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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.

168,657 papers · 148 categories

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9182635 · Jun 202019922001200920172026
48 results for blackbox solvers

Optimizes neural networks with blackbox solvers using Time-cost Regularization.

problem Improving neural network performance by integrating efficient solvers for complex problems.
method Optimizes both the primary loss function and the performance of the blackbox solver using Time-cost Regularization. Introduces a hyper-blackbox concept to learn blackbox parameters.
result Significant improvement in neural network performance through optimization of blackbox solvers.

Achieving fusion of deep learning with combinatorial algorithms promises transformative changes to artificial intelligence. One possible approach is to introduce combinatorial building blocks into neural networks. Such end-to-end architectures have the potential to tackle combinatorial problems on raw input data such a…

2019-12-04abs ↗pdf ↗

CoNES optimizes blackbox functions using convex optimization and information geometry.

problem Optimizing high-dimensional blackbox functions efficiently.
method Formulated as a convex program that adapts evolutionary strategies gradient estimates.
result Vastly outperforms conventional blackbox optimization methods on benchmarks and MuJoCo tasks.

New method improves blackbox attack transferability by perturbing feature hierarchy.

problem Improving transferability of blackbox attacks across different models and datasets.
method Perturbs representations throughout feature hierarchy to mimic other classes.
result Achieves 10x increase in targeted success rate compared to other methods.

Novel method for scalable neural network-based blackbox optimization.

problem Scalability challenges in high-dimensional Bayesian Optimization.
method SNBO: Adds new samples using separate criteria for exploration and exploitation, adaptively controlling the sampling region.
result SNBO achieves better function values with 40-60% fewer function evaluations and reduced runtime.

Linear dimensionality reduction methods are a cornerstone of analyzing high dimensional data, due to their simple geometric interpretations and typically attractive computational properties. These methods capture many data features of interest, such as covariance, dynamical structure, correlation between data sets, inp…

2014-06-03abs ↗pdf ↗

EGORSE optimizes high-dimensional problems using random and supervised embeddings.

problem Efficiently solving computationally expensive high-dimensional optimization problems.
method EGORSE combines random and supervised linear embeddings for adaptive optimization.
result EGORSE outperforms state-of-the-art methods in high-dimensional optimization.

Open-source Vizier optimizes complex systems for Google and beyond.

problem Optimizing large-scale systems with multiple objectives and constraints.
method Distributed, fault-tolerant, flexible API for blackbox optimization.
result OSS Vizier supports a wide range of optimization problems and is available as open-source.

PyXAB is a Python library for X-armed bandits and online optimization.

problem Efficiently solving X-armed bandit problems and online blackbox optimization.
method Implementation of 10+ X-armed bandit algorithms and synthetic objectives.
result Evaluation of different algorithms' performance on various synthetic objectives.

InterpretML is an open-source Python package which exposes machine learning interpretability algorithms to practitioners and researchers. InterpretML exposes two types of interpretability - glassbox models, which are machine learning models designed for interpretability (ex: linear models, rule lists, generalized addit…

2019-09-19abs ↗pdf ↗

Rank-based metrics are some of the most widely used criteria for performance evaluation of computer vision models. Despite years of effort, direct optimization for these metrics remains a challenge due to their non-differentiable and non-decomposable nature. We present an efficient, theoretically sound, and general met…

2019-12-07abs ↗pdf ↗

No free lunch theorems show all algorithms perform equally under uniform distribution.

problem Analyzing scenarios involving non-uniform distributions and comparing algorithms.
method No Free Lunch theorems applied to analyze and compare algorithms without distribution assumptions.
result Anti-cross-validation performs as well as cross-validation under non-uniform distributions.

Interest in derivative-free optimization (DFO) and "evolutionary strategies" (ES) has recently surged in the Reinforcement Learning (RL) community, with growing evidence that they can match state of the art methods for policy optimization problems in Robotics. However, it is well known that DFO methods suffer from proh…

2019-03-07abs ↗pdf ↗

Private learning of Gaussian Mixture Models without boundedness assumptions.

problem Private estimation of parameters of Gaussian Mixture Models with unbounded components.
method Reduction to non-private problem, blackbox privatization, Moitra and Valiant's algorithm.
result First sample complexity upper bound and polynomial time algorithm for privately learning GMMs.

Study analyzes 3,171 stocks to pick efficient portfolios using quantum and classical solvers.

problem Creating efficient stock portfolios from a large dataset.
method Used classical and quantum solvers to optimize portfolios of 3,171 US stocks.
result Demonstrated the effectiveness of quantum and classical solvers in portfolio optimization.

