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Julian G. Soltes

Publications and source records attributed to Julian G. Soltes.

3 recordsLinked to original sources

Quasi-Monte Carlo Initialization for Meta-Reinforcement Learning

This paper explores the efficacy of quasi-Monte Carlo (QMC) weight initialization for meta-reinforcement learning within modern benchmark environments. Various sampling methods are used to bound a population-based search and aggregate an optimal prior from a baseline set of tasks. The QMC meta-priors show improvements in training convergence compared to modern orthogonal (SB3) defaults when extrapolated to similar unseen continuous control environments. In dissimilar tasks, the orthogonal orientation was globally superior for an unbiased search.

cs.LG

QUASAR: An Evolutionary Algorithm to Accelerate High-Dimensional Numerical Optimization

High-dimensional numerical optimization presents a persistent challenge in computational science. This paper introduces Quasi-Adaptive Search with Asymptotic Reinitialization (QUASAR), an evolutionary algorithm to accelerate convergence in complex, non-differentiable problems afflicted by the curse of dimensionality. QUASAR expands upon the core principles of Differential Evolution (DE), introducing quasi-adaptive mechanisms to dynamically balance exploration and exploitation in its search. Inspired by the behavior of quantum particles, the algorithm utilizes three highly stochastic mechanisms that augment standard DE: 1) probabilistic mutation strategies and scaling factors; 2) rank-based crossover rates; 3) asymptotically decaying covariance reinitializations. Evaluated on the notoriously difficult CEC2017 benchmark suite of 29 test functions, QUASAR achieved the lowest overall rank sum (367) using the Friedman test, outperforming DE (735) and L-SHADE (452). Geometric mean comparisons show average final solution quality improvements of $3.85 \times$ and $2.07 \times$ compared to DE and L-SHADE, respectively ($p \ll 0.001$), with average optimization speed averaging $1.40 \times$ and $5.16 \times$ faster. QUASAR's performance establishes it as an effective, efficient, and user-friendly evolutionary algorithm for complex high-dimensional problems.

math.OC

Hyperellipsoid Density Sampling: Exploitative Sequences to Accelerate High-Dimensional Numerical Optimization

The curse of dimensionality remains a persistent challenge in modern optimization problems. Expanding the search space into higher dimensions exponentiates the sparsity of uniform sample distributions, rendering traditional quasi-Monte Carlo (QMC) sequences increasingly inefficient. This paper introduces a non-uniform sampling strategy to accelerate high-dimensional optimization. This method, Hyperellipsoid Density Sampling (HDS), generates samples as hyperellipsoids overlapping throughout the parameter space. Utilizing a series of unsupervised learning techniques, a non-uniform sequence is generated to exploit the interior regions of the hypervolume. If prior information about optima is known, the distribution can be biased towards the known regions, making HDS versatile for many numerical applications. HDS was evaluated against Sobol, a highly uniform QMC sampling method, using differential evolution (DE) on the challenging and widely benchmarked set of 29 CEC2017 test functions. The results show statistically significant improvements in final solution geometric mean error (p<0.05), with average performance gains ranging from 37% in 10D to 11% in 100D. This paper demonstrates the efficacy of HDS as an exploitative alternative to uniform QMC sampling.

math.NA