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 revisit the proof by Qin et al. (2014) of bounded regret of the C2UCB contextual combinatorial bandit. We demonstrate an error in the proof of volumetric expansion of the moment matrix, used in upper bounding a function of context vector norms. We prove a relaxed inequality that yields the originally-stated regre…
The problem of multi-armed bandits (MAB) asks to make sequential decisions while balancing between exploitation and exploration, and have been successfully applied to a wide range of practical scenarios. Various algorithms have been designed to achieve a high reward in a long term. However, its short-term performance m…
Online learning with one-sided feedback aims to maximize accuracy while ensuring fairness.
problem Maximizing accuracy in online learning with limited feedback and ensuring fairness.
method Extending the framework of Bechavod et al. (2020) to incorporate dynamic panels of auditors, reducing the problem to a contextual combinatorial semi-bandit, and leveraging Exp2 and Context-Semi-Bandit-FTPL algorithms.
result Multi-criteria no regret guarantees for accuracy and fairness are provided.
We propose a new framework for designing estimators for off-policy evaluation in contextual bandits. Our approach is based on the asymptotically optimal doubly robust estimator, but we shrink the importance weights to minimize a bound on the mean squared error, which results in a better bias-variance tradeoff in finite…
Partial monitoring is a rich framework for sequential decision making under uncertainty that generalizes many well known bandit models, including linear, combinatorial and dueling bandits. We introduce information directed sampling (IDS) for stochastic partial monitoring with a linear reward and observation structure. …
The authors previously found a model of universal quantum computation by making use of the coset structure of subgroups of a free group G with relations. A valid subgroup H of index d in G leads to a 'magic' state ∣ψ⟩ in d-dimensional Hilbert space that encodes a minimal informationally com…
Bandits with Knapsacks (BwK) is a general model for multi-armed bandits under supply/budget constraints. While worst-case regret bounds for BwK are well-understood, we present three results that go beyond the worst-case perspective. First, we provide upper and lower bounds which amount to a full characterization for lo…
Interactive recommender systems that enable the interactions between users and the recommender system have attracted increasing research attentions. Previous methods mainly focus on optimizing recommendation accuracy. However, they usually ignore the diversity of the recommendation results, thus usually results in unsa…
The bundle approach and n-contextuality reveal quantum model contextuality.
problem Understanding contextuality in quantum models using topology.
method Using the bundle approach, we describe contextuality as the non-existence of global sections in the measure bundle. We introduce n-contextuality to explore model dependence on scenario topology.
result Quantum theory and GHZ models exhibit all levels of n-contextuality, showing contextuality is related to holonomy group non-triviality.
Transformers model contextual relations using probabilistic measures, revealing their expressive power.
problem Lack of clear understanding of Transformer's ability to model contextual relations.
method Introduced a measure-theoretic framework connecting softmax attention and entropy-regularized optimal transport.
result Transformer architectures can approximate arbitrary contextual relations, and the choice of normalization affects how these relations are represented.
Thompson Sampling bounds for contextual bandits with sub-Gaussian rewards.
problem Improving the performance of Thompson Sampling in contextual bandits with sub-Gaussian rewards.
method Proved comprehensive bounds on Thompson Sampling expected cumulative regret based on mutual information and lifted information ratio for sub-Gaussian rewards.
result Explicit regret bounds for various contextual bandit scenarios.
A method for unsupervised contextual anomaly detection is proposed using a cross-linked pair of Variational Auto-Encoders for assigning a normality score to an observation. The method enables a distinct separation of contextual from behavioral attributes and is robust to the presence of anomalous or novel contextual at…
We consider the stochastic linear (multi-armed) contextual bandit problem with the possibility of hidden simple multi-armed bandit structure in which the rewards are independent of the contextual information. Algorithms that are designed solely for one of the regimes are known to be sub-optimal for the alternate regime…