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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.

168,695 papers · 148 categories

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48 results for Online data collection

Optimal online data collection for semiparametric inference reduces regret.

problem Sequential data collection decisions for efficient estimation under budget constraints.
method Online Moment Selection framework; Explore-then-Commit and Explore-then-Greedy policies.
result Online data collection policies achieve zero regret relative to an oracle policy.

New method uses online learning to improve AIPW estimators for adaptively collected data.

problem Estimating treatment effects with adaptively collected data.
method Online learning to minimize sequentially weighted estimation error.
result Local minimax lower bound shows optimality of AIPW estimator.

Paper proposes a hybrid RL algorithm that combines offline and online data without needing reward info.

problem How to efficiently use online data to improve RL policies using only offline data.
method A three-stage hybrid RL algorithm that uses reward-agnostic exploration and model-based offline RL.
result The hybrid RL algorithm outperforms both pure offline and pure online RL in sample complexity.

New method for online statistical inference in contextual bandits using SGD.

problem Online decision-making in contextual bandits with statistical inference.
method Weighted stochastic gradient descent for adaptive data collection.
result Asymptotic normality of the parameter estimator with improved efficiency.

New method for RLHF reduces costs by integrating new data in one pass.

problem Continuous integration and re-optimization of models in RLHF leads to high computational and storage costs.
method Proposes a one-pass reward modeling method using online mirror descent with a tailored local norm.
result Achieves constant-time updates per iteration, enhancing both statistical and computational efficiency.

New method learns decisions from collective preferences without individual covariates.

problem Making decisions online without individual covariates.
method Collaborative filtering, matrix completion bandit, ε-greedy policy, online gradient descent, inverse propensity weighting.
result Method outperforms benchmarks and reveals new discoveries.

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.

Paper proposes methods to handle missing data in online RL, improving efficiency and uncertainty capture.

problem Missing data in online RL poses challenges due to the need to impute and act at each time step.
method Proposes fully online imputation ensembles and multiple imputation pathways to balance uncertainty and efficiency.
result Preliminary evidence suggests multiple imputation pathways can be a useful framework for simple and efficient online missing data RL methods.

A3RL combines online and offline RL with active sampling to improve policy learning.

problem Combining online and offline RL for sample efficiency and robustness.
method A3RL uses a confidence-aware Active Advantage Aligned (A3) sampling strategy to prioritize data from both online and offline sources.
result A3RL outperforms competing online RL techniques that use offline data.

New online method for statistical inference with matrix context in decision-making.

problem Statistical inference in decision-making with matrix context.
method Proposes a fully online procedure to conduct statistical inference with adaptive data collection, handling low-rank structure.
result Establishes asymptotic normality of debiased estimators and proves validity of confidence intervals.

SOL is an open-source library for scalable online learning algorithms, and is particularly suitable for learning with high-dimensional data. The library provides a family of regular and sparse online learning algorithms for large-scale binary and multi-class classification tasks with high efficiency, scalability, porta…

2016-10-28abs ↗pdf ↗

Learning the activities of animals is important for the purpose of monitoring their welfare vis a vis their behaviour with respect to their environment and conspecifics. While previous works have largely focused on activity recognition in a single animal, little or no work has been done in learning the collective behav…

2018-11-22abs ↗pdf ↗

AOBTM adapts online topic modeling for short app reviews, revealing coherent topics over time.

problem Challenges in inferring latent topics from short, dynamic app reviews over multiple versions.
method Adaptive Online Biterm Topic Model (AOBTM) that addresses sparsity and considers statistical data from previous versions.
result AOBTM finds more coherent topics and outperforms state-of-the-art baselines.

