Regression analysis is an important machine learning task used for predictive analytic in business, sports analysis, etc. In regression analysis, optimization algorithms play a significant role in search the coefficients in the regression model. In this paper, nonlinear regression analysis using a recently developed meta-heuristic Multi-Verse Optimizer (MVO) is proposed. The proposed method is applied to 10 well-known benchmark nonlinear regression problems. A comparative study has been conducted with Particle Swarm Optimizer (PSO). The experimental results demonstrate that the proposed method statistically outperforms PSO algorithm.
Vanderbilt University（范德堡大学）；University of Virginia（弗吉尼亚大学）
Safeguarding privacy in machine learning is highly desirable, especially in collaborative studies across many organizations. Privacy-preserving distributed machine learning (based on cryptography) is popular to solve the problem. However, existing cryptographic protocols still incur excess computational overhead. Here, we make a novel observation that this is partially due to naive adoption of mainstream numerical optimization (e.g., Newton method) and failing to tailor for secure computing. This work presents a contrasting perspective: customizing numerical optimization specifically for secur…
Nara Institute of Science and Technology（奈良先端科学技术大学院大学）
Machine learning algorithms aim to find patterns from observations, which may include some noise, especially in robotics domain. To perform well even with such noise, we expect them to be able to detect outliers and discard them when needed. We therefore propose a new stochastic gradient optimization method, whose robustness is directly built in the algorithm, using the robust student-t distribution as its core idea. Adam, the popular optimization method, is modified with our method and the resultant optimizer, so-called TAdam, is shown to effectively outperform Adam in terms of robustness aga…
Assam Don Bosco University（阿萨姆唐博斯科大学）；Indian Institute of Technology Kharagpur（印度理工学院克勒格布尔分校）
In this work, we study an optimizer, Grad-Avg to optimize error functions. We establish the convergence of the sequence of iterates of Grad-Avg mathematically to a minimizer (under boundedness assumption). We apply Grad-Avg along with some of the popular optimizers on regression as well as classification tasks. In regression tasks, it is observed that the behaviour of Grad-Avg is almost identical with Stochastic Gradient Descent (SGD). We present a mathematical justification of this fact. In case of classification tasks, it is observed that the performance of Grad-Avg can be enhanced by suitab…
We present three evolutionary symbolic regression-based classification algorithms for binary and multinomial datasets: GPLearnClf, CartesianClf, and ClaSyCo. Tested over 162 datasets and compared to three state-of-the-art machine learning algorithms -- XGBoost, LightGBM, and a deep neural network -- we find our algorithms to be competitive. Further, we demonstrate how to find the best method for one's dataset automatically, through the use of a state-of-the-art hyperparameter optimizer.
Improving the Adaptive Moment Estimation (ADAM) stochastic optimizer through an Implicit-Explicit (IMEX) time-stepping approach
Computational Science Laboratory（计算科学实验室）；Virginia Tech（弗吉尼亚理工大学）；The University of Texas at Austin（德克萨斯大学奥斯汀分校）；California State University, Long Beach（加州州立大学长滩分校）
Université de Paris（巴黎大学）；Ochanomizu University（御茶水女子大学）；University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）
By combining Genetic Programming, MAP-Elites and Covariance Matrix Adaptation Evolution Strategy, we demonstrate very high success rates in Symbolic Regression problems. MAP-Elites is used to improve exploration while preserving diversity and avoiding premature convergence and bloat. Then, a Covariance Matrix Adaptation-Evolution Strategy is used to evaluate free scalars through a non-gradient-based black-box optimizer. Although this evaluation approach is not computationally scalable to high dimensional problems, our algorithm is able to find exactly most of the $31$ targets extracted from th…
Private Gradient Descent for Linear Regression: Tighter Error Bounds and Instance-Specific Uncertainty Estimation
Paul G Allen School of Computer Science and Engineering, University of Washington（华盛顿大学保罗·G·艾伦计算机科学与工程学院）；Boston University（波士顿大学）；Google DeepMind（谷歌DeepMind）
We propose a machine learning based approach to accelerate quantum approximate optimization algorithm (QAOA) implementation which is a promising quantum-classical hybrid algorithm to prove the so-called quantum supremacy. In QAOA, a parametric quantum circuit and a classical optimizer iterates in a closed loop to solve hard combinatorial optimization problems. The performance of QAOA improves with increasing number of stages (depth) in the quantum circuit. However, two new parameters are introduced with each added stage for the classical optimizer increasing the number of optimization loop ite…
Efficient hybrid modeling and sorption model discovery for non-linear advection-diffusion-sorption systems: A systematic scientific machine learning approach
University of Porto（波尔图大学）；Norwegian University of Science and Technology（挪威科技大学）；Massachusetts Institute of Technology（麻省理工学院）
