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17 results for MOL

Numerical method for pricing exchange options with stochastic volatility and jumps.

problem Pricing exchange options under stochastic volatility and jump-diffusion dynamics.
method Method of lines (MOL) approach to simplify and solve the PDEs.
result Characterization of near-maturity American exchange option boundary and impact of model parameters.

MOL-TS uses Thompson Sampling for multi-objective linear bandits with Pareto guarantees.

problem Optimizing multiple conflicting objectives in linear contextual bandits.
method Proposes MOL-TS, a Thompson Sampling algorithm with Pareto regret guarantees.
result Achieves a worst-case Pareto regret bound of O~(d3/2T)\widetilde{O}(d^{3/2}\sqrt{T}).

Designing a molecule with desired properties is one of the biggest challenges in drug development, as it requires optimization of chemical compound structures with respect to many complex properties. To augment the compound design process we introduce Mol-CycleGAN - a CycleGAN-based model that generates optimized compo…

2019-02-06abs ↗pdf ↗

The paper explores how regularization can improve multi-objective learning with high-dimensional data.

problem Improving multi-objective learning with high-dimensional and costly data.
method A two-stage MOL framework that leverages low-dimensional structure.
result Vanilla regularization approaches often fail in multi-objective learning, and a two-stage framework can successfully exploit low-dimensional structure.

Efficiently values and computes sensitivities of Bermudan options using Method of Lines.

problem Valuation and sensitivities of Bermudan options.
method Method of Lines converting Black Scholes PDE to ODEs, spatial discretization, exponential matrix operation for efficiency.
result Computational efficiency and straightforward implementation for computing sensitivities.

New bounds show unlabeled data can significantly reduce the need for labeled data in semi-supervised multi-objective learning.

problem Achieving good trade-offs in multi-objective learning requires a model with higher capacity, increasing statistical cost.
method Established sample complexity upper bounds using a simple semi-supervised algorithm with pseudo-labeling.
result For some objectives, unlabeled data can significantly alleviate the need for labeled data, reducing statistical cost.

A new method for diverse Pareto solutions in multi-objective learning.

problem Maximizing diversity while maximizing hypervolume in Pareto solutions.
method Annealed Stein Variational Gradient Descent (SVGD) with diverse gradient directions.
result SVH-MOL achieves superior performance in multi-objective and multi-task learning.

Machine learning is used to approximate density functionals. For the model problem of the kinetic energy of non-interacting fermions in 1d, mean absolute errors below 1 kcal/mol on test densities similar to the training set are reached with fewer than 100 training densities. A predictor identifies if a test density is …

2011-12-22abs ↗pdf ↗

Develops a framework for multi-objective learning in diffusion models with limited labeled data.

problem Achieving good trade-offs in multi-objective learning with diffusion models requires a generalist model class with larger capacity than individual tasks.
method Proposes a two-stage training procedure: first fitting specialist models from limited paired data, then distilling them into a generalist model.
result Establishes generalization bounds showing the number of paired samples depends only on specialist model complexity.

We introduce the Hierarchically Interacting Particle Neural Network (HIP-NN) to model molecular properties from datasets of quantum calculations. Inspired by a many-body expansion, HIP-NN decomposes properties, such as energy, as a sum over hierarchical terms. These terms are generated from a neural network--a composit…

2017-09-29abs ↗pdf ↗

AI enhances refinery optimization by detecting data errors and improving decision-making.

problem Interpreting and applying LP solutions for refinery optimization is challenging due to simplifications and data errors.
method Transformed ECOD methodology, Anomaly Detection tools, and high-dimensional data analysis.
result Identifies data supply errors and reveals business opportunities in refinery scheduling and planning.

Tabular in-context learners perform well on biomolecular tasks, but performance depends on the representation used.

problem Predicting biomolecular properties from limited labeled data.
method Evaluating tabular in-context learners on protein fitness regression and small-molecule classification tasks.
result Tabular in-context learners are competitive for protein fitness regression but not for small-molecule classification.