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.
We consider d-dimensional linear stochastic approximation algorithms (LSAs) with a constant step-size and the so called Polyak-Ruppert (PR) averaging of iterates. LSAs are widely applied in machine learning and reinforcement learning (RL), where the aim is to compute an appropriate θ∗∈Rd (that is a…
This paper presents the current state of a work in progress, whose objective is to better understand the effects of factors that significantly influence the performance of Latent Semantic Analysis (LSA). A difficult task, which consists in answering (French) biology Multiple Choice Questions, is used to test the semant…
We consider the thresholding bandit problem, whose goal is to find arms of mean rewards above a given threshold θ, with a fixed budget of T trials. We introduce LSA, a new, simple and anytime algorithm that aims to minimize the aggregate regret (or the expected number of mis-classified arms). We prove that our algo…
In this paper, we consider clustering data that is assumed to come from one of finitely many pointed convex polyhedral cones. This model is referred to as the Union of Polyhedral Cones (UOPC) model. Similar to the Union of Subspaces (UOS) model where each data from each subspace is generated from a (unknown) basis, in …
Learning distributed representations of documents has pushed the state-of-the-art in several natural language processing tasks and was successfully applied to the field of recommender systems recently. In this paper, we propose a novel content-based recommender system based on learned representations and a generative m…
The main goal of this paper is to explore latent topic analysis (LTA), in the context of quantum information retrieval. LTA is a valuable technique for document analysis and representation, which has been extensively used in information retrieval and machine learning. Different LTA techniques have been proposed, some b…
Author profiling is the characterization of an author through some key attributes such as gender, age, and language. In this paper, a RNN model with Attention (RNNwA) is proposed to predict the gender of a twitter user using their tweets. Both word level and tweet level attentions are utilized to learn 'where to look'.…
Components of biological systems interact with each other in order to carry out vital cell functions. Such information can be used to improve estimation and inference, and to obtain better insights into the underlying cellular mechanisms. Discovering regulatory interactions among genes is therefore an important problem…
Study on stochastic approximation with Polyak-Ruppert averaging for linear systems.
problem Understanding the asymptotic and non-asymptotic properties of stochastic approximation procedures.
method Detailed analysis of linear stochastic approximation with Polyak-Ruppert averaging, focusing on asymptotic and non-asymptotic properties.
result Proves CLT and non-asymptotic concentration inequality for averaged iterates, providing refined understanding of linear stochastic approximation.
Playing repeated matrix games (RMG) while maximizing the cumulative returns is a basic method to evaluate multi-agent learning (MAL) algorithms. Previous work has shown that UCB, M3, S or Exp3 algorithms have good behaviours on average in RMG. Besides, hedging algorithms have been shown to be effective on predi…
We propose accelerated randomized coordinate descent algorithms for stochastic optimization and online learning. Our algorithms have significantly less per-iteration complexity than the known accelerated gradient algorithms. The proposed algorithms for online learning have better regret performance than the known rando…
Bayesian networks (BN) are used in a big range of applications but they have one issue concerning parameter learning. In real application, training data are always incomplete or some nodes are hidden. To deal with this problem many learning parameter algorithms are suggested foreground EM, Gibbs sampling and RBE algori…
Algorithm design is a laborious process and often requires many iterations of ideation and validation. In this paper, we explore automating algorithm design and present a method to learn an optimization algorithm, which we believe to be the first method that can automatically discover a better algorithm. We approach th…
Approximate probabilistic inference algorithms are central to many fields. Examples include sequential Monte Carlo inference in robotics, variational inference in machine learning, and Markov chain Monte Carlo inference in statistics. A key problem faced by practitioners is measuring the accuracy of an approximate infe…
In this paper, we propose a convergent parallel best-response algorithm with the exact line search for the nondifferentiable nonconvex sparsity-regularized rank minimization problem. On the one hand, it exhibits a faster convergence than subgradient algorithms and block coordinate descent algorithms. On the other hand,…