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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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48 results for KL

TSC uses HMC and adaptive transport maps to optimize forward KL for variational inference.

problem Variational inference underestimates uncertainty when minimizing reverse KL.
method TSC uses Hamiltonian Monte Carlo and adaptive transport maps to optimize KL(p||q).
result TSC achieves competitive performance in training variational autoencoders on large-scale data.

A classic setting of the stochastic K-armed bandit problem is considered in this note. In this problem it has been known that KL-UCB policy achieves the asymptotically optimal regret bound and KL-UCB+ policy empirically performs better than the KL-UCB policy although the regret bound for the original form of the KL-UCB…

2019-03-19abs ↗pdf ↗

Improved fast rates for decision making with forward-KL regularization in contextual bandits.

problem Improving fast rates for decision making with forward-KL regularization in contextual bandits.
method Streamlined analysis of forward-KL-regularized offline CBs, exploiting the pessimism principle and convex-analytical pipeline.
result First ildeO(ε1) ilde{O}(ε^{-1}) upper bounds in tabular and general function approximation settings.

Kurdyka-Lojasiewicz (KL) exponent plays an important role in estimating the convergence rate of many contemporary first-order methods. In particular, a KL exponent of 12\frac12 for a suitable potential function is related to local linear convergence. Nevertheless, KL exponent is in general extremely hard to estimate. I…

2019-02-10abs ↗pdf ↗

The paper develops new algorithms for KL-divergence NMF, proving convergence and performance.

problem Improving NMF for nonnegative data with KL divergence.
method Collect and analyze properties of KL objective function, propose and test new algorithms.
result Guaranteed non-increasing objective function for one proposed algorithm, global convergence.

This paper tightens the law of the iterated logarithm for empirical KL_inf, applicable to unbounded data.

problem Developing nonasymptotic concentration bounds for empirical KL_inf with optimal constants and rates.
method Presenting a tight law of the iterated logarithm for empirical KL_inf, applicable to unbounded data.
result A tight law of the iterated logarithm for empirical KL_inf, applicable to unbounded data.

Paper analyzes and improves KL-regularized RL for LLMs with logarithmic regret.

problem Improving efficiency of RL fine-tuning for large language models.
method Optimism-based KL-regularized online contextual bandit algorithm with novel regret analysis.
result Achieves an O(ηlog(NRT)dR)\mathcal{O}\big(η\log (N_{\mathcal R} T)\cdot d_{\mathcal R}\big) logarithmic regret bound.

Paper relaxes triangle inequality for KL divergence between Gaussian distributions.

problem KL divergence does not satisfy triangle inequality for Gaussian distributions.
method Investigates relaxed triangle inequality and finds supremum.
result Supremum of KL divergence is found and conditions for attaining it are determined.

Theory for RLHF generalization under reward shift and clipped KL.

problem Theoretical understanding of RLHF generalization, especially with reward shift and clipped KL.
method Developed generalization theory for RLHF, accounting for reward shift and clipped KL.
result Presented generalization bounds for RLHF, suggesting generalization error from sampling, reward shift, and KL clipping.

The Dirichlet mechanism protects privacy while minimizing KL divergence.

problem Minimizing KL divergence while protecting sensitive data privacy.
method Using the exponential mechanism with the KL divergence loss function, resulting in the Dirichlet mechanism.
result Proved a probability tail bound on KL divergence and derived a lower bound for sample complexity.

Paper analyzes sample complexity of offline MABs with KL regularization.

problem Optimizing sample complexity for offline decision-making with KL-regularized metrics.
method Sharp analysis of KL-PCB, providing upper and lower bounds.
result Characterizes sample complexity for offline MABs with KL regularization.

Paper proposes a method to stabilize estimation of KL divergence using a discriminator in RKHS.

problem High variance and instability in estimating KL divergence using neural network discriminators.
method Developed a novel construction of the discriminator in RKHS, controlled its complexity, and proved the consistency of the estimator.
result Reduced variance and stabilized training of KL divergence estimates.

Improved KL bounds and Wasserstein guarantees for diffusion flow matching under minimal conditions.

problem Theoretical convergence properties of Brownian motion based diffusion flow matching.
method Refined analysis under Kullback-Leibler and 2-Wasserstein distances.
result State-of-the-art scaling in KL convergence bounds under minimal conditions.

