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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.

168,695 papers · 148 categories

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48 results for Confidence-based algorithms

Efficiently solves exploration-exploitation in LQR using Lagrangian relaxation.

problem Exploration-exploitation dilemma in linear quadratic regulator (LQR) setting.
method Relax optimistic optimization into a constrained extended LQR problem, then solve using Riccati equations.
result Computes εε-optimistic controller efficiently with O(log(1/ε))O\big(\log(1/ε)\big) Riccati equations.

We present a confidence-based single-layer feed-forward learning algorithm SPIRAL (Spike Regularized Adaptive Learning) relying on an encoding of activation spikes. We adaptively update a weight vector relying on confidence estimates and activation offsets relative to previous activity. We regularize updates proportion…

2016-11-18abs ↗pdf ↗

While deep learning-based classification is generally tackled using standardized approaches, a wide variety of techniques are employed for regression. In computer vision, one particularly popular such technique is that of confidence-based regression, which entails predicting a confidence value for each input-target pai…

2019-09-26abs ↗pdf ↗

CAdam optimizes online learning by adapting to distribution shifts and noise.

problem Challenges in online learning data, including distribution shifts and noise, affect Adam's performance.
method CAdam uses a confidence-based approach to assess the consistency between momentum and gradients before updating parameters.
result CAdam outperforms other optimizers in various settings with distribution shift or noise.

DO-IQS recovers optimal stopping region from expert trajectories, addressing specific challenges.

problem Recovering optimal stopping region from expert trajectories with unknown gain functions.
method Dynamics-Aware Offline Inverse Q-Learning incorporating temporal information and confidence-based oversampling.
result Demonstrated performance on real and artificial data, including optimal intervention for critical events.

Imitation learning (IL) aims to learn an optimal policy from demonstrations. However, such demonstrations are often imperfect since collecting optimal ones is costly. To effectively learn from imperfect demonstrations, we propose a novel approach that utilizes confidence scores, which describe the quality of demonstrat…

2019-01-27abs ↗pdf ↗

Study improves fraud detection in e-commerce with a stacked model combining CNNs, GNNs, and confidence gating.

problem Detecting credit card fraud in online transactions.
method Stacking approach with attention and confidence-driven layers, using DOWA and IOWA operators.
result The method achieves high accuracy and robust generalization in CCF detection.

Study online learning in MDPs with aggregate bandit feedback, achieving low regret in both stochastic and adversarial settings.

problem Online learning in finite-horizon episodic MDPs with aggregate bandit feedback.
method Best-of-both-worlds (BOBW) algorithms using FTRL over occupancy measures, self-bounding techniques, and new loss estimators.
result First BOBW algorithms for episodic tabular MDPs with aggregate bandit feedback achieving O(logT)O(\log T) regret in stochastic and O(T){O}(\sqrt{T}) regret in adversarial settings.

Unified hybrid RL algorithm improves online RL performance with offline data.

problem Improving reinforcement learning performance with limited online data.
method A unified hybrid RL algorithm combining offline and online data.
result Unified algorithm achieves state-of-the-art results in sub-optimality gap and online learning regret.

Algorithm maximizes rewards with a budget and giving up option.

problem Sequential decision-making with stochastic rewards and resource consumption.
method Upper Confidence Bound (UCB) algorithm for maximizing cumulative reward.
result Logarithmic regret bound with improved dependence on problem parameters.

The paper tackles adaptive questioning to classify candidate ability.

problem Designing an optimal sequence of adaptive questions to classify candidate ability.
method Develops lower bounds and geometrical insights for sequential questioning strategies, and arrives at algorithms that match these bounds.
result Asymptotically, any candidate needs to be asked questions at most at two levels, facilitating endogenous exploration.

A new restart criterion for k-means++ improves clustering quality and adapts to data difficulty.

problem Arbitrary restart counts in k-means++ lead to inconsistent results and wasted computation.
method GTRC combines Good-Turing estimates, bounds, and user-specified tolerance to dynamically decide restarts.
result GTRC achieves clustering quality comparable to fixed restart counts, varying restarts based on data difficulty.

