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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.

168,932 papers · 148 categories

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6371,2741,9102,547 · Jun 202019922001200920172026
48 results for local and global search

Combines global and local search for efficient global optimization with Gaussian processes.

problem Difficulties in building accurate GP models and getting stuck in suboptimal regions.
method Adopting AGLGP model combining global and local GP models, dividing space into regions, and switching between global and local searches.
result Efficiently locates the global optimum with benefits of both global and local search.

Novel method for high-dimensional BO using CMA to define local regions.

problem Challenges in applying BO to high-dimensional optimization problems.
method CMA strategy to learn search distribution and define local regions.
result Our method outperforms existing techniques on various benchmarks.

Advocates a local feedback approach for RL in unknown systems.

problem Finding optimal feedback laws in unknown nonlinear dynamical systems.
method Searches over a local feedback representation consisting of an open-loop sequence and an optimal linear feedback law.
result Results in highly efficient training and superior performance compared to global methods.

LES optimizes designs by sampling descent sequences, achieving strong sample efficiency.

problem Optimizing large, complex design spaces is infeasible and unnecessary.
method LES uses Bayesian optimization to target solutions reachable by iterative optimizers.
result LES achieves strong sample efficiency compared to existing methods.

We show that there are no spurious local minima in the non-convex factorized parametrization of low-rank matrix recovery from incoherent linear measurements. With noisy measurements we show all local minima are very close to a global optimum. Together with a curvature bound at saddle points, this yields a polynomial ti…

2016-05-23abs ↗pdf ↗

Bayesian optimization with directionally constrained search improves efficiency within a budget.

problem Optimizing expensive functions with limited computational resources.
method Directionally constrained search to allocate model capability efficiently.
result Our approach outperforms in finding the optimum within a prescribed evaluation budget.

Bayesian optimisation tackles high-dimensional categorical and mixed search spaces.

problem Bayesian optimisation on high-dimensional categorical and mixed search spaces is challenging.
method Combining local optimisation with a tailored kernel design.
result Empirically outperforms current baselines in performance and computational costs.

Differentially private hyperparameter tuning improves privacy in machine learning.

problem Hyperparameter tuning leaks private information through selected configurations.
method Local Bayesian optimization using Gaussian Process surrogate for private gradient approximation.
result DP-GIBO converges to locally optimal hyperparameters with polynomial dimensional dependence.

Paper addresses linear regression with partially mismatched data using local search with theoretical guarantees.

problem Linear regression with partially mismatched data.
method Optimization formulation and greedy local search algorithm with theoretical guarantees.
result Local search algorithm converges to nearly-optimal solution at a linear rate under certain conditions.

HALO uses local Lipschitz constants to optimize functions efficiently.

problem Efficiently solving global optimization problems with complex objective functions.
method Hybrid Adaptive Lipschizian Optimization (HALO) algorithm that estimates local Lipschitz constants and balances global and local information.
result HALO outperforms other global optimization algorithms on numerous test functions.

LA-MCTS learns search space partition for black-box optimization using Monte Carlo Tree Search.

problem High-dimensional black-box optimization challenges.
method LA-MCTS recursively splits search space into regions with high/low function values, learns nonlinear partition and local models online.
result LA-MCTS achieves strong performance in black-box optimization and reinforcement learning benchmarks, especially for high-dimensional problems.

Bayesian optimization is a sample-efficient method for finding a global optimum of an expensive-to-evaluate black-box function. A global solution is found by accumulating a pair of query point and its function value, repeating these two procedures: (i) modeling a surrogate function; (ii) maximizing an acquisition funct…

2019-01-24abs ↗pdf ↗

Differentiable NAS frameworks grow networks wider and deeper, revealing biases in wiring evolution.

problem Understanding the evolution of neural architecture wiring in differentiable NAS methods.
method Unified view on searching algorithms, local cost minimization, empirical and theoretical analyses.
result Implicit inductive biases cause observed searching patterns in differentiable NAS methods.

