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Automated matching engines execute millions of orders per session, yet systematic asymmetries in latency, order size, and market access compound into persistent execution disparities that erode participant trust. We formulate provably fair…

计算机科学与博弈论 · 计算机科学 2026-04-09 Zehua Cheng , Zhipeng Wang , Wei Dai , Wenhu Zhang , Vadzim Mahilny , David Shi , Elena Jia , Jiahao Sun

We study the interplay between surrogate methods for structured prediction and techniques from multitask learning designed to leverage relationships between surrogate outputs. We propose an efficient algorithm based on trace norm…

机器学习 · 计算机科学 2019-03-05 Giulia Luise , Dimitris Stamos , Massimiliano Pontil , Carlo Ciliberto

Optimizing industrial processes often involves gray-box models that couple algebraic glass-box equations with black-box components lacking analytic derivatives. Such systems challenge derivative-based solvers. The classical trust-region…

最优化与控制 · 数学 2026-04-15 Gul Hameed , Tao Chen , Antonio del Rio Chanona , Lorenz T. Biegler , Michael Short

Direct Preference Optimization (DPO) is a widely used RL-free method for aligning language models from pairwise preferences, but it models preferences over full sequences even though generation is driven by per-token decisions. Existing…

计算与语言 · 计算机科学 2026-05-15 Truong Nguyen , Tien-Phat Nguyen , Linh Ngo Van , Duy Minh Ho Nguyen , Khoa D. Doan , Trung Le

Traditional policy gradient methods are fundamentally flawed. Natural gradients converge quicker and better, forming the foundation of contemporary Reinforcement Learning such as Trust Region Policy Optimization (TRPO) and Proximal Policy…

机器学习 · 计算机科学 2022-09-07 W. J. A. van Heeswijk

Reinforcement learning algorithms such as group-relative policy optimization (GRPO) have shown strong potential for improving the mathematical reasoning capabilities of large language models. While a growing body of work seeks to improve…

机器学习 · 计算机科学 2026-05-12 Wenquan Lu , Hai Huang , Enqi Liu , Randall Balestriero

Existing Reinforcement Learning from Verifiable Rewards (RLVR) methods, such as Group Relative Policy Optimization (GRPO), have achieved remarkable progress in improving the reasoning capabilities of Large Reasoning Models (LRMs). However,…

机器学习 · 计算机科学 2026-04-16 Hsiu-Yuan Huang , Chenming Tang , Weijie Liu , Clive Bai , Saiyong Yang , Yunfang Wu

Derivative-free optimization problems are optimization problems where derivative information is unavailable. The least Frobenius norm updating quadratic interpolation model function is one of the essential under-determined model functions…

最优化与控制 · 数学 2023-11-21 Pengcheng Xie , Ya-xiang Yuan

In this paper, we present convergence guarantees for a modified trust-region method designed for minimizing objective functions whose value and gradient and Hessian estimates are computed with noise. These estimates are produced by generic…

最优化与控制 · 数学 2023-07-04 Liyuan Cao , Albert S. Berahas , Katya Scheinberg

Reinforcement learning with verifiable rewards (RLVR) has become a standard paradigm for post-training large language models. While Group Relative Policy Optimization (GRPO) is widely adopted, its coarse credit assignment uniformly…

机器学习 · 计算机科学 2026-04-03 Gengsheng Li , Tianyu Yang , Junfeng Fang , Mingyang Song , Mao Zheng , Haiyun Guo , Dan Zhang , Jinqiao Wang , Tat-Seng Chua

We propose the Constraint-Generation Policy Optimization (CGPO) framework to optimize policy parameters within compact and interpretable policy classes for mixed discrete-continuous Markov Decision Processes (DC-MDP). CGPO can not only…

最优化与控制 · 数学 2025-03-18 Michael Gimelfarb , Ayal Taitler , Scott Sanner

Direct Preference Optimization (DPO) has become the de facto standard for offline preference alignment of large language models, but its reliance on a reference policy introduces a critical tension. DPO weighs each update relative to a…

机器学习 · 计算机科学 2026-02-13 Suqin Yuan , Xingrui Yu , Jiyang Zheng , Lei Feng , Dadong Wang , Ivor Tsang , Tongliang Liu

We propose a trust-region stochastic sequential quadratic programming algorithm (TR-StoSQP) to solve nonlinear optimization problems with stochastic objectives and deterministic equality constraints. We consider a fully stochastic setting,…

最优化与控制 · 数学 2024-01-30 Yuchen Fang , Sen Na , Michael W. Mahoney , Mladen Kolar

Reinforcement learning with verifiable reward has recently emerged as a central paradigm for post-training large language models (LLMs); however, prevailing mean-based methods, such as Group Relative Policy Optimization (GRPO), suffer from…

Despite the growing interest in designing truly interactive hyperparameter optimization (HPO) methods, to date, only a few allow to include human feedback. Existing interactive Bayesian optimization (BO) methods incorporate human beliefs by…

机器学习 · 计算机科学 2025-05-26 Jonas Seng , Fabrizio Ventola , Zhongjie Yu , Kristian Kersting

Improvements in return forecast accuracy do not always lead to proportional improvements in portfolio decision quality, especially under realistic trading frictions and constraints. This paper adopts the Smart Predict--then--Optimize (SPO)…

投资组合管理 · 定量金融 2026-01-13 Wang Yi , Takashi Hasuike

Policy-gradient methods such as Proximal Policy Optimization (PPO) are typically updated along a single stochastic gradient direction, leaving the rich local structure of the parameter space unexplored. Previous work has shown that the…

机器学习 · 计算机科学 2025-10-01 Xinyu Zhang , Aishik Deb , Klaus Mueller

We propose a novel constrained reinforcement learning method for finding optimal policies in Markov Decision Processes while satisfying temporal logic constraints with a desired probability throughout the learning process. An…

机器人学 · 计算机科学 2021-09-07 Derya Aksaray , Yasin Yazicioglu , Ahmet Semi Asarkaya

In environments with delayed observation, state augmentation by including actions within the delay window is adopted to retrieve Markovian property to enable reinforcement learning (RL). However, state-of-the-art (SOTA) RL techniques with…

机器学习 · 计算机科学 2024-10-23 Qingyuan Wu , Simon Sinong Zhan , Yixuan Wang , Yuhui Wang , Chung-Wei Lin , Chen Lv , Qi Zhu , Chao Huang

We introduce Team Utility-Constrained Proximal Policy Optimization (TUC-PPO), a new deep reinforcement learning framework. It extends Proximal Policy Optimization (PPO) by integrating team welfare objectives specifically for spatial public…

计算机科学与博弈论 · 计算机科学 2025-07-04 Zhaoqilin Yang , Xin Wang , Ruichen Zhang , Chanchan Li , Youliang Tian