The paper speeds up hyperparameter optimisation in Gaussian processes.

problem Scaling hyperparameter optimisation to large datasets.
method Improvements to linear system solvers (pathwise gradient, warm starting, early stopping).
result Speed-ups of up to 72x and residual norm decreases of up to 7x.

CRA improves UL-based CO solvers by dynamically smoothing and enforcing discreteness.

problem Local optima and artificial rounding issues in UL-based CO solvers.
method Continuous Relaxation Annealing (CRA) strategy that dynamically shifts from continuous to discrete solutions.
result Significantly enhances UL-based CO solver performance and eliminates artificial rounding.

Study compares 5 ODE solvers on 3 case studies, finding varying accuracy.

problem Comparing estimation accuracy of 5 ODE solvers on 3 case studies.
method Used 5 different numerical ODE solvers (Euler's, Heun's, Midpoint, Runge-Kutta 4th order, ODE45) on 3 case studies and compared their results.
result Different solvers have varying accuracy depending on the case study.

A new method combines classical and machine learning PDE solvers efficiently.

problem Combining classical and machine learning PDE solvers to reduce computational cost and improve accuracy.
method Proposes an approximate greedy router to select solvers at each iteration, mimicking a greedy approach.
result Consistently reduces final error and AUC of the error trajectory compared to single-solver baselines and hybrid approaches.

SA-Solver improves stochastic sampling from DPMs.

problem Efficient sampling from Diffusion Probabilistic Models (DPMs) is time-consuming.
method Proposes SA-Solver, an improved stochastic Adams method for solving diffusion SDE.
result SA-Solver achieves improved or comparable performance compared to SOTA methods for few-step sampling.

Although optimization is the longstanding algorithmic backbone of machine learning, new models still require the time-consuming implementation of new solvers. As a result, there are thousands of implementations of optimization algorithms for machine learning problems. A natural question is, if it is always necessary to…

2019-05-31abs ↗pdf ↗

New taxonomy and improved solvers for discrete energy minimization.

problem Maximum-a-posteriori inference in discrete graphical models.
method Dual block-coordinate ascent rule, theoretical analysis, new solver variants.
result Improved state-of-the-art solver outperforming existing methods on all test instances.

MIP-GNN uses graph neural networks to predict variable biases for MIP solvers.

problem Improving combinatorial optimization through data-driven insights.
method Encoding MILP interactions as graphs, training a graph neural network to predict variable biases, and guiding the MIP solver with these predictions.
result Significant improvements in solving binary MILPs compared to default settings of state-of-the-art solvers.

The paper improves ODE solvers by integrating diverse information types.

problem Improving accuracy and physical meaningfulness of ODE solutions.
method Leveraging probabilistic solvers to include second-order information and physical conservation laws.
result Solutions become more accurate and physically meaningful with additional information.

DPM-Solver speeds up DPM sampling to 10-20 function evaluations.

problem Slow sampling from Diffusion Probabilistic Models (DPMs).
method Exact formulation of diffusion ODE solutions, using change-of-variable and exponentially weighted integral.
result Generates high-quality samples in 10-20 function evaluations.

Parallel-in-time solver reduces ODE simulation time from linear to logarithmic.

problem Efficiently solving ordinary differential equations (ODEs) with reduced computational cost.
method Formulated a parallel-in-time probabilistic numerical ODE solver using time-parallel formulation of iterated extended Kalman smoothers.
result Reduces span cost from linear to logarithmic in the number of time steps.

IETNet identifies important channels for MVTS classification.

problem Multivariate time series classification with blackbox deep networks.
method End-to-end network combining temporal feature extraction, variable selection, and interaction.
result IETNet improves model accuracy and reduces overfitting by identifying and removing non-predictive variables.

ML4CO uses machine learning to improve combinatorial optimization solvers.

problem Solving combinatorial problems in practice often involves related data distributions.
method Replacing heuristic components with machine learning approaches.
result Improved state-of-the-art combinatorial optimization solvers.

New ODE solvers improve training efficiency and accuracy.

problem Training Neural ODEs requires efficient and accurate gradient calculation.
method Presented algebraically reversible ODE solvers that are time and memory efficient, calculate exact gradients, and are numerically stable.
result Reversible solvers strictly improve upon previous architectures in efficiency and accuracy.

Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be sub-optimal for specific classes of problems. In contrast to existing hand-craft…

2019-06-04abs ↗pdf ↗

This paper presents an acceleration framework for packing linear programming problems where the amount of data available is limited, i.e., where the number of constraints m is small compared to the variable dimension n. The framework can be used as a black box to speed up linear programming solvers dramatically, by two…

2017-11-17abs ↗pdf ↗