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Several low-bandwidth distributable black-box optimization algorithms in the family of finite differences such as Evolution Strategies have recently been shown to perform nearly as well as tailored Reinforcement Learning methods in some…

Machine Learning · Computer Science 2023-01-20 Matthew Allen , John Raisbeck , Hakho Lee

Sparse portfolio optimization is a fundamental yet challenging problem in quantitative finance, since traditional approaches heavily relying on historical return statistics and static objectives can hardly adapt to dynamic market regimes.…

Portfolio Management · Quantitative Finance 2025-07-24 Haochen Luo , Yuan Zhang , Chen Liu

Evolutionary Algorithms (EAs) and Deep Reinforcement Learning (DRL) have recently been integrated to take the advantage of the both methods for better exploration and exploitation.The evolutionary part in these hybrid methods maintains a…

Neural and Evolutionary Computing · Computer Science 2022-09-19 Yan Ma , Tianxing Liu , Bingsheng Wei , Yi Liu , Kang Xu , Wei Li

We propose a metalearning approach for learning gradient-based reinforcement learning (RL) algorithms. The idea is to evolve a differentiable loss function, such that an agent, which optimizes its policy to minimize this loss, will achieve…

Machine Learning · Computer Science 2018-05-01 Rein Houthooft , Richard Y. Chen , Phillip Isola , Bradly C. Stadie , Filip Wolski , Jonathan Ho , Pieter Abbeel

Federated learning (FL) is an emerging paradigm for training deep neural networks (DNNs) in distributed manners. Current FL approaches all suffer from high communication overhead and information leakage. In this work, we present a federated…

Machine Learning · Computer Science 2023-11-10 Guangchen Lan

Deep Reinforcement Learning (DRL) algorithms have been successfully applied to a range of challenging control tasks. However, these methods typically suffer from three core difficulties: temporal credit assignment with sparse rewards, lack…

Machine Learning · Computer Science 2018-10-30 Shauharda Khadka , Kagan Tumer

Projected policy gradient under the simplex parameterization, policy gradient and natural policy gradient under the softmax parameterization, are fundamental algorithms in reinforcement learning. There have been a flurry of recent…

Optimization and Control · Mathematics 2024-04-12 Jiacai Liu , Wenye Li , Ke Wei

Classic embedded feature selection algorithms are often divided in two large groups: tree-based algorithms and lasso variants. Both approaches are focused in different aspects: while the tree-based algorithms provide a clear explanation…

Machine Learning · Computer Science 2020-12-15 Brais Cancela , Verónica Bolón-Canedo , Amparo Alonso-Betanzos

Evolution Strategy (ES) is a powerful black-box optimization technique based on the idea of natural evolution. In each of its iterations, a key step entails ranking candidate solutions based on some fitness score. For an ES method in…

Machine Learning · Computer Science 2023-02-22 Eshwar S R , Shishir Kolathaya , Gugan Thoppe

Evolutionarily stable strategy (ESS) is a key concept in evolutionary game theory. ESS provides an evolutionary stability criterion for biological, social and economical behaviors. In this paper, we develop a new approach to evaluate ESS in…

Computer Science and Game Theory · Computer Science 2020-06-18 Haozhen Situ

Designing evolutionary algorithms capable of uncovering highly evolvable representations is an open challenge; such evolvability is important because it accelerates evolution and enables fast adaptation to changing circumstances. This paper…

Neural and Evolutionary Computing · Computer Science 2019-07-16 Alexander Gajewski , Jeff Clune , Kenneth O. Stanley , Joel Lehman

We present a new method of blackbox optimization via gradient approximation with the use of structured random orthogonal matrices, providing more accurate estimators than baselines and with provable theoretical guarantees. We show that this…

Machine Learning · Computer Science 2018-06-13 Krzysztof Choromanski , Mark Rowland , Vikas Sindhwani , Richard E. Turner , Adrian Weller

In this paper, an evolutionary strategy (ES) method is introduced as an optimization approach to solve problems in the manufacturing area. The ES method is applied to a case study for milling operations. The results show that it can…

Optimization and Control · Mathematics 2015-01-08 Zhixin Yang

There are two distinct approaches to solving reinforcement learning problems, namely, searching in value function space and searching in policy space. Temporal difference methods and evolutionary algorithms are well-known examples of these…

Machine Learning · Computer Science 2011-06-02 J. J. Grefenstette , D. E. Moriarty , A. C. Schultz

This paper examines three generic strategies for improving the performance of neuro-evolution techniques aimed at evolving convolutional neural networks (CNNs). These were implemented as part of the Evolutionary eXploration of Augmenting…

Neural and Evolutionary Computing · Computer Science 2018-11-21 Travis Desell

Modern machine learning uses more and more advanced optimization techniques to find optimal hyper parameters. Whenever the objective function is non-convex, non continuous and with potentially multiple local minima, standard gradient…

Machine Learning · Computer Science 2019-02-13 Eric Benhamou , Jamal Atif , Rida Laraki

Evolutionary computation (EC), as a powerful optimization algorithm, has been applied across various domains. However, as the complexity of problems increases, the limitations of EC have become more apparent. The advent of large language…

Neural and Evolutionary Computing · Computer Science 2024-05-24 Jinyu Cai , Jinglue Xu , Jialong Li , Takuto Ymauchi , Hitoshi Iba , Kenji Tei

Motivated by concerns that machine learning algorithms may introduce significant bias in classification models, developing fair classifiers has become an important problem in machine learning research. One important paradigm towards this…

Machine Learning · Computer Science 2019-01-30 L. Elisa Celis , Vijay Keswani

Complex single-objective bounded problems are often difficult to solve. In evolutionary computation methods, since the proposal of differential evolution algorithm in 1997, it has been widely studied and developed due to its simplicity and…

Neural and Evolutionary Computing · Computer Science 2024-04-26 Sichen Tao , Ruihan Zhao , Kaiyu Wang , Shangce Gao

Pretrained language models are commonly aligned with human preferences and downstream tasks via reinforcement finetuning (RFT), which refers to maximizing a (possibly learned) reward function using policy gradient algorithms. This work…

Machine Learning · Computer Science 2024-03-15 Noam Razin , Hattie Zhou , Omid Saremi , Vimal Thilak , Arwen Bradley , Preetum Nakkiran , Joshua Susskind , Etai Littwin