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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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22446587 · Jun 202019922001200920172026
48 results for hypervolume regret

A new algorithm THV-UCB reduces regret in multi-objective bandit problems.

problem Maintaining a small set of actions that jointly approximate the Pareto frontier in multi-objective slate selection.
method THV-UCB, an optimistic algorithm that selects arms based on optimistic estimates of their marginal hypervolume contributions.
result The algorithm achieves a gap-free regret bound of ildeO(dnkT) ilde{O}(d\sqrt{nkT}) and a gap-dependent bound of ildeO(nk2.5/Δmin) ilde{O}(nk^{2.5}/Δ_{\min}).

This paper introduces a new scalarization method for multi-objective optimization.

problem Efficiently optimizing multiple conflicting objectives in black box settings.
method Introduces a novel hypervolume scalarization function and uses it to approximate the hypervolume indicator metric.
result Provable convergence to the entire Pareto frontier using random scalarizations and Bayesian optimization.

This paper calculates the exact probability distribution of hypervolume improvement for bi-objective problems.

problem Calculating the exact probability distribution of hypervolume improvement in bi-objective problems.
method Cell partition-based method to derive the probability distribution of hypervolume improvement from a bi-variate Gaussian random variable.
result The proposed ε\varepsilon-PoHVI acquisition function outperforms other related functions in Bayesian optimization.

A new parallel BO method with exact gradients for multi-objective optimization.

problem Efficiently optimizing multiple objectives in a sample-efficient manner.
method Derive q-Expected Hypervolume Improvement (qEHVI) for parallel, constrained evaluation.
result qEHVI is computationally tractable and outperforms state-of-the-art methods.

Simulated annealing improves candidate optimization for multi-objective Bayesian optimization.

problem Efficient candidate optimization for multi-objective acquisition functions in Bayesian optimization.
method Simulated annealing-based approach for batch acquisition function optimization.
result Simulated annealing outperforms SLSQP in most multi-objective optimization problems, achieving higher hypervolume values and better convergence characteristics.

Parallel Bayesian optimization tackles noisy multi-objective problems.

problem Optimizing multiple objectives with noisy data.
method NEHVI and qqNEHVI acquisition functions, integrating Bayesian treatment over uncertainty.
result Parallel qqNEHVI is one-step Bayes-optimal and robust to noise.

We present a multi-objective Bayesian optimisation algorithm that allows the user to express preference-order constraints on the objectives of the type "objective A is more important than objective B". These preferences are defined based on the stability of the obtained solutions with respect to preferred objective fun…

2019-02-12abs ↗pdf ↗

An efficient algorithm calculates exact EHVI values for multi-objective optimization problems.

problem Efficient computation of EHVI values for multi-objective optimization problems.
method Partitioning the integration volume into axis-parallel slices and using a new hyperbox decomposition technique.
result Theoretical time complexity improved to Θ(nlogn)Θ(n\log n), asymptotically optimal.

FlexiBO optimizes deep neural networks by balancing cost and performance.

problem Optimizing deep neural networks for multiple objectives incurs high costs.
method Decouples and weights cost in multi-objective Bayesian optimization.
result FlexiBO discovers designs with lower hypervolume error.

MO-CBO optimizes multiple outcomes in causal systems with minimal data.

problem Optimizing multiple outcomes in causal systems with limited data.
method Decomposes MO-CBO into multi-objective optimization tasks and uses relative hypervolume improvement for sequential intervention balancing.
result MO-CBO outperforms traditional multi-objective Bayesian optimization in causal settings.

A new method for diverse Pareto solutions in multi-objective learning.

problem Maximizing diversity while maximizing hypervolume in Pareto solutions.
method Annealed Stein Variational Gradient Descent (SVGD) with diverse gradient directions.
result SVH-MOL achieves superior performance in multi-objective and multi-task learning.

In multi-objective Bayesian optimization and surrogate-based evolutionary algorithms, Expected HyperVolume Improvement (EHVI) is widely used as the acquisition function to guide the search approaching the Pareto front. This paper focuses on the exact calculation of EHVI given a nondominated set, for which the existing …

2018-12-18abs ↗pdf ↗

Bayesian optimization improves DRL for ESG portfolio management.

problem Optimizing hyperparameters of DRL agents for ESG metrics.
method Bayesian optimization for noisy, expensive-to-evaluate functions.
result Multi-objective optimization yields optimal Pareto set of portfolios.

Adaptive algorithm for multi-objective optimization with binary constraints.

problem Optimization of black-box problems with binary constraints.
method Bayesian optimization using regression and classification models.
result Significantly faster expected hypervolume calculation.

Paper proposes algorithms to minimize both dynamic and adaptive regret simultaneously.

problem Traditional regret minimization algorithms are suboptimal for changing environments.
method Developed novel online algorithms to minimize dynamic and adaptive regret simultaneously.
result Proposed algorithms minimize dynamic and adaptive regret over any interval.

The paper analyzes the sliding regret of stochastic bandit algorithms.

problem Measuring the one-shot behavior of no-regret algorithms in stochastic bandits.
method Introducing sliding regret to measure the worst pseudo-regret over a time-window.
result Randomized methods have optimal sliding regret, while index policies have the worst possible sliding regret.

