M3PO improves model-based meta-RL with theoretical guarantees.
problem Improving sample efficiency in multi-task RL with theoretical guarantees.
method Extending Janner et al. (2019) theorems, proposing M3PO with performance guarantees.
result M3PO outperforms existing methods in continuous-control benchmarks.
Meta-AAD uses deep reinforcement learning to improve anomaly detection by selecting the most informative instances.
problem High false-positive rate in anomaly detection, especially in high-stake applications.
method Meta-AAD leverages deep reinforcement learning to train a meta-policy for query selection, optimizing the number of discovered anomalies.
result Meta-AAD significantly outperforms state-of-the-art re-ranking strategies and unsupervised baselines on 24 benchmark datasets.
Model-based reinforcement learning approaches carry the promise of being data efficient. However, due to challenges in learning dynamics models that sufficiently match the real-world dynamics, they struggle to achieve the same asymptotic performance as model-free methods. We propose Model-Based Meta-Policy-Optimization…
Policy-GNN optimizes GNN aggregation for diverse node iterations.
problem Optimizing GNN performance by varying aggregation iterations for different nodes.
method Policy-GNN uses a meta-policy framework with deep reinforcement learning to adaptively determine the number of aggregations for each node.
result Policy-GNN significantly outperforms state-of-the-art alternatives on real-world datasets.
PS framework selects best policy from library for CSO problems.
problem Policy selection in CSO with heterogeneous performance across covariate space.
method PS framework constructs library of candidate policies and learns a meta-policy to select the best one.
result PS consistently outperforms best single policy in heterogeneous CSO problems.
FinFlowRL learns from experts to optimize financial control in changing markets.
problem Traditional finance control methods fail in real-world, non-stationary markets.
method Imitation-Reinforcement Learning framework that pretrains on expert strategies and finetunes in noise space.
result Consistently outperforms individually optimized experts across diverse market conditions.
FinFlowRL combines imitation and reinforcement learning for better financial control.
problem Traditional stochastic control methods fail in real-world finance due to changing market conditions.
method FinFlowRL uses imitation learning to pretrain an adaptive meta policy, then finetunes it with reinforcement learning.
result FinFlowRL consistently outperforms individual strategies across various market conditions.
Credit assignment in Meta-reinforcement learning (Meta-RL) is still poorly understood. Existing methods either neglect credit assignment to pre-adaptation behavior or implement it naively. This leads to poor sample-efficiency during meta-training as well as ineffective task identification strategies. This paper provide…
Develops HMRL for sparse reward RL problems, improving meta policy efficiency and transferability.
problem Difficulty in learning meta policies for sparse reward RL problems.
method Hyper-Meta RL framework with cross-environment meta state embedding and shaped meta reward.
result Improves meta policy generalization and efficiency for sparse reward RL problems.
Reinforcement learning agents that operate in diverse and complex environments can benefit from the structured decomposition of their behavior. Often, this is addressed in the context of hierarchical reinforcement learning, where the aim is to decompose a policy into lower-level primitives or options, and a higher-leve…
MetaTrader combines diverse expert strategies to optimize portfolio performance.
problem Optimizing portfolio performance in changing financial markets.
method Two-stage RL approach: imitation learning followed by a meta-policy.
result MetaTrader significantly outperforms state-of-the-art baselines in balancing profits and risks.
Most meta reinforcement learning (meta-RL) methods learn to adapt to new tasks by directly optimizing the parameters of policies over primitive action space. Such algorithms work well in tasks with relatively slight difference. However, when the task distribution becomes wider, it would be quite inefficient to directly…
FLAP adapts policies quickly to new tasks using shared linear representations.
problem Adapting policies to new tasks efficiently and effectively.
method FLAP uses a shared linear representation and a separate adapter network for quick adaptation.
result FLAP achieves up to 8X faster adaptation and significantly better performance on out-of-distribution tasks.
A fundamental issue in reinforcement learning algorithms is the balance between exploration of the environment and exploitation of information already obtained by the agent. Especially, exploration has played a critical role for both efficiency and efficacy of the learning process. However, Existing works for explorati…
We propose and address a novel few-shot RL problem, where a task is characterized by a subtask graph which describes a set of subtasks and their dependencies that are unknown to the agent. The agent needs to quickly adapt to the task over few episodes during adaptation phase to maximize the return in the test phase. In…
Minimum attention improves reinforcement learning performance in high-dimensional dynamics.
problem Improving reinforcement learning performance in high-dimensional nonlinear dynamics.
method Applying minimum attention as a regularization technique in reinforcement learning, including model-based and model-free approaches.
result Minimum attention outperforms state-of-the-art algorithms in few-shot adaptation and variance reduction.
