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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.

168,694 papers · 148 categories

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25507499 · May 202619922001200920172026
48 results for Near-Optimal Trajectories

Bayesian method estimates dynamics from near-optimal trajectories.

problem Estimating dynamics from near-optimal expert trajectories in reinforcement learning.
method Constraint-based Bayesian approach integrating expert near-optimality.
result Significant improvements in decision-making and transfer success.

Many prediction domains, such as ad placement, recommendation, trajectory prediction, and document summarization, require predicting a set or list of options. Such lists are often evaluated using submodular reward functions that measure both quality and diversity. We propose a simple, efficient, and provably near-optim…

2013-05-11abs ↗pdf ↗

Recent years have seen a flurry of activities in designing provably efficient nonconvex procedures for solving statistical estimation problems. Due to the highly nonconvex nature of the empirical loss, state-of-the-art procedures often require proper regularization (e.g. trimming, regularized cost, projection) in order…

2017-11-28abs ↗pdf ↗

Reinforcement learning offers the promise of automating the acquisition of complex behavioral skills. However, compared to commonly used and well-understood supervised learning methods, reinforcement learning algorithms can be brittle, difficult to use and tune, and sensitive to seemingly innocuous implementation decis…

2019-12-31abs ↗pdf ↗

Transformers learn to make decisions in new contexts from offline data.

problem Understanding when and how transformers can perform in-context reinforcement learning.
method Theoretical framework analyzing supervised pretraining for ICRL, including algorithm distillation and decision-pretrained transformers.
result Transformers can efficiently approximate optimal reinforcement learning algorithms for various environments.

Exploration is widely regarded as one of the most challenging aspects of reinforcement learning (RL), with many naive approaches succumbing to exponential sample complexity. To isolate the challenges of exploration, we propose a new "reward-free RL" framework. In the exploration phase, the agent first collects trajecto…

2020-02-07abs ↗pdf ↗

Study infers interaction kernels from multiple particle trajectories.

problem Inferring interaction kernels from multiple particle trajectories in stochastic systems.
method Nonparametric inference approach based on regularized maximum likelihood estimator.
result Consistent estimator with near-optimal learning rate independent of state space dimension.

Algorithm learns linear systems from partial observations with near-optimal rate.

problem Identifying linear dynamical systems from partial observations, especially those with long-term memory.
method Multi-scale low-rank approximation using SVD on Hankel matrices of increasing sizes, combined with Fourier domain concentration bounds.
result Near-optimal rate of $\widetilde O\left(\sqrt\frac{d}{T} ight)$ in H2\mathcal{H}_2 error, with logarithmic dependence on memory length.

Adaptive OMD reduces variance in learning optimal strategies for imperfect information games.

problem High variance in learning optimal strategies for imperfect information games.
method Fixed sampling approach with locally applied Online Mirror Descent (OMD) algorithm.
result Convergence rate of ildeO(T1/2) ilde{\mathcal{O}}(T^{-1/2}) with high probability.

We study discrete time dynamical systems governed by the state equation ht+1=φ(Aht+But)h_{t+1}=φ(Ah_t+Bu_t). Here A,BA,B are weight matrices, φφ is an activation function, and utu_t is the input data. This relation is the backbone of recurrent neural networks (e.g. LSTMs) which have broad applications in sequential learning tasks. …

2018-09-09abs ↗pdf ↗

Paper tackles non-stationary kernelized bandits with near-optimal algorithm.

problem Minimizing regret in a time-varying reward function.
method Near-optimal algorithm with a novel restarting phased elimination with random permutation (R-PERP).
result Regret upper bound matches the lower bound, making the algorithm near-optimal.

Large learning rates improve neural network generalization, study shows.

problem Understanding why large learning rates lead to better neural network generalization.
method Visual analysis of training and testing loss landscapes, introduction of a nonlinear model.
result Extended phase with large learning rates leads to near-optimal generalization.

Paper tackles RLHF with DCPPO method, proving near-optimal suboptimality.

problem Challenges in offline RLHF with limited human feedback and bounded rationality.
method DCPPO method involving three stages: MLE, reward function recovery, and pessimistic value iteration.
result DCPPO's suboptimality almost matches classical pessimistic offline RL in terms of distribution shift and dimension.

Efficient streaming algorithms for robust statistics with near-optimal memory.

problem High-dimensional robust statistics tasks in streaming model.
method First efficient streaming algorithms with near-optimal memory requirements.
result Near-optimal error guarantees and space complexity nearly-linear in the dimension for robust mean estimation.

