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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.

168,695 papers · 148 categories

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220439659878 · Jun 202019922001200920172026
48 results for flexible optimization

Improved algorithm for optimal stopping problems reduces runtime.

problem Optimal stopping problems with infinite time horizon and random discounting.
method Flexible forward improvement iteration with a variable look-ahead distance.
result The new algorithm converges and can significantly reduce runtime.

VOPy optimizes multiple objectives with flexible cone-based ordering.

problem Optimizing multiple objectives with partial order constraints.
method Flexible cone-based ordering, modular architecture, integration of existing and novel methods.
result Advances black-box vector optimization in noisy, discrete, or limited budget settings.

Lo-Hp decouples weight generation into local and global policies to improve flexibility and efficiency.

problem Over-coupling and long-horizon issues in current optimization methods.
method Hybrid-Policy Sub-Trajectory Balance objective.
result Learning local optimization policies addresses long-horizon issues and enhances global weight generation.

Flexible framework for CMTF with ADMM for various constraints and couplings.

problem Challenges in data fusion from multiple sources with varying characteristics.
method Flexible algorithmic framework using AO and ADMM for various constraints, loss functions, and couplings.
result Accurate and computationally efficient results for various loss functions, including KL divergence.

Labels distilled from images improve model training efficiency and flexibility.

problem Creating synthetic labels for a small set of real images to train models effectively.
method Introduce a more robust and flexible meta-learning algorithm for distillation and an effective first-order strategy based on convex optimization layers.
result Label distillation leads to improved results and greater flexibility in neural architectures.

A new method achieves optimal uniformity in designs with minimal flexibility.

problem Achieving optimal uniformity in designs with minimal flexibility.
method Derive a lower bound on the uniformity constant and use a greedy construction to achieve this bound, then extend the scheme for more flexibility.
result A simple greedy construction achieves the optimal uniformity constant.

Limbo is an open-source C++11 library for Bayesian optimization which is designed to be both highly flexible and very fast. It can be used to optimize functions for which the gradient is unknown, evaluations are expensive, and runtime cost matters (e.g., on embedded systems or robots). Benchmarks on standard functions …

2016-11-22abs ↗pdf ↗

LI-ITR combines flexible ML with interpretable approximations for personalized treatment rules.

problem Combining flexibility and interpretability in personalized treatment rules.
method Uses variational autoencoders and a mixture of interpretable experts.
result Accurately recovers true local coefficients and optimal treatment strategies.

Introduces a new geometric method for optimal experimental design.

problem Restrictive invariance properties of traditional OED approaches based on probability densities.
method Mutual transport dependence (MTD) using optimal transport theory.
result Demonstrates high-quality designs and flexibility compared to standard methods.

Enhances flexibility in data reweighting with optimal transport and maximum entropy principles.

problem Adapting empirical distributions to predefined constraints on moments, tail behavior, etc.
method Nonparametric distributional constraints, maximum entropy principle, optimal transport.
result Maximum entropy weight adjusted empirical distribution close to a specified distribution in optimal transport metric.

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.

ANN with GA optimizes flexible disc design for lower mass and stress.

problem Design flexible disc elements for lower mass and stress without compromising torque transmission and misalignment.
method Artificial Neural Network (ANN) coupled with Genetic Algorithm (GA) for design exploration.
result Optimized designs meet specified criteria with minimum mass and stress.

ACE models allow flexible conditioning and prediction of latent variables.

problem Lack of flexibility in conditioning and prediction of latent variables in probabilistic models.
method Introduces Amortized Conditioning Engine (ACE) that explicitly represents latent variables and allows runtime conditioning and prediction.
result ACE models outperform existing methods in diverse tasks like image completion, classification, Bayesian optimization, and simulation-based inference.

Joslim optimizes both width and weight configurations for slimmable neural networks, improving model efficiency.

problem Optimizing both width and weight configurations for slimmable neural networks to improve efficiency.
method Proposes a general framework for joint optimization of width configurations and weights, and introduces Joslim algorithm.
result Improves model efficiency by up to 1.7% in top-1 accuracy on the ImageNet dataset.

SimFBO simplifies FBO, making it more efficient and flexible.

problem Complex nested optimization in machine learning and edge computing.
method Proposes SimFBO, a simple and flexible FBO framework with improved communication efficiency.
result SimFBO and ShroFBO achieve linear convergence speedup and improved sample and communication complexities.

