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.
We study an original problem of pure exploration in a strategic bandit model motivated by Monte Carlo Tree Search. It consists in identifying the best action in a game, when the player may sample random outcomes of sequentially chosen pairs of actions. We propose two strategies for the fixed-confidence setting: Maximin…
We initiate the study of multi-stage episodic reinforcement learning under adversarial corruptions in both the rewards and the transition probabilities of the underlying system extending recent results for the special case of stochastic bandits. We provide a framework which modifies the aggressive exploration enjoyed b…
Partial connections are (singular) differential systems generalizing classical connections on principal bundles, yielding analogous decompositions for manifolds with nonfree group actions. Connection forms are interpreted as maps determining projections of the tangent bundle onto the partial connection; this approach e…
We establish a new connection between value and policy based reinforcement learning (RL) based on a relationship between softmax temporal value consistency and policy optimality under entropy regularization. Specifically, we show that softmax consistent action values correspond to optimal entropy regularized policy pro…
We generalise to the Z2-graded set-up a practical method for inspecting the (non)removability of parameters in zero-curvature representations for partial differential equations (PDEs) under the action of smooth families of gauge transformations. We illustrate the generation and elimination of parameters in …
We introduce Neural Choice by Elimination, a new framework that integrates deep neural networks into probabilistic sequential choice models for learning to rank. Given a set of items to chose from, the elimination strategy starts with the whole item set and iteratively eliminates the least worthy item in the remaining …
We develop a model to study the role of rationality in economics and biology. The model's agents differ continuously in their ability to make rational choices. The agents' objective is to ensure their individual survival over time or, equivalently, to maximize profits. In equilibrium, however, rational agents who maxim…
We develop an approach for feature elimination in statistical learning with kernel machines, based on recursive elimination of features.We present theoretical properties of this method and show that it is uniformly consistent in finding the correct feature space under certain generalized assumptions.We present four cas…
We extend several techniques and theorems from geometric group theory so that they apply to geometric actions on arbitrary proper metric ARs (absolute retracts). A second way that we generalize earlier results is by eliminating freeness requirements often placed on the group actions. In doing so, we allow for groups wi…
Let D be an irreducible lattice in a connected, semisimple Lie group G with finite center. Assume that the real rank of G is at least two, that G/D is not compact, and that G has more than one noncompact simple factor. We show that D has no orientation-preserving actions on the real line. (In algebraic terms, this mean…
GPE algorithm optimizes nonparametric contextual bandits with efficient regret bounds.
problem Optimizing nonparametric contextual bandits with efficient regret bounds.
method Inspired by Policy Elimination, GPE uses oracle-efficient techniques for nonparametric classes with infinite VC-dimension.
result GPE is regret-optimal for policy classes with integrable entropy, and for larger entropy, it provides an ε-greedy algorithm with matching regret bounds.
We study finite-dimensional integrals in a way that elucidates the mathematical meaning behind the formal manipulations of path integrals occurring in quantum field theory. This involves a proper understanding of how Wick's theorem allows one to evaluate integrals perturbatively, i.e., as a series expansion in a formal…