Optimal resource allocation is a fundamental challenge for dense and heterogeneous wireless networks with massive wireless connections. Because of the non-convex nature of the optimization problem, it is computationally demanding to obtain the optimal resource allocation. Recently, deep reinforcement learning (DRL) has…
Adaptive compute allocation improves model performance by prioritizing harder queries.
problem Inefficiency in allocating test-time compute uniformly across all queries.
method Formulated as a bandit learning problem, proposed adaptive algorithms that estimate query difficulty and allocate compute accordingly.
result Achieved up to 15.29% relative performance improvement on various benchmarks.
Investors use various asset allocation strategies to meet financial goals.
problem Finding the optimal asset allocation for individual investors is challenging.
method Conducted a benchmark study comparing traditional and machine learning approaches.
result Deep reinforcement learning models outperformed traditional methods in both bullish and bearish markets.
Method controls treatment risk in learning beneficial allocations.
problem Learning beneficial treatment allocations with risk control in precision medicine.
method Proposes a certifiable learning method that controls treatment risk with finite samples in the partially identified setting.
result Illustrates method using both simulated and real data.
Paper improves asset allocation using machine learning for regime detection.
problem Improving asset allocation strategies in uncertain economic conditions.
method Machine learning for regime detection, modified k-means algorithm, portfolio optimization.
result Significant portfolio performance improvements over traditional benchmarks.
RL agents outperform baselines in asset allocation.
problem Optimizing asset allocation using reinforcement learning.
method Model-free deep RL agents trained on real-world stock prices.
result RL agents significantly outperformed random and uniform allocation.
Resource allocation improved using machine learning from terminal positions.
problem Optimizing resource allocation in next-gen wireless systems with fast-changing channel conditions.
method Supervised machine learning using position information of mobile terminals.
result Coordinates-based resource allocation performs similarly to traditional CSI-based methods.
A new RL framework tackles asset allocation problems using Monte Carlo simulation.
problem Existing asset allocation methods fail to consider portfolio management and financial market characteristics.
method Proposes a new reinforcement learning framework that considers portfolio state and uses Monte Carlo simulation to prevent overfitting.
result The proposed method outperforms benchmarks in various test intervals.
Optimal online learning for joint pricing and resource allocation.
problem Maximizing net profit in dynamic pricing and resource allocation with stochastic demand.
method Developed an efficient algorithm using a Lower-Confidence Bound (LCB) meta-strategy over multiple OCO agents.
result Achieved i l d e O ( T m n ) ilde{O}(\sqrt{Tmn}) i l d e O ( T mn ) regret, optimal with respect to time horizon T T T . Uber optimizes marketplace levers using machine learning to improve resource allocation efficiency.
problem Optimizing budget allocation for drivers and riders to maximize business value.
method End-to-end machine learning and optimization procedure using feature store, model training, and ADMM.
result Substantially improved Uber's resource allocation efficiency through high-dimensional optimization.
This paper tackles federated incremental learning with dynamic memory allocation for improved model performance in non-IID data.
problem Catastrophic forgetting in federated healthcare systems with non-IID data.
method Dynamic memory allocation strategy based on data replay mechanism.
result Significant performance improvements in medical image datasets compared to baseline models.
Develops deep learning for optimizing 5G radio resource allocation.
problem Optimizing 5G base station radio resources for diverse QoS requirements.
method Cascaded neural network structure with deep transfer learning for non-stationary conditions.
result Cascaded neural networks outperform fully connected neural networks in QoS guarantee.
Proposes a new method to optimize treatment allocation with budget constraints.
problem Optimizing treatment allocation with budget constraints in marketing.
method Learning to rank for profit maximization.
result Learning to rank can maximize the area under a policy's incremental profit curve.
ATA optimizes task allocation in distributed machine learning.
problem Greedy task allocation leads to inefficiencies in distributed machine learning.
method Adaptive Task Allocation (ATA) adapts to unknown computation time distributions.
result ATA identifies optimal task allocation without prior knowledge of computation times.
Optimal allocation between explainable and black box models for high performance and explainability.
problem Balancing explainability and performance in model ensembles.
method Optimal allocation of observations between explainable and black box models to maximize ensemble performance and explainability.
result Learned allocations maintain high ensemble performance and explainability, sometimes outperforming individual models.
