PyCaMa simplifies cash management with Python.
problem Optimal cash management with multiple bank accounts.
method Linear programming for multiobjective cash management.
result Derives optimal policies for cost and risk.
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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.
169,291 papers · 148 categories
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48 results for “multiobjective programming”
Established strong geodesic convex functions and their properties.
problem Geodesic convex functions and monotone vector fields on Riemannian manifolds.
method Characterization and relation establishment for strong geodesic convex functions.
result Relation between variational inequality solutions and strict minimizers for multiobjective programming.
Paper proposes a robust method for inferring parameters in multiobjective optimization.
problem Uncertainty in hypothetical decision-making problem, data quality, and parameter space.
method Wasserstein distributionally robust approach for inverse multiobjective optimization.
result WRO-IMOP minimizes worst-case expected loss over a Wasserstein ball of distributions.
Defines new geodesic semilocal E-preinvex functions and studies their properties.
problem Defines new functions to generalize existing convex and preinvex concepts.
method Introduces geodesic semilocal E-preinvex functions and proves their properties.
result Establishes sufficient optimality conditions for nonlinear fractional multiobjective programming.
The study evaluates 15 scalarizing functions in Bayesian multiobjective optimization.
problem Using scalarizing functions in computationally expensive multi- and many-objective optimization.
method 15 scalarizing functions were studied and compared using Gaussian process models and expected improvement as infill criterion.
result Different scalarizing functions have varying performance on benchmark problems with different numbers of objectives.
New issue found in value-based reinforcement learning for stochastic environments.
problem Value-based reinforcement learning struggles with stochastic state transitions.
method Demonstrated using a multiobjective Markov Decision Process (MOMDP).
result Approaches may converge to Pareto-dominated solutions instead of optimal ones.
qPOTS: Efficient batch multiobjective Bayesian optimization via Pareto optimal Thompson samplingmath.OC
A new approach for efficient batch multiobjective optimization using Thompson sampling.
problem Inefficient batch multiobjective optimization due to expensive oracles and hard inner optimization.
method Proposes a Thompson sampling approach () that chooses Pareto optimal candidates sequentially.
result Empirically superior performance compared to classical evolutionary approaches and MOBO.
A novel neural network approach for optimization problems.
problem Constrained optimization problems.
method Neural Optimization Machine (NOM) using a specially designed NN architecture and training procedure.
result Solves optimization problems efficiently, especially in high-dimensional spaces.
Refined theorem on linear perturbations with applications in singularity theory and optimization.
problem Linear perturbations and their implications in singularity theory and optimization.
method New perspective of Hausdorff measures for refined transversality theorem.
result Applications in singularity theory and optimization.
The paper shows how to simplify complex optimization problems into simpler ones.
problem Complex multiobjective optimization problems.
method Proving strongly convex problems are simplicial under certain conditions and demonstrating transformations.
result Strongly convex problems can be simplified into simpler ones via generic linear perturbations.
Pareto MTL finds optimal solutions for multiple tasks with different trade-offs.
problem Finding a single optimal solution for multiple conflicting tasks.
method Formulate multi-task learning as multiobjective optimization, decompose into subproblems, solve in parallel.
result Generates well-representative Pareto optimal solutions for different trade-offs.
This paper infers parameters of multiobjective decision making from noisy data.
problem Inferring parameters of multiobjective decision making from noisy data.
method Developed a data-driven inverse optimization formulation to explicitly infer parameters of a multiobjective decision making problem.
result Demonstrates strong capacity in estimating critical parameters and understanding preference distributions over multiple criteria.
A multiobjective continuation method to compute the regularization path of deep neural networkscs.LG
Algorithm approximates regularization path for deep neural networks efficiently.
problem Computing the regularization path for high-dimensional deep neural networks.
method Multiobjective continuation method for non-smooth objectives.
result Approximation of the entire Pareto front for regularization path.
The paper tackles lexicographic multiarmed bandit problems with bounded regret.
problem Selecting lexicographic optimal arms in multiobjective bandit problems.
method Defining lexicographic regret, considering prior information, and proposing algorithms for both settings.
result Achieves uniformly bounded regret in time for both prior settings and sublinear gap-free regret in the prior-free case.
Optimizes deep learning models for ocean dynamics using Fourier neural operators.
problem Efficiently training deep learning models for ocean dynamics with optimal hyperparameters.
method Multiobjective hyperparameter optimization with DeepHyper for Fourier neural operators.
result Optimal hyperparameters significantly improved model performance in ocean dynamics forecasting.
