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In this paper we introduce and study the concept of optimal and surely optimal dual martingales in the context of dual valuation of Bermudan options, and outline the development of new algorithms in this context. We provide a…

Computational Finance · Quantitative Finance 2012-02-14 John Schoenmakers , Junbo Huang , Jianing Zhang

The collaboration between humans and robots re-quires a paradigm shift not only in robot perception, reasoning, and action, but also in the design of the robotic cell. This paper proposes an optimization framework for designing…

Robotics · Computer Science 2024-10-21 Christian Cella , Marco Faroni , Andrea Zanchettin , Paolo Rocco

Developing embodied AI for intelligent surgical systems requires safe, controllable environments for continual learning and evaluation. However, safety regulations and operational constraints in operating rooms (ORs) limit agents from…

Automatically designing fast and space-efficient digital circuits is challenging because circuits are discrete, must exactly implement the desired logic, and are costly to simulate. We address these challenges with CircuitVAE, a search…

Machine Learning · Computer Science 2024-06-17 Jialin Song , Aidan Swope , Robert Kirby , Rajarshi Roy , Saad Godil , Jonathan Raiman , Bryan Catanzaro

Adaptive clinical trials rely on interim analyses, flexible stopping, and data-dependent design modifications that complicate statistical guarantees when fixed-horizon test statistics are repeatedly inspected or reused after adaptations.…

Methodology · Statistics 2026-02-09 Alexandra Sokolova , Vadim Sokolov

Data-driven algorithm design is a promising, learning-based approach for beyond worst-case analysis of algorithms with tunable parameters. An important open problem is the design of computationally efficient data-driven algorithms for…

Data Structures and Algorithms · Computer Science 2024-10-25 Maria-Florina Balcan , Christopher Seiler , Dravyansh Sharma

In the era of large-scale AI deployment and high-stakes clinical trials, adaptive experimentation faces a ``trilemma'' of conflicting objectives: minimizing cumulative regret (welfare loss during the experiment), maximizing the estimation…

Methodology · Statistics 2026-02-13 Jiachun Li , Kaining Shi , David Simchi-Levi

The challenge in biomarker discovery using machine learning from omics data lies in the abundance of molecular features but scarcity of samples. Most feature selection methods in machine learning require evaluating various sets of features…

Quantitative Methods · Quantitative Biology 2025-01-03 Luca Cattelani , Vittorio Fortino

Cooperative inference in Mobile Edge Computing (MEC), achieved by deploying partitioned Deep Neural Network (DNN) models between resource-constrained user equipments (UEs) and edge servers (ESs), has emerged as a promising paradigm.…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-10-20 Xinrui Ye , Yanzan Sun , Dingzhu Wen , Guanjin Pan , Shunqing Zhang

Digital twins have shown a great potential in supporting the development of wireless networks. They are virtual representations of 5G/6G systems enabling the design of machine learning and optimization-based techniques. Field data…

Networking and Internet Architecture · Computer Science 2023-03-27 Dun Yuan , Yujin Nam , Amal Feriani , Abhisek Konar , Di Wu , Seowoo Jang , Xue Liu , Greg Dudek

Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such…

Machine Learning · Computer Science 2024-02-29 Rafael Orozco , Felix J. Herrmann , Peng Chen

A computer model can be used for predicting an output only after specifying the values of some unknown physical constants known as calibration parameters. The unknown calibration parameters can be estimated from real data by conducting…

Methodology · Statistics 2021-06-18 Arvind Krishna , V. Roshan Joseph , Shan Ba , William A. Brenneman , William R. Myers

Automated experimentation has the potential to revolutionize scientific discovery, but its effectiveness depends on well-defined optimization targets, which are often uncertain or probabilistic in real-world settings. In this work, we…

Machine Learning · Computer Science 2025-04-10 Yu Liu , Sergei V. Kalinin

Expensive multi-objective optimization is a prevalent and crucial concern in many real-world scenarios, where sample-efficiency is vital due to the limited evaluations to recover the true Pareto front for decision making. Existing works…

Machine Learning · Computer Science 2026-02-03 Yiming Yao , Fei Liu , Liang Zhao , Xi Lin , Yilu Liu , Qingfu Zhang

The recent successes of emerging photovoltaics (PV) such as organic and perovskite solar cells are largely driven by innovations in material science. However, closing the gap to commercialization still requires significant innovation to…

Black-box policy optimization is a class of reinforcement learning algorithms that explores and updates the policies at the parameter level. This class of algorithms is widely applied in robotics with movement primitives or…

Machine Learning · Computer Science 2022-03-22 Marius Memmel , Puze Liu , Davide Tateo , Jan Peters

Algorithm selection and hyperparameter tuning remain two of the most challenging tasks in machine learning. Automated machine learning (AutoML) seeks to automate these tasks to enable widespread use of machine learning by non-experts. This…

Machine Learning · Computer Science 2019-05-22 Chengrun Yang , Yuji Akimoto , Dae Won Kim , Madeleine Udell

Many real-world classification tasks require predicting multiple labels per instance, necessitating the optimization of complex evaluation metrics such as the $F$-measure and Jaccard index. While the Empirical Utility Maximization (EUM)…

Machine Learning · Computer Science 2026-05-28 Mehryar Mohri , Yutao Zhong

Optimal experimental design approaches are seldom used in pre-clinical drug discovery. Main reasons for this lack of use are that available software tools require relatively high insight in optimal design theory, and that the…

Quantitative Methods · Quantitative Biology 2015-05-26 Yasunori Aoki , Monika Sundqvist , Andrew C. Hooker , Peter Gennemark

We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…

Optimization and Control · Mathematics 2024-06-04 Jochen Schmid , Philipp Seufert , Michael Bortz