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169,341 papers · 148 categories

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48 results for auxiliary optimization

The paper improves high-dimensional linear regression prediction and estimation using auxiliary samples.

problem Estimating and predicting high-dimensional linear regression models with auxiliary samples.
method Proposes Trans-Lasso for data-driven transfer learning, establishing optimality for prediction and estimation.
result Knowledge from auxiliary samples can improve learning performance in target problems.

LRSAO uses RL to dynamically select and unlearn auxiliary objectives for EA optimization.

problem Optimizing complex landscapes with evolutionary algorithms.
method Local Reinforcement Learning (RL) to dynamically select and unlearn auxiliary objectives.
result Improved optimization complexity from O(n2log(n)/)O(n^2 \log(n) / \ell) to Θ(n2/2+nlog(n))Θ(n^2 / \ell^2 + n \log(n)).

Aux-NAS uses auxiliary labels to improve primary task performance without extra inference cost.

problem Improving primary task performance using auxiliary labels without increasing inference cost.
method Architecture-based approach with a flexible asymmetric structure for primary and auxiliary tasks, using Neural Architecture Search (NAS) to evolve networks with only primary-to-auxiliary connections.
result Achieves improved performance on multiple tasks without increasing inference cost.

Bayesian optimization with binary auxiliary info for faster target function optimization.

problem Optimizing target functions with expensive binary auxiliary information.
method Mixed-type Gaussian process (MOGP) and information-based acquisition functions (MT-ES, MT-PES).
result Efficient approximation of mixed-type predictive ES via random features.

The paper introduces methods to solve optimization problems with auxiliary data.

problem Solving multistage optimization problems with uncertain data and auxiliary information.
method Utilizes machine learning techniques like kNN, CART, and RF to develop methods for optimization.
result Demonstrates asymptotic and finite sample optimality of the proposed methods.

GEAR uses auxiliary data to estimate optimal decisions in studies with limited primary outcomes.

problem Estimating optimal decisions when primary outcomes are not available in experimental samples.
method GEAR uses augmented inverse propensity weighting to estimate optimal decisions based on auxiliary data.
result GEAR estimators and value estimators have established asymptotic properties and are validated in simulations and a real application.

Efficiently optimize expensive functions using auxiliary task information.

problem Optimizing expensive functions with limited data.
method Gaussian process with neural network mean and covariance functions, leveraging auxiliary task information.
result Identifies optimal points with fewer evaluations than existing methods.

Proposes a Thompson sampling algorithm for multi-objective contextual bandit problems with auxiliary constraints.

problem Real-world applications with multiple competing objectives and auxiliary constraints.
method Thompson sampling algorithm for multi-outcome contextual bandit problems with auxiliary constraints.
result Empirically evaluated and applied to a real-world video transcoding problem.

NeurT-FDR controls FDR by incorporating auxiliary covariates in deep learning.

problem Controlling FDR in complex large-scale problems with indirect relations among covariates.
method NeurT-FDR uses a deep Black-Box framework that parametrizes test-level covariates as a neural network and adjusts auxiliary covariates through a regression framework.
result NeurT-FDR makes substantially more discoveries in real datasets compared to competitive baselines.

AutoSeM automatically selects and balances auxiliary tasks in MTL.

problem Choosing and balancing auxiliary tasks in MTL.
method AutoSeM uses a Beta-Bernoulli multi-armed bandit with Thompson Sampling for task selection and a Gaussian Process for learning the mixing ratio.
result AutoSeM achieves significant performance boosts on GLUE language understanding tasks.

ScoreFusion fuses multiple diffusion models to enhance generative modeling of a target population.

problem Enhancing generative modeling of a target population with limited data.
method ScoreFusion uses KL barycenters of auxiliary populations and recasts the learning problem as score matching in denoising diffusion.
result ScoreFusion achieves a dimension-free sample complexity bound in total variation distance.

REGAIN learns optimal auxiliary directions for forecast reconciliation.

problem Forecast reconciliation from fixed systems; identifying useful auxiliary directions.
method REGAIN learns normalized auxiliary directions, forecasts induced series, and selects directions by loss reduction.
result Gain-selected auxiliary directions improve forecast quality, especially for residual uncertainty.

A new method solves complex control problems with random coefficients.

problem Solving LQ McKean-Vlasov control problems with random coefficients.
method Decomposes the problem into two decoupled stochastic optimal control problems.
result The sum of optimal controls of auxiliary problems equals the original problem's optimal control.

Count-sketches reduce memory usage for deep learning models without sacrificing performance.

problem Memory constraints in deep learning models as they grow larger.
method Maintain a linear sketch to compress auxiliary variables in optimization methods.
result Compressed optimization methods maintain the same performance as full-sized baselines while using significantly less memory.

Optimal investment and risk control strategies for insurers are derived using a time-consistent approach.

problem Optimal investment and risk control for insurers under mean-variance criterion.
method Introducing a deterministic forward auxiliary process to formulate a time-consistent problem.
result Optimal strategy and value function obtained in closed-form for the new problem.