Hybrid Bayesian MOT uses neural networks to improve model aspects, achieving state-of-the-art performance.
problem Improving multiobject tracking performance across various scenarios.
method Hybrid approach combining neural network enhancements with Bayesian estimation and belief propagation.
result State-of-the-art performance in autonomous driving dataset evaluation.
Paper tackles end-to-end training of complex neural networks using DIP method.
problem Training complex heterogeneous neural network models end-to-end.
method Deep Innovation Protection (DIP) method using multiobjective optimization.
result End-to-end training of complex heterogeneous neural network models is possible.
New method optimizes ML models under poisoned data, improving robustness.
problem Vulnerability of ML models to poisoned data attacks.
method Multiobjective bilevel optimization to consider hyperparameter learning and attack effects.
result Current approaches underestimate model robustness and regularization benefits.
The paper simplifies strongly convex problems to simplicial structures.
problem Strongly convex problems with smoothness.
method Generic linear perturbations and singularity theory.
result Strongly convex problems are simplicial.
A new classification algorithm finds optimal class separation in transformed feature space.
problem Finding optimal class separation in feature space.
method Hybrid evolutionary strategy and Quasi-Newton method for multiobjective optimization.
result ODD outperforms 6 state-of-the-art methods in 12 standard datasets.
Bayesian method reduces misclassification errors in ranking Pareto-optimal solutions.
problem Identifying true Pareto-optimal solutions in noisy multiobjective optimization.
method Sequential allocation of extra samples using stochastic kriging to build predictive distributions.
result The proposed method outperforms existing algorithms in reducing misclassification errors.
A new framework enables real-time task trade-off control.
problem Conflict between multiple related tasks in a fixed model capacity.
method Formulates MTL as a preference-conditioned multiobjective optimization problem; uses a hypernetwork-based neural network.
result A single model can handle different trade-off preferences among multiple tasks.
Regularisation improves ML classifier stability against poisoning attacks.
problem Poisoning attacks degrade ML algorithms' performance; current attacks ignore hyperparameters.
method Proposed a multiobjective bilevel optimisation problem to consider hyperparameter effects.
result regularisation enhances learning algorithm stability and mitigates poisoning attacks.
Three approaches learn personalized treatment policies for UTI patients.
problem Learning optimal treatment policies in multiobjective settings with fully observed outcomes.
method Indirect and direct approaches using predictive models and without intermediate models.
result All approaches outperform clinicians in achieving better performance on all outcomes and trade-offs.
Using MOEAs To Outperform Stock Benchmarks In The Presence of Typical Investment Constraintsq-fin.PM
Portfolio managers are typically constrained by turnover limits, minimum and maximum stock positions, cardinality, a target market capitalization and sometimes the need to hew to a style (such as growth or value). In addition, portfolio managers often use multifactor stock models to choose stocks based upon their respe…
New method optimizes PCA for better prediction and variance.
problem Improve PCA for better prediction and variance.
method Jointly optimize prediction error and variance explained.
result Our method outperforms existing approaches in both prediction and variance.
Proposes a generalized XGBoost method for nonconvex loss functions.
problem Limited to convex loss functions in XGBoost.
method Extends XGBoost to use nonconvex loss functions and multivariate loss functions.
result Generalized XGBoost method can model multiple parameters in various distributions.
We introduce COCO, an open source platform for Comparing Continuous Optimizers in a black-box setting. COCO aims at automatizing the tedious and repetitive task of benchmarking numerical optimization algorithms to the greatest possible extent. The platform and the underlying methodology allow to benchmark in the same f…
Unified backpropagation improves multi-objective deep learning performance.
problem Improving classification performance in hybrid neural networks.
method Linking hybrid loss functions through unified backpropagation.
result Consistent improvements in deep convolutional neural network classification performance.
Pareto optimal centralized risk sharing with multiple agents
problem Centralized risk sharing with endogenous prices
method Inclusive and fair Pareto optimality
result Equivalence between inclusive and fair Pareto optimality and balanced sequential optimization
SED integrates synthesis, execution, and debugging for neural program synthesis.
problem Challenges in synthesizing complex programs that match specifications.
method SED combines synthesis, execution, and debugging to improve neural program generation.
result SED reduces error rates and outperforms standard decoding methods.
