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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.

168,657 papers · 148 categories

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68135203270 · Jun 202019922001200920172026
48 results for Offline inference

Normalizing flow regression approximates posterior distributions without additional sampling.

problem Bayesian inference with computationally expensive likelihood evaluations.
method Normalizing flow regression (NFR) for offline inference.
result NFR yields a tractable posterior approximation through regression on existing log-density evaluations.

FOCAL tackles offline meta-reinforcement learning with efficient task inference and behavior regularization.

problem Efficiently adapt RL algorithms to unseen tasks without interactions, addressing bootstrapping errors and robust task inference.
method FOCAL combines behavior regularization, a deterministic context encoder, and a negative-power distance metric for efficient task inference.
result FOCAL outperforms prior algorithms on meta-RL benchmarks, demonstrating computational efficiency.

BOMS enhances offline MBRL by improving model selection with Bayesian optimization.

problem Inaccurate model selection in offline MBRL due to distribution shift.
method Proposes BOMS, an active model selection framework using Bayesian optimization.
result Improves model selection with only a small amount of online interaction.

LazyDINO efficiently solves high-dimensional Bayesian inverse problems with fast and scalable solutions.

problem High-dimensional nonlinear Bayesian inverse problems with expensive parameter-to-observable maps.
method LazyDINO combines derivative-informed neural surrogates and lazy map variational inference for efficient posterior approximation.
result Significant cost reduction in amortized Bayesian inversion, achieving one to two orders of magnitude improvement.

Understanding users' context is essential for successful recommendations, especially for Online-to-Offline (O2O) recommendation, such as Yelp, Groupon, and Koubei. Different from traditional recommendation where individual preference is mostly static, O2O recommendation should be dynamic to capture variation of users' …

2019-07-08abs ↗pdf ↗

This paper tackles distribution shift in model-based offline RL, proposing a shifts-aware reward method.

problem Distribution shift challenges model-based offline RL by distorting value estimation and policy optimization.
method The paper disentangles the problem into model bias and policy shift, proposing a shifts-aware reward through probabilistic inference.
result The proposed shifts-aware reward method effectively mitigates distribution shift and improves policy optimization.

New algorithm tackles confounding in offline RL for partially observable MDPs.

problem Confounding in offline reinforcement learning for partially observable MDPs.
method P3O algorithm using proximal causal inference and pessimistic confidence regions.
result Achieves n1/2n^{-1/2}-suboptimality for offline RL in POMDPs with confounded data.

Single autoregressive model outperforms ensemble methods in offline reinforcement learning.

problem Offline reinforcement learning with limited data and model errors.
method Infer system dynamics from data and optimize policies on model rollouts, using a single autoregressive model.
result Single autoregressive model achieves better performance than ensembles on the D4RL benchmark.

A novel approach for safe offline RL using latent safety constraints.

problem Balancing safety constraints and reward maximization in offline RL.
method Conditional Variational Autoencoders for latent safety modeling, Constrained Reward-Return Maximization.
result Our approach maintains safety compliance while optimizing rewards, outperforming existing methods.

With the widespread use of machine learning (ML) techniques, ML as a service has become increasingly popular. In this setting, an ML model resides on a server and users can query it with their data via an API. However, if the user's input is sensitive, sending it to the server is undesirable and sometimes even legally …

2018-08-01abs ↗pdf ↗

Efficiently learns and transports posterior densities for real-time inference.

problem High computational cost of Bayesian inference for complex posterior densities.
method Tensor-train (TT) format for offline learning, conditional transport for online inference.
result Significant improvement in inference performance for high-dimensional problems.

This paper optimizes caching and model multiplexing for large model inference.

problem Resource consumption and latency challenges in large model deployment.
method Jointly optimizing a caching algorithm (GDSF or LEC) and a model multiplexer for large model inference.
result Achieves optimal rates in offline and online settings with up to 50x improvement over baseline.

CycleFQI tackles offline reinforcement learning for cyclic MDPs, mitigating state distribution mismatch.

problem Offline reinforcement learning for cyclic MDPs with heterogeneous dynamics and discount factors.
method CycleFQI decomposes the cyclic process into stage-wise sub-problems, using vector of stage-specific Q-functions.
result CycleFQI mitigates the curse of dimensionality and provides finite-sample suboptimality error bounds.

New method estimates and optimizes policy differences using orthogonal learning.

problem Offline reinforcement learning with safety concerns and cost limitations.
method Dynamic R-learner for estimating and optimizing Qπ(s,1)Qπ(s,0)Q^π(s,1)-Q^π(s,0), leveraging orthogonal estimation.
result Consistent policy optimization with improved convergence rates.

