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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.

168,742 papers · 148 categories

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0111 · Sep 201919922001200920172026
10 results for Inverse-weighting

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.

New algorithms handle online prediction with bandit and delayed feedback, improving regret bounds.

problem Achieving finite bounds on surrogate regret with limited feedback.
method Proposed algorithms for bandit and delayed feedback, including inverse-weighted gradient and pseudo-inverse matrix estimators.
result Achieved improved surrogate regret bounds of O(KT)O(\sqrt{KT}) and O(T2/3)O(T^{2/3}).

Efficient algorithm for learning MDPs with unknown transitions and bandit feedback.

problem Learning in episodic finite-horizon MDPs with unknown transitions and bandit feedback.
method Proposes an efficient algorithm with ildeO(LXAT)\mathcal{ ilde{O}}(L|X|\sqrt{|A|T}) regret.
result Achieves ildeO(T)\mathcal{ ilde{O}}(\sqrt{T}) regret, matching previous work with full-information feedback.

Kernelized bandit algorithm tackles adaptive contextual bandits with single-index models.

problem Adaptive contextual bandits with single-index models and unknown link functions.
method Kernelized ε-greedy algorithm combining Stein-based index estimation and kernel ridge regression for reward functions.
result Unified framework for simultaneous learning and inference in single-index contextual bandits.

Paper proposes an active preference learning method using radial basis functions.

problem Optimization problems where decision-maker can only express preferences.
method Iteratively proposes new comparisons based on learning a surrogate function from preferences and decision vectors.
result Surrogate function fit by radial basis functions, leading to better global optimizer.

New algorithm reduces unfairness in bandit problems by balancing exploration and exploitation.

problem Fairness in bandit problems where early participants can be unfairly disadvantaged.
method Introduces extsf{UCB-HARE} algorithm that balances exploration and exploitation using inverse-weighted harmonic rank schedule.
result Algorithm extsf{UCB-HARE} achieves regret matching the lower bound Ω(σkmax(1,q)/T)Ω(σ\sqrt{k^{\max(1,q)}/T}) for q>1q>1.

New method tightens federated probe-logit distillation rates under varying bandwidths.

problem Estimating conditional distributions in federated learning with heterogeneous bandwidth constraints.
method Developed a new federated probe-logit distillation (FPLD) method with optimal allocation for varying bandwidths.
result Achieved matching lower and upper bounds for the minimax rate under heterogeneous bandwidths.