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NOVAS: Non-convex Optimization via Adaptive Stochastic Search for End-to-end Learning and Control
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use NOVAS instead of unrolled DCEM | SPEN regression · SPEN regression | speed: 5x | Helped |
| Use NOVAS instead of unrolled DCEM | SPEN regression · SPEN regression | inner-loop convergence rate | Helped |
| Use sampling-based optimization (NOVAS or unrolled DCEM) instead of unrolled gradient descent | SPEN energy learning · SPEN regression | energy landscape quality | Helped |
| Change inner-loop optimization hyperparameters at inference after training with unrolled gradient descent | SPEN energy learning · SPEN regression | regression performance | Hurt |
| Replace the explicit Hamiltonian minimizer with NOVAS | Deep FBSDE controller · Cart-pole swing-up | control performance | No clear effect |
| Use NOVAS-FBSDE rather than constant equal allocation | Portfolio strategy · 101-dimensional portfolio optimization | probability of outperforming the market: almost 5% | Helped |
| Use NOVAS-FBSDE rather than random allocations | Portfolio strategy · 101-dimensional portfolio optimization | probability of outperforming the market: almost 5% | Helped |
| Avoid unrolling the NOVAS inner-loop graph (ablation) | NOVAS · SPEN regression | speed: 5x | Helped |
| Unroll NOVAS rather than keep its inner loop off-graph (ablation) | NOVAS · SPEN regression | learning performance | No clear effect |
| Use the sigmoid-like shape function rather than the exponential shape function (ablation) | NOVAS · SPEN regression | accuracy | Helped |
| Use the exponential shape function rather than the sigmoid-like shape function (ablation) | NOVAS · SPEN regression | speed | Helped |
| Use either tested shape function instead of the other (ablation) | NOVAS-FBSDE · Control using FBSDEs | performance | No clear effect |
Closest papers by meaning
- Adaptive Stochastic Natural Gradient Method for One-Shot Neural Architecture Search (ICML 2019 · similarity 0.88)
- End-to-End Learning for Stochastic Optimization: A Bayesian Perspective (ICML 2023 · similarity 0.87)
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- Adaptive Methods through the Lens of SDEs: Theoretical Insights on the Role of Noise (ICLR 2025 · similarity 0.86)
- BPQP: A Differentiable Convex Optimization Framework for Efficient End-to-End Learning (NeurIPS 2024 · similarity 0.86)
- Non-asymptotic Analysis of Biased Adaptive Stochastic Approximation (NeurIPS 2024 · similarity 0.85)
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