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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.

168,657 papers · 148 categories

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11223243 · May 202619922001200920172026
48 results for restart criterion

A new restart criterion for k-means++ improves clustering quality and adapts to data difficulty.

problem Arbitrary restart counts in k-means++ lead to inconsistent results and wasted computation.
method GTRC combines Good-Turing estimates, bounds, and user-specified tolerance to dynamically decide restarts.
result GTRC achieves clustering quality comparable to fixed restart counts, varying restarts based on data difficulty.

Paper adds a restart mechanism to a drawdown control policy for better trading performance.

problem Missed profitable opportunities when drawdown limit is close to reality.
method Integrates a data-driven restart mechanism into the drawdown modulation trading system.
result The restart mechanism improves trading performance even with transaction costs.

New algorithms boost SAT solver performance by optimizing restart strategies.

problem Optimizing decision-making under time constraints with restarts.
method Developed online learning algorithms for a bandit problem with controlled restarts.
result Achieved O(log(τ))O(\log(τ)) and O(τlog(τ))O(\sqrt{τ\log(τ)}) regret bounds.

Master algorithm fails to detect non-stationarity in practical settings.

problem Non-Stationary Reinforcement Learning without prior knowledge.
method Master algorithm tested under various conditions, including piecewise stationary multi-armed bandits.
result Master's non-stationarity detection is ineffective for practical horizons, leading to performance similar to random restarting.

Improved SEG method converges to Nash equilibrium in bilinear games.

problem Stochastic bilinear minimax optimization problem
method Stochastic ExtraGradient (SEG) method with constant step size, iteration averaging, and scheduled restarting.
result Provable convergence to Nash equilibrium under standard settings, optimal convergence rate in interpolation setting.

We consider the generic approach of using an experience memory to help exploration by adapting a restart distribution. That is, given the capacity to reset the state with those corresponding to the agent's past observations, we help exploration by promoting faster state-space coverage via restarting the agent from a mo…

2018-11-27abs ↗pdf ↗

State-of-the-art adversarial attacks on neural networks use expensive iterative methods and numerous random restarts from different initial points. Iterative FGSM-based methods without restarts trade off performance for computational efficiency because they do not adequately explore the image space and are highly sensi…

2019-11-18abs ↗pdf ↗

New RL algorithm tackles nonstationary MDPs with linear approximations and varying rewards.

problem Nonstationary reinforcement learning with evolving reward and state transition functions.
method Developed a new algorithm LSVI-UCB-Restart with periodic restart, and parameter-free Ada-LSVI-UCB-Restart for unknown variation budgets.
result First minimax dynamic regret lower bound for nonstationary linear MDPs and linear MDPs lower bound.

WARPd method solves inverse problems with approximate sharpness conditions.

problem Reconstruction of signals from undersampled and noisy measurements.
method First-order method based on primal-dual iterations with restart-reweight scheme.
result WARPd achieves stable linear convergence under generic approximate sharpness condition.

BRPC online Bayesian calibration handles gradual and abrupt system changes.

problem Aligning model outputs with field observations in evolving systems.
method Bayesian Recursive Projected Calibration (BRPC) for streaming data under simulator mismatch and nonstationarity.
result Improves calibration accuracy under gradual changes and robustness under abrupt regime shifts.

In this paper we develop a Morse theory for the uniform energy. We use the one-sided directional derivative of the distance function to study the minimizing properties of variations through closed geodesics. This derivative is then used to define a one-sided directional derivative for the uniform energy which allows us…

2016-09-29abs ↗pdf ↗

PER-ETD improves ETD by reducing variance to polynomial complexity.

problem Large variance in ETD leading to exponential sample complexity.
method Periodically restart and update the follow-on trace for a finite period.
result PER-ETD converges to the same fixed point as ETD but with improved sample complexity.

This study reduces Willmore flows of tori to simpler problems and finds new conformally constrained Willmore tori.

problem Analyzing singularities and existence of Willmore tori under specific constraints.
method Dimension reduction approach, strong relation with elastic flow, necessary condition for singularities, criterion for initial data.
result Existence of new conformally constrained Willmore tori and identification of inverted catenoid as a limit shape.

Study adapts combinatorial semi-bandit for piecewise stationary, causally related rewards.

problem Nonstationary environment with changing base arms' distributions and causal relationships.
method Upper Confidence Bound (UCB) algorithm with change-point detector and group restart strategy.
result Regret upper bound reflecting effects of structural and distribution changes.

Online distributional prediction with latent cluster geometry

problem Predicting the full data-generating distribution in non-stationary streams
method Representing candidate laws as latent cluster geometry and using Gibbs quasi-posterior
result Achieving sublinear cumulative Wasserstein regret under bounded support and stable latent geometry

LLMs optimize quantum circuits by iteratively improving proposals with feedback and memory traces.

problem Optimizing quantum circuits using large language models (LLMs) under black-box evaluation.
method Closed-loop, test-time optimization with LLMs, score-difference feedback, and restart-from-the-best sampling.
result The approach improves circuit synthesis performance and success rate, especially for larger qubit settings.

