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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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2575147701,027 · Jun 202019922001200920172026
48 results for Contextual generalization

Faster algorithm reduces contextual bandit regret with fewer offline regression calls.

problem Optimizing reward in contextual bandits with unknown functions.
method Designing a simple algorithm with O(logT){O}(\log T) offline regression calls.
result Achieves statistically optimal regret with minimal offline calls.

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.

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 framework for auto-tuning hyper-parameters in contextual bandit algorithms.

problem Auto-tuning hyper-parameters in real-time for contextual bandit algorithms.
method Proposes a Syndicated Bandits framework to learn multiple hyper-parameters dynamically.
result Achieves optimal regret bounds under certain scenarios and handles multiple contextual bandit algorithms.

This study analyzes how RNNs process context in sentiment analysis.

problem Understanding how recurrent neural networks process context in sentiment analysis.
method Developed methods to reverse engineer RNNs, identifying contextual effects and quantifying their strength and timescale.
result Identified inputs that induce contextual effects and quantified their properties.

New algorithm estimates treatment effects for more efficient contextual bandits.

problem Contextual bandits struggle with action-independent reward redundancies.
method Reduces contextual bandits to heterogeneous treatment effect estimation.
result Heterogeneous treatment effect estimation leads to more efficient model estimation.

Scarce data is a major challenge to scaling robot learning to truly complex tasks, as we need to generalize locally learned policies over different task contexts. Contextual policy search offers data-efficient learning and generalization by explicitly conditioning the policy on a parametric context space. In this paper…

2019-04-26abs ↗pdf ↗

New method tackles high-dimensional contextual bandits with flexible kernel models.

problem Maximizing rewards in decision-making scenarios with many features.
method Introduces stochastic assumptions and no-regret learning for Gaussian kernels.
result Achieves no-regret learning even with feature dimensions growing with samples.

We study offline data poisoning attacks in contextual bandits, a class of reinforcement learning problems with important applications in online recommendation and adaptive medical treatment, among others. We provide a general attack framework based on convex optimization and show that by slightly manipulating rewards i…

2018-08-17abs ↗pdf ↗

Contextual bandit algorithms provide principled online learning solutions to balance the exploitation-exploration trade-off in various applications such as recommender systems. However, the learning speed of the traditional contextual bandit algorithms is often slow due to the need for extensive exploration. This poses…

2019-06-04abs ↗pdf ↗

New method for sequential probability assignment reduces regret using contextual Shtarkov sums.

problem Minimizing regret in sequential probability assignment with arbitrary hypothesis classes.
method Introducing contextual Shtarkov sum and contextual Normalized Maximum Likelihood (cNML) algorithm.
result The contextual Shtarkov sum characterizes minimax regret and provides a minimax optimal strategy.

CO-BED optimizes experiments using Bayesian methods and information theory.

problem Optimizing experiments in a context-dependent manner.
method Formalizes contextual optimization with Bayesian experimental design, employing information-theoretic principles and black-box variational methods.
result CO-BED provides a general solution for contextual optimization problems.

Unified framework for ensemble sampling in nonlinear contextual bandits with provable regret bounds.

problem Efficient exploration in nonlinear contextual bandits with unknown feature dimensions.
method Developed GLM-ES and Neural-ES for generalized linear and neural contextual bandits, respectively, using maximum likelihood estimation on randomly perturbed data.
result Unified high-probability frequentist regret bounds for GLM-ES and Neural-ES, matching state-of-the-art results.

New findings on universal learning in contextual bandits with adversarial rewards.

problem Learning in contextual bandits with time-varying, adversarial rewards.
method Characterization of learnable processes and necessary/sufficient conditions for universal learning.
result Optimistic universal learning for contextual bandits with adversarial rewards is impossible in general.

First robust bandit algorithm for contextual bandits with sub-linear regret.

problem Vulnerability of linear contextual bandit algorithms to adversarial attacks.
method Proposes a robust bandit algorithm for stochastic linear contextual bandits under fully adaptive and omniscient attacks.
result Sub-linear regret under various attacks without requiring attack information.

This paper achieves optimal regret bounds for locally private linear contextual bandit.

problem Designing locally private linear contextual bandit algorithms with optimal regret bounds.
method New algorithmic and analytical ideas, including mean absolute deviation analysis and layered principal component regression.
result Achieves an ildeO(T) ilde O(\sqrt{T}) regret upper bound for locally private linear contextual bandit.

