CMA-ES is a method for optimizing complex functions.
problem Optimizing non-linear, non-convex functions in continuous domains.
method Covariance Matrix Adaptation Evolution Strategy (CMA-ES).
result CMA-ES is effective for optimizing complex functions.
ES and FD gradients converge as optimization dimension grows.
problem Understanding the relationship between Evolution Strategies and Finite Differences gradients.
method Analyzing the convergence of gradients as the optimization dimension increases.
result ES and FD gradients converge as the dimension of the vector under optimization increases.
IW-ES improves ES efficiency by using Importance Sampling.
problem Data inefficiency in Evolution Strategies.
method Importance Sampling to perform multiple updates per batch.
result IW-ES shows promising results in efficiency.
PES method reduces bias in gradient estimation for unrolled graphs.
problem High variance and bias in gradient estimation for unrolled computation graphs.
method Divide graph into unrolls, apply ES update, accumulate correction terms.
result PES provides unbiased, low-variance gradient estimates.
New method for portfolio management learns from past wealth evolution.
problem Optimizing portfolio selection based on past performance.
method Simulated annealing clustering for asset selection, considering past wealth evolution.
result Strategy effectively learns from past performance and performs well in practice.
ES outperforms RL in scalable environments.
problem Optimizing complex systems with many CPUs.
method Evolution Strategies with novel communication.
result ES scales to over a thousand workers.
Analyzes how venture investment strategies have evolved over time in different sectors.
problem Understanding changes in venture investment strategies across sectors over time.
method Applied PCA and TCA to analyze a dataset of 52,000 startups and 110,000 funding rounds.
result There has been a shift in venture investment towards lower-tech sectors and a rise in accelerator investments.
CR-FM-NES improves NES for high-dimensional optimization.
problem High-dimensional black-box optimization problems.
method CR-FM-NES extends FM-NES with a restricted covariance matrix representation.
result CR-FM-NES achieves significant speedup in high-dimensional problems.
Algorithm improves vanilla option pricing accuracy during and before COVID-19.
problem Improving vanilla option pricing accuracy during and before the pandemic.
method Combinational Mutation Strategy of Differential Evolution (CmDE) algorithm for bi-objective optimization.
result Algorithm approximates real market vanilla option prices more accurately than Black-Scholes.
ES-MAML uses Evolution Strategies for MAML, avoiding second derivative estimation.
problem Solving the MAML problem with efficient second derivative estimation.
method Applies Evolution Strategies to MAML, avoiding second derivative estimation.
result ES-MAML performs competitively and often better with fewer queries.
ES optimization improved by structured control variates.
problem Improving accuracy of Evolution Strategies in RL.
method RL-specific variance reduction through structured control variates.
result Structured control variates outperform general variance reduction methods.
Investment strategies in financial markets can lead to instability due to market impacts.
problem Market impacts make it impossible for investors to accurately optimize their strategies.
method Built an agent-based model with technical analysis strategy agents to investigate optimization instability.
result Investment strategies' parameters never converged but continued to change, leading to unstable market price evolution.
New sampling method reduces variance in correlated high-dimensional distributions.
problem Reducing variance in Monte Carlo estimators for correlated high-dimensional distributions.
method DPPMC (Determinantal Point Processes Monte Carlo) method for structured sampling.
result DPPMCs improve state-of-the-art in various optimization and machine learning problems.
Optimizes quantum circuits using evolutionary strategies.
problem Optimizing quantum circuits for efficiency.
method Uses evolution strategies to optimize circuits.
result Improves quantum circuit performance.
Algorithm learns which weights to share in deep multi-task learning.
problem Difficulty in deciding which weights to share between tasks in deep learning models.
method Combines natural evolution strategy and stochastic gradient descent to learn optimal weight sharing.
result Task-specific networks achieve lower test errors than existing methods on multi-task learning datasets.
NES optimizes discrete structured VAEs effectively without gradient propagation.
problem Learning high-dimensional discrete latent spaces in generative models.
method Natural Evolution Strategies (NES) for gradient-free optimization of discrete structures.
result NES effectively optimizes discrete structured VAEs, comparable to gradient-based methods.
