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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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1 result for “Discounted-Normal-Predictor”
Discounted Online Convex Optimization: Uniform Regret Across a Continuous Intervalcs.LG

Paper develops a discounted algorithm for online convex optimization that adapts to unknown discount factors.

problem Developing an algorithm that can adapt to an unknown discount factor in online convex optimization.
method Smoothed Online Gradient Descent (SOGD) with Discounted-Normal-Predictor (DNP).
result Achieves a uniform O(log⁡T/1−λ)O(\sqrt{\log T/1-λ}) discounted regret across a continuous interval of discount factors.
Online Convex OptimizationDiscounted RegretAdaptive AlgorithmsSmoothed Gradient DescentDiscounted-Normal-Predictor
2025-05-26abs ↗pdf ↗