A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Experimental design is a classical statistics problem and its aim is to estimate an unknown m-dimensional vector β from linear measurements where a Gaussian noise is introduced in each measurement. For the combinatorial experimental design problem, the goal is to pick k out of the given n experiments so as to m…
We demonstrate how to scalably solve a class of constrained self-concordant minimization problems using linear minimization oracles (LMO) over the constraint set. We prove that the number of LMO calls of our method is nearly the same as that of the Frank-Wolfe method in the L-smooth case. Specifically, our Newton Frank…
We study the optimal design problems where the goal is to choose a set of linear measurements to obtain the most accurate estimate of an unknown vector in d dimensions. We study the A-optimal design variant where the objective is to minimize the average variance of the error in the maximum likelihood estimate of th…
In experimental design, we are given n vectors in d dimensions, and our goal is to select k≪n of them to perform expensive measurements, e.g., to obtain labels/responses, for a linear regression task. Many statistical criteria have been proposed for choosing the optimal design, with popular choices including A…
In this paper, we consider an online optimization process, where the objective functions are not convex (nor concave) but instead belong to a broad class of continuous submodular functions. We first propose a variant of the Frank-Wolfe algorithm that has access to the full gradient of the objective functions. We show t…
The paper proposes a method to reliably select design algorithms for machine learning-guided design tasks.
problem Choosing the right design algorithm for machine learning-guided design tasks.
method Combining designs' predicted property values with held-out labeled data to reliably forecast characteristics of the label distributions produced by different design algorithms.
result The method is guaranteed to return design algorithms that yield successful label distributions.
We propose a new low-cost machine-learning-based methodology which assists designers in reducing the gap between the problem and the solution in the design process. Our work applies reinforcement learning (RL) to find the optimal task-oriented design solution through the construction of the design action for each task.…
Efficient deep learning computing requires algorithm and hardware co-design to enable specialization: we usually need to change the algorithm to reduce memory footprint and improve energy efficiency. However, the extra degree of freedom from the algorithm makes the design space much larger: it's not only about designin…
Deep generative models are proven to be a useful tool for automatic design synthesis and design space exploration. When applied in engineering design, existing generative models face three challenges: 1) generated designs lack diversity and do not cover all areas of the design space, 2) it is difficult to explicitly im…
Topology design optimization offers tremendous opportunity in design and manufacturing freedoms by designing and producing a part from the ground-up without a meaningful initial design as required by conventional shape design optimization approaches. Ideally, with adequate problem statements, to formulate and solve the…
Solving the RNA inverse folding problem is a critical prerequisite to RNA design, an emerging field in bioengineering with a broad range of applications from reaction catalysis to cancer therapy. Although significant progress has been made in developing machine-based inverse RNA folding algorithms, current approaches s…
Adaptive designs achieve strong Neyman regret guarantees for ATE estimation.
problem Estimating unbiased average treatment effect in sequential experiments.
method Proposed adaptive designs with O(logT) Neyman regret under boundedness assumptions and O(T) multigroup Neyman regret in covariate-based settings.
result Adaptive designs outperform non-adaptive designs in terms of Neyman regret, especially in covariate-based settings.
A new method achieves optimal uniformity in designs with minimal flexibility.
problem Achieving optimal uniformity in designs with minimal flexibility.
method Derive a lower bound on the uniformity constant and use a greedy construction to achieve this bound, then extend the scheme for more flexibility.
result A simple greedy construction achieves the optimal uniformity constant.
The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new strategies for the optimal design of sequential experiments. First, we rigorously formul…
Generative systems have a significant potential to synthesize innovative design alternatives. Still, most of the common systems that have been adopted in design require the designer to explicitly define the specifications of the procedures and in some cases the design space. In contrast, a generative system could poten…