4 papers · 1 filter
Mean-Field Model for Two-Layer Neural Networks Trained with Consensus-Based Optimization
William De Deyn, Michael Herty, Giovanni Samaey
We study Consensus-Based Optimization (CBO) for two-layer neural network training. We compare the performance of CBO against Adam on two test cases and demonstrate how a hybrid app…
Sparse Reconstruction of Multi-Dimensional Kinetic Distributions
Georgii Oblapenko, Manuel Torrilhon, Michael Herty
In the present work, we propose a novel method for reconstruction of multi-dimensional kinetic distributions, based on their representation as a mixture of Dirac delta functions. T…
Kinetic simulated annealing optimization with entropy-based cooling rate
Michael Herty, Mattia Zanella
We present a modified simulated annealing method with a dynamical choice of the cooling temperature. The latter is determined via a closed-loop control and is proven to yield expon…
Kinetic variable-sample methods for stochastic optimization problems
Sabrina Bonandin, Michael Herty
We discuss kinetic-based particle optimization methods and variable-sample strategies for problems where the cost function represents the expected value of a random mapping. Kineti…