A novel meta-learning method using ES for efficient reinforcement learning.
problem Sample inefficiency in reinforcement learning.
method Evolution strategies (ES) for exploration in parameter space, deterministic policy gradients for adaptation.
result Demonstrates improved performance in high-dimensional control tasks compared to gradient-based methods.
Combines NES and PPO to enhance exploration in various environments.
problem Improving exploration in reinforcement learning environments.
method Parameter transfer and parameter space noise methods for combining NES and PPO.
result PPO benefits from both NES methods in discrete and continuous control tasks.
Novel neural computer learns algorithmic solutions for symbolic tasks.
problem Learning abstract strategies for unfamiliar problems.
method Memory-augmented neural network architecture with Evolution Strategies.
result Strong generalization and abstraction across various tasks.
Gradients help find global optima in complex functions.
problem Finding global optima in functions with many local minima.
method A principle for generating search directions from non-local quadratic approximants based on gradients.
result The proposed algorithm and CMA-ES perform better than random reinitialized BFGS.
We propose a methodology for clustering financial time series of stocks' returns, and a graphical set-up to quantify and visualise the evolution of these clusters through time. The proposed graphical representation allows for the application of well known algorithms for solving classical combinatorial graph problems, w…
Flipout decorrelates mini-batch weights for more variance reduction.
problem Limited variance reduction in mini-batches due to shared weight perturbations.
method Implicitly samples pseudo-independent weight perturbations for each example.
result Achieves ideal linear variance reduction for various network types.
This paper explores the problem of unknotting closed braids and classical knots in mathematical knot theory. We apply evolutionary computation methods to learn sequences of moves that simplify knot diagrams, and show that this can be effective both when the evolution is carried out for individual knots and when a gener…
ES-Single uses ES to estimate gradients in unrolled graphs, reducing variance and improving performance.
problem Estimating gradients in unrolled computation graphs with low variance and stability.
method Evolution strategies (ES) applied to unrolled graphs, with a single perturbation per particle.
result ES-Single reduces variance compared to PES, leading to better performance in various tasks.
We develop a more efficient NGD method for structured parameters.
problem Computational challenges in NGD for structured parameter spaces.
method Local-parameter coordinates to simplify Fisher-matrix computations.
result New structured second-order algorithms and learning methods.
A new ES method improves reinforcement learning speed and accuracy.
problem Slow convergence and local maxima in reinforcement learning.
method Directional Gaussian Smoothing Evolution Strategy (DGS-ES)
result DGS-ES accelerates RL training with high accuracy and nonlocal search direction.
This paper presents Natural Evolution Strategies (NES), a recent family of algorithms that constitute a more principled approach to black-box optimization than established evolutionary algorithms. NES maintains a parameterized distribution on the set of solution candidates, and the natural gradient is used to update th…
Stochastic Variational Optimization is a parallelizable method for gradient estimation.
problem Gradient estimation for differentiable objectives in parallel environments.
method Variational Optimization, Natural Evolution Strategies, Gaussian Perturbation, Directional Derivatives.
result Directional Derivatives are preferable to Variational Optimization for parallel Stochastic Gradient Descent.
Reproductive success and survival are influenced by wealth in human populations. Wealth is transmitted to offsprings and strategies of transmission vary over time and among populations, the main variation being how equally wealth is transmitted to children. Here we propose a model where we simulate both the dynamics of…
PBO methods improve RNN performance in learning long-term dependencies.
problem Training RNNs to learn long-term dependencies is challenging.
method Population-based global optimisation (PBO) techniques, including evolution strategies and particle swarm optimisation.
result PBO methods lead to performance improvements in RNNs for volatility forecasting.
The paper develops dynamic word embeddings to capture evolving language structures.
problem Capturing the evolving meanings and associations of words over time.
method Develops a dynamic statistical model to learn time-aware word vector representation, solving the alignment problem.
result The model reliably captures the evolution of language over time and outperforms state-of-the-art approaches.
