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Epidemiological models must be calibrated to ground truth for downstream tasks such as producing forward projections or running what-if scenarios. The meaning of calibration changes in case of a stochastic model since output from such a…

Applications · Statistics 2023-09-15 Arindam Fadikar , Mickael Binois , Nicholson Collier , Abby Stevens , Kok Ben Toh , Jonathan Ozik

It is challenging for reinforcement learning (RL) algorithms to succeed in real-world applications like financial trading and logistic system due to the noisy observation and environment shifting between training and evaluation. Thus, it…

Machine Learning · Computer Science 2022-05-20 Zhengyu Yang , Kan Ren , Xufang Luo , Minghuan Liu , Weiqing Liu , Jiang Bian , Weinan Zhang , Dongsheng Li

In electronic structure calculations the optimized effective potential (OEP) is a method that treats exchange interactions exactly using a local potential within density-functional theory (DFT). We present a method using density functional…

Materials Science · Physics 2013-01-24 Tom W. Hollins , Stewart J. Clark , Keith Refson , Nikitas I. Gidopoulos

We derive exact analytical expressions for the ground-state energy and entropy of the two-dimensional $\pm J$ Ising spin glass, uncovering a nested hierarchy of frustrations. Each level in this hierarchy contributes through the kernel and…

Disordered Systems and Neural Networks · Physics 2025-04-10 Chaoming Song

In this paper we consider central limit theorems for various macroscopic observables in the high temperature region of the Sherrington-Kirkpatrick spin glass model. With a particular focus on obtaining a quenched central limit theorem for…

Probability · Mathematics 2015-05-13 Sourav Chatterjee , Nick Crawford

Entropic Outlier Sparsification (EOS) is proposed as a robust computational strategy for the detection of data anomalies in a broad class of learning methods, including the unsupervised problems (like detection of non-Gaussian outliers in…

Methodology · Statistics 2022-06-08 Illia Horenko

In this paper, we discuss optimality conditions for optimization problems involving random state constraints, which are modeled in probabilistic or almost sure form. While the latter can be understood as the limiting case of the former, the…

Optimization and Control · Mathematics 2024-01-17 Caroline Geiersbach , René Henrion

Proximal policy optimization (PPO) is one of the most successful deep reinforcement-learning methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, its optimization behavior is still far from…

Machine Learning · Computer Science 2020-01-15 Yuhui Wang , Hao He , Chao Wen , Xiaoyang Tan

We present a unified exact tensor network approach to compute the ground state energy, identify the optimal configuration, and count the number of solutions for spin glasses. The method is based on tensor networks with the Tropical Algebra…

Statistical Mechanics · Physics 2021-03-10 Jin-Guo Liu , Lei Wang , Pan Zhang

Across many scientific and engineering disciplines, it is important to consider how much the output of a given system changes due to perturbations of the input. Here, we investigate the glassy phase of $\pm J$ spin glasses at zero…

Disordered Systems and Neural Networks · Physics 2022-10-24 Vaibhav Mohanty , Ard A. Louis

Ground states of three-dimensional EA Ising spin glasses are calculated for sizes up to 14^3 using a combination of a genetic algorithm and cluster-exact approximation. For each realization several independent ground states are obtained.…

Disordered Systems and Neural Networks · Physics 2015-06-25 Alexander K. Hartmann

We discuss the computational complexity of random 2D Ising spin glasses, which represent an interesting class of constraint satisfaction problems for black box optimization. Two extremal cases are considered: (1) the +/- J spin glass, and…

Neural and Evolutionary Computing · Computer Science 2009-09-29 Martin Pelikan , Jiri Ocenasek , Simon Trebst , Matthias Troyer , Fabien Alet

In Constrained Reinforcement Learning (CRL), agents explore the environment to learn the optimal policy while satisfying constraints. The penalty function method has recently been studied as an effective approach for handling constraints,…

Machine Learning · Computer Science 2024-07-23 Shiqing Gao , Jiaxin Ding , Luoyi Fu , Xinbing Wang , Chenghu Zhou

Using a simple, annealed model, some of the key features of the recently introduced extremal optimization heuristic are demonstrated. In particular, it is shown that the dynamics of local search possesses a generic critical point under the…

Computational Physics · Physics 2018-07-06 Stefan Boettcher , Martin Frank

Neural network quantum states are a promising tool to analyze complex quantum systems given their representative power. It can however be difficult to optimize efficiently and effectively the parameters of this type of ansatz. Here we…

Quantum Physics · Physics 2023-05-10 Wenxuan Zhang , Xiansong Xu , Zheyu Wu , Vinitha Balachandran , Dario Poletti

We introduce a generalized \textit{Probabilistic Approximate Optimization Algorithm (PAOA)}, a classical variational Monte Carlo framework that extends and formalizes prior work by Weitz \textit{et al.}~\cite{Combes_2023}, enabling…

Disordered Systems and Neural Networks · Physics 2025-12-09 Abdelrahman S. Abdelrahman , Shuvro Chowdhury , Flaviano Morone , Kerem Y. Camsari

Established approaches to obtain generalization bounds in data-driven optimization and machine learning mostly build on solutions from empirical risk minimization (ERM), which depend crucially on the functional complexity of the hypothesis…

Optimization and Control · Mathematics 2022-10-14 Yibo Zeng , Henry Lam

I present a new method to analyze Glauber dynamics of the Sherrington-Kirkpatrick (SK) spin glass model. The method is based on ideas used in the classical kinetic theory of fluids. I apply it to study spin correlations in the high…

Disordered Systems and Neural Networks · Physics 2009-10-30 Grzegorz Szamel

Using the results of large scale numerical simulations we study the probability distribution of the pseudo critical temperature for the three-dimensional Edwards-Anderson Ising spin glass and for the fully connected Sherrington-Kirkpatrick…

Disordered Systems and Neural Networks · Physics 2011-10-21 A. Billoire , L. A. Fernandez , A. Maiorano , E. Marinari , V. Martin-Mayor , D. Yllanes

This paper studies the application of the Quantum Approximate Optimization Algorithm (QAOA) to spin-glass models with random multi-body couplings in the limit of a large number of spins. We show that for such mixed-spin models the…

Quantum Physics · Physics 2021-09-17 Jahan Claes , Wim van Dam