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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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20416181 · May 202619922001200920172026
48 results for hypervolume scalarization

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 ↗

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 ↗

New method ranks multivariate distributions in SMOOP using q-dominance.

problem Lack of reliable methods to rank multivariate distributions in SMOOP.
method Introduces center-outward q-dominance and develops empirical test procedures.
result Proves q-dominance implies FSD and establishes a sample size threshold.

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.

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.

PRISM integrates diverse rewards in MORL, improving sample efficiency and Pareto coverage.

problem Heterogeneous MORL where dense objectives dominate, leading to poor sample efficiency.
method PRISM uses reflectional symmetry and ReSymNet to reconcile temporal-frequency mismatches and accelerate exploration.
result PRISM consistently outperforms sparse-reward baselines and oracles, achieving significant Pareto gains.

Quaternion-Kähler manifolds' stability and rigidity of scalar curvature studied.

problem Stability and rigidity of scalar curvature in quaternion-Kähler manifolds.
method Analysis of stability and rigidity conditions using Einstein manifold properties.
result Quaternion-Kähler manifolds of negative scalar curvature are stable and scalar curvature rigid.

Study on scalar curvature deformations in pseudohermitian manifolds.

problem Deformation of scalar curvature in pseudohermitian manifolds.
method Analogy with Riemannian manifolds, introduction of RR-singular spaces, stability conditions, partial infinitesimal rigidity.
result Partial infinitesimal rigidity result for scalar curvature of compact pseudohermitian manifolds.

The paper examines Randers metrics with isotropic scalar curvature properties.

problem Characterizing Randers metrics with specific scalar curvature properties.
method Analyzes properties of Randers metrics with isotropic scalar curvature.
result Proves that Randers metrics with weakly isotropic scalar curvature have isotropic SS-curvature and are either Minkowskian or Riemannian.

In this paper we present results on dynamic multivariate scalar risk measures, which arise in markets with transaction costs and systemic risk. Dual representations of such risk measures are presented. These are then used to obtain the main results of this paper on time consistency; namely, an equivalent recursive form…

2018-10-11abs ↗pdf ↗

The paper establishes bounds on scalar curvature on asymptotically flat manifolds.

problem Establishing scalar curvature bounds on asymptotically flat manifolds.
method Using Ricci-DeTurck flow and distributional scalar curvature, the paper derives bounds on scalar curvature.
result The scalar curvature lower bound under Ricci-DeTurck flow depends on the scalar curvature lower bound in the β-weak sense and time.

Sharp bounds on scalar curvature spectrum and rigidity theorems.

problem Understanding scalar curvature bounds and rigidity on manifolds.
method Sharp upper bounds for the bottom spectrum of the Beltrami Laplacian, scalar curvature rigidity theorem.
result Sharp upper bound for the bottom spectrum of the Beltrami Laplacian and scalar curvature rigidity theorem.

Study finds open manifolds without complete metrics with positive scalar curvature.

problem Topological obstruction to positive scalar curvature on open manifolds.
method Defined Schoen-Yau-Schick and weak Schoen-Yau-Schick manifolds to prove the absence of complete metrics with positive scalar curvature.
result Proved no complete metric with positive scalar curvature on open Schoen-Yau-Schick manifolds.

In this paper we investigate complete critical metrics of the L2L^{2}-norm of the scalar curvature. We prove that any complete critical metric with positive scalar curvature has constant scalar curvature and we characterize critical metrics with nonnegative scalar curvature in dimension three and four.

2012-04-12abs ↗pdf ↗

The aim of the present paper is to provide an \emph{intrinsic} investigation of special Finsler spaces of HpH_{p}-scalar curvature and of HpH_{p}\,-constant curvature. Characterizations of such spaces are shown. Sufficient condition for Finsler space of HpH_{p}-scalar curvature to be of perpendicular scalar curvature i…

2018-07-06abs ↗pdf ↗

The paper explores conditions for positive scalar curvature on manifolds with boundaries and their doubles.

problem Conditions for positive scalar curvature on manifolds with boundaries and their doubles.
method Analyzes the relationship between boundary conditions and positive scalar curvature metrics on manifolds and their doubles.
result Provides conditions for positive scalar curvature metrics on manifolds with boundaries and their doubles.

The paper classifies flag manifolds with specific isotropy components and finds conditions for Kähler-like scalar curvature.

problem Classifying flag manifolds with specific isotropy components and finding conditions for Kähler-like scalar curvature.
method Investigating invariant almost Hermitian structures on generalized flag manifolds with two or three irreducible components.
result Classification of flag manifolds admitting Kähler-like scalar curvature and conditions for such structures.

The paper explores geometry and positive scalar curvature on non-compact manifolds.

problem Understanding the relationship between geometry and positive scalar curvature on non-compact manifolds.
method Analysis of volume growth, scalar curvature integral, and width in different dimensions.
result Proves minimal volume growth and integral of scalar curvature in three dimensions, and volume growth with stronger conditions in higher dimensions.

Develops scalar curvature in generalized Kahler geometry and shows constant scalar curvature on compact Lie groups.

problem Defines scalar curvature in generalized Kahler geometry.
method Introduces scalar curvature in terms of pure spinors formalism and develops a moment map framework.
result Scalar curvature is given by the moment map, generalizing results from ordinary Kahler geometry.