Efficiently adapting to new environments and changes in dynamics is critical for agents to successfully operate in the real world. Reinforcement learning (RL) based approaches typically rely on external reward feedback for adaptation. However, in many scenarios this reward signal might not be readily available for the …
Reinforcement learning (RL) algorithms have demonstrated promising results on complex tasks, yet often require impractical numbers of samples since they learn from scratch. Meta-RL aims to address this challenge by leveraging experience from previous tasks so as to more quickly solve new tasks. However, in practice, th…
MacroHFT uses memory and context-aware reinforcement learning to improve HFT performance.
problem Overfitting and biased decisions in HFT due to rapid market changes.
method Memory Augmented Context-aware Reinforcement Learning (MacroHFT) that trains multiple sub-agents and a hyper-agent.
result MacroHFT achieves state-of-the-art performance on minute-level trading tasks.
Bayesian optimization reduces computational effort in aircraft design optimization.
problem High computational cost in industrial aircraft design optimization.
method Constrained Bayesian optimization (Super Efficient Global Optimization with Mixture of Experts)
result Significant computational efficiency improvements over existing Isight optimizers.
Bayesian optimization method tackles combinatorial spaces, scalable for large data.
problem Optimization over combinatorial categorical spaces in natural sciences.
method Combines variational optimization and continuous relaxations for gradient-based optimization.
result Method performs comparably to state-of-the-art methods while scaling well.
New algorithm solves complex stopping problems with robust optimization.
problem Solving complex stochastic optimal stopping problems.
method Simulation-based robust optimization with exact reformulation as a zero-one bilinear program.
result Developed polynomial-time heuristics and algorithms for practical solution.
L2O uses ML to optimize traditional optimization techniques.
problem Real-world optimization problems with shared structures.
method Exploiting shared structures to enhance optimization techniques.
result Better or faster solutions through machine learning integration.
When hyperparameter optimization of a machine learning algorithm is repeated for multiple datasets it is possible to transfer knowledge to an optimization run on a new dataset. We develop a new hyperparameter-free ensemble model for Bayesian optimization that is a generalization of two existing transfer learning extens…
Meta algorithm solves multivariate optimization using univariate optimizers.
problem Multivariate global optimization problems.
method Meta algorithm combining univariate global optimizers.
result Meta algorithm provides robust regret guarantees.
A novel neural network approach for optimization problems.
problem Constrained optimization problems.
method Neural Optimization Machine (NOM) using a specially designed NN architecture and training procedure.
result Solves optimization problems efficiently, especially in high-dimensional spaces.
New algorithms ensure reproducibility and optimal convergence in convex optimization.
problem Trade-off between reproducibility and convergence rate in convex optimization.
method Regularization-based algorithms for smooth convex minimization and minimax optimization.
result Achieves optimal reproducibility and near-optimal gradient complexity for various oracle settings.
New algorithm selects robust martingale for optimal stopping problems.
problem Optimal stopping problems in stochastic processes.
method Randomized dual martingale minimization algorithm.
result Efficiently selects Doob martingale as close as possible.
Numerical optimization is an important tool in the field of computational physics in general and in nano-optics in specific. It has attracted attention with the increase in complexity of structures that can be realized with nowadays nano-fabrication technologies for which a rational design is no longer feasible. Also, …
This paper shows how to combine optimal tests into log-optimal processes.
problem How to combine optimal sequential tests into log-optimal processes.
method Using a new class of WAIT e-processes, the paper aggregates asymptotically optimal sequential tests into asymptotically log-optimal processes.
result It is possible to aggregate asymptotically optimal sequential tests into asymptotically log-optimal e-processes.
Learning optimal feedback control laws capable of executing optimal trajectories is essential for many robotic applications. Such policies can be learned using reinforcement learning or planned using optimal control. While reinforcement learning is sample inefficient, optimal control only plans an optimal trajectory fr…
Paper studies optimal control for a specific geometric problem.
problem Optimal control problem associated with the Paneitz obstacle problem.
method Existence and regularity results for optimal controls.
result Existence of optimal controls and their properties.