In the coming years, the satellite broadband market will experience significant increases in the service demand, especially for the mobility sector, where demand is burstier. Many of the next generation of satellites will be equipped with numerous degrees of freedom in power and bandwidth allocation capabilities, makin…
POCA optimizes hyperparameters with adaptive allocation for faster convergence.
problem Optimizing hyperparameters for machine learning models.
method Adaptive allocation of computational budget using Bayesian sampling.
result POCA finds strong configurations faster than its competitors.
Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource allocation tasks. By recognizing the central role of Lagrange multipliers, the unde…
The paper proposes a new portfolio allocation method combining RMT and machine learning.
problem Optimal allocation instability in high-dimensional portfolios.
method Combines Random Matrix Theory covariance estimators with Nested Clustered Optimization.
result The modified NCO algorithm achieves stable allocations without risky short positions.
This study uses HMM and RL to dynamically allocate equities, Treasuries, and gold based on market regimes.
problem Developing a dynamic portfolio allocation strategy for different market conditions.
method Characterizes market regimes using Markov switching models and HMM, then applies RL for allocation decisions.
result RL-based allocation outperforms passive strategies, providing lower drawdowns and higher Sharpe ratios.
New framework for fair online allocation in continuous time with deadlines.
problem Fair allocation under deadlines in continuous-time online learning.
method Continuous-time utility maximization, dual ascent optimization for time averages.
result Achieves i l d e O ( B − 1 / 2 ) ilde{O}(B^{-1/2}) i l d e O ( B − 1/2 ) regret bound in the absence of statistical knowledge. Optimal resource allocation in censored semi-bandits with unknown thresholds.
problem Sequential resource allocation with unknown thresholds and hidden parameters.
method Established equivalence to MP-MAB and Combinatorial Semi-Bandits, derived optimal algorithms.
result Validated performance of proposed algorithms on synthetic data.
Optimal query allocation improves extractive QA efficiency with LLMs.
problem Efficiency and reliability in extractive question answering with LLMs.
method Learning-to-Defer framework that allocates queries to specialized models.
result Enhanced answer reliability with reduced computational overhead.
Enhanced synthetic dataset improves asset allocation analysis.
problem Lack of realistic synthetic data for fixed income portfolio construction.
method Improved CorrGAN model for synthetic correlation matrices and Encoder-Decoder model for additional data conditioning.
result Synthetic dataset enhances portfolio construction and asset allocation analysis.
Register allocation, which is a crucial phase of a good optimizing compiler, relies on graph coloring. Hence, an efficient graph coloring algorithm is of paramount importance. In this work we try to learn a good heuristic for coloring interference graphs that are used in the register allocation phase. We aim to handle …
Onflow optimizes portfolio allocation with gradient flows, robust to transaction fees.
problem Optimizing portfolio allocation with transaction costs.
method Gradient flow reinforcement learning method for dynamic asset allocation.
result Onflow outperforms benchmarks in high transaction cost regimes.
Meta-DRL improves resource allocation in O-RAN networks.
problem Dynamic resource allocation in O-RAN networks.
method Meta Deep Reinforcement Learning (Meta-DRL) inspired by MAML.
result 19.8% improvement in network management performance.
Social sensing has emerged as a new sensing paradigm where humans (or devices on their behalf) collectively report measurements about the physical world. This paper focuses on a quality-cost-aware task allocation problem in multi-attribute social sensing applications. The goal is to identify a task allocation strategy …
Reinforcement learning for continuous-time risk-sensitive asset allocation
problem Continuous-time risk-sensitive asset allocation
method Free energy-entropy duality reformulation and q q q -learning actor-critic method result Optimal policy learning with high accuracy
Adaptive RL optimizes testing resource allocation for dynamic software environments.
problem Optimizing resource allocation for evolving software testing environments.
method Integrates Q-learning with hybrid reward design for sequential decision-making.
result Consistently outperforms static and optimization-based baselines in simulation studies.
Study uses RL to optimize risky vs. risk-free asset allocation.
problem Optimal asset allocation in volatile financial markets.
method Formulated as MDP, uses DDPG with TiDE for dynamic policy learning.
result DDPG-TiDE outperforms Q-learning and buy-and-hold strategies.
Study resource allocation strategies in sequential decisions with unknown rewards.
problem Sequential resource allocation with unknown rewards.
method Design combinatorial multi-armed bandit algorithms for discrete or continuous budgets.
result Prove algorithms achieve logarithmic cumulative regret under semi-bandit feedback.