A model is presented of the market dynamics to emphasis the effects of increasing returns to scale, including the description of the born and death of the adaptive producers. The evolution of market structure and its behavior with the technological shocks are discussed. Its dynamics is in good agreement with some empir…
ES for non-differentiable parameters scales to large models.
problem Learning non-differentiable parameters in large models.
method Hybrid approach combining ES for non-differentiable and gradient-based methods for differentiable parameters.
result Hybrid approach is competitive and allows training sparse models from the start.
ESAC combines genetic methods with RL to improve scalability and efficiency.
problem Combining genetic scalability with RL's data efficiency and optimal control.
method Combines Evolution Strategies (ES) with Soft Actor-Critic (SAC) to enable skill transfer and reduce hyperparameter sensitivity.
result Demonstrates improved performance and sample efficiency in challenging tasks.
Deep learning approximates PDE evolution operators from solution data.
problem Recovering unknown time-dependent PDEs from solution data.
method Approximate evolution operator in modal space, train deep neural network.
result Deep learning method accurately approximates PDE solutions.
VAN method optimizes learning tasks with unified methods.
problem Optimizing learning tasks in active and reinforcement learning.
method Variational Adaptive-Newton method that unifies optimization, inference, and evolution strategies.
result VAN performs well on various learning tasks.
Evolutionary algorithms improve decision tree ensembles.
problem Improving predictive performance of decision trees.
method Real-valued vector representation of decision trees, evolutionary algorithms (Differential evolution, Evolution strategies).
result Proposed methods outperform classical decision tree induction algorithms.
Study curves evolving on hypersurfaces with free boundaries, preserving length.
problem Evolution of curves on hypersurfaces with free boundaries.
method Nonlocal evolution equation with nonlinear boundary conditions, short-time existence, uniqueness, and parabolic energy estimates.
result Global existence and convergence to critical points proved.
Deep learning improves evolutionary algorithms' adaptability.
problem Improving evolutionary algorithms' adaptability to various circumstances.
method Using deep reinforcement learning to dynamically adjust evolutionary algorithms' strategies.
result Deep learning enhances evolutionary algorithms' fitness increase and attainable fitness.
Study on wealth and trading in PoS blockchain.
problem Decentralization and trading incentives in PoS.
method Analytic and stochastic tools, optimal control theory, mean field model.
result Miners balance PoS mining and trading for optimal strategy.
Innovation is a mix of planned strategies and unexpected serendipity.
problem Understanding what drives innovation in organizations.
method Mathematical analysis of innovation as a search process for viable designs.
result Serendipity and strategic innovation are interconnected as the importance of component building blocks changes over time.
Paper develops models for better HFT and algorithmic trading.
problem Inaccurate LOB dynamics in financial markets.
method Semi-Markov and Hawkes jump-diffusion models for LOB dynamics.
result Improved trading strategies through precise model application.
In setting up a stochastic description of the time evolution of a financial index, the challenge consists in devising a model compatible with all stylized facts emerging from the analysis of financial time series and providing a reliable basis for simulating such series. Based on constraints imposed by market efficienc…
New communication topologies improve deep reinforcement learning efficiency.
problem Optimizing communication topology for faster and more robust learning in deep reinforcement learning.
method Introduced alternative network topologies (Erdos-Renyi random graphs) and compared their performance with fully-connected and star topologies.
result Erdos-Renyi random graphs outperform fully-connected networks in deep reinforcement learning tasks.
Significant differences in the evolution of firm size distribution for various industries in the United States have been revealed and documented. For theoretical considerations, this finding puts major constraints on the modelling of firm growth. For practical purposes, the observed differences create a solid basis for…
We present a broad agenda for meaningful banking regulation reform aiming the creation of evolutive competitive environment to maximize the effectiveness of international financial system through the introduction of fair competition process among the banks in free market capitalism. We assume that the international fin…
ESGD optimizes deep neural networks using evolutionary and stochastic gradient descent methods.
problem Optimizing deep neural networks efficiently and effectively.
method Combines SGD and evolutionary algorithms, alternating between steps to improve population fitness.
result Guarantees that the best fitness in the population never degrades and optimizes across various deep architectures.
Paper explores trading strategies using LSTM and reinforcement learning.
problem Achieving human-level trading performance with AI.
method Reinforcement Learning and LSTM neural networks.
result Robust trading system verified on GBPUSD trading.