Improves BC policies by generating new plausible trajectories.

problem Sub-optimal data quality in BC leads to poor policy performance.
method Trajectory Stitching (TS) generates new plausible transitions.
result TS significantly improves behavioural policies over original data.

Unified LP framework for offline reward learning from human demonstrations and feedback.

problem Reward learning from human demonstrations and feedback with robustness and sample efficiency.
method A novel linear programming framework for offline reward learning.
result Unified LP framework achieves better performance compared to MLE.

New method learns optimal policies in presence of unmeasured confounders.

problem Optimal policy learning with unobserved confounders.
method Causal-assisted policy learning methods using instrumental variables and negative controls.
result Policies are ildeO(n1/2) ilde{\mathscr{O}}(n^{-1/2}) quantile-optimal under mild coverage assumptions.

Algorithm balances online and offline data for linear bandits.

problem Online learning with an offline dataset in linear bandits.
method Proposes a linear bandit algorithm that uses offline data early and increasingly favors exploration as the horizon grows.
result Establishes regret bounds showing competitive performance with both purely online and offline solutions.

Algorithm learns from offline data to improve performance in target environment.

problem Learning from offline data in a target environment with unknown shifts.
method Adaptive algorithm that uses offline data to improve performance when informative.
result Algorithm provably improves performance over purely online learning when offline data are informative.

We introduce a new approach for amortizing inference in directed graphical models by learning heuristic approximations to stochastic inverses, designed specifically for use as proposal distributions in sequential Monte Carlo methods. We describe a procedure for constructing and learning a structured neural network whic…

2016-02-22abs ↗pdf ↗

Paper offers a fast convergence theory for offline decision making.

problem Offline decision making problems, including reinforcement learning and off-policy evaluation.
method Introduces a framework (DMOF) and algorithm (EDD) with a fast convergence guarantee.
result Demonstrates a fast convergence guarantee with a lower bound complement.

This work bridges offline RL and DRL to address distributional shift.

problem Distributional shift in offline RL due to difference in state-action visitation distributions.
method Proposes offline RL algorithms using DRL framework, characterizes sample complexity under single policy concentrability.
result Demonstrates superior performance of proposed algorithms through simulations.

FOCUS improves offline RL by incorporating causal structure into world-models.

problem Learning effective policies from historical data without interaction.
method FOCUS proposes a practical algorithm that learns and leverages causal structure in offline RL.
result FOCUS outperforms plain model-based offline RL algorithms and other causal model-based RL algorithms.

Paper proposes methods to use observational data for reinforcement learning, addressing confounding issues.

problem Using observational data for reinforcement learning can lead to misleading outcomes due to unobserved confounders.
method The paper introduces two deconfounding methods in deep reinforcement learning to adjust for confounders.
result The proposed deconfounding methods improve the accuracy of reinforcement learning models using observational data.

Framework reduces contextual bandit learning to offline regression with near-optimal regret.

problem Efficient learning with large action spaces and complex reward functions.
method Offline Estimation to Decisions (OE2D) algorithm that minimizes regret with near-optimal oracle calls.
result Near-optimal regret for contextual bandits with large action spaces and O(log(T))O(log(T)) offline oracle calls.

A key challenge in crowdsourcing is inferring the ground truth from noisy and unreliable data. To do so, existing approaches rely on collecting redundant information from the crowd, and aggregating it with some probabilistic method. However, oftentimes such methods are computationally inefficient, are restricted to som…

2019-11-13abs ↗pdf ↗

Paper establishes baselines for offline RL from visual observations.

problem Challenges in offline reinforcement learning from visual observations with continuous action spaces.
method Simple baselines and benchmarking tasks for offline RL from visual observations.
result Simple modifications to existing online RL algorithms outperform existing offline RL methods.

Off-policy reinforcement learning (RL) using a fixed offline dataset of logged interactions is an important consideration in real world applications. This paper studies offline RL using the DQN replay dataset comprising the entire replay experience of a DQN agent on 60 Atari 2600 games. We demonstrate that recent off-p…

2019-07-10abs ↗pdf ↗

Study minimax-optimal rates for offline decision-making with function approximation.

problem Statistical complexity of offline decision-making with function approximation.
method Near minimax-optimal rates for stochastic contextual bandits and Markov decision processes, using pseudo-dimension and behavior policy.
result Established performance limits and new characterization of behavior policy.