Novel evolutionary strategy solves stochastic constrained optimization problems.
problem Optimizing objective functions with stochastic constraints in reinforcement learning.
method Design of a novel optimization algorithm with a sufficient decrease mechanism for stochastic constrained problems.
result Demonstrated convergence of the algorithm on control tasks and constrained optimization problems.
CoNES optimizes blackbox functions using convex optimization and information geometry.
problem Optimizing high-dimensional blackbox functions efficiently.
method Formulated as a convex program that adapts evolutionary strategies gradient estimates.
result Vastly outperforms conventional blackbox optimization methods on benchmarks and MuJoCo tasks.
Evolutionary Strategies optimize hyper-parameters for off-policy learning.
problem Hyper-parameter sensitivity in off-policy learning.
method Application of Evolutionary Strategies for online hyper-parameter tuning.
result Our method outperforms state-of-the-art baselines.
Many applications in machine learning require optimizing a function whose true gradient is unknown, but where surrogate gradient information (directions that may be correlated with, but not necessarily identical to, the true gradient) is available instead. This arises when an approximate gradient is easier to compute t…
The last financial and economic crisis demonstrated the dysfunctional long-term effects of aggressive behaviour in financial markets. Yet, evolutionary game theory predicts that under the condition of strategic dependence a certain degree of aggressive behaviour remains within a given population of agents. However, as …
MadEvolve optimizes trading algorithms using LLMs, achieving significant improvements in feature generation and trading strategy optimization.
problem Optimizing trading algorithms for better performance and feature generation.
method A framework inspired by Alpha-Evolve, using LLMs to evolve trading strategies and feature pipelines.
result Significant improvements in trading performance across various tasks, including feature generation and trading strategy optimization.
Enhanced evolutionary algorithms solve NP-hard portfolio optimization with cardinality constraints.
problem Portfolio optimization under cardinality constraints with real-world conditions.
method Strengthened multi-objective evolutionary algorithms with new representations, operators, and repair mechanisms.
result The proposed algorithms converge faster and provide better approximations with no performance loss.
In this paper we apply evolutionary optimization techniques to compute optimal rule-based trading strategies based on financial sentiment data. The sentiment data was extracted from the social media service StockTwits to accommodate the level of bullishness or bearishness of the online trading community towards certain…
Model shows how heterogeneity in strategies and risk tolerance affects financial market stability.
problem Understanding how heterogeneity impacts financial market dynamics.
method Agent-based model incorporating heterogeneous investment strategies and risk tolerance.
result Heterogeneity in strategies and risk tolerance suppresses price fluctuations.
Paper improves deep learning for solving evolutionary equations with trainable hard constraints.
problem Low computational accuracy of standard PINNs in large temporal domains.
method Sequential learning strategies and trainable influence functions for hard constraints.
result Significantly improved computational accuracy and universality of the method.
Evolutionary strategy optimizes quantum circuit design and parameters.
problem Optimizing quantum circuit design and parameters for NISQ devices.
method Simple evolutionary strategy to optimize both circuit architecture and parameters.
result Minor slowdown on actual quantum hardware compared to simulations, with insights into mutation operations.
We propose a population-based Evolutionary Stochastic Gradient Descent (ESGD) framework for optimizing deep neural networks. ESGD combines SGD and gradient-free evolutionary algorithms as complementary algorithms in one framework in which the optimization alternates between the SGD step and evolution step to improve th…
Securities markets are quintessential complex adaptive systems in which heterogeneous agents compete in an attempt to maximize returns. Species of trading agents are also subject to evolutionary pressure as entire classes of strategies become obsolete and new classes emerge. Using an agent-based model of interacting he…
Evolution and learning are two of the fundamental mechanisms by which life adapts in order to survive and to transcend limitations. These biological phenomena inspired successful computational methods such as evolutionary algorithms and deep learning. Evolution relies on random mutations and on random genetic recombina…
An evolutionary game model analyzes e-commerce and traditional retail trends during the pandemic.
problem Understanding the dynamics between e-commerce and traditional retail during the pandemic.
method Developed an evolutionary game model to study consumer-producer interactions on e-commerce platforms.
result Investment in logistics and warehouses in e-commerce led to faster delivery and consumer trends.
