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Navigating the Alpha Jungle: An LLM-Powered MCTS Framework for Formulaic Factor Mining
Shi, Yu, Duan, Yitong, Li, Jian
Alpha factor mining is pivotal in quantitative investment for identifying predictive signals from complex financial data. While traditional formulaic alpha mining relies on human expertise, contemporary automated methods, such as those based on genetic programming or reinforcement learning, often struggle with search inefficiency or yield alpha factors that are difficult to interpret. This paper introduces a novel framework that integrates Large Language Models (LLMs) with Monte Carlo Tree Search (MCTS) to overcome these limitations. Our framework leverages the LLM's instruction-following and reasoning capability to iteratively generate and refine symbolic alpha formulas within an MCTS-driven exploration. A key innovation is the guidance of MCTS exploration by rich, quantitative feedback from financial backtesting of each candidate factor, enabling efficient navigation of the vast search space. Furthermore, a frequent subtree avoidance mechanism is introduced to enhance search diversity and prevent formulaic homogenization, further improving performance. Experimental results on real-world stock market data demonstrate that our LLM-based framework outperforms existing methods by mining alphas with superior predictive accuracy and trading performance. The resulting formulas are also more amenable to human interpretation, establishing a more effective and efficient paradigm for formulaic alpha mining.
Breadth-First Search vs. Restarting Random Walks for Escaping Uninformed Heuristic Regions
Platnick, Daniel, Tomasz, Dawson, Earl, Eamon, Khanzadeh, Sourena, Valenzano, Richard
Greedy search methods like Greedy Best-First Search (GBFS) and Enforced Hill-Climbing (EHC) often struggle when faced with Uninformed Heuristic Regions (UHRs) like heuristic local minima or plateaus. In this work, we theoretically and empirically compare two popular methods for escaping UHRs in breadth-first search (BrFS) and restarting random walks (RRWs). We first derive the expected runtime of escaping a UHR using BrFS and RRWs, based on properties of the UHR and the random walk procedure, and then use these results to identify when RRWs will be faster in expectation than BrFS. We then evaluate these methods for escaping UHRs by comparing standard EHC, which uses BrFS to escape UHRs, to variants of EHC called EHC-RRW, which use RRWs for that purpose. EHC-RRW is shown to have strong expected runtime guarantees in cases where EHC has previously been shown to be effective. We also run experiments with these approaches on PDDL planning benchmarks to better understand their relative effectiveness for escaping UHRs.
AutoSynth: Automated Workflow Optimization for High-Quality Synthetic Dataset Generation via Monte Carlo Tree Search
Bi, Shuzhen, Song, Chang, Song, Siyu, Lv, Jinze, Chen, Jian, Wang, Xinyun, Zhou, Aimin, Hao, Hao
Four-Period Detailed Design Period 1: Topic Selection and Initial Exploration Period 2: Principle Analysis and Model Design Period 3: Model Construction and Refinement Period 4: "Historical Technology Expo" with presentations [Includes detailed student reflection prompts, extension activities, and troubleshooting guidance...] Base Model: Generic Outline Interdisciplinary Lesson Plan Design Learning Objectives: Help students understand how physics influences historical progress... Cultivate ability to analyze social factors behind technological development... Class Schedule: Four periods covering physics review, historical technologies, case study, and modern applications. Assessment: Class participation, group reports, reflection journals [Subsequent periods contain only high-level bullet points without actionable details...] 12 Qualitative Analysis This comparison reveals dramatic capability differences for complex generation tasks. The Base Model produces only a generic outline with vague bullet points--entirely insufficient for classroom use. Both AutoSynth and Expert-Designed models generate outstanding, comprehensive lesson plans with detailed objectives, granular activities, and sophisticated assessment schemes. The subtle differences reflect their optimization processes: AutoSynth emphasizes systematic difficulty coverage (likely from iterative refinement), while Expert-Designed showcases deep assessment design expertise. Both represent quantum leaps over baseline, validating that specialized workflows-- automated or manual--are essential for professional-grade content. This supports our quantitative findings (Table 1): while Au-toSynth achieves lower human preference (51 percent vs 96 percent), it produces genuinely high-quality outputs far superior to baseline capabilities.
