Optimizes noisy IS with better proposal densities.
problem Improving IS estimators with noisy data.
method Derives optimal proposal densities considering noise variance.
result Optimal proposals enhance IS estimators by focusing on noisy regions.
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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.
168,742 papers · 148 categories
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48 results for “noisy optimization”
Study efficient graph optimization with noisy data.
problem Optimizing functions on graphs with noisy observations.
method Best-arm identification and simulated annealing variants.
result Near-optimal solutions found with small query numbers.
A corrected EI acquisition function handles noisy observations in Bayesian optimization.
problem Noisy observations in Bayesian optimization.
method Proposes a modified expected improvement (EI) acquisition function that incorporates covariance information from the Gaussian Process model.
result Achieves a sublinear convergence rate on cumulative regret bound under heteroscedastic observation noise.
Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error. Bayesian optimization is a promising technique for efficiently optimizing multi…
Paper shows how noisy data can improve robust decision-making.
problem The challenge of noisy data in decision-making.
method Distributionally robust optimization (DRO) with a novel ambiguity set construction.
result Noisy data can lead to more robust and equitable decisions.
New methods ensure fairness in noisy protected groups.
problem Noisy or biased protected group information complicates fairness audits.
method Robust optimization techniques to enforce fairness on true groups.
result Robust approaches achieve better true group fairness guarantees.
New metric compares noisy neural trajectories using optimal transport.
problem Existing metrics fail to capture differences in noisy, dynamic neural responses.
method Proposed an optimal transport distance metric for Gaussian processes.
result Metric effectively compares neural dynamics in different systems.
NES improves robust optimization with noisy inputs.
problem Finding robust optima in problems with input and measurement noise.
method Noisy-Input Entropy Search (NES) acquisition function based on Gaussian process modeling.
result NES reliably finds robust optima, outperforming existing methods.
Optimizes private statistics with noisy methods.
problem Private inference in statistical models.
method Noisy optimization for M-estimators and confidence regions.
result Private estimators converge to non-private ones with high probability.
Deep neural networks (DNNs) trained on large-scale datasets have exhibited significant performance in image classification. Many large-scale datasets are collected from websites, however they tend to contain inaccurate labels that are termed as noisy labels. Training on such noisy labeled datasets causes performance de…
Paper analyzes convergence rate of noisy Bayesian Optimization with Expected Improvement.
problem Theoretical convergence behaviors and rates of Expected Improvement (EI) in Bayesian optimization.
method Analyzes Expected Improvement (EI) under Gaussian process (GP) prior assumption, considering noisy observations.
result Established asymptotic error bound and rate for GP-EI with noisy observations.
The paper tackles noisy labels in high-dimensional data, showing low-dimensional intuitions fail and proposing an optimized method.
problem Noisy labels in high-dimensional data classification.
method Linear classifier with a label noisiness aware loss function, using random matrix theory and Gaussian mixture data model.
result The performance of the linear classifier in high-dimension converges to a limit involving scalar statistics of the data, and the optimal classifier in low-dimension fails.
Matrix Reordering for Noisy Disordered Matrices: Optimality and Computationally Efficient Algorithmsmath.ST
New algorithm optimizes matrix reordering for noisy disordered matrices.
problem Optimizing matrix reordering for noisy disordered matrices in single-cell biology and metagenomics.
method Proposed a polynomial-time adaptive sorting algorithm to improve upon spectral seriation.
result Our algorithm achieves superior performance compared to existing methods in real datasets.
Learn ODEs from noisy data using RKHS and optimization.
problem Learning nonparametric ODEs from noisy data.
method Using RKHS theory, solve a constrained optimization problem iteratively with penalty methods and Euler approximations.
result Prove a generalization bound for L2 distance between true and estimated solutions.
We present a principled framework to address resource allocation for realizing boosting algorithms on substrates with communication or computation noise. Boosting classifiers (e.g., AdaBoost) make a final decision via a weighted vote from the outputs of many base classifiers (weak classifiers). Suppose that the base cl…
Paper improves -SSC for noisy data by proving SDP and proposing Noisy-DR--SSC.
problem Noisy data and less restrictive subspace affinity in sparse subspace clustering.
method Proposes Noisy-DR--SSC, which projects data onto a lower dimensional space and then applies noisy -SSC.
result Theoretical guarantee on the correctness of noisy -SSC in terms of SDP on noisy data.
