English
Related papers

Related papers: Optimal Stopping with Trees: The Details

200 papers

Given a set of points in the Euclidean plane, the Euclidean \textit{$\delta$-minimum spanning tree} ($\delta$-MST) problem is the problem of finding a spanning tree with maximum degree no more than $\delta$ for the set of points such the…

Combinatorics · Mathematics 2018-09-26 Patrick J. Andersen , Charl J. Ras

The Wiener index is maximized over the set of trees with the given vertex weight and degree sequences. This model covers the traditional "unweighed" Wiener index, the terminal Wiener index, and the vertex distance index. It is shown that…

Combinatorics · Mathematics 2017-05-12 Mikhail Goubko

We consider network design problems with deadline or delay. All previous results for these models are based on randomized embedding of the graph into a tree (HST) and then solving the problem on this tree. We show that this is not…

Data Structures and Algorithms · Computer Science 2020-04-20 Yossi Azar , Noam Touitou

A method based on deep artificial neural networks and empirical risk minimization is developed to calculate the boundary separating the stopping and continuation regions in optimal stopping. The algorithm parameterizes the stopping boundary…

Pricing of Securities · Quantitative Finance 2023-05-26 A. Max Reppen , H. Mete Soner , Valentin Tissot-Daguette

The Euclidean Steiner tree problem, normally posed in two dimensions, seeks to connect a set of prescribed terminal nodes by placing additional nodes, known as Steiner points, with edges connecting such nodes either to another Steiner point…

Systems and Control · Electrical Eng. & Systems 2026-04-24 Manou Rosenberg , Mengbin Ye , Brian D. O. Anderson

Early stopping is a simple and widely used method to prevent over-training neural networks. We develop theoretical results to reveal the relationship between the optimal early stopping time and model dimension as well as sample size of the…

Machine Learning · Computer Science 2022-02-25 Ruoqi Shen , Liyao Gao , Yi-An Ma

Optimal stopping is the problem of deciding when to stop a stochastic system to obtain the greatest reward, arising in numerous application areas such as finance, healthcare and marketing. State-of-the-art methods for high-dimensional…

Optimization and Control · Mathematics 2020-01-01 Dragos Florin Ciocan , Velibor V. Mišić

We develop early stopping rules for growing regression tree estimators. The fully data-driven stopping rule is based on monitoring the global residual norm. The best-first search and the breadth-first search algorithms together with linear…

Statistics Theory · Mathematics 2025-07-29 Ratmir Miftachov , Markus Reiß

{\em Reoptimization} is a setting in which we are given an (near) optimal solution of a problem instance and a local modification that slightly changes the instance. The main goal is that of finding an (near) optimal solution of the…

Data Structures and Algorithms · Computer Science 2018-05-01 Davide Bilò

We combine the fields of heuristic optimization and optimal stopping. We propose a strategy for benchmarking randomized optimization algorithms that minimizes the expected total cost for obtaining a good solution with an optimal number of…

Quantum Physics · Physics 2016-12-07 Walter Vinci , Daniel A. Lidar

Given a graph and a root, the Maximum Bounded Rooted-Tree Packing (MBRTP) problem aims at finding K rooted-trees that span the largest subset of vertices, when each vertex has a limited outdegree. This problem is motivated by peer-to-peer…

Computational Complexity · Computer Science 2011-11-04 Herve Kerivin , Jimmy Leblet , Gwendal Simon , Fen Zhou

The cost-distance Steiner tree problem seeks a Steiner tree that minimizes the total congestion cost plus the weighted sum of source-sink delays. This problem arises as a subroutine in timing-constrained global routing with a linear delay…

Data Structures and Algorithms · Computer Science 2025-03-07 Stephan Held , Edgar Perner

In p-median location interdiction the aim is to find a subset of edges in a graph, such that the objective value of the p-median problem in the same graph without the selected edges is as large as possible. We prove that this problem is…

Data Structures and Algorithms · Computer Science 2023-02-01 Lena Leiß , Till Heller , Luca E. Schäfer , Manuel Streicher , Stefan Ruzika

Decision trees are a widely used method for classification, both by themselves and as the building blocks of multiple different ensemble learning methods. The Max-Cut decision tree involves novel modifications to a standard, baseline model…

Machine Learning · Computer Science 2020-06-26 Jonathan Bodine , Dorit S. Hochbaum

Finding tight bounds on the optimal solution is a critical element of practical solution methods for discrete optimization problems. In the last decade, decision diagrams (DDs) have brought a new perspective on obtaining upper and lower…

Artificial Intelligence · Computer Science 2019-02-28 Quentin Cappart , Emmanuel Goutierre , David Bergman , Louis-Martin Rousseau

Classification and Regression Trees (CARTs) are off-the-shelf techniques in modern Statistics and Machine Learning. CARTs are traditionally built by means of a greedy procedure, sequentially deciding the splitting predictor variable(s) and…

Machine Learning · Statistics 2021-10-25 Rafael Blanquero , Emilio Carrizosa , Cristina Molero-Río , Dolores Romero Morales

Many combinatorial optimization problems can be phrased in the language of constraint satisfaction problems. We introduce a graph neural network architecture for solving such optimization problems. The architecture is generic; it works for…

Artificial Intelligence · Computer Science 2020-02-12 Jan Toenshoff , Martin Ritzert , Hinrikus Wolf , Martin Grohe

Identifying optimal basic feasible solutions to linear programming problems is a critical task for mixed integer programming and other applications. The crossover method, which aims at deriving an optimal extreme point from a suboptimal…

Optimization and Control · Mathematics 2025-12-23 Dongdong Ge , Chengwenjian Wang , Zikai Xiong , Yinyu Ye

The personnel rostering problem is the problem of finding an optimal way to assign employees to shifts, subject to a set of hard constraints which all valid solutions must follow, and a set of soft constraints which define the relative…

Artificial Intelligence · Computer Science 2020-10-28 Ziyi Chen , Patrick De Causmaecker , Yajie Dou

Decision tree learning is a widely used approach in machine learning, favoured in applications that require concise and interpretable models. Heuristic methods are traditionally used to quickly produce models with reasonably high accuracy.…