New algorithm AG-OG optimizes separable convex-concave problems efficiently.
problem Efficiently solving separable convex-concave minimax optimization problems.
method Leverages Nesterov acceleration and optimistic gradient on component and coupling parts of the problem.
result Achieves optimal convergence rate for various settings including bilinearly coupled problems.
Adapts Bayesian optimization for mixed constraints in aircraft design.
problem Optimizing expensive black box functions with mixed constraints.
method Super efficient global optimization with upper trust bound for constraints, Gaussian process uncertainty, refinement procedure.
result Superior performance on aircraft design problem compared to state-of-the-art solvers.
Adam optimizer converges to zeros of a new vector field, not just gradient zeros.
problem Prove convergence rates for Adam optimizer in simple quadratic optimization problems.
method Introduced Adam vector field to analyze Adam optimizer's convergence.
result Established optimal convergence rates for Adam optimizer.
Optimal crypto asset routing with CFMMs, including fixed costs.
problem Optimizing order execution on a network of CFMMs with fixed costs.
method Convex optimization for no fixed costs, mixed-integer convex for fixed costs, heuristics for approximate solutions.
result Approximate solutions to optimal routing and arbitrage certification problems.
BOSH optimizes functions with stochastic evaluations more efficiently and precisely.
problem Optimizing functions with noisy evaluations can lead to suboptimal solutions.
method BOSH uses a hierarchical Gaussian process to generate a growing pool of realizations.
result BOSH provides more efficient and higher-precision optimization than standard BO.
VeLO learns versatile optimizers from deep learning tasks.
problem Training deep learning models with hand-designed optimizers.
method Meta-training a neural network optimizer on a wide variety of optimization tasks.
result The learned optimizer automatically adapts to different optimization tasks without hyperparameter tuning.
New learned optimizers outperform baselines by incorporating known and novel mechanisms.
problem Understanding how learned optimizers outperform traditional ones.
method Careful analysis and visualization of learned optimizers trained on various tasks.
result Learned optimizers incorporate known techniques like momentum and gradient clipping, as well as new forms of learning rate adaptation.
PAGE optimizes nonconvex problems with optimal convergence rates.
problem Nonconvex optimization problems.
method PAGE algorithm for achieving optimal convergence rates.
result PAGE achieves optimal convergence rates for nonconvex optimization.
A new method learns DAGs from data using permutation optimization.
problem Discovering latent DAGs from observational data.
method Optimizes over the Permutahedron to learn topological orderings and edges.
result Our method optimizes exact DAGs, is modular, and performs well on real-world data.
Develops a new method for efficient stochastic bilevel optimization.
problem Stochastic bilevel optimization problems in machine learning applications.
method Single-Timescale stochAstic BiLevEl optimization (STABLE) method.
result Achieves the same order of sample complexity as stochastic gradient descent for single-level optimization.
Enhanced ROOT-SGD optimizes stochastic optimization with diminishing stepsizes.
problem Improving statistical efficiency in stochastic optimization.
method Integrates a diminishing stepsize strategy into ROOT-SGD.
result Achieves optimal convergence rates with improved stability and precision.
Convex optimization models predict outputs from inputs via optimization problems.
problem Predicting outputs from inputs using convex optimization models.
method Proposed a heuristic for learning parameters of convex optimization models from datasets.
result Demonstrated the effectiveness of the proposed method on three model classes.
A new approach for efficient batch multiobjective optimization using Thompson sampling.
problem Inefficient batch multiobjective optimization due to expensive oracles and hard inner optimization.
method Proposes a Thompson sampling approach (qextttPOTS) that chooses Pareto optimal candidates sequentially. result Empirically superior performance compared to classical evolutionary approaches and MOBO.
New framework for decentralized optimization of upper-linearizable functions with improved regret and complexity.
problem Decentralized optimization of upper-linearizable functions with general constraints.
method Decentralized projection-free optimization with upper-linearizable function framework.
result Regret of O(T1−θ/2) with communication complexity of O(Tθ) and linear optimization calls of O(T2θ). New method optimizes portfolio weights as functions, outperforming traditional approaches.
problem Optimizing portfolio weights in mean-variance models.
method Functional optimization approach, treating weights as functions of past values.
result Gradient-ascent algorithms can solve functional optimization problems for mean-variance portfolio management.
Improved stability and generalization for blackbox learned optimizers.
problem Stability and generalization issues in blackbox learned optimizers.
method Investigation using dynamical systems, modifications to optimizer architecture and meta-training procedure.
result Improved stability and generalization of learned optimizers.