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arXiv research

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.

168,932 papers · 148 categories

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0.3%0.5%0.8%0.1% · Aug 201919922001200920172026
3 results for “GP-Hedge”
No-PASt-BO: Normalized Portfolio Allocation Strategy for Bayesian Optimizationstat.ML

No-PASt-BO improves GP-Hedge by reducing past influence and normalizing acquisition functions.

problem GP-Hedge's reliance on past performance can lead to poor acquisition function dominance.
method No-PASt-BO reduces past influence and normalizes acquisition functions.
result No-PASt-BO outperforms GP-Hedge on both synthetic and real-world tasks.
Bayesian OptimizationAcquisition FunctionsGP-HedgeNormalizationPast Influence
2019-08-01abs ↗pdf ↗
DEEP-BO for Hyperparameter Optimization of Deep Networkscs.LG

DEEP-BO optimizes hyperparameters of deep networks, outperforming existing methods.

problem Hyperparameter optimization of deep networks is challenging due to the complexity and sensitivity of DNN performance.
method Enhanced Bayesian Optimization (DEEP-BO) specifically designed for deep networks, incorporating diversification, early termination, and parallelism.
result DEEP-BO outperforms or matches other state-of-the-art methods on six DNN benchmarks.
hyperparameter optimizationdeep learningBayesian optimizationdeep networksbatchnorm
2019-05-23abs ↗pdf ↗
aphBO-2GP-3B: A budgeted asynchronous parallel multi-acquisition functions for constrained Bayesian optimization on high-performing computing architecturestat.ML

A new method for efficient optimization of expensive simulations on HPC.

problem Efficiently solving computationally expensive simulation-based optimization problems.
method Asynchronous parallel Bayesian optimization with budgeted computational resource.
result Improved efficiency and handling of constraints in optimization.
Bayesian optimizationHPCConstrained optimizationParallel computingAsynchronous
2020-03-20abs ↗pdf ↗