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In this study, we introduce a novel asset pricing model leveraging the Large Language Model (LLM) agents, which integrates qualitative discretionary investment evaluations from LLM agents with quantitative financial economic factors…

Artificial Intelligence · Computer Science 2025-03-31 Junyan Cheng , Peter Chin

Bayesian optimization is widely used for hyperparameter optimization when model evaluations are expensive; however, noisy acquisition estimates can lead to unstable decisions. We identify acquisition estimation noise as a failure mode that…

Machine Learning · Computer Science 2026-05-08 Maresa Schröder , Pascal Janetzky , Michael Klar , Stefan Feuerriegel

Large Language Models (LLMs) have shown strong capabilities in language understanding and reasoning across diverse domains. Recently, there has been increasing interest in utilizing LLMs not merely as assistants in optimization tasks, but…

Neural and Evolutionary Computing · Computer Science 2025-10-10 Jie Zhao , Tao Wen , Kang Hao Cheong

Large language models (LLMs) have recently been proposed as general-purpose agents for experimental design, with claims that they can perform in-context experimental design. We evaluate this hypothesis using both open- and closed-source…

Machine Learning · Computer Science 2025-09-29 Rushil Gupta , Jason Hartford , Bang Liu

Analog layout synthesis faces significant challenges due to its dependence on manual processes, considerable time requirements, and performance instability. Current Bayesian Optimization (BO)-based techniques for analog layout synthesis,…

Artificial Intelligence · Computer Science 2024-12-09 Guojin Chen , Keren Zhu , Seunggeun Kim , Hanqing Zhu , Yao Lai , Bei Yu , David Z. Pan

Offline model-based optimization (MBO) seeks to discover high-performing designs using only a fixed dataset of past evaluations. Most existing methods rely on learning a surrogate model via regression and implicitly assume that good…

Machine Learning · Computer Science 2026-03-05 Shen-Huan Lyu , Rong-Xi Tan , Ke Xue , Yi-Xiao He , Yu Huang , Qingfu Zhang , Chao Qian

Learned language-conditioned robot policies often struggle to effectively adapt to new real-world tasks even when pre-trained across a diverse set of instructions. We propose a novel approach for few-shot adaptation to unseen tasks that…

Robotics · Computer Science 2025-01-09 Vivek Myers , Bill Chunyuan Zheng , Oier Mees , Sergey Levine , Kuan Fang

The trade-off between labeled data availability and downstream accuracy remains a central challenge in fine-tuning large language models (LLMs). We propose a principled framework for \emph{budget-aware supervised fine-tuning} by casting LLM…

Machine Learning · Computer Science 2026-02-03 Jing Wang , Jie Shen , Dean Foster , Zohar Karnin , Jeremy C Weiss

ALAMO is a computational methodology for leaning algebraic functions from data. Given a data set, the approach begins by building a low-complexity, linear model composed of explicit non-linear transformations of the independent variables.…

Machine Learning · Computer Science 2017-06-01 Zachary T. Wilson , Nikolaos V. Sahinidis

Large Language Models (LLMs) excel at understanding context and qualitative nuances but struggle with the rigorous and transparent reasoning required in high-stakes quantitative domains such as financial trading. We propose a model-first…

Computational Finance · Quantitative Finance 2025-12-02 Xiaoting Kuang , Boken Lin

Large language models (LLMs) exhibit remarkable capabilities across diverse tasks, yet aligning them efficiently and effectively with human expectations remains a critical challenge. This thesis advances LLM alignment by introducing novel…

Computation and Language · Computer Science 2025-06-12 Yuxin Jiang

Previous work has showcased the intriguing capabilities of Large Language Models (LLMs) in instruction-following and rhetorical fluency. However, systematic exploration of their dual capabilities to autonomously persuade and resist…

Computation and Language · Computer Science 2025-06-10 Tianjie Ju , Yujia Chen , Hao Fei , Mong-Li Lee , Wynne Hsu , Pengzhou Cheng , Zongru Wu , Zhuosheng Zhang , Gongshen Liu

Many real-world optimization scenarios involve expensive evaluation with unknown and heterogeneous costs. Cost-aware Bayesian optimization stands out as a prominent solution in addressing these challenges. To approach the global optimum…

Neural and Evolutionary Computing · Computer Science 2024-06-14 Yiming Yao , Fei Liu , Ji Cheng , Qingfu Zhang

This paper focuses on extending the success of large language models (LLMs) to sequential decision making. Existing efforts either (i) re-train or finetune LLMs for decision making, or (ii) design prompts for pretrained LLMs. The former…

Machine Learning · Computer Science 2025-06-17 Dingyang Chen , Qi Zhang , Yinglun Zhu

This paper discusses the theory and algorithms for interacting large language model agents (LLMAs) using methods from statistical signal processing and microeconomics. While both fields are mature, their application to decision-making…

Machine Learning · Computer Science 2025-05-27 Adit Jain , Vikram Krishnamurthy

Bayesian optimization (BO) is a powerful paradigm for optimizing expensive black-box functions. Traditional BO methods typically rely on separate hand-crafted acquisition functions and surrogate models for the underlying function, and often…

Machine Learning · Computer Science 2025-07-10 Fengxue Zhang , Yuxin Chen

Reinforcement Learning from Human Feedback (RLHF) has emerged as a powerful technique for aligning large language models (LLMs) with human preferences. However, effectively aligning LLMs with diverse human preferences remains a significant…

Computation and Language · Computer Science 2025-07-03 Chengao Li , Hanyu Zhang , Yunkun Xu , Hongyan Xue , Xiang Ao , Qing He

In many real-world optimization problems, we have prior information about what objective function values are achievable. In this paper, we study the scenario that we have either exact knowledge of the minimum value or a, possibly inexact,…

Machine Learning · Computer Science 2025-09-26 Hanyang Wang , Juergen Branke , Matthias Poloczek

Active Learning (AL) has gained prominence in integrating data-intensive machine learning (ML) models into domains with limited labeled data. However, its effectiveness diminishes significantly when the labeling budget is low. In this…

Machine Learning · Computer Science 2024-02-12 Zhuokai Zhao , Yibo Jiang , Yuxin Chen

Bayesian Optimization (BO) is a powerful method for optimizing black-box functions by combining prior knowledge with ongoing function evaluations. BO constructs a probabilistic surrogate model of the objective function given the covariates,…

Machine Learning · Statistics 2025-08-26 Roi Naveiro , Becky Tang