arXiv Machine Learning By Julian G. Soltes

Hyperellipsoid Density Sampling: Exploitative Sequences to Accelerate High-Dimensional Numerical Optimization

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arXiv:2511. 07836v5 Announce Type: replace-cross Abstract: The curse of dimensionality remains a persistent challenge in modern optimization problems.

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arXiv Machine Learning
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Search at the Cost of Sampling: Nearly-Instant Latent Space Bayesian Optimization

The paper introduces a new Bayesian optimization approach tailored for generative models used in de novo discovery pipelines. By employing a linear surrogate model constrained to a spherical domain—where high‑dimensional latent vectors naturally concentrate—the authors derive nearly closed‑form solutions for both surrogate modeling and acquisition, achieving at least a 100‑fold speedup over existing methods. This acceleration enables Bayesian optimization to be used as a practical drop‑in component in pipelines that previously found it too slow to consider.

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LLM-Driven Evolutionary Generation of Multi-Objective Bayesian Optimization Algorithms

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By Georgios Laskaris, Reuben Brasher, Niki van Stein, Elena Raponi, Thomas B\"ack, Florian Neukart
arXiv Machine Learning
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HyperMC: Multi-Fidelity Hyperparameter Tuning for Stochastic Gradient MCMC

HyperMC is a multi‑fidelity hyperparameter tuning framework for stochastic gradient Markov chain Monte Carlo (SGMCMC) that combines Hyperband-style resource allocation with kernel Stein discrepancy (KSD) evaluation. It uses successive‑halving brackets to explore a continuous hyperparameter space while progressively refining promising configurations within a fixed computational budget. Robust HyperMC further introduces global grid initialization and elite‑guided local refinement to reduce sensitivity to random candidate generation and noisy evaluations, and theoretical analysis shows that the successive‑halving component selects a near‑optimal configuration with high probability under suitable conditions.

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