harmony search, particle swarm & ant colony for structural design by Kaveh and Talatahari; and parameter calibration of viscoelastic and damage functions by Mun and Geem.


Hands-On Machine Learning with R

Hands-On Machine Learning with R

Author: Brad Boehmke

Publisher: CRC Press

Published: 2019-11-07

Total Pages: 373

ISBN-13: 1000730433

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Hands-on Machine Learning with R provides a practical and applied approach to learning and developing intuition into today’s most popular machine learning methods. This book serves as a practitioner’s guide to the machine learning process and is meant to help the reader learn to apply the machine learning stack within R, which includes using various R packages such as glmnet, h2o, ranger, xgboost, keras, and others to effectively model and gain insight from their data. The book favors a hands-on approach, providing an intuitive understanding of machine learning concepts through concrete examples and just a little bit of theory. Throughout this book, the reader will be exposed to the entire machine learning process including feature engineering, resampling, hyperparameter tuning, model evaluation, and interpretation. The reader will be exposed to powerful algorithms such as regularized regression, random forests, gradient boosting machines, deep learning, generalized low rank models, and more! By favoring a hands-on approach and using real word data, the reader will gain an intuitive understanding of the architectures and engines that drive these algorithms and packages, understand when and how to tune the various hyperparameters, and be able to interpret model results. By the end of this book, the reader should have a firm grasp of R’s machine learning stack and be able to implement a systematic approach for producing high quality modeling results. Features: · Offers a practical and applied introduction to the most popular machine learning methods. · Topics covered include feature engineering, resampling, deep learning and more. · Uses a hands-on approach and real world data.