The paper tackles minimax optimality in continuum contextual bandits with Hölder continuity.

problem Minimizing regret in a continuum of contexts with Hölder continuity.
method Proves a static-to-contextual regret conversion theorem and analyzes various dependency cases.
result Achieves minimax optimal contextual regret for convex and strongly convex bandits.

Efficient algorithms for contextual bandits with smooth regret in continuous action spaces.

problem Efficient learning in large or continuous action spaces.
method Smooth regret notion and efficient algorithms for general function approximation.
result Statistically and computationally efficient algorithms for contextual bandits with smooth regret.

SADCBO optimizes contextual variables by balancing relevance and cost.

problem Optimizing contextual variables with varying costs and unknown relevance.
method Adaptive selection of relevant contextual variables using sensitivity analysis and early stopping.
result Consistent improvement in optimization across various examples.

Cramming method evaluates learned policies from contextual bandits efficiently.

problem Evaluating final learned policies from contextual bandit algorithms.
method On-policy evaluation using a single pass of data, ensuring consistency and asymptotic normality.
result Cramming method reduces evaluation standard error by approximately 40% compared to off-policy methods.

Framework reduces contextual bandit learning to offline regression with near-optimal regret.

problem Efficient learning with large action spaces and complex reward functions.
method Offline Estimation to Decisions (OE2D) algorithm that minimizes regret with near-optimal oracle calls.
result Near-optimal regret for contextual bandits with large action spaces and O(log(T))O(log(T)) offline oracle calls.

Proposes CLSM for better subsequence generation in music sequences.

problem Editing subsequences in music sequences without losing context.
method Context-informed prior and decoder for generative model, context position-informed encoder for inference.
result Contextual latent space is smoother in interpolation and generates higher quality samples.

A new exploration strategy for contextual bandits reduces regret and is computationally efficient.

problem Improving exploration in contextual bandits to reduce regret.
method Feature perturbation, injecting randomness directly into feature inputs.
result Achieves ildeO(dT) ilde{\mathcal{O}}(d\sqrt{T}) worst-case regret bound, surpassing existing methods.

OE2D framework reduces contextual bandits to offline regression for near-optimal regret.

problem Efficiently learning contextual bandits with large action spaces and complex reward functions.
method Offline Estimation to Decisions (OE2D) algorithm that reduces contextual bandits to offline regression.
result Near-optimal regret for contextual bandits with large action spaces and O(logT)O(\log T) calls to an offline regression oracle.

Optimal algorithm for maximizing rewards in contextual bandits with resource constraints.

problem Maximizing rewards in contextual bandits with resource constraints.
method Proposed a universal and optimal algorithmic framework for CBwK by reducing it to online regression.
result Established the optimality of the proposed algorithm for various function classes.

Practical algorithm for contextual bandits with large action spaces.

problem Efficient algorithms for decision making in large, continuous action spaces.
method Uses computational oracles for supervised learning and optimization over the action space.
result Achieves sample complexity, runtime, and memory independent of the size of the action space.

We describe MELEE, a meta-learning algorithm for learning a good exploration policy in the interactive contextual bandit setting. Here, an algorithm must take actions based on contexts, and learn based only on a reward signal from the action taken, thereby generating an exploration/exploitation trade-off. MELEE address…

2019-01-23abs ↗pdf ↗

Adapts two algorithms for online learning with delayed rewards.

problem Online learning with delayed rewards in generalized linear contextual bandits.
method Modifies upper confidence bounds and Thompson sampling algorithms for delayed rewards.
result Both algorithms can be made robust to delays, improving their performance.

Proposes a neural network for contextual regression.

problem Improving model efficiency and interpretability in regression with contextual features.
method Simple contextual neural network (SCtxtNN) that separates context identification from context-specific regression.
result SCtxtNN achieves lower excess mean squared error and more stable performance than feed-forward neural networks.

New algorithms improve contextual bandit performance by adapting to problem difficulty.

problem Improving contextual bandit performance on problems with varying difficulty.
method Introducing complexity measures and oracle-efficient algorithms.
result Achieves optimal instance-dependent regret bounds for rich policy classes.

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.

Paper solves stochastic contextual linear bandits using linear bandit algorithms.

problem Stochastic contextual linear bandits with unknown context distribution.
method Establishes a reduction framework to convert to linear bandit problems.
result Achieves nearly optimal regret bound of O(dTlogT)O(d\sqrt{T\log T}).