Correlated Mutations for Integer Programming
- URL: http://arxiv.org/abs/2506.22526v1
- Date: Fri, 27 Jun 2025 08:24:15 GMT
- Title: Correlated Mutations for Integer Programming
- Authors: Ofer M. Shir, Michael Emmerich,
- Abstract summary: This study seeks to establish the groundwork for Evolution Strategies (IESs)<n>IESs already excel in treating IP in practice, but accomplish it via discretization and by applying sophisticated patches to their continuous operators.<n>We focus on mutation distributions for integer decision variables.<n>We explore their theoretical properties, including entropy functions, and propose a procedure to generate scalable correlated mutation distributions.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Even with the recent theoretical advancements that dramatically reduced the complexity of Integer Programming (IP), heuristics remain the dominant problem-solvers for this difficult category. This study seeks to establish the groundwork for Integer Evolution Strategies (IESs), a class of randomized search heuristics inherently designed for continuous spaces. IESs already excel in treating IP in practice, but accomplish it via discretization and by applying sophisticated patches to their continuous operators, while persistently using the $\ell_2$-norm as their operation pillar. We lay foundations for discrete search, by adopting the $\ell_1$-norm, accounting for the suitable step-size, and questioning alternative measures to quantify correlations over the integer lattice. We focus on mutation distributions for unbounded integer decision variables. We briefly discuss a couple of candidate discrete probabilities induced by the uniform and binomial distributions, which we show to possess less appealing theoretical properties, and then narrow down to the Truncated Normal (TN) and Double Geometric (DG) distributions. We explore their theoretical properties, including entropy functions, and propose a procedure to generate scalable correlated mutation distributions. Our investigations are accompanied by extensive numerical simulations, which consistently support the claim that the DG distribution is better suited for unbounded integer search. We link our theoretical perspective to empirical evidence indicating that an IES with correlated DG mutations outperformed other strategies over non-separable quadratic IP. We conclude that while the replacement of the default TN distribution by the DG is theoretically justified and practically beneficial, the truly crucial change lies in adopting the $\ell_1$-norm over the $\ell_2$-norm.
Related papers
- Distribution-dependent Generalization Bounds for Tuning Linear Regression Across Tasks [24.2043855572415]
We find distribution-dependent bounds on the generalization error for the validation loss when tuning the L1 and L2 coefficients.<n>We extend our results to a generalization of ridge regression, where we achieve tighter bounds that take into account the mean of the ground truth distribution.
arXiv Detail & Related papers (2025-07-07T15:08:45Z) - Gradual Domain Adaptation via Manifold-Constrained Distributionally Robust Optimization [0.4732176352681218]
This paper addresses the challenge of gradual domain adaptation within a class of manifold-constrained data distributions.
We propose a methodology rooted in Distributionally Robust Optimization (DRO) with an adaptive Wasserstein radius.
Our bounds rely on a newly introduced it compatibility measure, which fully characterizes the error propagation dynamics along the sequence.
arXiv Detail & Related papers (2024-10-17T22:07:25Z) - Variance Reduced Halpern Iteration for Finite-Sum Monotone Inclusions [18.086061048484616]
We study finite-sum monotone inclusion problems, which model broad classes of equilibrium problems.
Our main contributions are variants of the classical Halpern iteration that employ variance reduction to obtain improved complexity guarantees.
We argue that, up to poly-logarithmic factors, this complexity is unimprovable in the monotone Lipschitz setting.
arXiv Detail & Related papers (2023-10-04T17:24:45Z) - Generalized Schrödinger Bridge Matching [54.171931505066]
Generalized Schr"odinger Bridge (GSB) problem setup is prevalent in many scientific areas both within and without machine learning.
We propose Generalized Schr"odinger Bridge Matching (GSBM), a new matching algorithm inspired by recent advances.