Study noisy rewards in online decision-making with unknown distributions.
problem Learning optimal decisions in online settings with noisy and unknown reward distributions.
method Proposes algorithms integrating learning and decision-making via LCB thresholding.
result Achieves competitive ratios of 1 - 1/e and 1/2 in various settings.
Paper develops a robust Bayesian optimization method for noisy zeroth-order settings.
problem Achieving robustness to distributional shift in machine learning.
method Distributionally robust Bayesian optimization (DRBO) algorithm for noisy zeroth-order optimization.
result DRBO algorithm provably obtains sub-linear robust regret in various settings.
New bounds found for optimizing non-convex functions with noisy data.
problem Limits of first-order stochastic optimization in non-convex settings.
method Divergence decomposition to construct challenging subclasses.
result Sharp lower bounds on noisy gradient queries for various non-convex classes.
Paper tackles private optimization for non-smooth objectives efficiently.
problem Private stochastic convex optimization for non-smooth objectives.
method Noisy mirror descent algorithm.
result Achieves optimal rates in statistical complexity and number of queries.
DDPMs are robust to noisy score estimates and achieve optimal convergence rates in Wasserstein-2 distance.
problem Evaluating the quality of DDPMs in Wasserstein distance with noisy score estimates.
method Established finite-sample guarantees in Wasserstein-2 distance for DDPMs, considering noisy score estimates.
result Optimal convergence rates in Wasserstein-2 distance for DDPMs, matching Gaussian case.
Optimization with noisy gradients has become ubiquitous in statistics and machine learning. Reparameterization gradients, or gradient estimates computed via the "reparameterization trick," represent a class of noisy gradients often used in Monte Carlo variational inference (MCVI). However, when these gradient estimator…
New method builds robust trees from noisy data.
problem Building accurate classification trees from noisy labeled data.
method Combines SVM-like splitting rules and label noise detection.
result Effective in detecting and mitigating label noise.
Paper tackles robust imitation learning from noisy demonstrations.
problem Learning from noisy demonstrations is challenging.
method Optimizes a classification risk with a symmetric loss, combining pseudo-labeling and co-training.
result Our method is more robust than state-of-the-art methods.
Study on SignGD optimization of two-layer transformer on noisy data.
problem Understanding how SignGD optimizes transformers and its generalization.
method Analysis of a two-layer transformer with SignGD on a linearly separable noisy dataset.
result SignGD converges fast but has poor generalization on noisy data.
This paper tackles noisy multi-objective optimization with adaptive resampling using bootstrapping.
problem Challenges in optimizing noisy multi-objective problems, especially trade-offs between exploration and exploitation.
method Adaptive resampling with bootstrapping to estimate probability of dominance and improve precision.
result Demonstrates the efficiency of the resampling approach in NSGA-II algorithm under multiple noise variations.
LEAQI learns to query an expert less often for noisy guidance.
problem Active imitation learning with noisy guidance to reduce expert query complexity.
method Developed LEAQI, a difference classifier that predicts expert disagreement with noisy heuristic.
result Significantly fewer queries to the expert with comparable or better accuracy.
A two-stage optimization framework reduces label noise in federated learning.
problem Label noise from noisy clients degrades federated learning model performance.
method MaskedOptim framework: detects noisy clients, corrects labels, and aggregates models robustly.
result Our framework improves model robustness and data quality in federated learning.
A scalable portfolio approach speeds up Bayesian optimization for noisy functions.
problem Efficiently selecting multiple designs in parallel for noisy, expensive black-box optimization.
method A portfolio approach that balances exploration and exploitation, using a scalable allocation strategy.
result Significant speed improvements over existing methods, with similar or better performance.
Preconditioned non-convex gradient descent improves noisy matrix estimation.
problem Estimating low-rank matrices from noisy measurements.
method Preconditioned non-convex gradient descent for noisy measurements.
result Preconditioned method converges to minimax optimal estimate at a linear rate.
New algorithm POO optimizes noisy, unknown-smooth functions.
problem Optimizing functions with unknown smoothness and noisy evaluations.
method Adaptive optimization algorithm POO.
result POO performs nearly as well as known algorithms with smoothness knowledge, and works for broader classes of functions.
New algorithm optimizes functions in Matérn kernel RKHS with noisy feedback.
problem Optimizing functions in RKHS of Matérn kernel with noisy bandit feedback.
method π-GP-UCB algorithm with guaranteed sublinear regret for all ν > 1 and d ≥ 1.
result First practical approach with guaranteed sublinear regret for all ν > 1 and d ≥ 1.