New method trains neural samplers to sample from multi-modal distributions efficiently.

problem Mode-seeking behavior of reverse KL divergence hinders effective sampling from multi-modal target distributions.
method Minimizing reverse diffusive KL divergence along diffusion trajectories of model and target densities.
result Demonstrated enhanced sampling performance across various multi-modal distributions.

KL-regularized RL from expert demos can lead to slow, unstable learning.

problem Pathological training dynamics in KL-regularized RL from expert demonstrations.
method Empirical analysis and non-parametric behavioral reference policies.
result KL-regularized RL can be significantly improved by using non-parametric behavioral policies.

KL regularization helps RL algorithms by implicitly averaging q-values.

problem Understanding why KL regularization improves RL performance.
method An approximate value iteration scheme, studying KL and entropy regularization.
result Strong performance bound combining linear horizon dependency and averaging effect of estimation errors.

New algorithms achieve logarithmic regret in KL-regularized Markov games.

problem Improving sample efficiency in game-theoretic settings with KL regularization.
method Developed OMG and SOMG algorithms for matrix and Markov games, using best response sampling and superoptimistic bonuses.
result Logarithmic regret in TT that scales inversely with KL regularization strength ββ.

Unified view of KL-divergence and IPMs via DRE, with new DRM metrics.

problem Unified understanding of KL-divergence and IPMs.
method Unified representation via maximum likelihood density-ratio estimation (DRE).
result Unified form of IPMs and novel DRM metrics.

We consider model-based reinforcement learning in finite Markov De- cision Processes (MDPs), focussing on so-called optimistic strategies. In MDPs, optimism can be implemented by carrying out extended value it- erations under a constraint of consistency with the estimated model tran- sition probabilities. The UCRL2 alg…

2010-04-29abs ↗pdf ↗

The study tightens bounds on binomial probabilities and minimums using KL-divergence.

problem Tightening bounds on binomial probabilities and minimums of i.i.d. Binomials.
method Applied Sanov's theorem to derive upper and lower bounds on binomial tail probabilities and minimums, expressed in terms of KL-divergence.
result High probability upper and lower bounds on the minimum of i.i.d. Binomial random variables, finite sample, asymptotically tight.

Study introduces a variational approach for efficient KL divergence estimation in Dirichlet mixture models.

problem Efficient estimation of KL divergence in Dirichlet mixture models.
method Variational approach for a closed-form solution.
result Superior efficiency and accuracy compared to Monte Carlo methods.

New method learns disentangled signals without prior or model constraints.

problem Learning disentangled signals from data without prior or model constraints.
method Minimizes conditional KL divergence using a sequential algorithm to learn de-mixing flow models.
result Method learns self-sufficient signals that can reconstruct missing values.

Estimates KL divergence with fairness considerations for sub-populations.

problem Fairly estimate KL divergence between distributions considering sub-populations.
method Proposes multi-group attribution for KL divergence estimation, derived from multi-calibration.
result Shows multi-group attribution provides better KL divergence estimates conditioned on sub-populations.

KL-constrained API shows optimization issues and improved with regularization.

problem Optimization issues in KL-constrained API algorithms.
method Comparison of KL divergence as a constraint vs. regularizer, empirical evaluation.
result KL-constrained API is not guaranteed to converge and incurs linear regret.

Unified framework for unlearning in diffusion models using KL divergence and likelihood constraints.

problem Removing undesirable data or concepts while preserving utility of pretrained models.
method Constrained optimization framework based on reverse and forward KL divergences, and likelihood constraints.
result Our KL-constrained approach achieves superior retention-unlearning tradeoffs compared to weight-based baselines.

EGMU optimizes portfolios using KL divergence, ensuring positive solutions.

problem Constructing multi-factor target-exposure portfolios efficiently and accurately.
method Convex optimization framework minimizing KL divergence, with explicit solvers.
result Established feasibility and uniqueness of strictly positive solutions under convex-hull conditions.

Forward-Euler fails for simulating Wasserstein gradient flows with KL divergence.

problem Simulating Wasserstein gradient flows with forward-Euler discretization fails for KL divergence.
method Forward-Euler discretization for Wasserstein gradient flows with KL divergence.
result Forward-Euler discretization can be incorrect for Wasserstein gradient flows with KL divergence.

Optimized α\alpha-posteriors reduce KL divergence from true posterior in parametric misspecification.

problem Reduction of KL divergence from true posterior in parametric model misspecification.
method Derivation of Bernstein-von Mises theorem and optimization of α\alpha-posteriors.
result Optimized α\alpha-posteriors minimize KL divergence from true posterior, especially in severe misspecification.