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.
New stochastic gradient descent with random search directions improves efficiency and convergence.
Early stopping method saves up to 75% computation time in policy search tasks.
Paper develops online statistical inference methods for stochastic optimization using Kiefer-Wolfowitz algorithms.
In this paper, we propose the use of a black-box optimization method called deterministic Mesh Adaptive Direct Search (MADS) algorithm with orthogonal directions (Ortho-MADS) for the selection of hyperparameters of Support Vector Machines with a Gaussian kernel. Different from most of the methods in the literature that…
Yau's Affine Normal Descent optimizes smooth unconstrained problems with geometrically adapted directions.
This letter presents a new spectral-clustering-based approach to the subspace clustering problem. Underpinning the proposed method is a convex program for optimal direction search, which for each data point d finds an optimal direction in the span of the data that has minimum projection on the other data points and non…
Choosing appropriate step sizes is critical for reducing the computational cost of training large-scale neural network models. Mini-batch sub-sampling (MBSS) is often employed for computational tractability. However, MBSS introduces a sampling error, that can manifest as a bias or variance in a line search. This is bec…
This paper provides a block coordinate descent algorithm to solve unconstrained optimization problems. In our algorithm, computation of function values or gradients is not required. Instead, pairwise comparison of function values is used. Our algorithm consists of two steps; one is the direction estimate step and the o…
NeuralArTS categorizes neural ops in a type system for NAS.
New method finds optimal learning rates for neural nets.
A new method optimizes neural sequence models for better task performance.
iSearch uses innovation directions for robust PCA and outlier detection.
Neural Architecture Search (NAS) enabled the discovery of state-of-the-art architectures in many domains. However, the success of NAS depends on the definition of the search space. Current search spaces are defined as a static sequence of decisions and a set of available actions for each decision. Each possible sequenc…
Improves RL planning by proposing sub-goals hierarchically.
NAS helps find best neural network designs.
A major challenge in current optimization research for deep learning is to automatically find optimal step sizes for each update step. The optimal step size is closely related to the shape of the loss in the update step direction. However, this shape has not yet been examined in detail. This work shows empirically that…
GOLS finds activation functions affect training robustness, especially ReLU.
MOBO-OSD optimizes multi-objective functions using orthogonal search directions.
New methods solve saddle point problems without line search.
ConMeZO speeds up zeroth-order optimization for large language models.
New algorithms estimate Jacobian matrices for large-scale machine learning.
Many applications in machine learning require optimizing a function whose true gradient is unknown, but where surrogate gradient information (directions that may be correlated with, but not necessarily identical to, the true gradient) is available instead. This arises when an approximate gradient is easier to compute t…
Gradients help find global optima in complex functions.
Paper introduces FoMoH for optimization without backpropagation.
Derivative-free optimization has become an important technique used in machine learning for optimizing black-box models. To conduct updates without explicitly computing gradient, most current approaches iteratively sample a random search direction from Gaussian distribution and compute the estimated gradient along that…
In deterministic optimization, line searches are a standard tool ensuring stability and efficiency. Where only stochastic gradients are available, no direct equivalent has so far been formulated, because uncertain gradients do not allow for a strict sequence of decisions collapsing the search space. We construct a prob…
In deterministic optimization, line searches are a standard tool ensuring stability and efficiency. Where only stochastic gradients are available, no direct equivalent has so far been formulated, because uncertain gradients do not allow for a strict sequence of decisions collapsing the search space. We construct a prob…
Simple DP algorithms find approximate solutions for nonconvex ERM.
We propose a new method for learning the structure of convolutional neural networks (CNNs) that is more efficient than recent state-of-the-art methods based on reinforcement learning and evolutionary algorithms. Our approach uses a sequential model-based optimization (SMBO) strategy, in which we search for structures i…
Scientific discovery is limited by hypothesis redundancy, and hybrid methods can exploit non-local exploration.
The standard L-BFGS method relies on gradient approximations that are not dominated by noise, so that search directions are descent directions, the line search is reliable, and quasi-Newton updating yields useful quadratic models of the objective function. All of this appears to call for a full batch approach, but sinc…
Direct contextual policy search methods learn to improve policy parameters and simultaneously generalize these parameters to different context or task variables. However, learning from high-dimensional context variables, such as camera images, is still a prominent problem in many real-world tasks. A naive application o…
GOALS improves learning rate selection for dynamic MBSS in deep learning.
Improves neural network search in combinatorial spaces of mathematical symbols.
Neural architecture search (NAS) is a promising research direction that has the potential to replace expert-designed networks with learned, task-specific architectures. In this work, in order to help ground the empirical results in this field, we propose new NAS baselines that build off the following observations: (i) …
Modeling supply chain disruptions from climate hazards with adaptive firms.
Directed graphical models provide a useful framework for modeling causal or directional relationships for multivariate data. Prior work has largely focused on identifiability and search algorithms for directed acyclic graphical (DAG) models. In many applications, feedback naturally arises and directed graphical models …
XGES improves GES by favoring early edge deletion, outperforming GES in finite data settings.
A new robust PCA method uses Innovation Search and Leverage Scores.
The search space of Bayesian Network structures is usually defined as Acyclic Directed Graphs (DAGs) and the search is done by local transformations of DAGs. But the space of Bayesian Networks is ordered by DAG Markov model inclusion and it is natural to consider that a good search policy should take this into account.…
Survey of techniques for automating hyperparameter optimization in machine learning.
Current Neural Architecture Search techniques can suffer from a few shortcomings, including high computational cost, excessive bias from the search space, conceptual complexity or uncertain empirical benefits over random search. In this paper, we present ImmuNeCS, an attempt at addressing these issues with a method tha…
Efficiently searches ancestral graphs using multivariate information.
New algorithm converges to optimal filter for predicting linear dynamical systems.
A new cost-frugal HPO method controls training cost during optimization.
Context: One of the black arts of data mining is learning the magic parameters which control the learners. In software analytics, at least for defect prediction, several methods, like grid search and differential evolution (DE), have been proposed to learn these parameters, which has been proved to be able to improve t…
Resource is an important constraint when deploying Deep Neural Networks (DNNs) on mobile and edge devices. Existing works commonly adopt the cell-based search approach, which limits the flexibility of network patterns in learned cell structures. Moreover, due to the topology-agnostic nature of existing works, including…
A significant theoretical advantage of search-and-score methods for learning Bayesian Networks is that they can accept informative prior beliefs for each possible network, thus complementing the data. In this paper, a method is presented for assigning priors based on beliefs on the presence or absence of certain paths …