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Randomized numerical linear algebra - RandNLA, for short - concerns the use of randomization as a resource to develop improved algorithms for large-scale linear algebra computations. The origins of contemporary RandNLA lay in theoretical…

This report showcases the role of, and future directions for, the field of Randomized Numerical Linear Algebra (RNLA) in a selection of scientific applications. These applications span the domains of imaging, genomics and dynamical systems,…

Large matrices arise in many machine learning and data analysis applications, including as representations of datasets, graphs, model weights, and first and second-order derivatives. Randomized Numerical Linear Algebra (RandNLA) is an area…

Machine Learning · Computer Science 2024-06-21 Michał Dereziński , Michael W. Mahoney

Many traditional algorithms for solving combinatorial optimization problems involve using hand-crafted heuristics that sequentially construct a solution. Such heuristics are designed by domain experts and may often be suboptimal due to the…

Machine Learning · Computer Science 2020-12-25 Nina Mazyavkina , Sergey Sviridov , Sergei Ivanov , Evgeny Burnaev

Equation discovery is aimed at directly extracting physical laws from data and has emerged as a pivotal research domain. Previous methods based on symbolic mathematics have achieved substantial advancements, but often require the design of…

Machine Learning · Computer Science 2024-07-23 Mengge Du , Yuntian Chen , Zhongzheng Wang , Longfeng Nie , Dongxiao Zhang

Learning tabula rasa, that is without any prior knowledge, is the prevalent workflow in reinforcement learning (RL) research. However, RL systems, when applied to large-scale settings, rarely operate tabula rasa. Such large-scale systems…

Machine Learning · Computer Science 2022-10-05 Rishabh Agarwal , Max Schwarzer , Pablo Samuel Castro , Aaron Courville , Marc G. Bellemare

Discovering efficient algorithms for solving complex problems has been an outstanding challenge in mathematics and computer science, requiring substantial human expertise over the years. Recent advancements in evolutionary search with large…

Artificial Intelligence · Computer Science 2026-05-26 Anja Surina , Amin Mansouri , Lars Quaedvlieg , Amal Seddas , Maryna Viazovska , Emmanuel Abbe , Caglar Gulcehre

Evolutionary algorithms (EA), a class of stochastic search methods based on the principles of natural evolution, have received widespread acclaim for their exceptional performance in various real-world optimization problems. While…

Neural and Evolutionary Computing · Computer Science 2024-01-30 Yanjie Song , Yutong Wu , Yangyang Guo , Ran Yan , P. N. Suganthan , Yue Zhang , Witold Pedrycz , Swagatam Das , Rammohan Mallipeddi , Oladayo Solomon Ajani. Qiang Feng

Alphas are pivotal in providing signals for quantitative trading. The industry highly values the discovery of formulaic alphas for their interpretability and ease of analysis, compared with the expressive yet overfitting-prone black-box…

Computational Finance · Quantitative Finance 2024-06-27 Feng Xu , Yan Yin , Xinyu Zhang , Tianyuan Liu , Shengyi Jiang , Zongzhang Zhang

Reinforcement Learning (RL) has emerged as a powerful paradigm in Artificial Intelligence (AI), enabling agents to learn optimal behaviors through interactions with their environments. Drawing from the foundations of trial and error, RL…

Artificial Intelligence · Computer Science 2025-02-04 Majid Ghasemi , Amir Hossein Moosavi , Dariush Ebrahimi

Meta-learning is a line of research that develops the ability to leverage past experiences to efficiently solve new learning problems. Meta-Reinforcement Learning (meta-RL) methods demonstrate a capability to learn behaviors that…

Machine Learning · Computer Science 2022-08-25 Brieuc Pinon , Jean-Charles Delvenne , Raphaël Jungers

Conventional reinforcement learning (RL) algorithms exhibit broad generality in their theoretical formulation and high performance on several challenging domains when combined with powerful function approximation. However, developing RL…

Machine Learning · Computer Science 2023-11-07 Joseph Modayil , Zaheer Abbas

Many areas of machine learning and science involve large linear algebra problems, such as eigendecompositions, solving linear systems, computing matrix exponentials, and trace estimation. The matrices involved often have Kronecker,…

Machine Learning · Computer Science 2023-11-30 Andres Potapczynski , Marc Finzi , Geoff Pleiss , Andrew Gordon Wilson

It is a long-standing question to discover causal relations among a set of variables in many empirical sciences. Recently, Reinforcement Learning (RL) has achieved promising results in causal discovery from observational data. However,…

Machine Learning · Computer Science 2021-09-16 Xiaoqiang Wang , Yali Du , Shengyu Zhu , Liangjun Ke , Zhitang Chen , Jianye Hao , Jun Wang

Self-paced reinforcement learning (RL) aims to improve the data efficiency of learning by automatically creating sequences, namely curricula, of probability distributions over contexts. However, existing techniques for self-paced RL fail in…

Machine Learning · Computer Science 2023-05-29 Cevahir Koprulu , Ufuk Topcu

Balancing exploration and exploitation remains a key challenge in reinforcement learning (RL). State-of-the-art RL algorithms suffer from high sample complexity, particularly in the sparse reward case, where they can do no better than to…

Machine Learning · Computer Science 2020-01-22 Philippe Morere , Gilad Francis , Tom Blau , Fabio Ramos

Algorithms are the engine for reproducible problem-solving. We present a framework automating algorithm discovery by conceptualizing them as sequences of operations, represented as tokens. These computational tokens are chained using a…

Artificial Intelligence · Computer Science 2025-07-14 Theo Bourdais , Abeynaya Gnanasekaran , Houman Owhadi , Tuhin Sahai

As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…

Machine Learning · Statistics 2025-07-22 Yuejie Chi , Yuxin Chen , Yuting Wei

Reinforcement learning (RL) problems can be challenging without well-shaped rewards. Prior work on provably efficient RL methods generally proposes to address this issue with dedicated exploration strategies. However, another way to tackle…

Machine Learning · Computer Science 2023-06-21 Qiyang Li , Yuexiang Zhai , Yi Ma , Sergey Levine

This paper presents a review of the field of reinforcement learning (RL), with a focus on providing a comprehensive overview of the key concepts, techniques, and algorithms for beginners. RL has a unique setting, jargon, and mathematics…

Machine Learning · Computer Science 2023-04-04 Mohamed-Amine Chadi , Hajar Mousannif
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