Multi-objective portfolio optimisation is a critical problem researched across various fields of study as it achieves the objective of maximising the expected return while minimising the risk of a given portfolio at the same time. However, many studies fail to include realistic constraints in the model, which limits practical trading strategies. This study introduces realistic constraints, such as transaction and holding costs, into an optimisation model. Due to the non-convex nature of this problem, metaheuristic algorithms, such as NSGA-II, R-NSGA-II, NSGA-III and U-NSGA-III, will play a vital role in solving the problem. Furthermore, a learnheuristic approach is taken as surrogate models enhance the metaheuristics employed. These algorithms are then compared to the baseline metaheuristic algorithms, which solve a constrained, multi-objective optimisation problem without using learnheuristics. The results of this study show that, despite taking significantly longer to run to completion, the learnheuristic algorithms outperform the baseline algorithms in terms of hypervolume and rate of convergence. Furthermore, the backtesting results indicate that utilising learnheuristics to generate weights for asset allocation leads to a lower risk percentage, higher expected return and higher Sharpe ratio than backtesting without using learnheuristics. This leads us to conclude that using learnheuristics to solve a constrained, multi-objective portfolio optimisation problem produces superior and preferable results than solving the problem without using learnheuristics.

Google AlphaGos win has significantly motivated and sped up machine learning (ML) research and development, which led to tremendous ML technical advances and wider adoptions in various domains (e.g., Finance, Health, Defense, and Education). These advances have resulted in numerous new concepts and technologies, which are too many for people to catch up to and even make them confused, especially for newcomers to the ML area. This paper is aimed to present a clear picture of the state-of-the-art of the existing ML technologies with a comprehensive survey. We lay out this survey by viewing ML as a MLOps (ML Operations) process, where the key concepts and activities are collected and elaborated with representative works and surveys. We hope that this paper can serve as a quick reference manual (a survey of surveys) for newcomers (e.g., researchers, practitioners) of ML to get an overview of the MLOps process, as well as a good understanding of the key technologies used in each step of the ML process, and know where to find more details.

In this paper, we propose an ultrafast automated model compression framework called SeerNet for flexible network deployment. Conventional non-differen-tiable methods discretely search the desirable compression policy based on the accuracy from exhaustively trained lightweight models, and existing differentiable methods optimize an extremely large supernet to obtain the required compressed model for deployment. They both cause heavy computational cost due to the complex compression policy search and evaluation process. On the contrary, we obtain the optimal efficient networks by directly optimizing the compression policy with an accurate performance predictor, where the ultrafast automated model compression for various computational cost constraint is achieved without complex compression policy search and evaluation. Specifically, we first train the performance predictor based on the accuracy from uncertain compression policies actively selected by efficient evolutionary search, so that informative supervision is provided to learn the accurate performance predictor with acceptable cost. Then we leverage the gradient that maximizes the predicted performance under the barrier complexity constraint for ultrafast acquisition of the desirable compression policy, where adaptive update stepsizes with momentum are employed to enhance optimality of the acquired pruning and quantization strategy. Compared with the state-of-the-art automated model compression methods, experimental results on image classification and object detection show that our method achieves competitive accuracy-complexity trade-offs with significant reduction of the search cost.

With the booming demand for machine learning applications, it has been recognized that the number of knowledgeable data scientists can not scale with the growing data volumes and application needs in our digital world. In response to this demand, several automated machine learning (AutoML) frameworks have been developed to fill the gap of human expertise by automating the process of building machine learning pipelines. Each framework comes with different heuristics-based design decisions. In this study, we present a comprehensive evaluation and comparison of the performance characteristics of six popular AutoML frameworks, namely, AutoWeka, AutoSKlearn, TPOT, Recipe, ATM, and SmartML, across 100 data sets from established AutoML benchmark suites. Our experimental evaluation considers different aspects for its comparison, including the performance impact of several design decisions, including time budget, size of search space, meta-learning, and ensemble construction. The results of our study reveal various interesting insights that can significantly guide and impact the design of AutoML frameworks.

The paper discusses derivative-free optimization (DFO), which involves minimizing a function without access to gradients or directional derivatives, only function evaluations. Classical DFO methods, which mimic gradient-based methods, such as Nelder-Mead and direct search have limited scalability for high-dimensional problems. Zeroth-order methods have been gaining popularity due to the demands of large-scale machine learning applications, and the paper focuses on the selection of the step size $\alpha_k$ in these methods. The proposed approach, called Curvature-Aware Random Search (CARS), uses first- and second-order finite difference approximations to compute a candidate $\alpha_{+}$. We prove that for strongly convex objective functions, CARS converges linearly provided that the search direction is drawn from a distribution satisfying very mild conditions. We also present a Cubic Regularized variant of CARS, named CARS-CR, which converges in a rate of $\mathcal{O}(k^{-1})$ without the assumption of strong convexity. Numerical experiments show that CARS and CARS-CR match or exceed the state-of-the-arts on benchmark problem sets.

