arXiv research

Study shows how to control jump-diffusion processes with stable feedback controls in reinforcement learning.

Boundary of fiber convex domains is a cohomological sphere.

New framework for RL with linear-convex models reduces performance gap.

We point out, and draw some consequences of, the fact that the Poisson Lie group G* dual to G=GL_n(C) (with its standard complex Poisson structure) may be identified with a certain moduli space of meromorphic connections on the unit disc having an irregular singularity at the origin. The Riemann-Hilbert map for such co…

Linear optimization is many times algorithmically simpler than non-linear convex optimization. Linear optimization over matroid polytopes, matching polytopes and path polytopes are example of problems for which we have simple and efficient combinatorial algorithms, but whose non-linear convex counterpart is harder and …

Convex regression is a promising area for bridging statistical estimation and deterministic convex optimization. New piecewise linear convex regression methods are fast and scalable, but can have instability when used to approximate constraints or objective functions for optimization. Ensemble methods, like bagging, sm…

A new algorithm finds optimal solutions for constrained decision processes.

FedCONST adapts update magnitudes to enhance feature generalization in FL.

A lot of effort has been invested into characterizing the convergence rates of gradient based algorithms for non-linear convex optimization. Recently, motivated by large datasets and problems in machine learning, the interest has shifted towards distributed optimization. In this work we present a distributed algorithm …

Binary classification is a common statistical learning problem in which a model is estimated on a set of covariates for some outcome indicating the membership of one of two classes. In the literature, there exists a distinction between hard and soft classification. In soft classification, the conditional class probabil…

New PL invariant classifies K3 surface degenerations.

We formalize and study the natural approach of designing convex surrogate loss functions via embeddings, for problems such as classification, ranking, or structured prediction. In this approach, one embeds each of the finitely many predictions (e.g.\ rankings) as a point in $\mathbb{R}^d$, assigns the original loss val…

Paper addresses ERM in LDP, reducing sample complexity for smooth and convex losses.

Adaptive SAA solves large-scale stochastic linear programs efficiently.

Improved MMWU algorithm achieves instance-optimal regret bound for matrix LEA.

Optimizes nonconvex optimization by converting it to static regret minimization.

The paper introduces BCART models for aggregate claim amount, improving frequency-severity and joint modeling.

The paper uses model-based trees to create interpretable surrogate models for complex machine learning models.

Gauge Flow Models use a learnable Gauge Field in Generative Flow Models.

The study examines how model predictions hold up under model extensions.

Revises Bayesian model averaging for foundation models.

Paper introduces symmetric divergence link models for probability distributions.

New method to handle credit portfolio model uncertainties.

The paper tests stock return models and uses LSTM to predict stock returns.

Researchers review challenges in interpreting additive models, especially neural additive models.

Novel hybrid modeling combines ML and physics for real-time diagnosis.

CRS model improves ranking data modeling with theoretical guarantees.

Sigma models linked to Gross-Neveu models via quiver varieties.

Interpretable machine learning has become a strong competitor for traditional black-box models. However, the possible loss of the predictive performance for gaining interpretability is often inevitable, putting practitioners in a dilemma of choosing between high accuracy (black-box models) and interpretability (interpr…

Simple models are preferred over complex models, but over-simplistic models could lead to erroneous interpretations. The classical approach is to start with a simple model, whose shortcomings are assessed in residual-based model diagnostics. Eventually, one increases the complexity of this initial overly simple model a…

Matryoshka hides secret models in a carrier model, achieving high capacity and robustness.

Seq2Seq models speed up epidemic model predictions.

This work develops scalable model selection methods with fast update and selection.

Paper proposes BMPO to optimize policies using bidirectional models.

Copulas outperform marginal models in multivariate risk forecasting, reducing model risk by narrowing down the set of models.

BayesBlend blends multiple models' predictions for better insurance loss predictions.

The paper identifies when larger models improve predictions and proposes a switcher model.

Improved diffusion model generation speed with speculative sampling.

We propose a generalization of neural network sequence models. Instead of predicting one symbol at a time, our multi-scale model makes predictions over multiple, potentially overlapping multi-symbol tokens. A variation of the byte-pair encoding (BPE) compression algorithm is used to learn the dictionary of tokens that …

The paper extends statistical inference methods for black-box generative models.

PMM uses Bayesian inference to generate data from noisy approximations.

Unified model improves sampling speed and quality.

In science and especially in economics, agent-based modeling has become a widely used modeling approach. These models are often formulated as a large system of difference equations. In this study, we discuss two aspects, numerical modeling and the probabilistic description for two agent-based computational economic mar…

Driven by an increasing need for model interpretability, interpretable models have become strong competitors for black-box models in many real applications. In this paper, we propose a novel type of model where interpretable models compete and collaborate with black-box models. We present the Model-Agnostic Linear Comp…

Combining models in appropriate ways to achieve high performance is commonly seen in machine learning fields today. Although a large amount of combinatorial models have been created, little attention is drawn to the commons in different models and their connections. A general modelling technique is thus worth studying …

MaxEnt Model Correction improves reinforcement learning model accuracy.

Macroscopic price evolution models are commonly used for investment strategies. There are first promising achievements in defining microscopic agent based models for the same purpose. Microscopic models allow a deeper understanding of mechanisms in the market than the purely phenomenological macroscopic models, and thu…

Introduces model class selection to find sets of near-optimal models.