NHC learns scalable algorithmic solutions from diverse tasks.
problem Neural networks struggle to learn algorithmic strategies.
method Memory-augmented network with abstraction mechanism and evolutionary training.
result Reliable learning of robust and scalable algorithmic solutions.
A hybrid method improves Convolutional Neural Networks training.
problem Training Convolutional Neural Networks efficiently and avoiding local minima.
method Combines backpropagation with evolutionary strategies.
result Improves accuracy by 0.61% on CIFAR-10 image classification.
EPNE models evolving network patterns for better predictions.
problem Capturing evolving patterns in dynamic networks.
method EPNE models temporal network evolution using causal convolutions and a temporal objective function.
result EPNE outperforms other methods in various prediction tasks.
In this article, we present the elitist particle filter based on evolutionary strategies (EPFES) as an efficient approach for nonlinear system identification. The EPFES is derived from the frequently-employed state-space model, where the relevant information of the nonlinear system is captured by an unknown state vecto…
ESPD improves learning efficiency in sparse reward reinforcement learning.
problem Sparse reward reinforcement learning challenges.
method Evolutionary Stochastic Policy Distillation (ESPD) based on drifted random walk insight.
result High learning efficiency demonstrated in MuJoCo robotics control suite experiments.
Most decision tree induction algorithms are based on a greedy top-down recursive partitioning strategy for tree growth. In this paper, we propose several methods for induction of decision trees and their ensembles based on evolutionary algorithms. The main difference of our approach is using real-valued vector represen…
Model financial network dynamics to avoid systemic risk.
problem Avoid systemic risk in financial networks.
method Model financial network as random liability graph, agents adapt strategies based on learning, analyze using ODE.
result Emerging strategies converge to evolutionary stable strategies (all risky or all less risky agents).
Deep reinforcement learning (RL) methods generally engage in exploratory behavior through noise injection in the action space. An alternative is to add noise directly to the agent's parameters, which can lead to more consistent exploration and a richer set of behaviors. Methods such as evolutionary strategies use param…
The paper analyzes cryptocurrency and equity markets using advanced statistical methods.
problem Comparing dynamics and strategies between cryptocurrency and equity markets.
method Random matrix theory, PCA, spectral dynamics, structural break analysis, portfolio simulation.
result Cryptocurrency and equity markets exhibit distinct evolutionary dynamics and time-varying sector behaviors.
It is known that evolution strategies in continuous domains might not converge in the presence of noise. It is also known that, under mild assumptions, and using an increasing number of resamplings, one can mitigate the effect of additive noise and recover convergence. We show new sufficient conditions for the converge…
We consider a heterogeneous agent-based economic model where economic agents have strictly bounded rationality and where income allocation strategies evolve through selective imitation. Income is calculated by a Cobb-Douglas type production function, and selection of strategies for imitation depends on the income growt…
Trend-following strategies outperform in a noisy financial market, mirroring ancient wisdom.
problem Navigating the complex, noisy financial market environment.
method Agent-based model with 10,000 agents representing different trading strategies.
result Trend-following strategies are structurally more robust than mean-reversion strategies.
Improved genetic programming by optimizing mutation operators for continuous program search.
problem Small syntactic mutations in genetic programming can lead to unpredictable behavioral shifts.
method Learned a compact trading-strategy DSL, created a block-factorized embedding, and designed geometry-compiled mutation operators.
result Geometry-compiled mutation operators discover strong strategies using fewer evaluations and achieve higher Sharpe ratios.
NPENAS improves neural architecture search efficiency and accuracy.
problem Efficient and accurate neural architecture search (NAS) for minimizing search costs.
method Proposes NPENAS, a neural predictor guided evolutionary algorithm that enhances exploration ability of evolutionary algorithms.
result NPENAS-BO and NPENAS-NP outperform existing NAS algorithms on NASBench-201, NASBench-101, and DARTS.
Novel PO algorithms improve LLM alignment tasks.
problem Evaluating PO algorithms on LLM alignment is costly and noisy.
method Designed a diagnostic suite of MuJoCo tasks and datasets, used evolutionary strategies to discover specialized PO algorithms.
result Proposed MPO algorithms significantly outperform existing PO algorithms in LLM alignment.
