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The construction of approximate replication strategies for pricing and hedging of derivative contracts in incomplete markets is a key problem of financial engineering. Recently Reinforcement Learning algorithms for hedging under realistic…

Artificial Intelligence · Computer Science 2023-11-02 Oleg Szehr

One-shot neural architecture search (NAS) methods significantly reduce the search cost by considering the whole search space as one network, which only needs to be trained once. However, current methods select each operation independently…

Computer Vision and Pattern Recognition · Computer Science 2021-03-23 Xiu Su , Tao Huang , Yanxi Li , Shan You , Fei Wang , Chen Qian , Changshui Zhang , Chang Xu

The AlphaZero/MuZero (A/MZ) family of algorithms has achieved remarkable success across various challenging domains by integrating Monte Carlo Tree Search (MCTS) with learned models. Learned models introduce epistemic uncertainty, which is…

Machine Learning · Computer Science 2026-05-18 Yaniv Oren , Viliam Vadocz , Matthijs T. J. Spaan , Wendelin Böhmer

This paper presents Generalized Proof-Number Monte-Carlo Tree Search: a generalization of recently proposed combinations of Proof-Number Search (PNS) with Monte-Carlo Tree Search (MCTS), which use (dis)proof numbers to bias UCB1-based…

Artificial Intelligence · Computer Science 2025-06-17 Jakub Kowalski , Dennis J. N. J. Soemers , Szymon Kosakowski , Mark H. M. Winands

Monte Carlo Tree Search is a popular method for solving decision making problems. Faster implementations allow for more simulations within the same wall clock time, directly improving search performance. To this end, we present an…

Artificial Intelligence · Computer Science 2025-08-29 James Ragan , Fred Y. Hadaegh , Soon-Jo Chung

The combination of deep learning and Monte Carlo Tree Search (MCTS) has shown to be effective in various domains, such as board and video games. AlphaGo represented a significant step forward in our ability to learn complex board games, and…

Machine Learning · Computer Science 2021-04-29 Alexandre Borges , Arlindo Oliveira

In many applications of computer algebra large expressions must be simplified to make repeated numerical evaluations tractable. Previous works presented heuristically guided improvements, e.g., for Horner schemes. The remaining expression…

Artificial Intelligence · Computer Science 2013-12-04 Ben Ruijl , Jos Vermaseren , Aske Plaat , Jaap van den Herik

Conversational Recommender Systems (CRS) proactively engage users in interactive dialogues to elicit user preferences and provide personalized recommendations. Existing methods train Reinforcement Learning (RL)-based agent with greedy…

Computation and Language · Computer Science 2025-05-09 Hanwen Du , Bo Peng , Xia Ning

Large language models (LLMs) have demonstrated remarkable capabilities in code generation and structured reasoning; however, their performance often degrades on complex tasks that require consistent multi-step planning. Recent work has…

Machine Learning · Computer Science 2025-08-11 Fei Xu Yu , Gina Adam , Nathaniel D. Bastian , Tian Lan

Handcrafting heuristics for solving complex optimization tasks (e.g., route planning and task allocation) is a common practice but requires extensive domain knowledge. Recently, Large Language Model (LLM)-based automatic heuristic design…

Artificial Intelligence · Computer Science 2025-02-03 Zhi Zheng , Zhuoliang Xie , Zhenkun Wang , Bryan Hooi

Despite their outstanding capabilities, large language models (LLMs) are prone to hallucination and producing factually incorrect information. This challenge has spurred efforts in attributed text generation, which prompts LLMs to generate…

Computation and Language · Computer Science 2025-06-23 Junyi Li , Hwee Tou Ng

This paper proposes a novel reinforcement learning (RL) algorithm using improved Monte Carlo tree search (IMCTS) formulation for discrete optimum design of truss structures. IMCTS with multiple root nodes includes update process, the best…

Artificial Intelligence · Computer Science 2024-08-08 Fu-Yao Ko , Katsuyuki Suzuki , Kazuo Yonekura

In the post-AlphaGo era, there has been a renewed interest in search techniques such as Monte Carlo Tree Search (MCTS), particularly in their application to Large Language Models (LLMs). This renewed attention is driven by the recognition…

Machine Learning · Computer Science 2025-02-28 Jiacheng Ye , Zhenyu Wu , Jiahui Gao , Zhiyong Wu , Xin Jiang , Zhenguo Li , Lingpeng Kong

Monte Carlo Tree Search (MCTS) has proven to be capable of solving challenging tasks in domains such as Go, chess and Atari. Previous research has developed parallel versions of MCTS, exploiting today's multiprocessing architectures. These…

Machine Learning · Computer Science 2020-04-01 Karl Kurzer , Christoph Hörtnagl , J. Marius Zöllner

Monte Carlo Tree Search (MCTS) efficiently balances exploration and exploitation in tree search based on count-derived uncertainty. However, these local visit counts ignore a second type of uncertainty induced by the size of the subtree…

Artificial Intelligence · Computer Science 2020-05-21 Thomas M Moerland , Joost Broekens , Aske Plaat , Catholijn M Jonker

For UAV-aided wireless systems, online path planning attracts much attention recently. To better adapt to the real-time dynamic environment, we, for the first time, propose a Monte Carlo Tree Search (MCTS)-based path planning scheme. In…

Networking and Internet Architecture · Computer Science 2022-02-08 Yuwen Qian , Kexin Sheng , Chuan Ma , Jun Li , Ming Ding , Mahbub Hassan

AlphaZero in 2017 was able to master chess and other games without human knowledge by playing millions of games against itself (self-play), with a computation budget running in the tens of millions of dollars. It used a variant of the Monte…

Artificial Intelligence · Computer Science 2025-04-11 Ameya Joshi

Competitive program generation aims to automatically produce correct and efficient solutions for programming-contest problems under strict time and memory constraints. Existing LLM-based approaches often fail to perform explicit algorithmic…

Software Engineering · Computer Science 2026-05-05 Minnan Wei , Xiang Chen , Xiaoshuai Niu , Siyu Chen

We consider Monte-Carlo Tree Search (MCTS) applied to Markov Decision Processes (MDPs) and Partially Observable MDPs (POMDPs), and the well-known Upper Confidence bound for Trees (UCT) algorithm. In UCT, a tree with nodes (states) and edges…

Artificial Intelligence · Computer Science 2020-07-14 Tuan Dam , Pascal Klink , Carlo D'Eramo , Jan Peters , Joni Pajarinen

Despite recent advances in large language models, open-source models often struggle to consistently perform well on complex reasoning tasks. Existing ensemble methods, whether applied at the token or output levels, fail to address these…

Computation and Language · Computer Science 2024-12-23 Sungjin Park , Xiao Liu , Yeyun Gong , Edward Choi