A reinforcement learning search discovers hybrid, hardware- and distribution-tuned iterative algorithms for matrix functions, with a random-matrix-theory generalization guarantee and experiments showing speedups over baselines.
Solving the algebraic riccati equation with the matrix sign function.Linear Algebra and its Applications, 85:267–279, 1987
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MatRL: Provably Generalizable Iterative Algorithm Discovery via Monte-Carlo Tree Search
A reinforcement learning search discovers hybrid, hardware- and distribution-tuned iterative algorithms for matrix functions, with a random-matrix-theory generalization guarantee and experiments showing speedups over baselines.