New method identifies Condorcet winner in dueling bandits with improved sample complexity.
problem Identifying Condorcet winner in noisy pairwise comparisons.
method Exploits full gap matrix Δ to improve sample complexity.
result Improves sample complexity guarantees by leveraging informative comparisons.
The paper offers a simple proof of Condorcet's jury theorem.
problem The relationship between majority voting and Condorcet's jury theorem.
method A simple derivation of Condorcet's jury theorem.
result Condorcet's jury theorem is more likely to choose correctly when individual votes are often correct and independent.
New algorithm for identifying Condorcet team in noisy comparisons.
problem Online learning with noisy comparisons of teams.
method Formalized dueling teams problem, developed algorithms for stochastic and deterministic settings.
result Identifies Condorcet winning team with reduced number of duels.
New algorithm reduces dynamic regret in non-stationary dueling bandits using a weighted Borda score.
problem Designing algorithms with low dynamic regret in non-stationary dueling bandits.
method Introducing a novel weighted Borda score framework to analyze the Condorcet problem and establish improved bounds.
result First optimal and adaptive dynamic regret upper bound of i l d e O ( i l d e L 1 / 3 K 1 / 3 T 2 / 3 ) ilde{O}( ilde{L}^{1/3} K^{1/3} T^{2/3} ) i l d e O ( i l d e L 1/3 K 1/3 T 2/3 ) . Condorcet's Jury Theorem has been invoked for ensemble classifiers to indicate that the combination of many classifiers can have better predictive performance than a single classifier. Such a theoretical underpinning is unknown for consensus clustering. This article extends Condorcet's Jury Theorem to the mean partitio…
This paper tackles combinatorial pure exploration for dueling bandits, aiming to find the best candidate-position match.
problem Finding the best candidate-position match in a dueling bandit setting.
method The paper adapts combinatorial pure exploration for multi-armed bandits to dueling bandits, considering both Borda winner and Condorcet winner cases. It designs PAC and exact algorithms for Borda winner and a fully polynomial time approximation scheme (FPTAS) for Condorcet winner.
result The paper introduces the first algorithm with polynomial running time per round for identifying the Condorcet winner in CPE-DB.
Paper explores limits and possibilities of aligning LLMs with human preferences.
problem Aligning LLMs with diverse human preferences to ensure fairness and informed outcomes.
method Analysis of probabilistic representation of human preferences and preservation of diverse preferences.
result LLMs can't fully align with human preferences using reward-based approaches due to Condorcet cycles, but mixed strategies are statistically possible.
RLHF performs well despite violating social choice theory axioms.
problem RLHF's empirical success contradicts social choice theory axioms.
method Showed RLHF satisfies pairwise majority and Condorcet consistency under mild assumptions, and introduced new alignment criteria.
result RLHF satisfies pairwise majority and Condorcet consistency under mild assumptions, explaining its practical success.
New algorithm achieves near-optimal performance in dueling bandit problem.
problem Optimizing decision-making in dueling bandit problems with limited adaptive rounds.
method Developed a batched algorithm that matches the asymptotic regret bounds of sequential algorithms under the Condorcet condition.
result Asymptotic regret of O ( K 2 log 2 ( K ) ) + O ( K log ( T ) ) O(K^2\log^2(K)) + O(K\log(T)) O ( K 2 log 2 ( K )) + O ( K log ( T )) in O ( log ( T ) ) O(\log(T)) O ( log ( T )) rounds. In this paper, we propose a Double Thompson Sampling (D-TS) algorithm for dueling bandit problems. As indicated by its name, D-TS selects both the first and the second candidates according to Thompson Sampling. Specifically, D-TS maintains a posterior distribution for the preference matrix, and chooses the pair of arms…
New algorithms improve dueling bandit performance in multiplayer settings.
problem Challenges in collaborative exploration of non-informative arm pairs in multiplayer dueling bandits.
method Demonstrated Follow Your Leader approach and message-passing fully distributed protocol.
result Multiplayer algorithms outperform single-player benchmarks.
Improved algorithm for adaptive dueling bandits with near-optimal regret bound.
problem Non-stationary dueling bandits with unknown number of preference changes.
method Elimination-based rescheduling algorithm for adaptive dynamic regret.
result Near-optimal i l d e O ( S e x t t t C W T ) ilde{O}(\sqrt{S^{ exttt{CW}} T}) i l d e O ( S e x ttt C W T ) dynamic regret bound. New algorithms for batched dueling bandits with improved regret bounds.
problem Batched dueling bandits with noisy pairwise comparisons.
method Developed algorithms for two settings: Condorcet winner and strong stochastic transitivity.
result Regret bounds match sequential bounds using only a logarithmic number of batches.
