no code implementations • 3 May 2024 • Ksenija Stepanovic, Wendelin Böhmer, Mathijs de Weerdt
This algorithm adapts a standard penalty-based method by dynamically updating the right-hand side of the constraints with a guardrail variable which adds a margin to prevent violations.
1 code implementation • 2 Feb 2024 • Grigorii Veviurko, Wendelin Böhmer, Mathijs de Weerdt
In reinforcement learning (RL), different reward functions can define the same optimal policy but result in drastically different learning performance.
1 code implementation • 6 Dec 2023 • Kim van den Houten, David M. J. Tax, Esteban Freydell, Mathijs de Weerdt
We are interested in a stochastic scheduling problem, in which processing times are uncertain, which brings uncertain values in the constraints, and thus repair of an initial schedule may be needed.
no code implementations • 30 Jul 2023 • Grigorii Veviurko, Wendelin Böhmer, Mathijs de Weerdt
The key challenge to train such models is the computation of the Jacobian of the solution of the optimization problem with respect to its parameters.
1 code implementation • 8 Jun 2021 • Laurens Bliek, Arthur Guijt, Rickard Karlsson, Sicco Verwer, Mathijs de Weerdt
Surrogate algorithms such as Bayesian optimisation are especially designed for black-box optimisation problems with expensive objectives, such as hyperparameter tuning or simulation-based optimisation.
1 code implementation • 1 Dec 2020 • Burak Yildiz, Hayley Hung, Jesse H. Krijthe, Cynthia C. S. Liem, Marco Loog, Gosia Migut, Frans Oliehoek, Annibale Panichella, Przemyslaw Pawelczak, Stjepan Picek, Mathijs de Weerdt, Jan van Gemert
We present ReproducedPapers. org: an open online repository for teaching and structuring machine learning reproducibility.
no code implementations • 6 Nov 2020 • Rickard Karlsson, Laurens Bliek, Sicco Verwer, Mathijs de Weerdt
One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations.
1 code implementation • 8 Jun 2020 • Laurens Bliek, Arthur Guijt, Sicco Verwer, Mathijs de Weerdt
A challenging problem in both engineering and computer science is that of minimising a function for which we have no mathematical formulation available, that is expensive to evaluate, and that contains continuous and integer variables, for example in automatic algorithm configuration.
1 code implementation • 20 Nov 2019 • Laurens Bliek, Sicco Verwer, Mathijs de Weerdt
When a black-box optimization objective can only be evaluated with costly or noisy measurements, most standard optimization algorithms are unsuited to find the optimal solution.
no code implementations • 4 Oct 2019 • Lei He, Arthur Guijt, Mathijs de Weerdt, Lining Xing, Neil Yorke-Smith
Sparrow integrates the exploration ability of BRKGA and the exploitation ability of ALNS.
no code implementations • 21 Sep 2017 • Mathijs de Weerdt, Michael Albert, Vincent Conitzer
In the smart grid, the intent is to use flexibility in demand, both to balance demand and supply as well as to resolve potential congestion.