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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.

168,695 papers · 148 categories

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219437656874 · Jun 202019922001200920172026
48 results for LP-based algorithms

New algorithm reduces online decision-making regret with efficient LP re-solving and parallel first-order method.

problem Worse regret guarantees and high computational cost of LP-based OLP algorithms.
method Combines LP-based and first-order OLP methods, re-solving LP subproblems periodically and using parallel first-order method.
result Achieves O(log(T/f)+f)\mathscr{O}(\log (T/f) + \sqrt{f}) regret, balancing computational efficiency and superior regret guarantee.

This paper improves online learning algorithms for LP problems, achieving better regret bounds.

problem Achieving optimal regret bounds in online linear programming.
method Develops a new framework for first-order online learning algorithms under certain error bound conditions.
result First-order learning algorithms achieve o(T)o(\sqrt{T}) regret in continuous support and O(logT)\mathcal{O}(\log T) regret in finite support, improving over O(T)\mathcal{O}(\sqrt{T}).

Optimizes arm selection with side information in Gaussian bandits.

problem Optimizing arm selection with side information in Gaussian bandits.
method Constructs an LP-based asymptotic instance-dependent lower bound on the regret and develops the first known asymptotically optimal algorithm.
result First known asymptotically optimal algorithm for Gaussian bandits with side information.

MAP inference for general energy functions remains a challenging problem. While most efforts are channeled towards improving the linear programming (LP) based relaxation, this work is motivated by the quadratic programming (QP) relaxation. We propose a novel MAP relaxation that penalizes the Kullback-Leibler divergence…

2012-06-18abs ↗pdf ↗

In order to find hyperparameters for a machine learning model, algorithms such as grid search or random search are used over the space of possible values of the models hyperparameters. These search algorithms opt the solution that minimizes a specific cost function. In language models, perplexity is one of the most pop…

2018-03-29abs ↗pdf ↗

This paper improves multi-label classification by leveraging high-order label correlations.

problem Improving accuracy in multi-label classification tasks using label correlations.
method Exploiting high-order label correlations through a supervised learning classifier system (UCS) and label powerset (LP) strategy.
result The proposed method outperforms other LP-based methods on multiple benchmark datasets.

This study proposes a fully convolutional network (FCN) model for raw waveform-based speech enhancement. The proposed system performs speech enhancement in an end-to-end (i.e., waveform-in and waveform-out) manner, which dif-fers from most existing denoising methods that process the magnitude spectrum (e.g., log power …

2017-03-07abs ↗pdf ↗

Efficiently verifies neural networks by handling neuron splits, improving speed and accuracy.

problem Handling neuron split constraints in incomplete neural network verification.
method β-CROWN, which optimizes parameters β to encode neuron splits and uses them in bound propagation.
result β-CROWN significantly speeds up verification while maintaining high accuracy.

Examines algorithmic modeling across three cultures.

problem Tackles algorithmic modeling in different cultural contexts.
method Uses parametric regressions, interpretable algorithms, and complex algorithms.
result Extension of Leo Breiman's thesis to include cultural differences.

Playing repeated matrix games (RMG) while maximizing the cumulative returns is a basic method to evaluate multi-agent learning (MAL) algorithms. Previous work has shown that UCBUCB, M3M3, SS or Exp3Exp3 algorithms have good behaviours on average in RMG. Besides, hedging algorithms have been shown to be effective on predi…

2018-10-15abs ↗pdf ↗

Meta-algorithm selection aims to choose the best algorithm selector for a given problem instance.

problem Selecting the best algorithm selector for a specific problem instance.
method Apply algorithm selection to the selection of other algorithms (meta-algorithm selection).
result Meta-algorithm selection can be beneficial in some cases but faces challenges in solving the meta-level problem.

Combines multiple bandit algorithms to create a nearly optimal single algorithm.

problem Designing a single bandit algorithm that performs nearly as well as the best individual algorithm in a stochastic environment.
method Develops two general corralling algorithms that achieve favorable regret guarantees.
result The regret of the corralling algorithms is no worse than the best individual algorithm's performance.

