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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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6481,2961,9442,592 · Jun 202019922001200920172026
48 results for Curse of multiagency

New MARL algorithms resolve the curse of multiagency with function approximation.

problem Challenges in Multi-Agent Reinforcement Learning (MARL) due to the curse of multiagency.
method V-Learning with Policy Replay and Decentralized Optimistic Policy Mirror Descent.
result First polynomial sample complexity results for learning approximate Coarse Correlated Equilibria (CCEs) of Markov Games under decentralized linear function approximation.

New algorithms for RL in Markov games with independent linear function approximation, breaking the curse of multiagents.

problem Tackles the challenge of learning Markov equilibria in large state space Markov games with multiple agents.
method Proposes independent linear Markov games and designs new algorithms for learning Markov coarse correlated equilibria and Markov correlated equilibria with polynomial sample complexity.
result Breaks the curse of multiagents by achieving sample complexity bounds that scale polynomially with each agent's function class complexity.

V-learning tackles multiagent reinforcement learning by reducing sample complexity.

problem Curse of multiagents in multiagent reinforcement learning.
method V-learning is a fully decentralized algorithm that learns Nash, correlated, and coarse correlated equilibria.
result V-learning achieves sample complexity that scales with the maximum number of actions per agent, not the joint action space.

Proposes a model to estimate treatment effects in complex multiagent systems over time.

problem Challenges in evaluating interventions in multiagent systems, especially with time-varying relationships and covariates.
method Interpretable counterfactual recurrent network leveraging graph variational recurrent neural networks and domain knowledge.
result Achieved lower estimation errors and more effective treatment timing than baselines in simulated and real-world scenarios.

Modeling agent behavior is central to understanding the emergence of complex phenomena in multiagent systems. Prior work in agent modeling has largely been task-specific and driven by hand-engineering domain-specific prior knowledge. We propose a general learning framework for modeling agent behavior in any multiagent …

2018-06-17abs ↗pdf ↗

Datasets with hundreds to tens of thousands features is the new norm. Feature selection constitutes a central problem in machine learning, where the aim is to derive a representative set of features from which to construct a classification (or prediction) model for a specific task. Our experimental study involves micro…

2016-03-16abs ↗pdf ↗

End-to-end model predicts multiagent trajectories using game theory and neural nets.

problem Predicting trajectories of interacting agents in complex scenarios.
method Hybrid neural net with game-theoretic reasoning, using implicit layers to map preferences to Nash equilibria.
result Trains an interpretable model that predicts future trajectories and transfers to decision making.

Toward enabling next-generation robots capable of socially intelligent interaction with humans, we present a computational  model\mathbf{computational\; model} of interactions in a social environment of multiple agents and multiple groups. The Multiagent Group Perception and Interaction (MGpi) network is a deep neural network that predi…

2019-03-04abs ↗pdf ↗

A new multiagent model of the stock market is formulated that contains four states in which the agents may be located. Next, the model is reformulated in the language of the functional integral containing fluctuations of prices and quantities of cash flows. It is shown that in the functional integral of that type descr…

2013-10-31abs ↗pdf ↗

New findings suggest Barron space doesn't defy curse of dimensionality for certain types of smoothness.

problem Understanding the curse of dimensionality in neural networks with different smoothness notions.
method Defined ADZ spaces via Mellin transform to encapsulate nonclassical smoothness, compared to classical smoothness.
result Evidence provided that Barron space doesn't defy curse of dimensionality for certain smoothness types.

This paper is intended to explain, in simple terms, some of the mechanisms and agents common to multiagent financial market simulations. We first discuss the necessity to include an exogenous price time series ("the fundamental value") for each asset and three methods for generating that series. We then illustrate one …

2019-09-25abs ↗pdf ↗

Deep neural nets can estimate regression with dependent data without the curse of dimensionality.

problem Regression with dependent data and structural assumptions on the regression function.
method Deep recurrent neural network estimate under suitable structural assumptions.
result Deep neural nets can circumvent the curse of dimensionality for regression with dependent data.

The curse of dimensionality affects neural network optimization, especially with smooth functions.

problem The curse of dimensionality in neural network optimization.
method Examined through the evolution of the parameter distribution under 2-Wasserstein gradient flow.
result The curse of dimensionality persists in neural network optimization, even with smooth functions.

