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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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1223 · Jun 202019922001200920172026
27 results for SRL

Paper studies estimating network properties with missing data using SRL and GNN.

problem Estimating aggregate properties in networks with missing data attributes.
method Comparative study of SRL and GNN approaches for inferring missing attributes and estimating aggregate properties.
result SRL-based approaches tend to outperform GNN-based approaches in estimating aggregate properties and predictive accuracy.

SRL embeds combinatorial optimization into RL for better decision-making.

problem Challenges of standard RL in complex, structured decision-making problems.
method Structured Reinforcement Learning (SRL) with combinatorial optimization layers in actor neural network.
result SRL outperforms unstructured RL and imitation learning by up to 92% on dynamic problems.

Generally speaking, the goal of constructive learning could be seen as, given an example set of structured objects, to generate novel objects with similar properties. From a statistical-relational learning (SRL) viewpoint, the task can be interpreted as a constraint satisfaction problem, i.e. the generated objects must…

2014-02-18abs ↗pdf ↗

Deep Reinforcement Learning (deep RL) has made several breakthroughs in recent years in applications ranging from complex control tasks in unmanned vehicles to game playing. Despite their success, deep RL still lacks several important capacities of human intelligence, such as transfer learning, abstraction and interpre…

2018-04-23abs ↗pdf ↗

Quantum computing techniques improve graph analysis and community detection.

problem Analyzing large graphs efficiently and accurately.
method Used quantum annealing and quantum gate computers for community detection and regularity checking.
result Demonstrated the effectiveness of quantum computing in solving complex graph problems.

NeuCrowd creates high-quality samples from crowdsourced labels to improve representation learning.

problem Limited and inconsistent crowdsourced labels for representation learning.
method Unified framework that generates high-quality n-tuplet samples and learns a neural sampling network.
result NeuCrowd outperforms state-of-the-art baselines in prediction accuracy and AUC.

DAC-SSM learns domain-agnostic states for better imitation learning.

problem Domain shifts hinder imitation learning in partially observable tasks.
method DAC-SSM uses adversarial training to remove domain-dependent information from states.
result DAC-SSM achieves comparable performance to experts in sparse reward tasks.

Model identifies order splitting and liquidity replenishment as necessary for the square-root law of market impact.

problem Quantifying the square-root law of market impact and identifying its underlying mechanisms.
method Minimal limit-order-book model with heterogeneous interacting agents calibrated against real data. Counterfactual ablation to isolate mechanisms.
result Order splitting and liquidity replenishment are necessary for the square-root law of market impact.

Study confirms the square-root law in price impact across Tokyo stocks.

problem The debate on the strict universality of the square-root law in price impact.
method Comprehensive survey of all trading accounts on the Tokyo Stock Exchange over 8 years.
result The exponent δ is equal to 1/2 for all stocks within statistical errors.

Representation learning algorithms are designed to learn abstract features that characterize data. State representation learning (SRL) focuses on a particular kind of representation learning where learned features are in low dimension, evolve through time, and are influenced by actions of an agent. The representation i…

2018-02-12abs ↗pdf ↗

Relational data representations have become an increasingly important topic due to the recent proliferation of network datasets (e.g., social, biological, information networks) and a corresponding increase in the application of statistical relational learning (SRL) algorithms to these domains. In this article, we exami…

2012-03-30abs ↗pdf ↗

This paper characterizes projective models in statistical relational learning.

problem Projectivity in statistical relational models is beneficial for inference and learning.
method Representation theorems for infinite exchangeable arrays to characterize projective models.
result A class of directed graphical latent variable models correspond to projective relational models.

We confirm the square-root law of market impact on Apple Inc. using a large dataset.

problem Testing the square-root law of market impact on a single U.S. large-cap equity.
method Using a full market-by-order feed, we reconstruct metaorders and calibrate impact using the square-root formula.
result The square-root law is confirmed with a prefactor of 0.34, consistent with worldwide data.

New algorithm optimizes reward while ensuring safety in complex decision-making problems.

problem Maximizing reward while adhering to safety constraints in complex decision-making problems.
method Optimistic Primal-Dual Proximal Policy Optimization (OPDOP) algorithm combining least-squares policy evaluation and a bonus term for safe exploration.
result Achieves ildeO(dH2.5T) ilde{O}(d H^{2.5}\sqrt{T}) regret and ildeO(dH2.5T) ilde{O}(d H^{2.5}\sqrt{T}) constraint violation.

We address the problem of any-code completion - generating a missing piece of source code in a given program without any restriction on the vocabulary or structure. We introduce a new approach to any-code completion that leverages the strict syntax of programming languages to model a code snippet as a tree - structural…

2019-09-30abs ↗pdf ↗

The ability to generate natural language sequences from source code snippets has a variety of applications such as code summarization, documentation, and retrieval. Sequence-to-sequence (seq2seq) models, adopted from neural machine translation (NMT), have achieved state-of-the-art performance on these tasks by treating…

2018-08-04abs ↗pdf ↗

Robots could learn their own state and world representation from perception and experience without supervision. This desirable goal is the main focus of our field of interest, state representation learning (SRL). Indeed, a compact representation of such a state is beneficial to help robots grasp onto their environment …

2019-09-15abs ↗pdf ↗

Sparsity-constrained optimization has wide applicability in machine learning, statistics, and signal processing problems such as feature selection and compressive Sensing. A vast body of work has studied the sparsity-constrained optimization from theoretical, algorithmic, and application aspects in the context of spars…

2012-03-25abs ↗pdf ↗

Improved RL for grasping in cluttered scenes using state representation learning.

problem Poor performance of RL methods in grasping diverse objects from raw images.
method Employed state representation learning (SRL) with disentanglement of raw input images.
result Deep RL can learn grasping skills from varied visual inputs.

We present a neural model for representing snippets of code as continuous distributed vectors ("code embeddings"). The main idea is to represent a code snippet as a single fixed-length code vector\textit{code vector}, which can be used to predict semantic properties of the snippet. This is performed by decomposing code to a col…

2018-03-26abs ↗pdf ↗

Graph neural networks struggle to propagate long-range information, causing over-squashing.

problem Graph neural networks struggle to propagate long-range information.
method Identified over-squashing as the bottleneck in GNNs, demonstrated on various models.
result Breaking the bottleneck improves GNNs' performance on long-range problems.