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Sample average approximation (SAA) is a technique for obtaining approximate solutions to stochastic programs that uses the average from a random sample to approximate the expected value that is being optimized. Since the outcome from…

Optimization and Control · Mathematics 2026-01-22 Harshit Kothari , James R. Luedtke

We give a rigorous complexity analysis of the simulated annealing algorithm by Kalai and Vempala [Math of OR 31.2 (2006): 253-266] using the type of temperature update suggested by Abernethy and Hazan [arXiv 1507.02528v2, 2015]. The…

Optimization and Control · Mathematics 2019-07-05 Riley Badenbroek , Etienne de Klerk

Deep reinforcement learning can generate complex control policies, but requires large amounts of training data to work effectively. Recent work has attempted to address this issue by leveraging differentiable simulators. However, inherent…

Machine Learning · Computer Science 2022-04-15 Jie Xu , Viktor Makoviychuk , Yashraj Narang , Fabio Ramos , Wojciech Matusik , Animesh Garg , Miles Macklin

This article critically investigates the limitations of the simulated annealing algorithm using probabilistic bits (pSA) in solving large-scale combinatorial optimization problems. The study begins with an in-depth analysis of the pSA…

Emerging Technologies · Computer Science 2026-01-23 Naoya Onizawa , Takahiro Hanyu

Active learning (AL) algorithms may achieve better performance with fewer data because the model guides the data selection process. While many algorithms have been proposed, there is little study on what the optimal AL algorithm looks like,…

Machine Learning · Computer Science 2021-02-23 Yilun Zhou , Adithya Renduchintala , Xian Li , Sida Wang , Yashar Mehdad , Asish Ghoshal

Hierarchical learning algorithms that gradually approximate a solution to a data-driven optimization problem are essential to decision-making systems, especially under limitations on time and computational resources. In this study, we…

Machine Learning · Computer Science 2023-03-22 Christos Mavridis , John Baras

While the rapid progress of deep learning fuels end-to-end reinforcement learning (RL), direct application, especially in high-dimensional space like robotic scenarios still suffers from low sample efficiency. Therefore State Representation…

Recent advancements in quantum computing suggest the potential to revolutionize computational algorithms across various scientific domains including oceanography and atmospheric science. The field is still relatively young and quantum…

Quantum Physics · Physics 2026-03-24 Takuro Matsuta , Ryo Furue

This paper studies the problem of mapping optimization in decentralized control problems. A global optimization algorithm is proposed based on the ideas of ``deterministic annealing" - a powerful non-convex optimization framework derived…

Systems and Control · Computer Science 2014-03-24 Mustafa Mehmetoglu , Emrah Akyol , Kenneth Rose

Quantum annealing is a promising paradigm for building practical quantum computers. Compared to other approaches, quantum annealing technology has been scaled up to a larger number of qubits. On the other hand, deep learning has been…

Quantum Physics · Physics 2021-07-07 Michele Sasdelli , Tat-Jun Chin

Current methods for end-to-end constructive neural combinatorial optimization usually train a policy using behavior cloning from expert solutions or policy gradient methods from reinforcement learning. While behavior cloning is…

Machine Learning · Computer Science 2024-11-05 Jonathan Pirnay , Dominik G. Grimm

The knapsack problem is one of the classical problems in combinatorial optimization: Given a set of items, each specified by its size and profit, the goal is to find a maximum profit packing into a knapsack of bounded capacity. In the…

Data Structures and Algorithms · Computer Science 2020-12-02 Susanne Albers , Arindam Khan , Leon Ladewig

Survival Analysis (SA) constitutes the default method for time-to-event modeling due to its ability to estimate event probabilities of sparsely occurring events over time. In this work, we show how to improve the training and inference of…

Machine Learning · Computer Science 2023-12-12 Chris Solomou

We propose a new ensemble prediction method, Random Subset Averaging (RSA), tailored for settings with many covariates, particularly in the presence of strong correlations. RSA constructs candidate models via binomial random subset strategy…

Methodology · Statistics 2025-12-30 Wenhao Cui , Jie Hu

Neural Processes (NPs) are a rapidly evolving class of models designed to directly model the posterior predictive distribution of stochastic processes. While early architectures were developed primarily as a scalable alternative to Gaussian…

Biological network alignment is currently in a state of disarray, with more than two dozen network alignment tools having been introduced in the past decade, with no clear winner, and other new tools being published almost quarterly. Part…

Molecular Networks · Quantitative Biology 2017-09-06 Dillon P. Kanne , Wayne B. Hayes

The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variation of the model has become a basic tool in studying problems…

Pricing of Securities · Quantitative Finance 2008-12-02 Grace Lin , Yingdong Lu , David Yao

Two-stage stochastic optimization is a framework for modeling uncertainty, where we have a probability distribution over possible realizations of the data, called scenarios, and decisions are taken in two stages: we make first-stage…

Data Structures and Algorithms · Computer Science 2023-10-25 Andre Linhares , Chaitanya Swamy

The utility of satisfiability (SAT) as an application focused hard computational problem is well established. We explore the potential of quantum annealing to enhance classical SAT solving, especially where sampling from the space of all…

Quantum Physics · Physics 2016-12-22 Kristen L. Pudenz , Gregory S. Tallant , Todd R. Belote , Steven H. Adachi

We consider constrained optimization problems with a nonsmooth objective function in the form of mathematical expectation. The Sample Average Approximation (SAA) is used to estimate the objective function and variable sample size strategy…

Optimization and Control · Mathematics 2022-08-09 Natasa Krejic , Natasa Krklec Jerinkic , Tijana Ostojic