AdaptDel: Adaptable Deletion Rate Randomized Smoothing for Certified Robustness
Huang, Zhuoqun, Marchant, Neil G., Ohrimenko, Olga, Rubinstein, Benjamin I. P.
We consider the problem of certified robustness for sequence classification against edit distance perturbations. Naturally occurring inputs of varying lengths (e.g., sentences in natural language processing tasks) present a challenge to current methods that employ fixed-rate deletion mechanisms and lead to suboptimal performance. To this end, we introduce AdaptDel methods with adaptable deletion rates that dynamically adjust based on input properties. We extend the theoretical framework of randomized smoothing to variable-rate deletion, ensuring sound certification with respect to edit distance. We achieve strong empirical results in natural language tasks, observing up to 30 orders of magnitude improvement to median cardinality of the certified region, over state-of-the-art certifications.
A Distributed Training Architecture For Combinatorial Optimization
In recent years, graph neural networks (GNNs) have been widely applied in tackling combinatorial optimization problems. However, existing methods still suffer from limited accuracy when addressing that on complex graphs and exhibit poor scalability, since full training requires loading the whole adjacent matrix and all embeddings at a time, the it may results in out of memory of a single machine. This limitation significantly restricts their applicability to large-scale scenarios. To address these challenges, we propose a distributed GNN-based training framework for combinatorial optimization. In details, firstly, large graph is partition into several small subgraphs. Then the individual subgraphs are full trained, providing a foundation for efficient local optimization. Finally, reinforcement learning (RL) are employed to take actions according to GNN output, to make sure the restrictions between cross nodes can be learned. Extensive experiments are conducted on both real large-scale social network datasets (e.g., Facebook, Youtube) and synthetically generated high-complexity graphs, which demonstrate that our framework outperforms state-of-the-art approaches in both solution quality and computational efficiency. Moreover, the experiments on large graph instances also validate the scalability of the model.
CoCo-MILP: Inter-Variable Contrastive and Intra-Constraint Competitive MILP Solution Prediction
Pu, Tianle, Li, Jianing, Gao, Yingying, Liu, Shixuan, Geng, Zijie, Liu, Haoyang, Chen, Chao, Fan, Changjun
Mixed-Integer Linear Programming (MILP) is a cornerstone of combinatorial optimization, yet solving large-scale instances remains a significant computational challenge. Recently, Graph Neural Networks (GNNs) have shown promise in accelerating MILP solvers by predicting high-quality solutions. However, we identify that existing methods misalign with the intrinsic structure of MILP problems at two levels. At the leaning objective level, the Binary Cross-Entropy (BCE) loss treats variables independently, neglecting their relative priority and yielding plausible logits. At the model architecture level, standard GNN message passing inherently smooths the representations across variables, missing the natural competitive relationships within constraints. To address these challenges, we propose CoCo-MILP, which explicitly models inter-variable Contrast and intra-constraint Competition for advanced MILP solution prediction. At the objective level, CoCo-MILP introduces the Inter-Variable Contrastive Loss (VCL), which explicitly maximizes the embedding margin between variables assigned one versus zero. At the architectural level, we design an Intra-Constraint Competitive GNN layer that, instead of homogenizing features, learns to differentiate representations of competing variables within a constraint, capturing their exclusionary nature. Experimental results on standard benchmarks demonstrate that CoCo-MILP significantly outperforms existing learning-based approaches, reducing the solution gap by up to 68.12% compared to traditional solvers. Our code is available at https://github.com/happypu326/CoCo-MILP.
Iterated Population Based Training with Task-Agnostic Restarts
Chebykin, Alexander, Alderliesten, Tanja, Bosman, Peter A. N.