The exchange algorithm is studied for its convergence and asymptotic variance.

problem Theoretical limitations of the exchange algorithm in sampling from doubly-intractable distributions.
method Theoretical analysis of the exchange algorithm's convergence speed and asymptotic variance.
result The exchange algorithm converges at a geometric rate and satisfies a Central Limit Theorem.

Algorithm design is a laborious process and often requires many iterations of ideation and validation. In this paper, we explore automating algorithm design and present a method to learn an optimization algorithm, which we believe to be the first method that can automatically discover a better algorithm. We approach th…

2016-06-06abs ↗pdf ↗

Paper proposes a reinforcement learning framework for efficient hyper-parameter tuning of stochastic optimization algorithms.

problem Efficient tuning of hyper-parameters for stochastic optimization algorithms.
method Modeling hyper-parameter tuning as a Markov decision process and using policy gradient algorithms.
result The proposed framework significantly reduces the time required for hyper-parameter tuning compared to Bayesian optimization.

New algorithms reduce bilevel optimization complexity to ε^(-1.5).

problem Efficiently solving bilevel optimization problems in machine learning.
method Proposed two new algorithms: one using momentum-based recursive iterations, the other using recursive gradient estimations.
result Achieved computational complexity of ε^(-1.5), significantly faster than previous methods.

Researchers analyze how algorithmic and implementation choices affect RL performance.

problem Difficulty in separating algorithmic and implementation differences in RL performance.
method Unified derivations through a single control-as-inference objective, categorizing algorithms as EM or KL minimization.
result Implementation details are co-adapted with algorithmic choices, some transferable across algorithms.

Study on selecting between base algorithms in stochastic bandit problems.

problem Model selection in stochastic environments with contextual information.
method Developed a meta-algorithm-base algorithm abstraction with a smoothing transformation for optimal O(T)O(\sqrt{T}) guarantees.
result Optimal O(T)O(\sqrt{T}) model selection guarantees for stochastic contextual bandit problems.

New bounds derived for KG algorithm's performance in finite time.

problem Best arm identification problem in multi-armed bandit.
method Theoretical analysis of finite-time performance, deriving bounds for sample allocation, error probability, and regret.
result Upper and lower bounds for the probability of error and simple regret of the KG algorithm.

Paper proves linear convergence of SCMS algorithm for directional data.

problem Identifying density ridges in directional data.
method Generalized SCMS algorithm to directional data, derived from SCGA with adaptive step size.
result Linear convergence of the proposed directional SCMS algorithm.

MLE and CVE are equivalent under exponential families, leading to faster and more stable EM algorithms.

problem Finding maximum likelihood estimators (MLE) efficiently and stably.
method Proved equivalence between MLE and CVE under exponential families, leading to an EM algorithm.
result EM algorithm achieves the same asymptotic variance as MLE and is faster and more stable.

The goal of data-driven algorithm design is to obtain high-performing algorithms for specific application domains using machine learning and data. Across many fields in AI, science, and engineering, practitioners will often fix a family of parameterized algorithms and then optimize those parameters to obtain good perfo…

2019-04-18abs ↗pdf ↗

The paper examines how algorithmic classification affects behavior and proposes democratizing stakes to mitigate predatory practices.

problem The impact of algorithmic classification on individual behavior and fairness in decision-making processes.
method Characterization of optimal classification by an algorithm designer and analysis of the effect of democratizing stakes.
result Optimal classification can lead to surprising behavior patterns, and democratizing stakes can mitigate predatory practices.

Run2Survive uses survival analysis for algorithm selection, outperforming traditional methods.

problem Handling censored runtime data in algorithm selection.
method Decision-theoretic approach leveraging survival analysis for censored data.
result Run2Survive outperforms state-of-the-art AS approaches in experiments.

New algorithms improve machine learning performance with explicit regret bounds.

problem Improving machine learning performance with explicit regret bounds.
method Projection-based linear regression algorithms with a focus on modern machine-learning models and their algorithmic performance.
result Established a priori regret bounds with explicit λ-dependence.

Paper proposes an unsupervised feature selection algorithm with stability guarantees.

problem Feature selection for dimension reduction and interpretability.
method Proposes a novel unsupervised feature selection algorithm with stability guarantees.
result The algorithm has superior generalization performance and stable selected features.