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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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55111166221 · Jun 202019922001200920172026
48 results for SAFE metrics

We study safe screening for metric learning. Distance metric learning can optimize a metric over a set of triplets, each one of which is defined by a pair of same class instances and an instance in a different class. However, the number of possible triplets is quite huge even for a small dataset. Our safe triplet scree…

2018-02-12abs ↗pdf ↗

SAMBA improves safe reinforcement learning with active exploration metrics.

problem Safe reinforcement learning in dynamic systems.
method Combines probabilistic modelling, information theory, and statistics. Uses novel metrics for out-of-sample Gaussian process evaluation.
result Orders of magnitude reduction in samples and violations compared to state-of-the-art methods.

Safe actions learned in finite trials, without infinite exploration.

problem Learning safe actions in unknown environments efficiently.
method Defining a handicap metric and using sequential probability ratio test for discarding unsafe actions.
result Achieves constant handicap, discarding unsafe machines with probability one in finite rounds.

We introduce the safe linear stochastic bandit framework---a generalization of linear stochastic bandits---where, in each stage, the learner is required to select an arm with an expected reward that is no less than a predetermined (safe) threshold with high probability. We assume that the learner initially has knowledg…

2019-11-21abs ↗pdf ↗

CoCoRL learns safe constraints from demonstrations with unknown rewards.

problem Learning safe constraints from demonstrations with different unknown rewards.
method Convex Constraint Learning for Reinforcement Learning (CoCoRL) constructs a convex safe set based on demonstrations.
result CoCoRL learns constraints that lead to safe driving behavior and can safely transfer to different tasks and environments.

High dimensional regression benefits from sparsity promoting regularizations. Screening rules leverage the known sparsity of the solution by ignoring some variables in the optimization, hence speeding up solvers. When the procedure is proven not to discard features wrongly the rules are said to be \emph{safe}. In this …

2015-06-11abs ↗pdf ↗

We show that when a third party, the adversary, steps into the two-party setting (agent and operator) of safely interruptible reinforcement learning, a trade-off has to be made between the probability of following the optimal policy in the limit, and the probability of escaping a dangerous situation created by the adve…

2018-05-29abs ↗pdf ↗

Proposes a method to accelerate safe sequential learning using offline data.

problem Limited exploration due to disconnected safe regions and slow task learning.
method Safe transfer sequential learning using Gaussian processes and offline data.
result Enhances global exploration across multiple disjoint safe regions with lower data consumption.

Revel tackles safe exploration in RL with verified symbolic policies.

problem Computational infeasibility of verifying neural networks in RL learning loops.
method Two policy classes: neurosymbolic with approximate gradients and symbolic policies for efficient verification. Mirror descent over policies to safely update and project policies.
result Revel discovers policies that outperform prior approaches to verified exploration.

We study the problem of safe learning and exploration in sequential control problems. The goal is to safely collect data samples from operating in an environment, in order to learn to achieve a challenging control goal (e.g., an agile maneuver close to a boundary). A central challenge in this setting is how to quantify…

2019-06-13abs ↗pdf ↗

Crypto-assets perform better than gold as safe-havens during market crashes.

problem Evaluating safe-haven properties of crypto-assets and gold during the 2020 market crash.
method Comparative analysis of Crypto-assets (Tether, Cardano, Dogecoin, Bitcoin, Ethereum, Litecoin, Ripple) and gold for European indices.
result Tether, Cardano, and Dogecoin exhibited hedging properties similar to gold, while gold was not more efficient as a safe-haven.

Safe autonomous decisions made with machine learning predictions using Conformal Decision Theory.

problem Safe decisions from imperfect machine learning predictions.
method Conformal Decision Theory framework for producing safe decisions.
result Safe decisions with provable statistical guarantees of low risk.

