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Trading large volumes of a financial asset in order driven markets requires the use of algorithmic execution dividing the volume in many transactions in order to minimize costs due to market impact. A proper design of an optimal execution…

Trading and Market Microstructure · Quantitative Finance 2015-06-05 Enzo Busseti , Fabrizio Lillo

We consider the problem of learning and using predictions for warm start algorithms with predictions. In this setting, an algorithm is given an instance of a problem, and a prediction of the solution. The runtime of the algorithm is bounded…

Data Structures and Algorithms · Computer Science 2024-05-07 Vaidehi Srinivas , Avrim Blum

Neural networks (NN) have been recently applied together with evolutionary algorithms (EAs) to solve dynamic optimization problems. The applied NN estimates the position of the next optimum based on the previous time best solutions. After…

Neural and Evolutionary Computing · Computer Science 2020-02-03 Maryam Hasani-Shoreh , Renato Hermoza Aragonés , Frank Neumann

Traditional query optimizers are designed to be fast and stateless: each query is quickly optimized using approximate statistics, sent off to the execution engine, and promptly forgotten. Recent work on learned query optimization have shown…

Databases · Computer Science 2023-07-12 Ryan Marcus

Predictive models are finding an increasing number of applications in many industries. As a result, a practical means for trading-off the cost of deploying a model versus its effectiveness is needed. Our work is motivated by risk prediction…

Machine Learning · Statistics 2016-04-21 Daniel P. Robinson , Suchi Saria

In this paper, we investigate the trade-off between convergence rate and computational cost when minimizing a composite functional with proximal-gradient methods, which are popular optimisation tools in machine learning. We consider the…

Machine Learning · Computer Science 2012-10-23 Pierre Machart , Sandrine Anthoine , Luca Baldassarre

Analytics database workloads often contain queries that are executed repeatedly. Existing optimization techniques generally prioritize keeping optimization cost low, normally well below the time it takes to execute a single instance of a…

Databases · Computer Science 2025-02-11 Jeffrey Tao , Natalie Maus , Haydn Jones , Yimeng Zeng , Jacob R. Gardner , Ryan Marcus

We study the distortion of one-sided and two-sided matching problems on the line. In the one-sided case, $n$ agents need to be matched to $n$ items, and each agent's cost in a matching is their distance from the item they were matched to.…

Computer Science and Game Theory · Computer Science 2025-02-04 Aris Filos-Ratsikas , Vasilis Gkatzelis , Mohamad Latifian , Emma Rewinski , Alexandros A. Voudouris

Predicting structured outputs can be computationally onerous due to the combinatorially large output spaces. In this paper, we focus on reducing the prediction time of a trained black-box structured classifier without losing accuracy. To do…

Machine Learning · Computer Science 2018-06-13 Xingyuan Pan , Vivek Srikumar

Nearest neighbor is a popular class of classification methods with many desirable properties. For a large data set which cannot be loaded into the memory of a single machine due to computation, communication, privacy, or ownership…

Machine Learning · Statistics 2019-11-01 Xingye Qiao , Jiexin Duan , Guang Cheng

Evaluating solutions to optimization problems is arguably the most important step for heuristic algorithms, as it is used to guide the algorithms towards the optimal solution in the solution search space. Research has shown evaluation…

Neural and Evolutionary Computing · Computer Science 2020-10-05 Patrick Kenekayoro

Given the continuous increase in dataset sizes and the complexity of forecasting models, the trade-off between forecast accuracy and computational cost is emerging as an extremely relevant topic, especially in the context of ensemble…

Machine Learning · Computer Science 2025-07-10 Marco Zanotti

Tree-based models have proven to be an effective solution for web ranking as well as other problems in diverse domains. This paper focuses on optimizing the runtime performance of applying such models to make predictions, given an…

Databases · Computer Science 2013-04-29 Nima Asadi , Jimmy Lin , Arjen P. de Vries

When a computer system schedules jobs there is typically a significant cost associated with preempting a job during execution. This cost can be from the expensive task of saving the memory's state and loading data into and out of memory. It…

Data Structures and Algorithms · Computer Science 2018-03-01 Giorgio Lucarelli , Benjamin Moseley , Nguyen Kim Thang , Abhinav Srivastav , Denis Trystram

Empirical risk minimization is a standard principle for choosing algorithms in learning theory. In this paper we study the properties of empirical risk minimization for time series. The analysis is carried out in a general framework that…

Machine Learning · Statistics 2021-08-12 Christian Brownlees , Jordi Llorens-Terrazas

It is reported that task monetary prize is one of the most important motivating factors to attract crowd workers. While using expert-based methods to price Crowdsourcing tasks is a common practice, the challenge of validating the associated…

Software Engineering · Computer Science 2020-07-29 Mostaan Lotfalian Saremi , Razieh Saremi , Denisse Martinez-Mejorado

Enabling compilers to automatically optimize code has been a longstanding goal for the compiler community. Efficiently solving this problem requires using precise cost models. These models predict whether applying a sequence of code…

Mappings to structured output spaces (strings, trees, partitions, etc.) are typically learned using extensions of classification algorithms to simple graphical structures (eg., linear chains) in which search and parameter estimation can be…

Machine Learning · Computer Science 2009-07-07 Hal Daumé , Daniel Marcu

Efficiency of self-optimizing systems is heavily dependent on their optimization strategies, e.g., choosing exact or approximate solver. A choice of such a strategy, in turn, is influenced by numerous factors, such as re-optimization time,…

Machine Learning · Computer Science 2019-09-10 Dmytro Pukhkaiev , Uwe Aßmann
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