Hyperparameter Optimization (HPO) can lift the burden of tuning hyperparameters (HPs) of neural networks. HPO algorithms from the Population Based Training (PBT) family are efficient thanks to dynamically adjusting HPs every few steps of the weight optimization. Recent results indicate that the number of steps between HP updates is an important meta-HP of all PBT variants that can substantially affect their performance. Yet, no method or intuition is available for efficiently setting its value. We introduce Iterated Population Based Training (IPBT), a novel PBT variant that automatically adjusts this HP via restarts that reuse weight information in a task-agnostic way and leverage time-varying Bayesian optimization to reinitialize HPs. Evaluation on 8 image classification and reinforcement learning tasks shows that, on average, our algorithm matches or outperforms 5 previous PBT variants and other HPO algorithms (random search, ASHA, SMAC3), without requiring a budget increase or any changes to its HPs. The source code is available at https://github.com/AwesomeLemon/IPBT.
A Quantum Tunneling and Bio-Phototactic Driven Enhanced Dwarf Mongoose Optimizer for UAV Trajectory Planning and Engineering Problem
Yu, Mingyang, Yang, Haorui, An, Kangning, Wei, Xinjian, Xu, Xiaoxuan, Xu, Jing
With the widespread adoption of unmanned aerial vehicles (UAV), effective path planning has become increasingly important. Although traditional search methods have been extensively applied, metaheuristic algorithms have gained popularity due to their efficiency and problem-specific heuristics. However, challenges such as premature convergence and lack of solution diversity still hinder their performance in complex scenarios. To address these issues, this paper proposes an Enhanced Multi-Strategy Dwarf Mongoose Optimization (EDMO) algorithm, tailored for three-dimensional UAV trajectory planning in dynamic and obstacle-rich environments. EDMO integrates three novel strategies: (1) a Dynamic Quantum Tunneling Optimization Strategy (DQTOS) to enable particles to probabilistically escape local optima; (2) a Bio-phototactic Dynamic Focusing Search Strategy (BDFSS) inspired by microbial phototaxis for adaptive local refinement; and (3) an Orthogonal Lens Opposition-Based Learning (OLOBL) strategy to enhance global exploration through structured dimensional recombination. EDMO is benchmarked on 39 standard test functions from CEC2017 and CEC2020, outperforming 14 advanced algorithms in convergence speed, robustness, and optimization accuracy. Furthermore, real-world validations on UAV three-dimensional path planning and three engineering design tasks confirm its practical applicability and effectiveness in field robotics missions requiring intelligent, adaptive, and time-efficient planning.
MOSAIC: A Skill-Centric Algorithmic Framework for Long-Horizon Manipulation Planning
Mishani, Itamar, Shaoul, Yorai, Likhachev, Maxim
Planning long-horizon manipulation motions using a set of predefined skills is a central challenge in robotics; solving it efficiently could enable general-purpose robots to tackle novel tasks by flexibly composing generic skills. Solutions to this problem lie in an infinitely vast space of parameterized skill sequences -- a space where common incremental methods struggle to find sequences that have non-obvious intermediate steps. Some approaches reason over lower-dimensional, symbolic spaces, which are more tractable to explore but may be brittle and are laborious to construct. In this work, we introduce MOSAIC, a skill-centric, multi-directional planning approach that targets these challenges by reasoning about which skills to employ and where they are most likely to succeed, by utilizing physics simulation to estimate skill execution outcomes. Specifically, MOSAIC employs two complementary skill families: Generators, which identify ``islands of competence'' where skills are demonstrably effective, and Connectors, which link these skill-trajectories by solving boundary value problems. By focusing planning efforts on regions of high competence, MOSAIC efficiently discovers physically-grounded solutions. We demonstrate its efficacy on complex long-horizon problems in both simulation and the real world, using a diverse set of skills including generative diffusion models, motion planning algorithms, and manipulation-specific models. Visit skill-mosaic.github.io for demonstrations and examples.