The dueling bandit is a learning framework wherein the feedback information in the learning process is restricted to a noisy comparison between a pair of actions. In this research, we address a dueling bandit problem based on a cost function over a continuous space. We propose a stochastic mirror descent algorithm and show that the algorithm achieves an O ( T log T) -regret bound under strong convexity and smoothness assumptions for the cost function. Subsequently, we clarify the equivalence between regret minimization in dueling bandit and convex optimization for the cost function. Moreover, when considering a lower bound in convex optimization, our algorithm is shown to achieve the optimal convergence rate in convex optimization and the optimal regret in dueling bandit except for a logarithmic factor.

In cloud services, virtual machine (VM) scheduling is a typical Online Dynamic Multidimensional Bin Packing (ODMBP) problem, characterized by large-scale complexity and fluctuating demands. Traditional optimization methods struggle to adapt to real-time changes, domain-expert-designed heuristic approaches suffer from rigid strategies, and existing learning-based methods often lack generalizability and interpretability. To address these limitations, this paper proposes a hierarchical language agent framework named MiCo, which provides a large language model (LLM)-driven heuristic design paradigm for solving ODMBP. Specifically, ODMBP is formulated as a Semi-Markov Decision Process with Options (SMDP-Option), enabling dynamic scheduling through a two-stage architecture, i.e., Option Miner and Option Composer. Option Miner utilizes LLMs to discover diverse and useful non-context-aware strategies by interacting with constructed environments. Option Composer employs LLMs to discover a composing strategy that integrates the non-context-aware strategies with the contextual ones. Extensive experiments on real-world enterprise datasets demonstrate that MiCo achieves a 96.9\% competitive ratio in large-scale scenarios involving more than 10,000 virtual machines. It maintains high performance even under nonstationary request flows and diverse configurations, thus validating its effectiveness in complex and large-scale cloud environments.

The dueling bandit is a learning framework wherein the feedback information in the learning process is restricted to a noisy comparison between a pair of actions. In this research, we address a dueling bandit problem based on a cost function over a continuous space. We propose a stochastic mirror descent algorithm and show that the algorithm achieves an O( T log T)-regret bound under strong convexity and smoothness assumptions for the cost function. Subsequently, we clarify the equivalence between regret minimization in dueling bandit and convex optimization for the cost function. Moreover, when considering a lower bound in convex optimization, our algorithm is shown to achieve the optimal convergence rate in convex optimization and the optimal regret in dueling bandit except for a logarithmic factor.

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment. Bayesian Optimization (BO) techniques are known to be effective in tackling global optimization problems using a relatively small number objective function evaluations, but their performance suffers when dealing with high-dimensional outputs. To overcome the major challenge of dimensionality, here we propose a deep learning framework for BO and sequential decision making based on bootstrapped ensembles of neural architectures with randomized priors. Using appropriate architecture choices, we show that the proposed framework can approximate functional relationships between design variables and quantities of interest, even in cases where the latter take values in high-dimensional vector spaces or even infinite-dimensional function spaces. In the context of BO, we augmented the proposed probabilistic surrogates with re-parameterized Monte Carlo approximations of multiple-point (parallel) acquisition functions, as well as methodological extensions for accommodating black-box constraints and multi-fidelity information sources. We test the proposed framework against state-of-the-art methods for BO and demonstrate superior performance across several challenging tasks with high-dimensional outputs, including a constrained multi-fidelity optimization task involving shape optimization of rotor blades in turbo-machinery.

The comparison of local characteristics of two random processes can shed light on periods of time or space at which the processes differ the most. This paper proposes a method that learns about regions with a certain volume, where the marginal attributes of two processes are less similar. The proposed methods are devised in full generality for the setting where the data of interest are themselves stochastic processes, and thus the proposed method can be used for pointing out the regions of maximum dissimilarity with a certain volume, in the contexts of functional data, time series, and point processes. The parameter functions underlying both stochastic processes of interest are modeled via a basis representation, and Bayesian inference is conducted via an integrated nested Laplace approximation. The numerical studies validate the proposed methods, and we showcase their application with case studies on criminology, finance, and medicine.

A new model for evolving Evolutionary Algorithms (EAs) is proposed in this paper. The model is based on the Multi Expression Programming (MEP) technique. Each MEP chromosome encodes an evolutionary pattern that is repeatedly used for generating the individuals of a new generation. The evolved pattern is embedded into a standard evolutionary scheme that is used for solving a particular problem. Several evolutionary algorithms for function optimization are evolved by using the considered model. The evolved evolutionary algorithms are compared with a human-designed Genetic Algorithm. Numerical experiments show that the evolved evolutionary algorithms can compete with standard approaches for several well-known benchmarking problems.

Calculus is one of the core mathematical concepts in machine learning that permits us to understand the internal workings of different machine learning algorithms. One of the important applications of calculus in machine learning is the gradient descent algorithm, which, in tandem with backpropagation, allows us to train a neural network model. In this tutorial, you will discover the integral role of calculus in machine learning. Calculus in Machine Learning: Why it Works Photo by Hasmik Ghazaryan Olson, some rights reserved. A neural network model, whether shallow or deep, implements a function that maps a set of inputs to expected outputs.

A new model for evolving Evolutionary Algorithms is proposed in this paper. The model is based on the Linear Genetic Programming (LGP) technique. Every LGP chromosome encodes an EA which is used for solving a particular problem. Several Evolutionary Algorithms for function optimization, the Traveling Salesman Problem, and the Quadratic Assignment Problem are evolved by using the considered model. Numerical experiments show that the evolved Evolutionary Algorithms perform similarly and sometimes even better than standard approaches for several well-known benchmarking problems.

The derivative defines the rate at which one variable changes with respect to another. It is an important concept that comes in extremely useful in many applications: in everyday life, the derivative can tell you at which speed you are driving, or help you predict fluctuations on the stock market; in machine learning, derivatives are important for function optimization. This tutorial will explore different applications of derivatives, starting with the more familiar ones before moving to machine learning. We will be taking a closer look at what the derivatives tell us about the different functions we are studying. In this tutorial, you will discover different applications of derivatives.