On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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← all fields·2 papers on “regret minimization” in Statistical ML · 1 week

Asymptotically Optimal Regret for Reinforcement Learning without Horizon Dependencecs.LG

New algorithm achieves asymptotically optimal regret without horizon dependence.

problem Horizon-free regret minimization for reinforcement learning.

method Proposes a new algorithm and proves a regret upper bound.

result Regret upper bound of \(\tilde O(\sqrt{SAK} + S^8A^3)\) with failure probability \(\delta\).

Reinforcement Learning Horizon-Free Regret Minimization Markov Decision Processes Monotonicity

2026-07-22abs ↗pdf ↗

Optimizing Regretecon.EM

The paper optimizes regret using covariance between costs and decisions.

problem Optimizing expected regret in decision-making problems.

method Developed derivative theory of covariance regret functional, derived Gâteaux derivative, and extended to constrained optimization.

result Gradient of covariance regret is the cost covariance matrix, with implications for portfolio optimization.

regret minimization covariance derivative theory portfolio optimization steepest descent

2026-07-21abs ↗pdf ↗