相关论文: Complexity of stochastic branch and bound methods …
Research in reinforcement learning has produced algorithms for optimal decision making under uncertainty that fall within two main types. The first employs a Bayesian framework, where optimality improves with increased computational time.…
Tree search algorithms, such as branch-and-bound, are the most widely used tools for solving combinatorial and nonconvex problems. For example, they are the foremost method for solving (mixed) integer programs and constraint satisfaction…
Bayesian model-based reinforcement learning is a formally elegant approach to learning optimal behaviour under model uncertainty, trading off exploration and exploitation in an ideal way. Unfortunately, finding the resulting Bayes-optimal…
A big challenge in branch and bound lies in identifying the optimal node within the search tree from which to proceed. Current state-of-the-art selectors utilize either hand-crafted ensembles that automatically switch between naive sub-node…
Retrieving relevant targets from an extremely large target set under computational limits is a common challenge for information retrieval and recommendation systems. Tree models, which formulate targets as leaves of a tree with trainable…
We address the problem of Bayesian reinforcement learning using efficient model-based online planning. We propose an optimism-free Bayes-adaptive algorithm to induce deeper and sparser exploration with a theoretical bound on its performance…
The problem of {\em efficiently} finding the best match for a query in a given set with respect to the Euclidean distance or the cosine similarity has been extensively studied in literature. However, a closely related problem of efficiently…
Learning Bayesian networks is often cast as an optimization problem, where the computational task is to find a structure that maximizes a statistically motivated score. By and large, existing learning tools address this optimization problem…
Boosted decision trees enjoy popularity in a variety of applications; however, for large-scale datasets, the cost of training a decision tree in each round can be prohibitively expensive. Inspired by ideas from the multi-arm bandit…
This paper describes stochastic search approaches, including a new stochastic algorithm and an adaptive mutation operator, for learning Bayesian networks from incomplete data. This problem is characterized by a huge solution space with a…
The combination of Monte Carlo tree search and neural networks has revolutionized online planning. As neural network approximations are often imperfect, we ask whether uncertainty estimates about the network outputs could be used to improve…
Branch-and-bound is a systematic enumerative method for combinatorial optimization, where the performance highly relies on the variable selection strategy. State-of-the-art handcrafted heuristic strategies suffer from relatively slow…
Decision tree learning is a widely used approach in machine learning, favoured in applications that require concise and interpretable models. Heuristic methods are traditionally used to quickly produce models with reasonably high accuracy.…
Bayesian neural networks perform variational inference over the weights however calculation of the posterior distribution remains a challenge. Our work builds on variational inference techniques for bayesian neural networks using the…
This work presents novel algorithms for learning Bayesian network structures with bounded treewidth. Both exact and approximate methods are developed. The exact method combines mixed-integer linear programming formulations for structure…
We present a method for learning treewidth-bounded Bayesian networks from data sets containing thousands of variables. Bounding the treewidth of a Bayesian greatly reduces the complexity of inferences. Yet, being a global property of the…
Polytrees are a subclass of Bayesian networks that seek to capture the conditional dependencies between a set of $n$ variables as a directed forest and are motivated by their more efficient inference and improved interpretability. Since the…
We present a general method for obtaining strong bounds for discrete optimization problems that is based on a concept of branching duality. It can be applied when no useful integer programming model is available, and we illustrate this with…
Tackling simulation optimization problems with non-convex objective functions remains a fundamental challenge in operations research. In this paper, we propose a class of random search algorithms, called Regular Tree Search, which…
This paper proposes an online tree-based Bayesian approach for reinforcement learning. For inference, we employ a generalised context tree model. This defines a distribution on multivariate Gaussian piecewise-linear models, which can be…