The paper explores game-theoretic alignment of LLMs with human preferences, finding limitations and conditions.
problem Aligning LLMs with human preferences using game theory.
method Systematic study of payoff choices in a two-player zero-sum game for desirable alignment properties.
result Impossibility of preference matching in game-theoretic LLM alignment under standard assumptions.
New model captures intransitive preferences without concave likelihood.
problem Complex human choices not accounted for by traditional models.
method Inspired by Condorcet method, Majority Vote model using RUMs.
result Three-dimensional model can represent strong, long intransitive cycles.
A new method for dueling bandits improves performance.
problem Improving decision-making in dueling bandits.
method Sup-KLUCB method for K-armed dueling bandits, converting Copeland dueling bandits into standard MAB problems.
result Sup-KLUCB outperforms state-of-the-art methods in Copeland dueling bandits.
Algorithm minimizes regret in non-stationary dueling bandits with unknown parameters.
problem Minimizing regret in dueling bandits with time-varying preferences.
method Proposes Beat the Winner Reset algorithm and meta-algorithms DETECT and Monitored Dueling Bandits.
result Proves bounds on expected weak and strong regret for non-stationary dueling bandits.
Compact models match or exceed GPT's performance in financial news sentiment analysis.
problem Improving financial sentiment analysis models without large computational costs.
method Fine-tuning non-generative, small-sized models (FinBERT, FinDRoBERTa) on a novel market score database.
result Fine-tuned models outperform GPT-3.5 and GPT-4 in zero-shot learning for financial news sentiment analysis.
Study on tracking preference shifts in dueling bandits problems.
problem Tracking significant preference shifts in dueling bandits problems.
method Analysis of dueling bandits with distribution shifts, focusing on significant shifts (Suk and Kpotufe, 2022).
result Design of adaptive algorithms with O ( K i l d e L T ) O(\sqrt{K ilde{L}T}) O ( K i l d e L T ) dynamic regret for certain preference distribution classes. Unified framework for best arm identification and dueling bandits regret minimization.
problem Best arm identification and dueling bandits regret minimization.
method Tree-Guided Identify-Then-Exploit (TG-ITE) framework.
result Unified approach achieving optimal sample complexity and regret guarantees.
New algorithm optimizes dueling bandits for both stochastic and adversarial preferences.
problem Optimizing decision-making in environments where only relative preferences are observed.
method Proposed a reduction from dueling bandits to multi-armed bandits, achieving optimal regret bounds.
result First best-of-both-world result for dueling bandits, optimal regret bound for Condorcet-winner benchmark.
Model for detecting rare labels in imbalanced crowdsourcing data.
problem Detecting rare labels in imbalanced crowdsourcing data.
method Generative aggregation model combining item difficulty and class-dependent annotator competence.
result Our model achieves the highest minority recall while maintaining competitive balanced accuracy.
Unified framework for ranking-and-selection with multiple correct answers and non-answerable estimates
problem Fixed-precision ranking-and-selection in structured settings with non-unique answers and non-answerable estimates
method Unified framework based on answer-wise acceptance sets, restricted generalized likelihood ratio stopping, and answer-pitfall decomposition
result Unified recipe performs well across a broad range of pure-exploration problems
Improved iterative methods for risk parity portfolio weights.
problem Solving for portfolio weights in risk parity allocation.
method Enhanced CCD and Newton methods, including a rescaling step and improved initial guess.
result Improved CCD method is the best, three times faster with 40% fewer iterations.
We describe a novel optimization method for finite sums (such as empirical risk minimization problems) building on the recently introduced SAGA method. Our method achieves an accelerated convergence rate on strongly convex smooth problems. Our method has only one parameter (a step size), and is radically simpler than o…
A new method combines Laplace and Variational Bayes for scalable inference.
problem Complex models and large datasets make exact inference infeasible.
method Low-Rank Variational Bayes Correction (VBC) using Laplace method and Variational Bayes correction in a lower dimension.
result The method ensures scalability in both model complexity and data size.
Unified framework for model explanation methods based on feature removal.
problem Unclear relationships and preferences among various model explanation methods.
method Characterizes removal-based explanations along three dimensions.
result Unified 26 existing methods, including widely used approaches.
This work reviews and evaluates methods for predicting prediction intervals in regression problems.
problem Calibration of prediction intervals in regression problems.
method Four classes of methods: Bayesian, ensemble, direct interval estimation, and conformal prediction.
result Conformal prediction can be used as a general calibration procedure.
