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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.

168,982 papers · 148 categories

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48 results for Sequential Model-based Algorithm Configuration

Paper develops an efficient approach to reduce HPO time.

problem Challenges in determining optimal hyperparameters due to large number and training time.
method Nested Latin hypercube design for initialization, truncated additive Gaussian process model for calibration, sequential model-based algorithm for optimization.
result Demonstrates competitive performance on various machine learning models.

OMLE combines optimism and MLE for efficient sequential decision making.

problem Efficiently solving sequential decision making problems, especially in partially observable settings.
method Combines optimism for exploration and maximum likelihood estimation for model learning.
result OMLE learns near-optimal policies for a wide range of sequential decision making problems.

Greedy algorithm performs well in online matching despite non-i.i.d. connections.

problem Online matching in sparse random graphs with fixed degree distributions.
method Approximating stochastic processes with partial differential equations.
result GREEDY algorithm can outperform RANKING in certain configurations.

One of the most tedious tasks in the application of machine learning is model selection, i.e. hyperparameter selection. Fortunately, recent progress has been made in the automation of this process, through the use of sequential model-based optimization (SMBO) methods. This can be used to optimize a cross-validation per…

2014-02-04abs ↗pdf ↗

Constructs classifiers for neural networks with specific data configurations.

problem Finding global minima of deep ReLU neural networks on sequentially separable data.
method Explicitly constructs zero loss neural network classifiers using cumulative parameters and truncation maps.
result Global minimizers can be described with a limited number of parameters based on the data structure.

RL agent outperforms model-based approach in detecting price manipulation.

problem Detecting and exploiting price manipulation opportunities.
method Compared model-free RL with model-based approach in a market with Almgren-Chriss framework.
result RL consistently outperforms model-based approach, especially with noisy parameter estimates.

Bayesian optimization (BO) aims to minimize a given blackbox function using a model that is updated whenever new evidence about the function becomes available. Here, we address the problem of BO under partially right-censored response data, where in some evaluations we only obtain a lower bound on the function value. T…

2013-10-07abs ↗pdf ↗

Recent sequential pattern mining methods have used the minimum description length (MDL) principle to define an encoding scheme which describes an algorithm for mining the most compressing patterns in a database. We present a novel subsequence interleaving model based on a probabilistic model of the sequence database, w…

2016-02-16abs ↗pdf ↗

We study a budgeted hyper-parameter tuning problem, where we optimize the tuning result under a hard resource constraint. We propose to solve it as a sequential decision making problem, such that we can use the partial training progress of configurations to dynamically allocate the remaining budget. Our algorithm combi…

2019-02-01abs ↗pdf ↗

Algorithm optimizes ε-SVR with MAPE loss and sample-dependent constraints.

problem Optimizing ε-SVR with MAPE loss and sample-dependent constraints.
method Sequential Minimal Optimization (SMO) for ε-SVR with MAPE loss and sample-dependent box constraints.
result Algorithm achieves lowest median runtime on every tested configuration.

Optimistic RL algorithms are simplified for deep RL with competitive performance.

problem Achieving accurate optimism in model-based RL for large-scale problems.
method Interpreting scalable optimistic model-based algorithms as solving a tractable noise augmented MDP.
result Competitive regret bound of ildeO(SHAT) ilde{\mathcal{O}}( |\mathcal{S}|H\sqrt{|\mathcal{A}| T } ) for Gaussian noise augmentation.

The paper improves Bayesian optimization by calibrating uncertainty estimates.

problem Improper uncertainty estimates in Bayesian optimization when data is non-stationary.
method Proposes online learning algorithms to maintain calibration on non-i.i.d. data and integrates them into Bayesian optimization.
result Calibrated Bayesian optimization converges to better optima in fewer steps.

Model-based reinforcement learning (MBRL) has been proposed as a promising alternative solution to tackle the high sampling cost challenge in the canonical reinforcement learning (RL), by leveraging a learned model to generate synthesized data for policy training purpose. The MBRL framework, nevertheless, is inherently…

2018-05-24abs ↗pdf ↗

This research improves interpretability in sequential explanations using mental models.

problem Improving interpretability in sequential explanations between two parties.
method A reinforcement learning framework that selects explanations based on the explainee's mental model.
result Mental model-based policies increase interpretability over random selection in multiple sequential explanations.

This review assesses deep-learning methods for complex sequential data.

problem Lack of robustness and transparency in deep-learning frameworks for irregular sequential data.
method Systematic literature review of existing algorithms.
result Recurrent neural networks dominate in performance evaluation of deep-learning frameworks.

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.

A new tree-based model improves uncertainty estimation in sequential optimization.

problem Improving uncertainty estimation in sequential model-based optimization.
method Proposed a new ensemble of randomized trees (BwO forest) with bagging and oversampling.
result BwO forest outperforms existing tree-based models in various optimization scenarios.

