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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.

168,742 papers · 148 categories

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3468101135 · May 202619922001200920172026
48 results for Query creation rule

Efficient algorithm for global optimization of multivariate Lipschitz functions.

problem Global optimization of multivariate Lipschitz continuous functions.
method Proposes an efficient minimax optimal algorithm using a predetermined query creation rule.
result Achieves an average regret bound of O(LnT1n)O(L\sqrt{n}T^{-\frac{1}{n}}), minimax optimal.

Study efficient sequential evaluation of large language models using historical data.

problem Sequentially evaluate a new large language model (LLM) on a fixed question set.
method Construct a confidence sequence (CS) and design active querying rules to shrink CS width.
result Simple uniform sampling can sometimes outperform adaptive querying rules.

[Context:] Model-based testing is an instrument for automated generation of test cases. It requires identifying requirements in documents, understanding them syntactically and semantically, and then translating them into a test model. One light-weight language for these test models are Cause-Effect-Graphs (CEG) that ca…

2019-08-22abs ↗pdf ↗

Recently, in order to explore the mechanism behind wealth or income distribution, several models have been proposed by applying principles of statistical mechanics. These models share some characteristics, such as consisting of a group of individual agents, a pile of money and a specific trading rule. Whatever the trad…

2005-07-21abs ↗pdf ↗

We propose scalable methods to execute counting queries in machine learning applications. To achieve memory and computational efficiency, we abstract counting queries and their context such that the counts can be aggregated as a stream. We demonstrate performance and scalability of the resulting approach on random quer…

2018-04-12abs ↗pdf ↗

New bounds show complex neural networks need many queries to learn.

problem Learning non-polynomial activation functions with Gaussian marginals.
method Gradient boosting procedure to amplify lower bounds on SQ dimension of neural networks.
result Statistical-query lower bounds for ReLU regression with 2ncε2^{n^c} ε queries.

New insights into query complexity for Nash equilibrium learning.

problem Characterizing the number of queries needed to learn approximate Nash equilibria in matrix games.
method Introduced a new technique to prove lower bounds on query complexity, improving previous techniques.
result Lower bounds of order Ω(log(1Kε))Ω(\log(\frac{1}{Kε})) for any ε1/(cK4)ε\leq 1 / (cK^4), where cc is a constant.

Platform uses queries to elicit investor preferences for portfolio trades, improving allocation efficiency.

problem Hidden-information problem in institutional crossing markets where investors value trades as portfolios but liquidity discovery is organized by individual securities.
method Modeling portfolio crossing as preference elicitation, using price-directed demand queries and value queries to verify selected packages.
result Hybrid procedure using demand and value queries recovers 88-95% of full-information welfare with a limited query budget.

This review is about the convenience, the benefits, as well as the destructive capacities of money. It deals with various aspects of money creation, with its value, and its appropriation. All sorts of money tend to get corrupted by eventually creating too much of them. In the long run, this renders money worthless and …

2008-11-19abs ↗pdf ↗

Unified framework controls false discovery rate in bandit multiple testing.

problem Designing adaptive algorithms to identify true discoveries in multiple hypothesis testing.
method Unified modular framework using e-processes for FDR control in arbitrary settings.
result Unified framework ensures FDR control for dependent and simultaneous arm queries.

Study compares methods for improving document retrieval accuracy.

problem Improving document retrieval accuracy from large corpora.
method Comparison of query expansion, topic models, and active learning.
result Active learning outperforms keyword lists in most settings.

Survey on AL strategies for cost-effective annotation in classification.

problem Real-world AL challenges due to human annotators' limitations.
method Categorizes 60 real-world AL strategies considering multiple annotators, query types, and cost schemes.
result General real-world AL strategy introduced for categorization of 60 strategies.

