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Active feature acquisition (AFA) is an instance-adaptive paradigm in which, at inference time, a policy sequentially chooses which features to acquire (at a cost) before predicting. Existing approaches either train reinforcement learning…
In online inverse linear optimization, a learner observes time-varying sets of feasible actions and an agent's optimal actions, selected by solving linear optimization over the feasible actions. The learner sequentially makes predictions of…
Amplification and phase shift in ordering signals, commonly referred to as bullwhip, are responsible for both excessive strain on real world inventory management systems, stock outs, and unnecessary capital reservation though safety stock…
This paper considers the linear-quadratic dual control problem where the system parameters need to be identified and the control objective needs to be optimized in the meantime. Contrary to existing works on data-driven linear-quadratic…
Robust Policy Search is the problem of learning policies that do not degrade in performance when subject to unseen environment model parameters. It is particularly relevant for transferring policies learned in a simulation environment to…
The study of optimal preemption policies for status update systems has been a recurring topic in the age of information (AoI) literature, where threshold-based structures have been shown to be optimal under a generate-at-will update…
Rules are widely used in Fintech institutions to make fraud prevention decisions, since rules are highly interpretable thanks to their intuitive if-then structure. In practice, a two-stage framework of fraud prevention decision rule set…
Overfitting is a common problem in machine learning, which means the model too closely fits the training data while performing poorly in the test data. Among various methods of coping with overfitting, dropout is one of the representative…
We present an architecture-algorithm co-design study of the Optimistic Quantum Fourier Transform (OQFT) under a surface-code fault-tolerant execution model for reconfigurable neutral-atom hardware. Analyzing the OQFT structure, particularly…
Autonomous crypto trading systems often spend most of their design effort on finding entries, while exits are left to fixed rules that are rarely tested in a systematic way. This paper examines whether better stop-loss and take-profit…
We develop a model selection approach to tackle reinforcement learning with adversarial corruption in both transition and reward. For finite-horizon tabular MDPs, without prior knowledge on the total amount of corruption, our algorithm…
With the increasingly powerful performances and enormous scales of pretrained models, promoting parameter efficiency in fine-tuning has become a crucial need for effective and efficient adaptation to various downstream tasks. One…
This is a technical report that extends and clarifies the results presented in [1]. The model identification problem for asymptotically stable linear time invariant systems is considered. The system output is affected by an additive noise…
Despite the extensive literature on training loss functions, the evaluation of generalization on the validation set remains underexplored. In this work, we conduct a systematic empirical and statistical study of how the validation criterion…
Configuring variational quantum algorithms for combinatorial optimization remains a difficult, expert-driven process requiring coordinated choices over solver family, ansatz, objective, and optimizer. We present AutoQResearch, an LLM-guided…
Test-time adaptation has proven effective in adapting a given trained model to unseen test samples with potential distribution shifts. However, in real-world scenarios, models are usually deployed on resource-limited devices, e.g., FPGAs,…
This paper introduces a reinforcement learning framework that employs Proximal Policy Optimization (PPO) to dynamically optimize the weights of multiple large language model (LLM)-generated formulaic alphas for stock trading strategies.…
It is common practice in deep learning to use overparameterized networks and train for as long as possible; there are numerous studies that show, both theoretically and empirically, that such practices surprisingly do not unduly harm the…
Low-rank adaptation~(LoRA) has recently gained much interest in fine-tuning foundation models. It effectively reduces the number of trainable parameters by incorporating low-rank matrices $A$ and $B$ to represent the weight change, i.e.,…
As AI agents surpass human capabilities, scalable oversight -- the problem of effectively supplying human feedback to potentially superhuman AI models -- becomes increasingly critical to ensure alignment. While numerous scalable oversight…