A multi-step model reduces compounding errors in reinforcement learning.

problem Compounding errors in one-step models lead to inaccurate predictions in reinforcement learning.
method Introduced a multi-step model that directly outputs the outcome of a sequence of actions.
result The multi-step model yields better action selection and more accurate value-function estimation.

Algorithm reduces audit costs by identifying best service configurations from biased textual evidence.

problem Designing service systems from textual evidence requires accurate selection despite biased automated scoring.
method Developed PP-LUCB algorithm combining LLM scores and selective audits to minimize costs.
result Correctly identified the best model in 40/40 trials with 90% cost reduction.

Adaptive tuning of portfolio selection parameters improves performance in volatile markets.

problem Improving online portfolio selection in volatile financial markets.
method Modeling parameter space with Gaussian process prior and using adaptive Bayesian optimization for automatic configuration.
result Oracle-based adaptive configuration enhances performance of online portfolio selection algorithms.

OP3 models entities for better task generalization in reinforcement learning.

problem Generalizing to unseen physical tasks with combinatorial complexity.
method Object-centric perception, prediction, and planning (OP3) framework.
result OP3 outperforms oracle models and state-of-the-art video prediction models.

Designing the architecture for an artificial neural network is a cumbersome task because of the numerous parameters to configure, including activation functions, layer types, and hyper-parameters. With the large number of parameters for most networks nowadays, it is intractable to find a good configuration for a given …

2018-10-10abs ↗pdf ↗

Conventional wisdom holds that model-based planning is a powerful approach to sequential decision-making. It is often very challenging in practice, however, because while a model can be used to evaluate a plan, it does not prescribe how to construct a plan. Here we introduce the "Imagination-based Planner", the first m…

2017-07-19abs ↗pdf ↗

Adaptive Bayesian Optimization for resource-constrained experiments with switching costs.

problem Sequential experimental design with varying costs for changing design variables.
method Adapted batch algorithms to sequential problem, proposing cost-aware and cost-ignorant methods.
result Cost-aware algorithm outperforms tuned process-constrained algorithms in all settings considered.

Surveying topological complexity of graph configurations, unifying traditional and modern approaches.

problem Understanding the topological complexity of configuration spaces of graphs.
method Exploring traditional cohomology methods and modern asphericity/fundamental group approaches.
result Unified understanding of topological complexity through both traditional and modern methods.

In recent years, deep generative models have been shown to 'imagine' convincing high-dimensional observations such as images, audio, and even video, learning directly from raw data. In this work, we ask how to imagine goal-directed visual plans -- a plausible sequence of observations that transition a dynamical system …

2018-07-24abs ↗pdf ↗

New method designs experiments robustly for nonlinear estimation, improving parameter knowledge.

problem Designing robust experiments for nonlinear estimation under parametric uncertainty.
method Multi-stage robust optimization framework for sequential experiments.
result Identifies experiments better conducted early for improved parameter knowledge.

Auto-CASH uses Deep Q-Network to automatically select machine learning algorithms.

problem Automatic selection of machine learning algorithms and hyperparameters.
method Pre-trained model based on meta-learning using Deep Q-Network.
result Auto-CASH achieves better performance with shorter time compared to classical and state-of-the-art methods.

Develops adaptive algorithms for sustainable fertilizer use in agriculture.

problem Sustaining high yields while reducing environmental impacts of fertilizer use.
method Nonlinear model-based bandit algorithms linking biological processes to decision-making.
result Faster learning and higher profits with interpretable recommendations.

POLAR optimizes treatment strategies in dynamic settings with statistical guarantees.

problem Optimizing sequential decisions in dynamic treatment regimes with robustness and statistical guarantees.
method Pessimistic model-based approach estimating transition dynamics and incorporating uncertainty penalties.
result Offers statistical and computational guarantees, including finite-sample bounds on policy suboptimality.

DRL agents learn to trade Intel stock with stable positive returns.

problem Active high frequency trading in the stock market.
method End-to-end DRL framework using Proximal Policy Optimization, Sequential Model Based Optimization, and LOB-based meta-features.
result DRL agents create dynamic trading strategies with stable positive returns.

Algorithm maximizes rewards with a budget and giving up option.

problem Sequential decision-making with stochastic rewards and resource consumption.
method Upper Confidence Bound (UCB) algorithm for maximizing cumulative reward.
result Logarithmic regret bound with improved dependence on problem parameters.

Hybrid Bayesian MOT uses neural networks to improve model aspects, achieving state-of-the-art performance.

problem Improving multiobject tracking performance across various scenarios.
method Hybrid approach combining neural network enhancements with Bayesian estimation and belief propagation.
result State-of-the-art performance in autonomous driving dataset evaluation.