Laboratoire d'informatique de l'École polytechnique

Talk by Martin Krejca: « The Power of Probabilistic Models in Optimization »

Speaker: Martin Krejca
Location: Room Philippe Flajolet
Date: Thu, 17 Feb 2022, 11:00-12:00

For a new seminar of the proofs and algorithms pole of LIX, we are happy to welcome Martin Krejca (LIP 6), invited by the AlCo team.

Abstract: For many real-world optimization problems, the objective function is only indirectly accessible, for example, via simulations. In this setting, randomized search heuristics (RSHs) are applied to great success, guided solely by the quality of samples. One important class of these heuristics are estimation-of-distribution algorithms (EDAs), which maintain and refine a probabilistic model of the search space.

In this talk, I discuss some of my results on the theoretical analysis of EDAs by presenting properties of EDAs that set them apart from other RSHs. We see that EDAs cope inherently well with noisy objective functions, due to the probabilistic model tolerating faulty updates to a certain degree. However, we also show that these models typically degenerate if important updates are withheld for longer periods of time. We conclude by presenting how this problem is circumvented when applying better rules to handle updates.


The list of next seminars can be found at: https://smimram.gitlabpages.inria.fr/proofs-algorithms/seminar/

The calendar of seminars can be found at: https://smimram.gitlabpages.inria.fr/proofs-algorithms/seminar/calendar.ics