The distribution of firms' growth and firms' sizes is a topic under intense scrutiny. In this paper we show that a thermodynamic model based on the Maximum Entropy Principle, with dynamical prior information, can be constructed that adequately describes the dynamics and distribution of firms' growth. Our theoretical fr…

2015-04-28abs ↗pdf ↗

The study sets limits on how well halfspaces can be learned when labels are corrupted.

problem Learning halfspaces in the presence of Massart noise.
method Statistical query (SQ) lower bounds.
result No SQ algorithm can achieve misclassification error better than the corruption rate ηη with superpolynomial accuracy or a superpolynomial number of queries.

Pure exploration (aka active testing) is the fundamental task of sequentially gathering information to answer a query about a stochastic environment. Good algorithms make few mistakes and take few samples. Lower bounds (for multi-armed bandit models with arms in an exponential family) reveal that the sample complexity …

2019-06-25abs ↗pdf ↗

Unified framework for deferring queries to top-k experts, improving accuracy-cost trade-offs.

problem Limitation of existing L2D frameworks to single-expert deferral.
method Top-kk Learning-to-Defer framework, including adaptive Top-k(x)k(x) variant.
result Superior accuracy-cost trade-offs with multi-expert deferral.

LLMs translate natural language trading intents into correct option strategies using a domain-specific language.

problem Challenges in translating natural language trading intents into correct option strategies due to the complexity of option chain data.
method Introduce Option Query Language (OQL) as a domain-specific intermediate representation to abstract option markets into high-level primitives under grammatical rules. Use LLMs as semantic parsers and validate queries by an engine.
result Significantly improves execution accuracy and logical consistency over direct baselines.

New lower bounds show learning intersections of halfspaces is hard even for a few halfspaces.

problem Learning intersections of halfspaces in polynomial time under standard assumptions.
method Unified connection to parallel pancakes distribution for proving hardness.
result Learning ω(loglogN)ω(\log \log N) halfspaces in dimension NN requires super-polynomial time under standard assumptions.

Proposes RPG-RT for red-teaming T2I models without internal access.

problem Evaluating T2I models' security through red-teaming is challenging due to their closed-source nature and unknown defense mechanisms.
method Integrates LLM and rule-based preference modeling to dynamically adapt to unknown defense mechanisms.
result Demonstrates superior and practical approach for red-teaming T2I models.

This research creates and classifies datasets for Setswana and Sepedi news headlines.

problem Challenges in creating and preparing datasets for low-resourced languages.
method Investigates an approach for data augmentation tailored to low resource languages.
result Improves classification performance on news topic classification task.

This paper gives an overview of several key innovations in the 19th century which led to complex geometry in the 20th century. This includes the creation of the complex plane, the work of Abel on addition theorems for generalized elliptic integrals, the theory of elliptic functions, holomorphic functions, and the creat…

2015-04-16abs ↗pdf ↗

In the learning to learn (L2L) framework, we cast the design of optimization algorithms as a machine learning problem and use deep neural networks to learn the update rules. In this paper, we extend the L2L framework to zeroth-order (ZO) optimization setting, where no explicit gradient information is available. Our lea…

2019-10-21abs ↗pdf ↗

The study examines how many samples are needed to minimize a noisy convex function with inaccurate gradient estimates.

problem Determining the number of samples needed to minimize a noisy convex function with inaccurate gradient estimates.
method Using Stochastic Convex Optimization as a case study, the study analyzes the relationship between the number of samples and the accuracy of gradient estimates.
result The study provides partial answers to the question, showing that a general analyst requires Ω(1/ε3)Ω(1/ε^3) samples and that under certain assumptions, ildeΩ(1/ε2.5) ilde Ω(1/ε^{2.5}) samples are necessary for gradient descent to interact with the oracle.

Optimal experiments tighten causal effect bounds efficiently.

problem Selecting experiments to tighten causal effect bounds from observational data.
method Formalized as max-potency problem, NP-hard. Polynomial-programming framework with graphical pruning criteria.
result Pruning criteria reduce search space significantly, enabling efficient experiment selection.

Bayesian optimization is a sample-efficient approach to global optimization that relies on theoretically motivated value heuristics (acquisition functions) to guide its search process. Fully maximizing acquisition functions produces the Bayes' decision rule, but this ideal is difficult to achieve since these functions …

2018-05-25abs ↗pdf ↗