Bayesian optimization is a powerful global optimization technique for expensive black-box functions. One of its shortcomings is that it requires auxiliary optimization of an acquisition function at each iteration. This auxiliary optimization can be costly and very hard to carry out in practice. Moreover, it creates ser…

2014-02-27abs ↗pdf ↗

New bounds for transfer learning in linear models, improving generalization.

problem Understanding when auxiliary data helps in improving generalization in linear models.
method Derivation of exact error bounds and optimal task weights for linear regression and linear neural networks.
result First non-vacuous sufficient conditions for beneficial auxiliary learning in linear neural networks.

Optimizes decision-making with uncertain variables using auxiliary observations.

problem Contextual stochastic optimization problems with uncertain variables and rich auxiliary observations.
method Trains forest decision policies by growing trees that optimize downstream decision quality, using optimization perturbation analysis for efficient approximations.
result Proves asymptotic optimality and empirical validation of the method's performance and efficiency.

Study optimal portfolio strategies with periodic evaluation under short-selling prohibition.

problem Optimal portfolio strategies with periodic evaluation under short-selling prohibition.
method Reformulate the original problem into an auxiliary one-period optimization problem and introduce dual control problem.
result Derive and verify the value function and optimal constrained portfolio for the original problem.

VAV method optimizes learning rate for faster, stable SGD convergence.

problem Optimizing learning rate for efficient and stable machine learning models.
method Energy-based self-adaptive learning rate with auxiliary variable rr.
result VAV method achieves faster convergence and superior stability with larger learning rates.

HydaLearn dynamically adjusts task weights for better MTL performance.

problem Constant loss weights in MTL lead to poor results due to drifting relevance and varying mini-batch composition.
method HydaLearn uses mini-batch gradients to dynamically adjust task weights.
result HydaLearn improves performance on synthetic and real-world data.

Study optimal portfolio management with periodic evaluations in stochastic models, considering convex constraints.

problem Optimal portfolio management under ratio-type periodic evaluations in stochastic factor models with convex trading constraints.
method Transformed infinite horizon optimal control problem into an auxiliary terminal wealth optimization problem. Introduced an auxiliary unconstrained optimization problem in a modified market model. Used martingale duality approach to establish dual minimizer and optimal unconstrained wealth process.
result Derived and verified the optimal constrained portfolio process for the original problem over an infinite horizon.

Improved malware detection by adding auxiliary loss terms to a neural network.

problem Malware detection accuracy with a single label.
method Fit deep neural networks to multiple auxiliary prediction targets derived from metadata.
result Significant improvement in detection performance, reducing false negatives by 42.6% at a low false positive rate.

A new method reduces computational time for source separation and classification.

problem High computational complexity and unsatisfactory source classification accuracy in MVAE.
method Integrates an auxiliary classifier VAE to reduce computational time and improve classification accuracy.
result fMVAE achieved comparative source separation performance and 80% source classification accuracy while reducing computational time by 93%.

The paper develops a minimax optimal method for high-dimensional regression using auxiliary data.

problem High-dimensional additive regression with heavy-tailed errors and transfer learning.
method Smooth backfitting estimator with local linear smoothing, followed by a two-stage estimation method.
result The method achieves the minimax optimal rate under certain conditions.

A new DP method for deep learning with faster convergence and better privacy.

problem Challenges in differentially private training of deep neural networks.
method Method of auxiliary coordinates with perturbed Taylor expansion for privacy.
result Empirically shows decent trained model quality with modest privacy budget.

Geometric approach improves reinforcement learning representation.

problem Improving reinforcement learning representation learning.
method Formal evidence through geometric properties of value functions.
result Optimizing value functions reduces to predicting adversarial value functions (AVFs).

AuxiLearn combines auxiliary tasks into a single loss function.

problem Improving neural network performance on a main task using auxiliary tasks.
method Implicit differentiation to learn a network that combines auxiliary tasks into a single coherent objective function.
result AuxiLearn consistently outperforms competing methods in various tasks and domains.

New method uses correlated auxiliary feedback to reduce regret in parameterized bandits.

problem Reducing regret in parameterized bandits with correlated auxiliary feedback.
method Develops a reward estimator using auxiliary feedback with tight confidence bounds.
result Shows significant reduction in regret compared to standard methods.

In-N-Out improves model robustness to out-of-distribution data.

problem Learning robust models with few in-distribution labeled examples.
method Pre-training with auxiliary information and self-training with pseudolabels.
result In-N-Out outperforms auxiliary inputs or outputs alone on both in-distribution and OOD error.

New algorithm trains generative networks using explicit optimal transport distances.

problem Training generative networks with flexible distance metrics.
method Uses an auxiliary neural network to express optimal transport map and trains generative networks with explicit transportation cost functions.
result Allows training with any transportation cost function, including image-centered distances.

Paper proposes SOTL framework for improving transfer learning accuracy and efficiency.

problem Statistical bias and computational efficiency in multi-source domain adaptation.
method Sparse Optimization for Transfer Learning (SOTL) with L0-regularization.
result SOTL significantly improves estimation accuracy and computational speed, especially under adversarial conditions.

Optimal dividend strategy found for risk models with regime switching.

problem Optimal dividend strategy for spectrally negative Markov additive models with regime switching.
method Introduced an auxiliary problem and transformed the original problem into a local optimization problem.
result The refraction-reflection strategy with regime-modulated thresholds is optimal.