Stochastic programs simplify complex models with noise and nondeterminism.
problem Handling models with nuisance parameters, noise, and nondeterminism.
method Developed a reference implementation for stochastic probabilistic programs and inference.
result Efficient inference in models with noise and nondeterminism is possible.
Bayesian method helps decision-makers find preferred solutions in multi-objective optimization.
problem Identifying preferred solutions from the Pareto set in multi-objective optimization problems.
method Bayesian model to estimate decision-maker's utility function based on pairwise comparisons, guided by a principled elicitation strategy.
result Superior performance in finding high-utility solutions with a small number of queries.
Deployable probabilistic programming for Go and other languages.
problem Adding probabilistic programming to mainstream languages.
method Design guidelines and Infergo implementation for Go.
result Infergo demonstrates performance and applicability in various use cases.
Extends program induction for probabilistic programming.
problem Automatic probabilistic program synthesis for diverse data types.
method Further steps to extend previous work on program induction.
result Generalization over various data types (text, image, video).
Improves probabilistic programming by analyzing program structure.
problem Inefficiency and limitations of single inference algorithms in probabilistic programming.
method Three novel techniques: static and dynamic analyses to adapt programs for more efficient inference.
result Improves probabilistic programming by making inference more efficient.
A neural program synthesis method with iterative fix operations.
problem Creating correct programs from input-output examples.
method Combines encoder-decoder synthesis with a differentiable fixer.
result Improves synthesis accuracy by reducing discrepancies between outputs and desired outputs.
Paper introduces techniques to learn higher-order programs, improving predictive accuracy and reducing learning times.
problem Expressing and learning complex programs in ILP.
method Extending meta-interpretive learning to support higher-order definitions as background knowledge.
result Learning higher-order programs reduces hypothesis space and sample complexity, improving predictive accuracy and reducing learning times.
Graph-based approach repairs programs from diagnostic feedback.
problem Learning to repair programs from limited labeled data and compiler error messages.
method Introduces program-feedback graph and graph neural network for reasoning, and self-supervised learning with unlabeled programs.
result DrRepair significantly outperforms prior work, achieving high repair rates.
Improves neural program synthesis by addressing aliasing and syntax issues.
problem Ignoring program aliasing and syntax in neural program synthesis.
method Reinforcement learning and direct syntax maximization training.
result Improved accuracy, especially with limited training data.
Neural model guides PBE problem solving in programming.
problem Synthesizing programs from example inputs/outputs.
method Uses a neural model to guide miniKanren's constraint logic programming system.
result Synthesizes programs faster and generalizes to larger problems.
COSET benchmarks neural program embeddings using diverse source-code datasets.
problem Evaluating neural program embeddings is challenging due to lack of straightforward metrics.
method COSET framework with labeled programs, transformations, and a pilot study.
result COSET identifies strengths and weaknesses of neural models and program characteristics.
SPoC uses search to translate pseudocode into correct programs with error localization.
problem Mapping pseudocode to functionally correct long programs.
method Search-based approach guided by compilation errors for credit assignment.
result Search improves synthesis success rate from 25.6% to 44.7%.
Dataset of human-written problem statements and solutions for program synthesis.
problem Creating programs from natural language problem descriptions.
method Crowdsourced problem statements and solutions from programming competitions.
result Best model achieved 8.8% accuracy, indicating high complexity.
New method reduces infinite variance in probabilistic programs with rejection sampling.
problem Infinite variance in naive importance sampling for programs with rejection sampling.
method Developed a new amortized importance sampling estimator with finite variance proof.
result Empirically demonstrated efficiency and correctness compared to existing alternatives.
Synthesizes static analysis for probabilistic programs.
problem Optimize learning process, verify models, improve programming interface.
method Organize and analyze static analysis techniques for probabilistic programming.
result Future directions for improvement in statistical machine learning.
Graduate-level introduction to probabilistic programming.
problem Designing and building probabilistic programming systems.
method First-order and higher-order probabilistic programming languages, inference algorithms, and gradient-based maximum likelihood estimation.
result Efficient inference methods and neural network parameterization.
DeepHGNN detects program identity changes using system behaviors.
problem Detecting program identity changes to prevent malware.
method Attentional heterogeneous graph neural network (DeepHGNN) for graph classification.
result DeepHGNN effectively identifies program identities across various metrics.