These issues can be more intense in unsupervised tasks Combinatorial optimization is a broad and challenging due to lacking supervision information [27]. In addition, field with real-world applications ranging from traffic routing the large message vectors restrict the scalability because of to recommendation engines. As these problems are often memory overhead. In light of the local search algorithms' NP-hard [1]-[5], an efficient algorithm to find the best performance and the limitation of GNNs, we study how is solution in all instances with feasible resources is unlikely to the performance of a lightweight model directly using node exist. Therefore, researchers have turned to design heuristics features in the cardinality-constrained maximization problems, [5]-[9] in addition to approximation algorithms [10]-[16] then a natural question would be: In light of the local and enumeration [17], [18]. Among many well-known algorithms, search algorithms' performance and the limitation of GNNs, the standard greedy algorithm (Greedy) [19] provides we study how is the performance of a lightweight model the optimal (1 1/e)-approximation ratio for monotone directly using node features in the cardinality-constrained submodular instances, but this theoretical guarantee does maximization problems. Is it possible to design a lightweight not hold for non-submodular functions [20]. The limitation DQN model that can explore solution space like local search of Greedy has led to the development of greedy local (LS) does and serve as a general-purpose algorithm for search techniques that provide a feasible solution for various the combinatorial problem yet remain efficient in terms of applications. These techniques usually allow deletion and exchange runtime and memory consumption?

We introduce the Bayesian Compiler Optimization framework (BaCO), a general purpose autotuner for modern compilers targeting CPUs, GPUs, and FPGAs. BaCO provides the flexibility needed to handle the requirements of modern autotuning tasks. Particularly, it deals with permutation, ordered, and continuous parameter types along with both known and unknown parameter constraints. To reason about these parameter types and efficiently deliver high-quality code, BaCO uses Bayesian optimiza tion algorithms specialized towards the autotuning domain. We demonstrate BaCO's effectiveness on three modern compiler systems: TACO, RISE & ELEVATE, and HPVM2FPGA for CPUs, GPUs, and FPGAs respectively. For these domains, BaCO outperforms current state-of-the-art autotuners by delivering on average 1.36x-1.56x faster code with a tiny search budget, and BaCO is able to reach expert-level performance 2.9x-3.9x faster.

Learning causal relationships solely from observational data provides insufficient information about the underlying causal mechanism and the search space of possible causal graphs. As a result, often the search space can grow exponentially for approaches such as Greedy Equivalence Search (GES) that uses a score-based approach to search the space of equivalence classes of graphs. Prior causal information such as the presence or absence of a causal edge can be leveraged to guide the discovery process towards a more restricted and accurate search space. In this study, we present KGS, a knowledge-guided greedy score-based causal discovery approach that uses observational data and structural priors (causal edges) as constraints to learn the causal graph. KGS is a novel application of knowledge constraints that can leverage any of the following prior edge information between any two variables: the presence of a directed edge, the absence of an edge, and the presence of an undirected edge. We extensively evaluate KGS across multiple settings in both synthetic and benchmark real-world datasets. Our experimental results demonstrate that structural priors of any type and amount are helpful and guide the search process towards an improved performance and early convergence.

Numerous research studies in the field of federated learning (FL) have attempted to use personalization to address the heterogeneity among clients, one of FL's most crucial and challenging problems. However, existing works predominantly focus on tailoring models. Yet, due to the heterogeneity of clients, they may each require different choices of hyperparameters, which have not been studied so far. We pinpoint two challenges of personalized federated hyperparameter optimization (pFedHPO): handling the exponentially increased search space and characterizing each client without compromising its data privacy. To overcome them, we propose learning a \textsc{H}yper\textsc{P}arameter \textsc{N}etwork (HPN) fed with client encoding to decide personalized hyperparameters. The client encoding is calculated with a random projection-based procedure to protect each client's privacy. Besides, we design a novel mechanism to debias the low-fidelity function evaluation samples for learning HPN. We conduct extensive experiments on FL tasks from various domains, demonstrating the superiority of HPN.

With the rising complexity of numerous novel applications that serve our modern society comes the strong need to design efficient computing platforms. Designing efficient hardware is, however, a complex multi-objective problem that deals with multiple parameters and their interactions. Given that there are a large number of parameters and objectives involved in hardware design, synthesizing all possible combinations is not a feasible method to find the optimal solution. One promising approach to tackle this problem is statistical modeling of a desired hardware performance. Here, we propose a model-based active learning approach to solve this problem. Our proposed method uses Bayesian models to characterize various aspects of hardware performance. We also use transfer learning and Gaussian regression bootstrapping techniques in conjunction with active learning to create more accurate models. Our proposed statistical modeling method provides hardware models that are sufficiently accurate to perform design space exploration as well as performance prediction simultaneously. We use our proposed method to perform design space exploration and performance prediction for various hardware setups, such as micro-architecture design and OpenCL kernels for FPGA targets. Our experiments show that the number of samples required to create performance models significantly reduces while maintaining the predictive power of our proposed statistical models. For instance, in our performance prediction setting, the proposed method needs 65% fewer samples to create the model, and in the design space exploration setting, our proposed method can find the best parameter settings by exploring less than 50 samples.