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Machine Learning (ML) has been embraced as a powerful tool by the financial industry, with notable applications spreading in various domains including investment management. In this work, we propose a full-cycle data-driven investment…

Portfolio Management · Quantitative Finance 2021-05-20 Haoran Wang , Shi Yu

The integration of Reinforcement Learning (RL) with heuristic methods is an emerging trend for solving optimization problems, which leverages RL's ability to learn from the data generated during the search process. One promising approach is…

Machine Learning · Computer Science 2024-09-19 Arthur Müller , Lukas Vollenkemper

Deep learning models form one of the most powerful machine learning models for the extraction of important features. Most of the designs of deep neural models, i.e., the initialization of parameters, are still manually tuned. Hence,…

Machine Learning · Computer Science 2023-05-18 Mrittika Chakraborty , Wreetbhas Pal , Sanghamitra Bandyopadhyay , Ujjwal Maulik

Software quality estimation is a challenging and time-consuming activity, and models are crucial to face the complexity of such activity on modern software applications. In this context, software refactoring is a crucial activity within…

Software Engineering · Computer Science 2024-01-31 Vittorio Cortellessa , Daniele Di Pompeo , Vincenzo Stoico , Michele Tucci

Leveraging machine learning to facilitate the optimization process is an emerging field that holds the promise to bypass the fundamental computational bottleneck caused by classic iterative solvers in critical applications requiring…

Machine Learning · Computer Science 2022-07-18 Xinran Liu , Yuzhe Lu , Ali Abbasi , Meiyi Li , Javad Mohammadi , Soheil Kolouri

Hyperparameter optimization (HPO) is important to leverage the full potential of machine learning (ML). In practice, users are often interested in multi-objective (MO) problems, i.e., optimizing potentially conflicting objectives, like…

Machine Learning · Computer Science 2024-01-12 Joseph Giovanelli , Alexander Tornede , Tanja Tornede , Marius Lindauer

The main feature of the Dynamic Multi-objective Optimization Problems (DMOPs) is that optimization objective functions will change with times or environments. One of the promising approaches for solving the DMOPs is reusing the obtained…

Neural and Evolutionary Computing · Computer Science 2019-10-22 Weizhen Hu , Min Jiang , Xing Gao , Kay Chen Tan , Yiu-ming Cheung

In evolutionary multiobjective optimization, effectiveness refers to how an evolutionary algorithm performs in terms of converging its solutions into the Pareto front and also diversifying them over the front. This is not an easy job,…

Neural and Evolutionary Computing · Computer Science 2022-10-26 Yani Xue , Miqing Li , Xiaohui Liu

Here we propose an evolutionary algorithm that self modifies its operators at the same time that candidate solutions are evolved. This tackles convergence and lack of diversity issues, leading to better solutions. Operators are represented…

Neural and Evolutionary Computing · Computer Science 2017-12-19 Andres Felipe Cruz Salinas , Jonatan Gomez Perdomo

We introduce a new paradigm for solving regularized variational problems. These are typically formulated to address ill-posed inverse problems encountered in signal and image processing. The objective function is traditionally defined by…

Optimization and Control · Mathematics 2021-04-22 Jean-Christophe Pesquet , Audrey Repetti , Matthieu Terris , Yves Wiaux

This study develops a generalised multi-objective, multi-echelon supply chain optimisation model with non-stationary markets based on a Markov decision process, incorporating economic, environmental, and social considerations. The model is…

Artificial Intelligence · Computer Science 2025-07-29 Rifny Rachman , Josh Tingey , Richard Allmendinger , Pradyumn Shukla , Wei Pan

In this paper, we propose a machine learning (ML) method to learn how to solve a generic constrained continuous optimization problem. To the best of our knowledge, the generic methods that learn to optimize, focus on unconstrained…

Machine Learning · Computer Science 2021-01-05 Seyedrazieh Bayati , Faramarz Jabbarvaziri

Many advances that have improved the robustness and efficiency of deep reinforcement learning (RL) algorithms can, in one way or another, be understood as introducing additional objectives or constraints in the policy optimization step.…

There are two common approaches for optimizing the performance of a machine: genetic algorithms and machine learning. A genetic algorithm is applied over many generations whereas machine learning works by applying feedback until the system…

Artificial Intelligence · Computer Science 2017-09-01 Leigh Sheneman , Arend Hintze

There hardly exists a general solver that is efficient for scheduling problems due to their diversity and complexity. In this study, we develop a two-stage framework, in which reinforcement learning (RL) and traditional operations research…

Artificial Intelligence · Computer Science 2021-03-11 Yongming He , Guohua Wu , Yingwu Chen , Witold Pedrycz

Solving constrained multi-objective optimization problems with evolutionary algorithms has attracted considerable attention. Various constrained multi-objective optimization evolutionary algorithms (CMOEAs) have been developed with the use…

Artificial Intelligence · Computer Science 2024-02-21 Fei Ming , Wenyin Gong , Ling Wang , Yaochu Jin

This study proposes an end-to-end framework for solving multi-objective optimization problems (MOPs) using Deep Reinforcement Learning (DRL), that we call DRL-MOA. The idea of decomposition is adopted to decompose the MOP into a set of…

Neural and Evolutionary Computing · Computer Science 2020-04-28 Kaiwen Li , Tao Zhang , Rui Wang

Automatic program repair (APR) aims to reduce the manual efforts required to identify and fix errors in source code. Before the rise of LLM-based agents, a common strategy was to increase the number of generated patches, sometimes to the…

Software Engineering · Computer Science 2025-05-07 Fernando Vallecillos Ruiz , Max Hort , Leon Moonen

We present a multi-objective evolutionary optimization algorithm that uses Gaussian process (GP) regression-based models to select trial solutions in a multi-generation iterative procedure. In each generation, a surrogate model is…

Neural and Evolutionary Computing · Computer Science 2020-05-22 Xiaobiao Huang , Minghao Song , Zhe Zhang

Fabricating neural models for a wide range of mobile devices demands for a specific design of networks due to highly constrained resources. Both evolution algorithms (EA) and reinforced learning methods (RL) have been dedicated to solve…

Neural and Evolutionary Computing · Computer Science 2019-01-17 Xiangxiang Chu , Bo Zhang , Ruijun Xu , Hailong Ma