Paper introduces new risk norms based on ES with flexible distortion functions.

problem Risk quantification and anomaly detection in financial data.
method Developed generalized Expected-Shortfall (ES) norms using distortion risk measures and duality theory.
result Unified analytical framework for risk quantification and practical applications.

GOAT improves attention mechanisms by learning better priors.

problem Standard attention mechanisms use a naive uniform prior, limiting flexibility and generalization.
method GOAT introduces a trainable, continuous prior that replaces the uniform assumption, maintaining compatibility with optimized kernels.
result GOAT avoids representational trade-offs and learns an extrapolatable prior that combines positional flexibility with length generalization.

Flexible Bayesian approach for generalized linear models, especially for sparse logistic regression.

problem Sparse logistic regression challenges in machine learning.
method Empirical Bayes approach with mean-field variational inference, tuning-free and scalable.
result Superior predictive performance in sparse logistic regression compared to existing methods.

Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth and invertible transformation that maps a simple distribution to the desired ma…

2017-01-12abs ↗pdf ↗

GNet uses Gaussian processes for scalable, flexible neural networks.

problem Large-scale predictive modeling with high computational and storage costs.
method GNet employs Gaussian processes with nonparametric activation functions and a fast algorithm for training and predictions.
result GNet achieves competitive performance across various test problems, including nonlinear function prediction and real-world data regression.

GNet uses Gaussian processes for scalable, flexible neural networks.

problem Large-scale predictive modeling with high computational and storage costs.
method GNet employs Gaussian processes with nonparametric activation functions and a fast algorithm for efficient training and predictions.
result GNet achieves competitive performance across various test problems, including nonlinear function prediction and real-world data regression.

Flexible framework integrates machine learning and DRO for uncertain parameter prediction.

problem Limited joint observations of uncertain parameters and covariates.
method Wasserstein, sample robust optimization, and phi-divergence-based ambiguity sets.
result Validation of theoretical and practical benefits in limited data scenarios.

Many recent advances in large scale probabilistic inference rely on variational methods. The success of variational approaches depends on (i) formulating a flexible parametric family of distributions, and (ii) optimizing the parameters to find the member of this family that most closely approximates the exact posterior…

2017-05-31abs ↗pdf ↗

The study compares different models for predicting factor premiums and finds neural networks perform better but have unstable weights.

problem Predicting and timing the CMA factor premium using machine learning models.
method Compared regression models (OLS, Ridge, Random Forest, Neural Network) and tested factor timing strategies.
result Neural networks outperform linear models in explaining factor premium variance, but weights are unstable.

Improved analysis for nonconvex SGD methods with flexible sampling.

problem Finding approximately stationary points of nonconvex functions with gradient evaluations.
method Generalized SPIDER and PAGE algorithms with flexible sampling mechanisms.
result Sharper complexity bounds for optimal SGD methods in smooth nonconvex settings.

Neural networks fit fewer samples than their parameters suggest in practice.

problem Understanding the practical limitations of neural network flexibility.
method Examination of neural network optimization, parameter efficiency, and loss surfaces.
result Neural networks can only fit training sets with significantly fewer samples than their parameters suggest.

Interactive DR framework for comparing datasets.

problem Limited flexibility in existing DR methods for comparative analysis.
method Unified linear comparative analysis (ULCA) with interactive optimization and visualization.
result ULCA and optimization algorithm improve comparative analysis efficiency and flexibility.

Flexible framework for optimal trading across multiple asset venues.

problem Optimal trading in assets listed on different venues considering liquidity dependencies.
method Bayesian update of model parameters, finite difference method, deep reinforcement learning.
result Adaptive trading strategies improve performance in changing market conditions.

New framework identifies strongly identifiable models from flexible generators.

problem Indeterminacies in generative models that prevent unique latent codes.
method Theoretical framework for analyzing latent variable models, excluding certain indeterminacies.
result Strong identifiability possible even with flexible nonlinear generators.

MOPI optimizes flexible set-valued mappings to achieve superior shape adaptivity in conformal prediction.

problem Challenges in achieving valid conditional coverage in conformal prediction.
method Minimax Optimization Predictive Inference (MOPI) framework that optimizes over a flexible class of set-valued mappings.
result MOPI achieves superior shape adaptivity and maintains a principled connection to mean squared coverage error.

In this paper we define and study flexible links and flexible isotopy in projective space. Flexible links are meant to capture the topological properties of real algebraic links. We classify all flexible links up to flexible isotopy using Ekholms interpretation of Viros encomplexed writhe.

2012-12-15abs ↗pdf ↗