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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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2 results for “SGD-RER”

Distributed Online System Identification for LTI Systems Using Reverse Experience Replaycs.LG

A distributed system identification method for LTI systems using reverse experience replay.

problem Online system identification of LTI systems over multi-agent networks.

method DSGD-RER, a distributed variant of SGD-RER with backward updates.

result The estimation error decreases as the network size grows.

system identification LTI systems distributed learning multi-agent networks reverse experience replay

2022-07-03abs ↗pdf ↗

Near-optimal Offline and Streaming Algorithms for Learning Non-Linear Dynamical Systemscs.LG

We develop algorithms to learn non-linear dynamical systems without mixing assumptions.

problem Learning non-linear dynamical systems from dependent data.

method We introduce an offline algorithm and a one-pass streaming method with SGD-RER.

result Our methods achieve optimal or near-optimal performance for learning non-linear systems.

non-linear dynamical systems learning algorithms dependent data mixing assumption SGD-RER

2021-05-24abs ↗pdf ↗