Derives kernel PCA with Nyström method for scalability.
problem Scalability of kernel PCA.
method Nyström method for kernel PCA.
result Provides scalable alternative to full kernel PCA.
In this paper, the author considers the numerical computation of CVA for large systems by Mote Carlo methods. He introduces two types of stochastic mesh methods for the computations of CVA. In the first method, stochastic mesh method is used to obtain the future value of the derivative contracts. In the second method, …
Develops a fast method for pricing American options under variance gamma model.
problem Inefficient methods for pricing American options under variance gamma model.
method Inspired by quadratic approximation method, uses machine learning on pre-calculated quantities to reduce error.
result Proposed method is efficient and accurate for practical use.
New method combines spectral and sparse methods for Gaussian processes.
problem Efficiently fitting Gaussian processes to large datasets.
method Orthogonally decoupled variational Fourier features.
result Competitive performance on synthetic and real-world data.
Simple stochastic Newton and cubic Newton methods with fast convergence.
problem Minimizing large numbers of smooth and strongly convex functions.
method Stochastic Newton and cubic Newton methods with simple local linear-quadratic rates.
result Local linear-quadratic convergence results with fast adaptation to problem's curvature.
Improved spectral methods of moments for robust latent variable model learning.
problem Limited robustness of spectral methods of moments to model misspecification.
method Hierarchical approach using approximate joint diagonalization instead of tensor decomposition.
result Our method outperforms previous tensor decomposition methods in speed and model quality.
A comprehensive benchmark of 15 scRNA-seq imputation methods across various datasets and analyses.
problem Imputation of single-cell RNA sequencing data to recover latent transcriptional signals.
method Evaluation of 15 imputation methods across 30 datasets and 6 downstream analyses.
result Traditional methods generally outperform DL-based methods in scRNA-seq data analysis.
New methods using natural gradient for structured optimization.
problem Structured optimization problems.
method Structured second-order methods via natural gradient descent.
result Efficiency demonstrated on non-convex and deep learning problems.
Improved A2C method with lower variance.
problem Reducing variance in deep policy gradient methods.
method Using control variate theory, derived a new A2C formulation with lower variance.
result New A2C method has lower variance and improved performance.
Recently, {\it stochastic momentum} methods have been widely adopted in training deep neural networks. However, their convergence analysis is still underexplored at the moment, in particular for non-convex optimization. This paper fills the gap between practice and theory by developing a basic convergence analysis of t…
A new method speeds up deep neural network training.
problem Nonconvex optimization in deep neural networks.
method Scaled conjugate gradient method for nonconvex optimization.
result The method converges faster and achieves lower scores in practical applications.
We propose a new stochastic dual coordinate ascent technique that can be applied to a wide range of regularized learning problems. Our method is based on Alternating Direction Multiplier Method (ADMM) to deal with complex regularization functions such as structured regularizations. Although the original ADMM is a batch…
NCG methods improve shape optimization efficiency.
problem Shape optimization problems
method Nonlinear conjugate gradient methods
result NCG methods are efficient for shape optimization
Geometric methods study 3-manifold splittings.
problem Studying Heegaard splittings of 3-manifolds.
method Geometric approaches.
result Recent advances in geometric methods.
We propose two localized Radial Basis Function (RBF) methods, the Radial Basis Function Partition of Unity method (RBF-PUM) and the Radial Basis Function generated Finite Differences method (RBF-FD), for solving financial derivative pricing problems arising from market models with multiple stochastic factors. We demons…
Proposes UTC method for stock price prediction with uncertainty quantification.
problem Lack of uncertainty estimates in stock prediction methods.
method Combines TC method with probabilistic modeling for point and uncertainty predictions.
result UTC method achieves higher returns and lower risks than baselines.
Various approaches to gene selection for cancer classification based on microarray data can be found in the literature and they may be grouped into two categories: univariate methods and multivariate methods. Univariate methods look at each gene in the data in isolation from others. They measure the contribution of a p…
Survey of spectral, probabilistic, and deep metric learning methods.
problem Developing effective distance metrics for various machine learning tasks.
method Divided into spectral, probabilistic, and deep approaches, covering various techniques and their applications.
result Comprehensive overview of metric learning methods, including new developments and applications.
A novel weighted feature selection method using fuzzy sets improves classification accuracy and stability.
problem Improving feature selection accuracy and stability in machine learning models.
method Combination of four feature selection methods using fuzzy sets and bootstrap.
result Our method achieved significantly higher stability than individual methods.
New method improves accuracy in computing implied volatility.
problem Computing implied volatility from the Black-Scholes model.
method Adaptive gradient descent optimizers for numerical computation.
result More accurate results compared to close form approximation and Newton-Raphson method.