Paper analyzes noisy low-rank matrix optimization, improving RIP bounds and convergence rates.
problem Noisy low-rank matrix optimization with general objective functions.
method Develops new mathematical framework and proves convergence rate under RIP condition.
result Any spurious local solution is close to ground truth when RIP constant is less than 1/3.
Revisits CP tensor decomposition for noisy, non-orthogonal data.
problem Statistical optimality and convergence of ALS in noisy, non-orthogonal, higher-rank settings.
method Statistical analysis and TASD method for initialization.
result ALS with TASD achieves optimal error in rank-one setting within one or two iterations.
Paper proposes a novel policy distillation method for better order execution in noisy markets.
problem Effective order execution in noisy and imperfect market conditions.
method Policy distillation method to guide reinforcement learning towards optimal trading strategies.
result Significant improvements over various baselines in order execution.
Optimal privacy-preserving ranking from noisy comparisons.
problem Protecting individual privacy in ranking from noisy comparisons.
method Differentially private ranking algorithms under edge and individual differential privacy.
result Achieved minimax optimal rates of convergence under privacy constraints.
Regularization helps improve classification of noisy high-dimensional data.
problem Classifying high-dimensional noisy Gaussian mixture with limited oracle knowledge.
method Analysis of regularized convex classifiers including ridge, hinge, and logistic regression.
result Regularization can reach Bayes-optimal performance under certain conditions.
Parallel Bayesian Optimization of Multiple Noisy Objectives with Expected Hypervolume Improvementcs.LG
Parallel Bayesian optimization tackles noisy multi-objective problems.
problem Optimizing multiple objectives with noisy data.
method NEHVI and NEHVI acquisition functions, integrating Bayesian treatment over uncertainty.
result Parallel NEHVI is one-step Bayes-optimal and robust to noise.
Study on reproducibility in optimization with bounds on limits.
problem Limits of reproducibility in noisy or error-prone optimization procedures.
method Defined a quantitative measure of reproducibility and analyzed convex optimization settings.
result Revealed a fundamental trade-off between computation and reproducibility.
New algorithms for decision trees with noisy outcomes improve learning efficiency.
problem Learning with noisy outcomes in active learning.
method Approximation algorithms for optimal decision trees with persistent noise.
result Approximation algorithms provide nearly optimal performance guarantees.
Learning with noisy labels is a common challenge in supervised learning. Existing approaches often require practitioners to specify noise rates, i.e., a set of parameters controlling the severity of label noises in the problem, and the specifications are either assumed to be given or estimated using additional steps. I…
Simplifies noisy convex optimization with a new algorithm.
problem Finding minimum of noisy, convex functions without gradient information.
method Adapts center of gravity method for noisy, zeroth order optimisation.
result Achieves a faster convergence rate than existing methods.
We study the problem of black-box optimization of a noisy function in the presence of low-cost approximations or fidelities, which is motivated by problems like hyper-parameter tuning. In hyper-parameter tuning evaluating the black-box function at a point involves training a learning algorithm on a large data-set at a …
Statistically Optimal and Computationally Efficient Low Rank Tensor Completion from Noisy Entriesstat.ML
In this article, we develop methods for estimating a low rank tensor from noisy observations on a subset of its entries to achieve both statistical and computational efficiencies. There have been a lot of recent interests in this problem of noisy tensor completion. Much of the attention has been focused on the fundamen…
Generalization Bounds for Noisy Iterative Algorithms Using Properties of Additive Noise Channelsstat.ML
The paper analyzes generalization of noisy iterative algorithms using communication theory.
problem Generalization of models trained by noisy iterative algorithms under different distributions.
method Connecting noisy iterative algorithms to additive noise channels in communication theory.
result Distribution-dependent generalization bounds for noisy iterative algorithms.
New method improves convergence and reduces variance in noisy optimization problems.
problem Computing exact minimizers with noisy gradient information.
method Stochastic mirror descent with interacting particles.
result Interaction helps improve convergence and reduce variance.
Adaptive sampler improves recommendation for implicit feedback data.
problem Challenges in predicting user preferences from implicit feedback data.
method Noisy-label robust learning for adaptive sampler design.
result Significant improvement in recommendation quality on real-world datasets.
Improves domain adaptation by aligning source and target distributions and mitigating noisy labels.
problem Improving performance on target images with different acquisition conditions.
method Combines optimal transport, MixUp regularization, and robust loss for noisy labels.
result Improves domain adaptation performance on various benchmarks and real-world problems.