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.
Innovative game theory approach optimizes survival analysis metrics.
problem Survival analysis models trained with maximum likelihood do not directly optimize criteria like Brier score or Bernoulli log likelihood.
method Inverse-Weighted Survival Games: Construct objectives from re-weighted estimates featuring the other model, holding the latter fixed during training.
result Games optimize Brier score on simulations and real-world data.
We consider the problem of learning in episodic finite-horizon Markov decision processes with an unknown transition function, bandit feedback, and adversarial losses. We propose an efficient algorithm that achieves O~(L∣X∣∣A∣T) regret with high probability, where L is the horizon, ∣X∣ is t…
This paper proposes a method for solving optimization problems in which the decision-maker cannot evaluate the objective function, but rather can only express a preference such as "this is better than that" between two candidate decision vectors. The algorithm described in this paper aims at reaching the global optimiz…