We show that such a generalization can be cast as solving conditional optimal control, for which variational approximations can be used.
arXiv Detail & Related papers (2023-10-03T17:42:11Z) - Distributed Extra-gradient with Optimal Complexity and Communication
Guarantees [60.571030754252824]
We consider monotone variational inequality (VI) problems in multi-GPU settings where multiple processors/workers/clients have access to local dual vectors.
Extra-gradient, which is a de facto algorithm for monotone VI problems, has not been designed to be communication-efficient.
We propose a quantized generalized extra-gradient (Q-GenX), which is an unbiased and adaptive compression method tailored to solve VIs.
arXiv Detail & Related papers (2023-08-17T21:15:04Z) - Stochastic Methods in Variational Inequalities: Ergodicity, Bias and
Refinements [19.524063429548278]
Extragradient (SEG) and Gradient Descent Ascent (SGDA) are preeminent algorithms for min-max optimization and variational inequalities problems.
Our work endeavors to quantify and quantify the intrinsic structures intrinsic to these algorithms.
By recasting the constant step-size SEG/SGDA as time-homogeneous Markov Chains, we establish a first-of-its-kind Law of Large Numbers and a Central Limit Theorem.
arXiv Detail & Related papers (2023-06-28T18:50:07Z) - Probable Domain Generalization via Quantile Risk Minimization [90.15831047587302]
Domain generalization seeks predictors which perform well on unseen test distributions.
We propose a new probabilistic framework for DG where the goal is to learn predictors that perform well with high probability.
arXiv Detail & Related papers (2022-07-20T14:41:09Z) - On the Double Descent of Random Features Models Trained with SGD [78.0918823643911]
We study properties of random features (RF) regression in high dimensions optimized by gradient descent (SGD)
We derive precise non-asymptotic error bounds of RF regression under both constant and adaptive step-size SGD setting.
We observe the double descent phenomenon both theoretically and empirically.
arXiv Detail & Related papers (2021-10-13T17:47:39Z) - Benign Overfitting of Constant-Stepsize SGD for Linear Regression [122.70478935214128]
inductive biases are central in preventing overfitting empirically.
This work considers this issue in arguably the most basic setting: constant-stepsize SGD for linear regression.
We reflect on a number of notable differences between the algorithmic regularization afforded by (unregularized) SGD in comparison to ordinary least squares.
arXiv Detail & Related papers (2021-03-23T17:15:53Z) - Squared $\ell_2$ Norm as Consistency Loss for Leveraging Augmented Data
to Learn Robust and Invariant Representations [76.85274970052762]
Regularizing distance between embeddings/representations of original samples and augmented counterparts is a popular technique for improving robustness of neural networks.
In this paper, we explore these various regularization choices, seeking to provide a general understanding of how we should regularize the embeddings.
We show that the generic approach we identified (squared $ell$ regularized augmentation) outperforms several recent methods, which are each specially designed for one task.
arXiv Detail & Related papers (2020-11-25T22:40:09Z) - GANs with Variational Entropy Regularizers: Applications in Mitigating
the Mode-Collapse Issue [95.23775347605923]
Building on the success of deep learning, Generative Adversarial Networks (GANs) provide a modern approach to learn a probability distribution from observed samples.
GANs often suffer from the mode collapse issue where the generator fails to capture all existing modes of the input distribution.
We take an information-theoretic approach and maximize a variational lower bound on the entropy of the generated samples to increase their diversity.
arXiv Detail & Related papers (2020-09-24T19:34:37Z) - A Precise High-Dimensional Asymptotic Theory for Boosting and
Minimum-$\ell_1$-Norm Interpolated Classifiers [3.167685495996986]
This paper establishes a precise high-dimensional theory for boosting on separable data.
Under a class of statistical models, we provide an exact analysis of the universality error of boosting.
We also explicitly pin down the relation between the boosting test error and the optimal Bayes error.
arXiv Detail & Related papers (2020-02-05T00:24:53Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.