Optimizes master faces for 2D and 3D face verification using evolutionary algorithms and neural networks.
problem Impersonation attacks using master faces for face-based identity authentication.
method Evolutionary algorithm in latent space of StyleGAN, neural network to direct search, 2D and 3D face reconstruction.
result Obtains high impersonation rates with fewer master faces for 2D and 3D face verification.
A new method simulates large, diverse populations of learning agents evolving in games.
problem Limited scalability and efficiency of Multi-Agent Reinforcement Learning.
method Parallelizable implementation of Policy Gradient and Opponent-Learning Awareness for evolutionary simulations.
result Simulated large, diverse populations of learning agents evolve under various strategies.
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…
The study examines how formal index insurance compares to informal risk sharing in managing natural disasters.
problem The challenges of natural disasters and the effectiveness of index insurance in risk management.
method A three-strategy evolutionary game model to analyze the competitive relationship between formal index insurance, informal risk sharing, and non-insurance.
result Basis risk and loss ratio significantly impact the adoption rate of index insurance, with different strategies preferred under varying conditions.
Ansor generates high-performance tensor programs for deep learning.
problem Generating high-performance tensor programs for deep learning on various hardware platforms is challenging.
method Ansor uses a hierarchical representation of the search space, sampling programs, and evolutionary search with a learned cost model to find high-performance programs.
result Ansor improves deep neural network execution performance up to 3.8x on Intel CPU, 2.6x on ARM CPU, and 1.7x on NVIDIA GPU.
BS-NAS broadens and shrinks search space for optimal neural architectures.
problem Suboptimal channel numbers and model averaging effects in One-Shot NAS methods.
method Broadening with spring block for channel search, shrinking with underperforming operations removal, evolutionary algorithm for optimal architecture search.
result BS-NAS achieves state-of-the-art performance on ImageNet.
A simple trading model based on pair pattern strategy space with holding periods is proposed. Power-law behaviors are observed for the return variance σ2, the price impact H and the predictability K for both models with linear and square root impact functions. The sum of the traders' wealth displays a positive v…
Evolutionary methods improve understanding of LLMs and their relationships.
problem Improving understanding of LLMs and their relationships.
method Relating weights to genotypes and output text to phenotypes using evolutionary methods.
result Estimated evolutionary trees reliably recover the topology of the ground-truth training tree.
In many practical applications of clustering, the objects to be clustered evolve over time, and a clustering result is desired at each time step. In such applications, evolutionary clustering typically outperforms traditional static clustering by producing clustering results that reflect long-term trends while being ro…
LRSAO uses RL to dynamically select and unlearn auxiliary objectives for EA optimization.
problem Optimizing complex landscapes with evolutionary algorithms.
method Local Reinforcement Learning (RL) to dynamically select and unlearn auxiliary objectives.
result Improved optimization complexity from O(n2log(n)/ℓ) to Θ(n2/ℓ2+nlog(n)). evo-RL combines evolutionary computation with reinforcement learning for better adaptability.
problem Improving reinforcement learning algorithms' adaptability and performance in environments with rewardless states.
method Embedding reinforcement learning in an evolutionary cycle, distinguishing instinctive from learnable behavior.
result evo-RL leads to state-of-the-art performance on OpenAI Gym control problems with rewardless states.
Momentum speeds up evolutionary processes in machine learning.
problem Accelerating convergence in evolutionary dynamics.
method Combining momentum from machine learning with evolutionary dynamics using information divergences as Lyapunov functions.
result Momentum accelerates convergence of evolutionary dynamics, including the replicator equation and Euclidean gradient descent.
Paper optimizes energy trading on DA markets using RL.
problem Volatility and randomness in renewable energy sources.
method Markov Decision Process, reinforcement learning, evolutionary algorithm.
result RL-based strategy generates highest market profits.
We define Lie algebroids over infinite jet spaces and establish their equivalent representation through homological evolutionary vector fields.
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.
The rise in online social networking has brought about a revolution in social relations. However, its effects on offline interactions and its implications for collective well-being are still not clear and are under-investigated. We study the ecology of online and offline interaction in an evolutionary game framework wh…
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…
New mirror maps improve PMD performance in reinforcement learning.
problem Limited exploration of PMD's full potential due to focus on negative entropy.
method Evolutionary strategies to identify and learn more efficient mirror maps.
result Learned mirror maps outperform negative entropy in various environments.