We propose SEARNN, a novel training algorithm for recurrent neural networks (RNNs) inspired by the "learning to search" (L2S) approach to structured prediction. RNNs have been widely successful in structured prediction applications such as machine translation or parsing, and are commonly trained using maximum likelihoo…

2017-06-14abs ↗pdf ↗

We examine the squared error loss landscape of shallow linear neural networks. We show---with significantly milder assumptions than previous works---that the corresponding optimization problems have benign geometric properties: there are no spurious local minima and the Hessian at every saddle point has at least one ne…

2018-05-13abs ↗pdf ↗

Contemporary global optimization algorithms are based on local measures of utility, rather than a probability measure over location and value of the optimum. They thus attempt to collect low function values, not to learn about the optimum. The reason for the absence of probabilistic global optimizers is that the corres…

2011-12-06abs ↗pdf ↗

The paper introduces a method for fitting complex models using simulation and optimization.

problem Fitting models with intractable likelihood or moments.
method Sequential sampling and local smoothing, combining global and local search phases.
result The proposed method outperforms alternative approaches in fitting complex models.

MBExplainer provides explanations for models combining graph embeddings and tabular features.

problem Explaining models using a mix of graph embeddings and tabular features.
method Model-agnostic approach using Shapley values and Monte Carlo Tree Search.
result MBExplainer efficiently finds human-readable explanations for model predictions.

The paper analyzes conditions for solving low-rank matrix recovery problems with noisy measurements.

problem Low-rank matrix recovery with corrupted measurements.
method Analysis of the restricted isometry property (RIP) and local search methods.
result Sharp bounds on the maximum distance between local minimizers and the ground truth.

Improved DANE algorithm for faster convergence in distributed machine learning.

problem Challenges in convergence of DANE algorithm for general convex functions.
method Introducing variants of DANE with backtracking line search and heavy-ball method.
result Proved global and local convergence rates for quadratic and non-quadratic strongly convex functions.

New perspective on federated learning as posterior inference, improving optimization.

problem Optimizing global models in distributed learning settings.
method Formulated as posterior inference problem, using MCMC for approximate inference and federated averaging for refinement.
result Federated posterior averaging (FedPA) outperforms existing methods on benchmarks.

Non-convex optimization with local search heuristics has been widely used in machine learning, achieving many state-of-art results. It becomes increasingly important to understand why they can work for these NP-hard problems on typical data. The landscape of many objective functions in learning has been conjectured to …

2017-06-18abs ↗pdf ↗

Spectral clustering algorithms typically require a priori selection of input parameters such as the number of clusters, a scaling parameter for the affinity measure, or ranges of these values for parameter tuning. Despite efforts for automating the process of spectral clustering, the task of grouping data in multi-scal…

2019-02-06abs ↗pdf ↗

Sequence-to-Sequence (seq2seq) modeling has rapidly become an important general-purpose NLP tool that has proven effective for many text-generation and sequence-labeling tasks. Seq2seq builds on deep neural language modeling and inherits its remarkable accuracy in estimating local, next-word distributions. In this work…

2016-06-09abs ↗pdf ↗

FedSLIM optimizes compact pattern models across distributed databases without sharing raw data.

problem Privacy-preserving federated descriptive analytics for data silos.
method Federated MDL-based framework using SLIM principle.
result FedSLIM variants preserve high-quality compression structure and recover globally informative patterns.

NVA combines variational posteriors, annealing, and natural-gradient learning for multimodal optimization.

problem Finding multiple global and local modes in nonconvex objectives.
method NVA integrates variational posteriors, annealing, and natural-gradient learning.
result NVA outperforms gradient descent and evolution strategies on simulations and real-world problems.

Quality-Diversity algorithms explore multiple high-performing solutions in a search space.

problem Finding multiple high-performing solutions in complex optimization problems.
method Evolutionary computation approach focusing on behavioral space and holistic solution distribution.
result Quality-Diversity algorithms provide a comprehensive view of high-performing solutions in a search space.

The paper solves video object segmentation without supervision using nonconvex optimization.

problem Unsupervised video object segmentation via background subtraction.
method Formulates the problem as a nonnegative variant of robust principal component analysis, ensuring global optimality under certain conditions.
result Conditions guaranteeing the uniqueness and global optimality of object segmentation are derived and demonstrated with real data.

A reinforcement learning framework combining value function and tree search planner for strategic and tactical decisions.

problem Strategic and tactical decision-making in discrete environments.
method Combines value function and tree search planner, using uncertainty modeling and risk measurement.
result Improves performance and learning speed on hard exploration environments.

A new algorithm, Regular Tree Search, tackles non-convex simulation optimization problems.

problem Non-convex objective functions in simulation optimization.
method Integrates adaptive sampling with recursive partitioning of the search space.
result Proves global convergence and reliably identifies the global optimum.