We present two online causal structure learning algorithms which can track changes in a causal structure and process data in a dynamic real-time manner. Standard causal structure learning algorithms assume that causal structure does not change during the data collection process, but in real-world scenarios, it does oft…

2019-04-30abs ↗pdf ↗

Online active regression algorithms minimize label queries for efficient data regression.

problem Efficiently predict data points with minimal label queries in an online setting.
method Proposed online algorithms for active regression under ℓ_p loss, achieving (1+ε)-approximation with minimal label queries.
result Achieves (1+ε)-approximation with only ε^(-1) d log(nκ) label queries, matching offline methods in performance.

AdOBEst-LDP improves privacy-preserving frequency estimation for categorical data.

problem Estimating categorical distributions online while preserving privacy.
method AdOBEst-LDP uses adaptive randomized response mechanism to enhance future data utility.
result AdOBEst-LDP selects optimal subset for LDP mechanism with high probability.

A new method combines online and offline learning to tackle contextual bandits with missing action support.

problem Learning optimal policies with logged data when the logging policy has deficient support.
method Hybrid approach using online exploration to exploit supported actions and offline learning to avoid unnecessary explorations.
result Determines an optimal policy with theoretical guarantees using minimal online explorations.

Adapting policy learning for data collected from evolving systems.

problem Challenges in learning optimal policies from adaptively collected data.
method Proposes an algorithm based on generalized augmented inverse propensity weighted (AIPW) estimators to control worst-case estimation variance.
result Achieves minimax rate optimal regret guarantees even with diminishing exploration.

New ranking algorithms improve online content delivery by learning from click data.

problem Bias in ranking systems due to production system biases.
method Proposed novel extensions of LinUCB and Linear Thompson Sampling algorithms to handle position-based click model.
result Validated the proposed algorithms through offline and online experiments.

Paper proposes using online text data to predict CPI with LLMs.

problem Forecasting Consumer Price Index (CPI) using low-frequency survey-based data.
method Develops an LLM-based approach combining online text time series with monthly CPI data.
result Establishes the asymptotic properties and provides prediction intervals for CPI forecasts.

Paper addresses online alignment of large language models under uncertain preference feedback.

problem Online alignment of large language models with misspecified preference feedback.
method Formulates an oracle-robust objective as a worst-case optimization problem for log-linear policies, and develops projected stochastic composite updates.
result Shows that the robust objective admits an exact closed-form decomposition and achieves O~(ε2)\widetilde{O}(\varepsilon^{-2}) oracle complexity.

New algorithms reduce label collection for online prediction with expert advice.

problem Efficiently predicting binary sequences with expert advice using fewer labels.
method Adaptive selective sampling for exponentially weighted forecasters.
result Label complexity scales roughly as the square root of the number of rounds for a scenario with a strictly better expert.

Paper addresses inconsistency between offline and online LTR performance.

problem Inconsistency between offline and online LTR performance in E-commerce.
method Proposes an evaluator-generator framework to maximize evaluator score using reinforcement learning.
result Significant improvement in Conversion Rate (CR) over existing models.

DOVI improves reinforcement learning with offline data, reducing trial-and-error in critical scenarios.

problem Lack of sample efficiency in deep reinforcement learning for critical applications.
method Proposes DOVI algorithm to incorporate confounded observational data provably efficiently.
result DOVI reduces regret by a multiplicative factor compared to pure online setting, especially when data are informative.

In most real-world settings such as recommender systems, finance, and healthcare, collecting useful information is costly and requires an active choice on the part of the decision maker. The decision-maker needs to learn simultaneously what observations to make and what actions to take. This paper incorporates the info…

2016-02-11abs ↗pdf ↗

This paper introduces a novel online inference method for high-dimensional GLMs.

problem Real-time analysis of sequentially collected data in high-dimensional settings.
method Adaptive stochastic gradient descent with online debiasing for dynamic objective functions.
result Established the asymptotic normality of the Adaptive Debiased Lasso (ADL) estimator.

New BED method handles online inference for partially observed dynamical systems.

problem Optimizing data collection for partially observable, partially online dynamical systems.
method Derived estimators of expected information gain and its gradient for SSMs, using nested particle filters.
result Successfully handles both partial observability and online inference in realistic models.