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Finding Optimal Elimination Order on BlackScholes

312Number of MultiplicationsAlphaGrad
301.6371.8442512.2Jun 7, 2024

Evaluation results

MethodLinks
AlphaGradMCTS simulations=50, Batch size=1, Gumbel noise scale=1, Reward scaling=default2024.06312
MarkowitzBatch size=12024.06350
ForwardBatch size=12024.06545
ReverseBatch size=12024.06572