Jingya Li

Tianyi Han, Jingya Li, Zhipeng Guo et al.

Derivative-free optimization algorithms play an important role in scientific and engineering design optimization problems, especially when derivative information is not accessible. In this paper, we study the framework of sequential classification-based derivative-free optimization algorithms. By introducing learning theoretic concept hypothesis-target shattering rate, we revisit the computational complexity upper bound of SRACOS (Hu, Qian, and Yu 2017). Inspired by the revisited upper bound, we propose an algorithm named RACE-CARS, which adds a random region-shrinking step compared with SRACOS. We further establish theorems showing the acceleration by region shrinking. Experiments on the synthetic functions as well as black-box tuning for language-model-as-a-service demonstrate empirically the efficiency of RACE-CARS. An ablation experiment on the introduced hyperparameters is also conducted, revealing the mechanism of RACE-CARS and putting forward an empirical hyper-parameter tuning guidance.

Henry Kvinge, Elin Farnell, Jingya Li et al.

In many situations, classes of data points of primary interest also happen to be those that are least numerous. A well-known example is detection of fraudulent transactions among the collection of all financial transactions, the vast majority of which are legitimate. These types of problems fall under the label of `rare-category detection.' There are two challenging aspects of these problems. The first is a general lack of labeled examples of the rare class and the second is the potential non-separability of the rare class from the majority (in terms of available features). Statistics related to the geometry of the rare class (such as its intrinsic dimension) can be significantly different from those for the majority class, reflecting the different dynamics driving variation in the different classes. In this paper we present a new supervised learning algorithm that uses a dimension-driven statistic, called the kappa-profile, to classify whether unlabeled points belong to a rare class. Our algorithm requires very few labeled examples and is invariant with respect to translation so that it performs equivalently on both separable and non-separable classes.