Statistical Learning
Iterative Methods via Locally Evolving Set Process Baojian Zhou 1,2 Yifan Sun
By noticing that APPR is a local variant of Gauss-Seidel, this paper explores the question of whether standard iterative solvers can be effectively localized . We propose to use the locally evolving set process, a novel framework to characterize the algorithm locality, and demonstrate that many standard solvers can be effectively localized.
A survey and benchmark of high-dimensional Bayesian optimization of discrete sequences Miguel González-Duque
Optimizing discrete black box functions is key in several domains, e.g. protein engineering and drug design. Due to the lack of gradient information and the need for sample efficiency, Bayesian optimization is an ideal candidate for these tasks. Several methods for high-dimensional continuous and categorical Bayesian optimization have been proposed recently. However, our survey of the field reveals highly heterogeneous experimental set-ups across methods and technical barriers for the replicability and application of published algorithms to real-world tasks. To address these issues, we develop a unified framework to test a vast array of high-dimensional Bayesian optimization methods and a collection of standardized black box functions representing real-world application domains in chemistry and biology.