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.
This paper introduces a hierarchical associative memory model with multiple layers.
Study non-oblivious adversarial bandits with delayed feedback and propose algorithms with improved regret bounds.
We derive upper and lower bounds for the policy regret of -round online learning problems with graph-structured feedback, where the adversary is nonoblivious but assumed to have a bounded memory. We obtain upper bounds of and for strongly-observable and weakly-observab…
GPG improves RL from feedback with less memory and compute.
New Feedback Transformer architecture improves model performance by exposing past representations to future.
New algorithms for constrained online optimization with memory and predictions.
New algorithm reduces dynamic regret in time-varying movement costs.
The success of recommender systems in modern online platforms is inseparable from the accurate capture of users' personal tastes. In everyday life, large amounts of user feedback data are created along with user-item online interactions in a variety of ways, such as browsing, purchasing, and sharing. These multiple typ…
Agents learn to outperform in trading by using past and current prices.
New algorithm controls linear systems with bandit feedback, achieving optimal regret.
New algorithm controls systems with unknown, changing losses.
We study the power of different types of adaptive (nonoblivious) adversaries in the setting of prediction with expert advice, under both full-information and bandit feedback. We measure the player's performance using a new notion of regret, also known as policy regret, which better captures the adversary's adaptiveness…
We propose a novel spectral convolutional neural network (CNN) model on graph structured data, namely Distributed Feedback-Looped Networks (DFNets). This model is incorporated with a robust class of spectral graph filters, called feedback-looped filters, to provide better localization on vertices, while still attaining…
LLMs optimize quantum circuits by iteratively improving proposals with feedback and memory traces.
Sayer uses implicit feedback to optimize system policies.
One way to solve lasso problems when the dictionary does not fit into available memory is to first screen the dictionary to remove unneeded features. Prior research has shown that sequential screening methods offer the greatest promise in this endeavor. Most existing work on sequential screening targets the context of …
Dynamic model pruning improves performance on deep neural networks without retraining.
Recent advances in deep neural networks (DNNs) owe their success to training algorithms that use backpropagation and gradient-descent. Backpropagation, while highly effective on von Neumann architectures, becomes inefficient when scaling to large networks. Commonly referred to as the weight transport problem, each neur…
LDAdam optimizes large models with low memory by adapting to lower-dimensional subspaces.
We attempt to unveil the fine structure of volatility feedback effects in the context of general quadratic autoregressive (QARCH) models, which assume that today's volatility can be expressed as a general quadratic form of the past daily returns. The standard ARCH or GARCH framework is recovered when the quadratic kern…
LLM trading agents show risk feedback can improve alignment without fine-tuning.
We study the capital growth in gambling with (and without) side information and memory effects. We derive several equalities for gambling, which are of similar form to the Jarzynski equality and its extension to systems with feedback controls. Those relations provide us with new measures to quantify the effects of info…
In the past few years, deep learning has transformed artificial intelligence research and led to impressive performance in various difficult tasks. However, it is still unclear how the brain can perform credit assignment across many areas as efficiently as backpropagation does in deep neural networks. In this paper, we…
In this paper we consider the problem of online stochastic optimization of a locally smooth function under bandit feedback. We introduce the high-confidence tree (HCT) algorithm, a novel any-time -armed bandit algorithm, and derive regret bounds matching the performance of existing state-of-the-art in term…
One-step learning in crosspoint memory reduces computation time.
We consider in a market model the cooperative emergence of value due to a positive feedback between perception of needs and demand. Here we consider also a negative feedback from production of the traded products, and find that this cooperativity is robust, provided that the production rate is slow. Cooperativity is fo…
A new method improves communication efficiency in distributed learning.
The paper analyzes the performance of delay-based reservoir computing using eigenvalue analysis.
In this work, we propose a novel recurrent neural network (RNN) architecture. The proposed RNN, gated-feedback RNN (GF-RNN), extends the existing approach of stacking multiple recurrent layers by allowing and controlling signals flowing from upper recurrent layers to lower layers using a global gating unit for each pai…
While the backpropagation of error algorithm enables deep neural network training, it implies (i) bidirectional synaptic weight transport and (ii) update locking until the forward and backward passes are completed. Not only do these constraints preclude biological plausibility, but they also hinder the development of l…
We propose a stochastic process for stock movements that, with just one source of Brownian noise, has an instantaneous volatility that rises from a type of statistical feedback across many time scales. This results in a stationary non-Gaussian process which captures many features observed in time series of real stock r…
Paper models and compresses wideband CSI feedback in FDD MIMO systems.
We propose that the Continual Learning desiderata can be achieved through a neuro-inspired architecture, grounded on Mountcastle's cortical column hypothesis. The proposed architecture involves a single module, called Self-Taught Associative Memory (STAM), which models the function of a cortical column. STAMs are repea…
We propose a method to build quantum memristors in quantum photonic platforms. We firstly design an effective beam splitter, which is tunable in real-time, by means of a Mach-Zehnder-type array with two equal 50:50 beam splitters and a tunable retarder, which allows us to control its reflectivity. Then, we show that th…
Following a long tradition of physicists who have noticed that the Ising model provides a general background to build realistic models of social interactions, we study a model of financial price dynamics resulting from the collective aggregate decisions of agents. This model incorporates imitation, the impact of extern…
We study, both analytically and numerically, an ARCH-like, multiscale model of volatility, which assumes that the volatility is governed by the observed past price changes on different time scales. With a power-law distribution of time horizons, we obtain a model that captures most stylized facts of financial time seri…
New algorithm solves Schrödinger bridge problem with mismatched channels.
New insights into cascade feedback linearization of control systems.
Machine learning has made tremendous progress in recent years, with models matching or even surpassing humans on a series of specialized tasks. One key element behind the progress of machine learning in recent years has been the ability to train machine learning models in large-scale distributed shared-memory and messa…
New method learns from either positive or negative feedback alone.
Bayesian Neural Networks (BNNs) have been proposed to address the problem of model uncertainty in training and inference. By introducing weights associated with conditioned probability distributions, BNNs are capable of resolving the overfitting issue commonly seen in conventional neural networks and allow for small-da…
User preferences for items can be inferred from either explicit feedback, such as item ratings, or implicit feedback, such as rental histories. Research in collaborative filtering has concentrated on explicit feedback, resulting in the development of accurate and scalable models. However, since explicit feedback is oft…
This paper improves image retrieval accuracy through novel relevance feedback methods.
Recommender systems recommend items more accurately by analyzing users' potential interest on different brands' items. In conjunction with users' rating similarity, the presence of users' implicit feedbacks like clicking items, viewing items specifications, watching videos etc. have been proved to be helpful for learni…
Study evaluates new models using human feedback from another model.
Develops a new model for RLHF accounting for partially observed states and intermediate feedback.
Classifier learns to ignore unreliable feedback from end users.
Paper characterizes minimax regret rates for online ranking with top-k feedback.