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Found 4 papers, 2 papers with code
A Sequential Quadratic Programming Method with High Probability Complexity Bounds for Nonlinear Equality Constrained Stochastic Optimization
A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems.
ControlBurn: Nonlinear Feature Selection with Sparse Tree Ensembles
ControlBurn is a Python package to construct feature-sparse tree ensembles that support nonlinear feature selection and interpretable machine learning.
ControlBurn: Feature Selection by Sparse Forests
Like the linear LASSO, ControlBurn assigns all the feature importance of a correlated group of features to a single feature.
Dynamic Pricing on E-commerce Platform with Deep Reinforcement Learning
We first extend the application of dynamic pricing to a continuous pricing action space.
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