Develops a statistical learning framework for personalized asset allocation.
problem Continuous-action decision-making with a large number of characteristics.
method Discretization approach with generalized penalties for penalized regression.
result Improves financial well-being with individualized optimal asset allocation.
Improves content allocation in educational platforms with sparse data.
problem Imbalanced content allocation and delayed convergence in adaptive strategies.
method Introduces WAPTS, an algorithm that refines Thompson Sampling for data-sparse environments.
result Demonstrates earlier and more reliable identification of promising treatments.
Adaptive allocation with constraints using Thompson sampling.
problem Choosing allocations repeatedly with unknown returns and constraints.
method Thompson sampling approach with finite-sample regret bound.
result Prior-independent bound on expected regret for exponential allocations.
This paper considers the design of optimal resource allocation policies in wireless communication systems which are generically modeled as a functional optimization problem with stochastic constraints. These optimization problems have the structure of a learning problem in which the statistical loss appears as a constr…
Driven by the tremendous technological advancement of personal devices and the prevalence of wireless mobile network accesses, the world has witnessed an explosion in crowdsourced live streaming. Ensuring a better viewers quality of experience (QoE) is the key to maximize the audiences number and increase streaming pro…
The paper proposes a machine learning approach for state-dependent asset allocation.
problem Market conditions cause performance deviations from long-term averages.
method Analyzes historical market states and asset returns to directly relate state variables to portfolio weights.
result The proposed approach generates a more efficient portfolio compared to traditional methods.
Portfolio allocation is crucial for investment companies. However, getting the best strategy in a complex and dynamic stock market is challenging. In this paper, we propose a novel Adaptive Deep Deterministic Reinforcement Learning scheme (Adaptive DDPG) for the portfolio allocation task, which incorporates optimistic …
Paper uses deep learning for systemic risk measures.
problem Computing optimal capital allocations for systemic risk.
method Deep learning algorithms to solve primal and dual problems.
result Deep learning provides fair risk allocations.
Develops adaptive framework for estimating survival effects with censoring.
problem Estimating causal effects in survival data with censoring.
method Derives semiparametric efficiency bound, proposes efficiency-optimal allocation policy, and develops Adaptive Survival Estimator (ASE).
result ASE achieves asymptotic normality via martingale central limit theorem and demonstrates efficiency gains over uniform randomization.
Study allocates resources to strategic agents while balancing cost and incentives.
problem Dynamic allocation of reusable resources to strategic agents with private valuations under long-term cost constraints.
method Incentive-aware framework combining epoch-based lazy updates and randomized exploration rounds.
result Achieves i l d e O ( T ) ilde{\mathcal{O}}(\sqrt{T}) i l d e O ( T ) social welfare regret, satisfies all cost constraints, and ensures incentive alignment. New model allocates features sublinearly, improving model fit and performance.
problem Linear growth of shared features limits model flexibility and performance.
method Developed non-exchangeable feature allocation models with sublinear feature sharing.
result Sublinear feature sharing leads to better model fit and predictive performance.
Deep learning improves portfolio management by optimizing asset weights.
problem Traditional portfolio managers are outperformed by deep learning models in trading.
method Proposes a deep reinforcement learning portfolio manager that allocates weights to assets.
result The proposed portfolio manager outperforms conventional managers in risk-adjusted returns.
Combines human and AI to optimize fund managers' investment decisions.
problem Improving fund managers' investment practices.
method Combines Inverse Reinforcement Learning and Reinforcement Learning.
result Improves fund managers' investment performance.
Study on optimizing task allocation for agents receiving proposals sequentially.
problem Optimizing task allocation for agents receiving proposals sequentially.
method An agent receives task proposals sequentially and can either accept or reject a proposal. The study considers two scenarios: known reward function but unknown task duration distribution, and unknown reward function.
result Regret incurred by the agent in both scenarios.
Designs for allocating resources to prioritize needy applicants while estimating treatment effects.
problem Resource allocation under uncertainty with prioritized queues.
method Priority-queue randomization for treatment assignment and estimation of treatment effects.
result Identification of causal effects under different arrival and treatment assignment scenarios.
Radio on Free Space Optics (RoFSO), as a universal platform for heterogeneous wireless services, is able to transmit multiple radio frequency signals at high rates in free space optical networks. This paper investigates the optimal design of power allocation for Wavelength Division Multiplexing (WDM) transmission in Ro…