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.
Knowledge graph construction consists of two tasks: extracting information from external resources (knowledge population) and inferring missing information through a statistical analysis on the extracted information (knowledge completion). In many cases, insufficient external resources in the knowledge population hinde…
Credit card fraud detection is a very challenging problem because of the specific nature of transaction data and the labeling process. The transaction data is peculiar because they are obtained in a streaming fashion, they are strongly imbalanced and prone to non-stationarity. The labeling is the outcome of an active l…
In the field of exploratory data mining, local structure in data can be described by patterns and discovered by mining algorithms. Although many solutions have been proposed to address the redundancy problems in pattern mining, most of them either provide succinct pattern sets or take the interests of the user into acc…
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…
Exploration in reinforcement learning (RL) suffers from the curse of dimensionality when the state-action space is large. A common practice is to parameterize the high-dimensional value and policy functions using given features. However existing methods either have no theoretical guarantee or suffer a regret that is ex…
New algorithm optimizes reward while ensuring safety in complex decision-making problems.
problem Maximizing reward while adhering to safety constraints in complex decision-making problems.
method Optimistic Primal-Dual Proximal Policy Optimization (OPDOP) algorithm combining least-squares policy evaluation and a bonus term for safe exploration.
result Achieves ildeO(dH2.5T) regret and ildeO(dH2.5T) constraint violation.