Paper tackles non-stationary kernelized bandits with near-optimal algorithm.

problem Minimizing regret in a time-varying reward function.
method Near-optimal algorithm with a novel restarting phased elimination with random permutation (R-PERP).
result Regret upper bound matches the lower bound, making the algorithm near-optimal.

Continuous optimization is an important problem in many areas of AI, including vision, robotics, probabilistic inference, and machine learning. Unfortunately, most real-world optimization problems are nonconvex, causing standard convex techniques to find only local optima, even with extensions like random restarts and …

2016-11-08abs ↗pdf ↗

ParaMonte::Python streamlines Bayesian data analysis with fast Monte Carlo and MCMC routines.

problem Efficiently sampling posterior distributions in Bayesian modeling and data science.
method Serial and MPI-parallelized Markov Chain Monte Carlo (MCMC) routines.
result Automated model calibration and uncertainty quantification in Bayesian analysis.

PROPO tackles non-stationary MDPs with efficient policy optimization.

problem Non-stationary MDPs with varying reward and transition kernels.
method PROPO, a periodic restarted optimistic policy optimization algorithm with sliding-window-based policy evaluation and improvement.
result PROPO achieves near-optimal performance in non-stationary MDPs.

One-pass optimisation for high-dimensional hyperparameters.

problem Efficient optimisation of hyperparameters in machine learning models.
method Approximate hypergradient-based optimisation for any continuous hyperparameter, requiring only one training episode.
result Competitive performance on various datasets without hyperparameter restarts.

Dual training method for EBMs with overparametrized neural networks.

problem Training EBMs with non-convex energies is challenging.
method Derive variational principles and dual GDA algorithm for feature-learning regime.
result Dual GDA algorithm performs best with similar time scales for features and particles.

Unified approach for non-stationary linear bandits with dynamic regret.

problem Non-stationary linear bandits with round-specific feasible actions and drifting reward models.
method Unified misspecification-reduction viewpoint, restarting algorithms with misspecification-dependent regret guarantees.
result Optimal \(T^{2/3}P_T^{1/3}\) dynamic-regret dependence for both linear bandits and contextual linear bandits.

Stochastic gradient descent (SGD) with constant momentum and its variants such as Adam are the optimization algorithms of choice for training deep neural networks (DNNs). Since DNN training is incredibly computationally expensive, there is great interest in speeding up the convergence. Nesterov accelerated gradient (NA…

2020-02-24abs ↗pdf ↗

Algorithm reduces decision-making errors in multi-agent bandit problems.

problem Minimizing decision errors in multi-agent multi-armed bandit problems.
method RBO-Coop-UCB algorithm with Bayesian change point detection.
result Expected group regret is upper bounded by O(KNMlogT+KMTlogT)\mathcal{O}(KNM\log T + K\sqrt{MT\log T}).

A new algorithm solves nonnegative least squares faster with nonnegative data.

problem Nonnegative least squares problems with nonnegative data.
method Primal-dual perspective accelerated algorithm with adaptive restart.
result Oracle complexity independent of matrix constants, solvable to multiplicative error.

Service-induced congestion in memory-constrained LLM serving

problem Service-induced congestion in memory-constrained large language model (LLM) serving
method Developing a discrete-time dynamical model of memory-constrained LLM inference
result The system converges to a unique worst-case limit cycle that is asymptotically stable outside a Lebesgue-measure-zero exact-capture set, with throughput losses as large as 50%.

We study the problem of minimizing a strongly convex, smooth function when we have noisy estimates of its gradient. We propose a novel multistage accelerated algorithm that is universally optimal in the sense that it achieves the optimal rate both in the deterministic and stochastic case and operates without knowledge …

2019-01-23abs ↗pdf ↗

Novel methods for accelerating optimization in complex bilevel and minimax problems.

problem Optimization challenges in bilevel and minimax problems, especially when strong convexity assumptions are not met.
method Accelerated fully first-order methods for Bilevel Optimization (BLO) and Minimax Optimization (NCSC).
result State-of-the-art complexity for finding approximate second-order stationary points in BLO and NCSC.

This paper refines the weighted strategy for non-stationary parametric bandits, improving regret bounds.

problem Non-stationary environments with gradual drifting patterns.
method Refined analysis framework for the weighted strategy in linear and generalized linear bandits.
result A simpler weight-based algorithm with improved regret bounds compared to previous studies.

New algorithm tackles non-stationary RL with near-optimal regret bounds.

problem Model-free reinforcement learning in non-stationary Markov decision processes.
method Proposed RestartQ-UCB algorithm with Freedman-type bonus terms.
result Achieves near-optimal dynamic regret bound in non-stationary RL.

Heuristic optimisers which search for an optimal configuration of variables relative to an objective function often get stuck in local optima where the algorithm is unable to find further improvement. The standard approach to circumvent this problem involves periodically restarting the algorithm from random initial con…

2015-12-09abs ↗pdf ↗