New method learns fusion rules from few images using granular ball priors.

problem Challenges in supervised learning for image fusion with limited data.
method Introduces incomplete priors and Granular Ball Pixel Computation (GBPC) algorithm.
result Lightweight neural network learns effective fusion rules from few images.

Lifelong learning with deep neural networks is well-known to suffer from catastrophic forgetting: the performance on previous tasks drastically degrades when learning a new task. To alleviate this effect, we propose to leverage a large stream of unlabeled data easily obtainable in the wild. In particular, we design a n…

2019-03-29abs ↗pdf ↗

Hybrid quantum-classical model boosts S&P 500 prediction accuracy to 60.14%.

problem Challenges in financial market prediction, especially high noise and non-stationarity.
method Combines quantum sentiment analysis, Decision Transformer, and model selection strategies.
result Achieved 60.14% directional accuracy on S&P 500, a 3.10% improvement.

A new method for making interpretable predictions by sequentially asking questions, faster and more efficient.

problem Developing interpretable machine learning models for complex tasks.
method Variational Information Pursuit (V-IP) that bypasses the need for learning generative models.
result V-IP is 10-100x faster and finds shorter query chains compared to IP and reinforcement learning.

SMC analysis reveals key transient effects in macroeconomic ABM.

problem Analysis of complex ABMs is challenging and often relies on ad hoc methods.
method Statistical model checking (SMC) implemented through MultiVeStA.
result Clear contrast across parameter families in macro-financial and structural sweeps.

This research improves model interpretability and uncertainty estimation for deep learning models on non-iid data.

problem Improving interpretability and uncertainty estimation for deep learning models on non-iid data.
method 4 UQ approaches (BNN, SWAG, MC dropout, ensemble) applied to ARMED MEDL models.
result Ensemble approaches, especially with 90% subsampling, provide best performance in prediction and uncertainty estimation.

New truthful calibration errors improve model ranking in multiclass prediction.

problem Non-truthful calibration errors can mislead model comparisons.
method Introduced perfectly truthful calibration errors for multiclass predictions.
result Truthful calibration errors preserve decision-theoretic dominance and stabilize model rankings.

New method improves model calibration by adjusting confidence based on prediction correctness.

problem Improving model confidence alignment with true class probabilities.
method Post-hoc calibration objective using transformed samples for training.
result Competitive calibration performance on in-distribution and out-of-distribution test sets.

CAT improves domain adaptation for fault diagnosis by calibrating teacher network predictions.

problem Performance drops in deep learning models when applied to different data distributions.
method CAT uses post-hoc calibration techniques to calibrate predictions of the teacher network during self-training.
result CAT achieves state-of-the-art performance on most transfer tasks in domain-adaptive IFD.

New attacks can infer model training membership using only label predictions, not confidence.

problem Inferring whether a data point was used to train a machine learning model.
method Evaluate model's predicted labels under perturbations to infer membership.
result Label-only attacks perform as well as confidence-based attacks and break defenses that rely on confidence masking.

Examines algorithmic modeling across three cultures.

problem Tackles algorithmic modeling in different cultural contexts.
method Uses parametric regressions, interpretable algorithms, and complex algorithms.
result Extension of Leo Breiman's thesis to include cultural differences.

Playing repeated matrix games (RMG) while maximizing the cumulative returns is a basic method to evaluate multi-agent learning (MAL) algorithms. Previous work has shown that UCBUCB, M3M3, SS or Exp3Exp3 algorithms have good behaviours on average in RMG. Besides, hedging algorithms have been shown to be effective on predi…

2018-10-15abs ↗pdf ↗

Meta-algorithm selection aims to choose the best algorithm selector for a given problem instance.

problem Selecting the best algorithm selector for a specific problem instance.
method Apply algorithm selection to the selection of other algorithms (meta-algorithm selection).
result Meta-algorithm selection can be beneficial in some cases but faces challenges in solving the meta-level problem.

Combines multiple bandit algorithms to create a nearly optimal single algorithm.

problem Designing a single bandit algorithm that performs nearly as well as the best individual algorithm in a stochastic environment.
method Develops two general corralling algorithms that achieve favorable regret guarantees.
result The regret of the corralling algorithms is no worse than the best individual algorithm's performance.