We investigate whether symbolic regression can discover explicit neural network weight-update rules that outperform standard hand-designed optimizers on small symbolic regression benchmarks. Candidate update rules are represented as fixed-depth symbolic expressions over operands derived from common optimizers, including gradient, momentum, adaptive-gradient, and moment-estimate quantities. Across 30 benchmark/neural network combinations, the symbolic regression procedure found an update rule outperforming the best hyperparameter-tuned established optimizer in 25 cases, with an aggregate MSE reduction of 44.47\% over the improved cases. The discovered rules do not all share a single common symbolic form, but many combine adaptive normalization, momentum-like quantities, nonlinear transformations, and rational expressions. These results suggest that symbolic regression can serve as a lightweight mechanism for discovering compact optimizer variants, while also highlighting the need for larger-scale validation.
Chemists and materials scientists increasingly use machine learning models, such as graph neural networks (GNNs), to predict properties of molecules and the outcomes of their reactions. Beyond predictive performance, understanding how these models organize chemical information in…
In spite of the fundamental role of neural networks in contemporary machine learning research, our understanding of the computational complexity of optimally training neural networks remains incomplete even when dealing with the simplest kinds of activation functions. Indeed, whi…
High-entropy perovskite oxides (HEPOs) represent a chemically complex class of materials with promising functional properties, yet their vast compositional space and, chemical/structural disorder pose significant challenge for accurate property prediction. Graph neural networks (…
In this work, we explore how the inference time of a Transformer Neural Network can be efficiently optimized with applications to real-time anomaly detection in financial time series. The financial time series are price series such as asset prices. Unfortunately, the data is ofte…
Branch and Bound (BaB) aims to achieve complete verification of neural networks by adaptively partitioning the problem and applying off-the-shelf verifiers to subproblems. Its problem-splitting history can be represented as a tree, where each subproblem corresponds to a child nod…
The deployment of deep neural networks for visual affordance segmentation on wearable robots poses may prove critical, due to some conflicting aspects of the problem. On one hand, affordance segmentation requires high-level abstraction capabilities, that typically involve large-s…