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.
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…
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 …
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…
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…
The problem of learning a sparse model is conceptually interpreted as the process of identifying active features/samples and then optimizing the model over them. Recently introduced safe screening allows us to identify a part of non-active features/samples. So far, safe screening has been individually studied either fo…
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…
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…
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…
Exploration-exploitation of functions, that is learning and optimizing a mapping between inputs and expected outputs, is ubiquitous to many real world situations. These situations sometimes require us to avoid certain outcomes at all cost, for example because they are poisonous, harmful, or otherwise dangerous. We test…
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…
In this paper, the problem of safe global maximization (it should not be confused with robust optimization) of expensive noisy black-box functions satisfying the Lipschitz condition is considered. The notion "safe" means that the objective function f(x) during optimization should not violate a "safety" threshold, for…