{"id":23711,"date":"2024-12-16T14:57:37","date_gmt":"2024-12-16T06:57:37","guid":{"rendered":"https:\/\/cde.nus.edu.sg\/isem\/?p=23711"},"modified":"2024-12-17T14:18:15","modified_gmt":"2024-12-17T06:18:15","slug":"ai-agent-statistics","status":"publish","type":"post","link":"https:\/\/cde.nus.edu.sg\/isem\/2024\/12\/ai-agent-statistics\/","title":{"rendered":"AI \u201cAgent Statistics\u201d: AlphaGo for Global Statistical Optimization without Initial Value and Stepsize Constraints"},"content":{"rendered":"\n<h2>\n\t\tISEM Seminar Series\n\t<\/h2>\n\t<table>\n<tbody>\n<tr>\n<td>\n<p><strong>&#8220;AI &#8220;Agent Statistics&#8221;: AlphaGo for Global Statistical Optimization without Initial Value and Stepsize Constraints<\/strong><strong>&#8220;<\/strong><\/p>\n<p><em>by<\/em><\/p>\n<b>Xiaodong Yan<\/b>\n<b>Professor, School of Mathematics and Statistics<\/b>\nXi&#8217;an Jiaotong University\n<\/td>\n<\/tr>\n<tr>\n<td>26 December 2024 (Thursday), 5pm &#8211; 6pm<br \/>\nVenue: E1-07-21\/22 &#8211; ISEM Executive Classroom<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\t<table>\n<tbody>\n<tr>\n<td width=\"765\">ABSTRACT\nThis work introduces a unified slot machine framework for global optimization, transforming the search for global optimizers into the formulation of an optimal bandit strategy over infinite policy sets. Inspired by AlphaGo&#8217;s success with Monte Carlo Tree Search, we develop the Strategic Monte Carlo Optimization (SMCO) algorithm, which extends the exploration space by employing tree search methods. SMCO generates points coordinate-wise from paired distributions, facilitating parallel implementation for high-dimensional continuous functions. Unlike gradient descent ascent (GDA), which follows a single-directional path and depends on initial points and step sizes, SMCO takes a two-sided sampling approach, ensuring robustness to these parameters. We establish convergence to global optimizers almost surely and prove a strategic law of large numbers for nonlinear expectations. Numerical results demonstrate that SMCO outperforms GDA, particle swarm optimization, and simulated annealing in both speed and accuracy.<\/td>\n<\/tr>\n<tr>\n<td width=\"765\">Dr Xiaodong Yan is a Professor at the School of Mathematics and Statistics, Xi&#8217;an Jiaotong University. He has been selected into the national-level young talent project and the A support plan for outstanding young scholars of Xi&#8217;an Jiaotong University. He is also a CCF-Didi Gaia Scholar. His research direction is statistical machine learning and Agent statistics, and his academic papers have been published in well-known statistical journals such as JRSSB, AOS, JASA, the famous econometrics journal JOE, as well as top artificial intelligence conferences like AAAI.<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n","protected":false},"excerpt":{"rendered":"<p>by Dr Xiaodong Yan<\/p>\n<p>Professor<\/p>\n<p>School of Mathematics and Statistics, Xi&#8217;an Jiaotong University<\/p>\n<p>26 December 2024<\/p>\n","protected":false},"author":310,"featured_media":23712,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"default","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"set","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[35,1],"tags":[40],"class_list":["post-23711","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-seminars","category-uncategorized","tag-professional"],"acf":[],"_links":{"self":[{"href":"https:\/\/cde.nus.edu.sg\/isem\/wp-json\/wp\/v2\/posts\/23711","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/cde.nus.edu.sg\/isem\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/cde.nus.edu.sg\/isem\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/cde.nus.edu.sg\/isem\/wp-json\/wp\/v2\/users\/310"}],"replies":[{"embeddable":true,"href":"https:\/\/cde.nus.edu.sg\/isem\/wp-json\/wp\/v2\/comments?post=23711"}],"version-history":[{"count":2,"href":"https:\/\/cde.nus.edu.sg\/isem\/wp-json\/wp\/v2\/posts\/23711\/revisions"}],"predecessor-version":[{"id":23714,"href":"https:\/\/cde.nus.edu.sg\/isem\/wp-json\/wp\/v2\/posts\/23711\/revisions\/23714"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/cde.nus.edu.sg\/isem\/wp-json\/wp\/v2\/media\/23712"}],"wp:attachment":[{"href":"https:\/\/cde.nus.edu.sg\/isem\/wp-json\/wp\/v2\/media?parent=23711"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/cde.nus.edu.sg\/isem\/wp-json\/wp\/v2\/categories?post=23711"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/cde.nus.edu.sg\/isem\/wp-json\/wp\/v2\/tags?post=23711"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}