Study confirms fractional norms and quasinorms do not help overcome curse of dimensionality.

problem Overcoming the curse of dimensionality in machine learning.
method Systematic testing of fractional norms and quasinorms (p<1) on classification problems.
result Distance concentration behavior is qualitatively the same for all norms and quasinorms as dimensionality increases.

This paper tackles the curse of dimensionality in semi-supervised learning using Laplacian regularization.

problem The curse of dimensionality in semi-supervised learning with Laplacian regularization.
method Statistical analysis and spectral filtering methods using kernel methods.
result The paper provides a method to overcome the curse of dimensionality in semi-supervised learning.

Paper provides finite-sample guarantees for Wasserstein DRO without dimensionality curse.

problem Tackles empirical success of Wasserstein DRO in operations and ML with performance guarantees.
method Develops non-asymptotic framework for analyzing out-of-sample performance and generalization bound.
result First finite-sample guarantee for generic Wasserstein DRO problems without curse of dimensionality.

Smooth DNNs mitigate the curse of dimensionality in uniform convergence for various regression tasks.

problem The curse of dimensionality in uniform convergence of ReLU networks.
method Analysis of smoothly activated deep neural networks (smooth DNNs), establishing pseudo-dimension bounds and non-asymptotic approximation guarantees.
result Smooth DNNs achieve non-asymptotic uniform convergence rates across multiple statistical contexts, mitigating the curse of dimensionality.

Data-driven decision-making often overestimates benefits due to the winner's curse.

problem Accurate policy evaluation in data-driven decision-making.
method Model-based policy evaluation using estimated models from data.
result Model-based methods can produce large, spurious reported benefits even when true effects are zero.

SCORE technique reduces BO's high-dimensional search costs.

problem Bayesian optimization's high computational costs in high-dimensional spaces.
method 1D reparametrization trick to maintain linear time complexity.
result Successfully finds global minimum in high-dimensional optimization.

Input-dependent smoothing mitigates classical issues but suffers from the curse of dimensionality.

problem Certifiably robust classifiers with input-dependent smoothing suffer from the curse of dimensionality.
method Proposed a theoretical and practical framework for input-dependent smoothing under strict restrictions.
result Input-dependent smoothing mitigates some classical issues but is limited by the curse of dimensionality.

Gradient descent struggles with high-dimensional data fitting.

problem Gradient descent struggles with high-dimensional data fitting.
method Gradient descent training of a two-layer neural network on empirical or population risk.
result Gradient descent training may not decrease population risk faster than t4/(d2)t^{-4/(d-2)} under mean field scaling.

DNNs can learn complex functions efficiently by breaking the curse of dimensionality.

problem Learning complex functions efficiently in high-dimensional spaces.
method Combining compositionality and symmetry learning with generalization bounds.
result DNNs can learn functions with bounded F1F_{1}-norm efficiently, reducing the curse of dimensionality.

New method uses tensor decompositions to overcome the curse of dimensionality for large-scale learning.

problem Large-scale machine learning problems with kernel methods.
method Deterministic Fourier features combined with low-rank tensor decomposition for tensor product structure.
result Demonstrated consistent performance and superior results compared to random Fourier features.

Study shows how to approximate and estimate high-dimensional classification functions without the curse of dimensionality.

problem Approximating and estimating classification functions in high-dimensional spaces.
method Modified existing results to show that RBV2RBV^2 functions can be approximated by neural networks with bounded weights. Proved the existence of a neural network with bounded weights approximating a classification function. Leveraged these bounds to quantify estimation rates.
result Neural networks can approximate RBV2RBV^2 functions without the curse of dimensionality, leading to efficient estimation rates.

Study on optimal ReLU networks with weight decay for interpolation.

problem Interpolating data with radially symmetric distributions using shallow ReLU networks.
method Weight decay regularization in infinite neuron, infinite data limit; analysis of growth rates.
result Existence and growth rates of unique radially symmetric minimizers with weight decay.

IBPF algorithm tackles high-dimensional parameter learning for complex systems.

problem Learning high-dimensional parameters in complex, partially observed, and nonlinear systems.
method Iterated Block Particle Filter (IBPF) for graphical state space models.
result IBPF algorithm consistently beats the curse of dimensionality across various experiments.