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Xinyi Guan

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Machine Learning Artificial Intelligence math.OC Symbolic Computation

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preprint2026arXiv

Library learning with e-graphs on jazz harmony

Humans can acquire a highly structured intuitive understanding of musical patterns, yet these patterns often require multiple iterations of reflection and re-listening to internalize fully. To capture such an internalization process, we present a computational model for the learning of jazz harmonic patterns based on library learning. Given a corpus of harmonic progressions, our model searches over a space of programs composed of primitive harmonic relations in order to discover concise generative explanations of the corpus. The model first enumerates possible programs for each piece, and then jointly learns a library of harmonic patterns and refactored programs. To efficiently navigate the vast joint space of programs and libraries, we integrate deductive parsing with library learning on e-graphs. We explore how well our model captures aspects of human musical pattern learning by evaluating the intuitiveness of both programs and libraries, as well as similarities to human-written harmonic derivations.

preprint2022arXiv

Randomized Policy Optimization for Optimal Stopping

Optimal stopping is the problem of determining when to stop a stochastic system in order to maximize reward, which is of practical importance in domains such as finance, operations management and healthcare. Existing methods for high-dimensional optimal stopping that are popular in practice produce deterministic linear policies -- policies that deterministically stop based on the sign of a weighted sum of basis functions -- but are not guaranteed to find the optimal policy within this policy class given a fixed basis function architecture. In this paper, we propose a new methodology for optimal stopping based on randomized linear policies, which choose to stop with a probability that is determined by a weighted sum of basis functions. We motivate these policies by establishing that under mild conditions, given a fixed basis function architecture, optimizing over randomized linear policies is equivalent to optimizing over deterministic linear policies. We formulate the problem of learning randomized linear policies from data as a smooth non-convex sample average approximation (SAA) problem. We theoretically prove the almost sure convergence of our randomized policy SAA problem and establish bounds on the out-of-sample performance of randomized policies obtained from our SAA problem based on Rademacher complexity. We also show that the SAA problem is in general NP-Hard, and consequently develop a practical heuristic for solving our randomized policy problem. Through numerical experiments on a benchmark family of option pricing problem instances, we show that our approach can substantially outperform state-of-the-art methods.