Safe screening rules reduce computation time in logistic regression with 02\ell_0-\ell_2 regularization.

problem Efficiently solving logistic regression with many features and regularization.
method Screening rules based on Fenchel dual lower bounds of strong conic relaxations.
result A high percentage of features can be safely removed before solving, leading to substantial speed-up.

In high dimensional regression settings, sparsity enforcing penalties have proved useful to regularize the data-fitting term. A recently introduced technique called screening rules propose to ignore some variables in the optimization leveraging the expected sparsity of the solutions and consequently leading to faster s…

2016-11-17abs ↗pdf ↗

Safe-M3^3-UCRL learns safe policies for multi-agent systems with global constraints.

problem Global constraints in mean-field reinforcement learning for multi-agent systems.
method Safe-M3^3-UCRL uses epistemic uncertainty and log-barrier approach to ensure constraints satisfaction.
result Safe-M3^3-UCRL learns safe policies for multi-agent systems with global constraints.

During times of extreme market turmoil, it is acknowledged that there is a tendency towards "flight to safety". A strong (weak) safe haven is defined as an asset that has a significant positive (negative) return in periods where another asset is in distress, while hedge has to be negatively correlated (uncorrelated) on…

2017-03-01abs ↗pdf ↗

Paper defines ε-Safe Decision Regions for exponential family distributions and approximates them for unbalanced data.

problem Need probabilistic guarantees for reliable predictions in machine learning.
method Formalizes ε-Safe Decision Regions, proves their form for exponential family distributions, and develops Multi Cost SVM for unbalanced data.
result Formal definition and analytical determination of ε-Safe Decision Regions for exponential family distributions.

Bandit algorithms have various application in safety-critical systems, where it is important to respect the system constraints that rely on the bandit's unknown parameters at every round. In this paper, we formulate a linear stochastic multi-armed bandit problem with safety constraints that depend (linearly) on an unkn…

2019-08-16abs ↗pdf ↗

Safe imitation learning with a safety layer for flexible training.

problem Flexible yet safe imitation learning for complex tasks.
method Theory and modular method with a safety layer for continuous policy, adversarial training, and worst-case safety guarantees.
result Robustness advantage of safety layer during training compared to test time.

In Interactive Machine Learning (IML), we iteratively make decisions and obtain noisy observations of an unknown function. While IML methods, e.g., Bayesian optimization and active learning, have been successful in applications, on real-world systems they must provably avoid unsafe decisions. To this end, safe IML algo…

2019-10-30abs ↗pdf ↗

Enforcing safety is a key aspect of many problems pertaining to sequential decision making under uncertainty, which require the decisions made at every step to be both informative of the optimal decision and also safe. For example, we value both efficacy and comfort in medical therapy, and efficiency and safety in robo…

2018-06-20abs ↗pdf ↗

FISAR uses neural networks to optimize safe reinforcement learning with forward-invariant constraints.

problem Safe reinforcement learning with constraints in safety-critical environments.
method Imposing linear constraints on policy parameters' updating dynamics, using a DNN-based optimizer to satisfy these constraints.
result The policy decreases constraint violation and maximizes cumulative reward monotonically.

Safe screening rules reduce 0\ell_0-regression computation by fixing 76% of variables.

problem Efficiently solving 0\ell_0-regression problems with large datasets.
method Convex relaxation and safe screening rules to eliminate variables.
result 76% of variables can be fixed to their optimal values, reducing computational burden.

Safe reinforcement learning framework using optimal transport for robustness.

problem Robustness and safety in deep reinforcement learning with limited data assumptions.
method Optimal transport perturbations to construct worst-case virtual state transitions.
result Significantly improved safety at deployment time compared to standard methods.

Safe Bayesian optimization tackles safety constraints in control engineering.

problem Handling safety constraints in parameter tuning of control systems.
method Lipschitz-only Safe Bayesian Optimization (LoSBO) and LoS-GP-UCB.
result SafeBO algorithms can violate safety constraints due to unreliable uncertainty bounds.