This paper analyzes regret bounds for Gaussian process Thompson sampling.

problem Analyzing the performance of Gaussian process Thompson sampling (GP-TS) in Bayesian optimization.
method The paper derives several regret bounds for GP-TS, including a lower bound, upper bounds on the second moment of cumulative regret, expected lenient regret, and improved cumulative regret.
result The paper provides improved regret upper bounds for GP-TS, showing that it suffers from a polynomial dependence on 1/δ1/δ with probability δδ.

The notion of \emph{policy regret} in online learning is a well defined? performance measure for the common scenario of adaptive adversaries, which more traditional quantities such as external regret do not take into account. We revisit the notion of policy regret and first show that there are online learning settings …

2018-11-09abs ↗pdf ↗

Study Thompson Sampling in adversarial bit prediction, finding regret bounds and optimal sequences.

problem Adversarial bit prediction with varying error weights.
method Thompson Sampling, analyzing sequences with largest and smallest regret.
result Regret bounds for adversarial bit prediction sequences, including optimal and worst-case scenarios.

Optimistic Hedge achieves optimal regret bounds in two-player zero-sum games.

problem Achieving optimal regret bounds for optimistic Hedge in two-player zero-sum games.
method Refined regret analysis and optimization problem formulation.
result Optimistic Hedge achieves O(logmlogn)O(\sqrt{\log m \log n}) regret bounds, matching upper and lower bounds.

We consider an online learning process to forecast a sequence of outcomes for nonconvex models. A typical measure to evaluate online learning algorithms is regret but such standard definition of regret is intractable for nonconvex models even in offline settings. Hence, gradient based definition of regrets are common f…

2018-11-13abs ↗pdf ↗

Optimal switching regret for all segmentations in online convex optimisation.

problem Non-stationary online convex optimisation problems.
method Developed an efficient algorithm to achieve optimal switching regret on every possible segmentation.
result Achieved asymptotically optimal switching regret on every possible segmentation simultaneously.

New approach for distributed online optimization of non-convex losses with sublinear regret.

problem Regret evaluation and consensus in distributed, multi-agent systems with non-convex losses.
method Composite regret metric and consensus-based online normalized gradient (CONGD) approach for pseudo-convex losses; offline optimization oracle for general non-convex losses.
result First sublinear regret bound for general distributed online non-convex learning.

The paper tackles efficient online learning by achieving minimal regret with respect to the best expert.

problem Achieving minimal regret in online learning problems where the goal is to match the lowest regret of K experts.
method A lazy form of the online subgradient algorithm is used to achieve minimal regret in 'easy' regimes.
result Minimal regret strategies exist for some 'hard' regimes, and the algorithm retains an O(n)O(\sqrt{n}) worst-case regret guarantee.

Regret minimization is a powerful tool for solving large-scale problems; it was recently used in breakthrough results for large-scale extensive-form game solving. This was achieved by composing simplex regret minimizers into an overall regret-minimization framework for extensive-form game strategy spaces. In this paper…

2018-11-06abs ↗pdf ↗

A new Adamize method improves multi-objective recommender systems.

problem Improving recommendation systems with multiple conflicting objectives.
method Developed a multi-objective model-agnostic Adamize method that corrects and stabilizes gradients.
result Significant improvements in recommendation systems, measured by hypervolume, coverage, and spacing.

This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning algorithm is if it is allowed a one-step look-ahead into the future. We show that given…

2012-11-26abs ↗pdf ↗

Paper introduces a new GG^\star regret measure for online convex optimization with smooth losses.

problem Online convex optimization with smooth losses.
method Introduces a new GG^\star regret measure that depends on the cumulative squared gradient norm.
result The GG^\star regret can be arbitrarily sharper than existing measures when losses have vanishing curvature.

Optimistic algorithms achieve logarithmic regret bounds for MDPs without diameter dependence.

problem Achieving logarithmic regret bounds for episodic MDPs without relying on diameter-like quantities.
method Novel 'clipped' regret decomposition applied to optimistic algorithms.
result Smooth interpolation between gap-dependent and minimax rates of convergence.

Bandit algorithms struggle with consistent performance and robustness.

problem Achieving consistent and robust performance in stochastic multi-armed bandit settings.
method Analyzing regret minimization trade-offs and proposing distribution-oblivious algorithms.
result Logarithmic regret is inconsistent and super-logarithmic regret is necessary for consistent learning.

Paper improves worst-case regret bounds for RLSVI in reinforcement learning.

problem Minimizing regret in reinforcement learning with randomized value functions.
method Introduces a clipping variant of Thompson Sampling for RLSVI.
result Achieves a ildeO(H2SAT) ilde{\mathrm{O}}(H^2S\sqrt{AT}) worst-case regret bound.

Paper solves no-swap regret minimization for combinatorial bandits with polylogarithmic dependence on N.

problem Design efficient no-swap regret algorithms for combinatorial bandits with exponentially large action space.
method Introduces a no-swap-regret learning algorithm with polylogarithmic dependence on N and demonstrates efficient implementation.
result Achieves no-swap regret with polylogarithmic dependence on N, resolving an open problem.