The paper offers simple, near-optimal algorithms for multi-group learning.

problem Learning predictors within subgroups of a population, addressing fairness and hidden stratification.
method Studies the structure of solutions and provides simple, near-optimal algorithms.
result Simple and near-optimal algorithms for multi-group learning.

GP-MRO discovers robust mixed strategies for unknown objectives.

problem Optimizing unknown objectives against worst-case uncertain parameters.
method Sequential learning from noisy point evaluations, combining online learning and Gaussian processes.
result GP-MRO finds robust mixed strategies that significantly improve performance over deterministic strategies.

New algorithm reduces RL complexity with low switching costs.

problem Exploration-exploitation dilemma in RL with complex models.
method Monotonic Q-Learning with Upper Confidence Bound (MQL-UCB) for RL with general function approximation.
result Achieves minimax optimal regret of O(dHK)O(d\sqrt{HK}) and near-optimal policy switching cost.

Paper tackles clustering with ordinal comparisons, achieving near-optimal results.

problem Clustering with ordinal comparisons when similarity measures are not available.
method Two-step procedure: estimate similarity matrix from comparisons, then apply SDP clustering.
result Near-optimal recovery of planted clustering using near-optimal number of comparisons.

Federated Q-learning achieves linear speedup with heterogeneity, improving sample complexity.

problem Collaborative learning in distributed RL settings with limited data sharing.
method Analyzes synchronous and asynchronous federated Q-learning, proposes importance averaging.
result Achieves linear speedup with heterogeneity, robust to local trajectory heterogeneity.

New algorithm detects changes quickly without knowing parameters, near optimally.

problem Quickest change detection with unknown parameters.
method Leverages theoretical asymptotic properties to derive a scalable approximate algorithm with near optimal performance.
result Detects changes in constant complexity with near optimal performance.

Efficiently find near-optimal medical treatments with less trial and error.

problem Finding effective medical treatments through trial and error.
method Formalizes the problem, uses a causal inference framework, and proposes model-based dynamic programming and greedy algorithms.
result Our methods compare favorably to model-free reinforcement learning, offering a more transparent trade-off between search time and treatment efficacy.

New DP algorithms achieve near-optimal regret bounds for online learning problems.

problem Online learning problems with zero-loss solutions and differential privacy constraints.
method Developed new Differentially Private algorithms with near-optimal regret bounds.
result Achieved near-optimal regret bounds for various online prediction and convex optimization problems.

Algorithm extsc{Pedel} learns near-optimal policies efficiently on specific problems.

problem Learning near-optimal policies in linear MDPs with minimal samples.
method Online experiment design to focus exploration on relevant directions.
result Achieves instance-dependent complexity, outperforming minimax-optimal algorithms.

Improved algorithm for adaptive dueling bandits with near-optimal regret bound.

problem Non-stationary dueling bandits with unknown number of preference changes.
method Elimination-based rescheduling algorithm for adaptive dynamic regret.
result Near-optimal ildeO(SextttCWT) ilde{O}(\sqrt{S^{ exttt{CW}} T}) dynamic regret bound.

We study the problem of discriminative sub-trajectory mining. Given two groups of trajectories, the goal of this problem is to extract moving patterns in the form of sub-trajectories which are more similar to sub-trajectories of one group and less similar to those of the other. We propose a new method called Statistica…

2019-05-06abs ↗pdf ↗

A new UCB algorithm for heavy-tailed bandits with near-optimal regret.

problem Sequential decision making in uncertain environments with heavy-tailed rewards.
method Data-driven, distribution-free UCB algorithm combining resampled median-of-means and UCB.
result Near-optimal regret bound for heavy-tailed distributions.

Paper uses deep imitation learning to predict aircraft trajectories accurately.

problem Inefficient and costly Air Traffic Management system limits predictability.
method Generative Adversarial Imitation Learning framework with trajectory clustering and classification.
result Accurate predictions for entire trajectory stages, pre- and tactical.

Ensembles of random-feature models can't outperform a single large model.

problem Finding the optimal balance between model size and ensemble size.
method Deterministic equivalent risk estimates and scaling laws analysis.
result Ensembles of random-feature models achieve near-optimal performance only under specific conditions.

AE-LSVI identifies near-optimal policies in complex systems with minimal data.

problem Identifying near-optimal policies in complex, costly data acquisition systems.
method Combines optimism and pessimism for active exploration in a generative model setting.
result Proves near-optimal policy identification over entire state spaces with polynomial sample complexity.

New RL algorithm reduces deployment cost for linear function approximations.

problem Efficiently deploying new policies in RL with unknown rewards.
method Proposes an algorithm that minimizes trajectories needed for identifying optimal policies.
result Achieves optimal deployment complexity and sample complexity.