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.
Heterogeneous SVO leads to diverse policies in sequential social dilemmas.
problem Understanding how diverse social value orientations affect behavior in sequential social dilemmas.
method Extending prior reinforcement learning studies, we instantiated heterogeneous SVO in a sequential social dilemma setting and measured task-specific diversity metrics.
result Heterogeneous SVO leads to meaningfully diverse policies across various incentive structures.
This paper considers stochastic bandits with side observations, a model that accounts for both the exploration/exploitation dilemma and relationships between arms. In this setting, after pulling an arm i, the decision maker also observes the rewards for some other actions related to i. We will see that this model is su…
Controversies around race and machine learning have sparked debate among computer scientists over how to design machine learning systems that guarantee fairness. These debates rarely engage with how racial identity is embedded in our social experience, making for sociological and psychological complexity. This complexi…
Sequential portfolio selection has attracted increasing interests in the machine learning and quantitative finance communities in recent years. As a mathematical framework for reinforcement learning policies, the stochastic multi-armed bandit problem addresses the primary difficulty in sequential decision making under …
This paper considers a statistical signal processing problem involving agent based models of financial markets which at a micro-level are driven by socially aware and risk- averse trading agents. These agents trade (buy or sell) stocks by exploiting information about the decisions of previous agents (social learning) v…
We propose a unified mechanism for achieving coordination and communication in Multi-Agent Reinforcement Learning (MARL), through rewarding agents for having causal influence over other agents' actions. Causal influence is assessed using counterfactual reasoning. At each timestep, an agent simulates alternate actions t…
Many real-world problems like Social Influence Maximization face the dilemma of choosing the best K out of N options at a given time instant. This setup can be modeled as a combinatorial bandit which chooses K out of N arms at each time, with an aim to achieve an efficient trade-off between exploration and expl…
Communities in social networks or graphs are sets of well-connected, overlapping vertices. The effectiveness of a community detection algorithm is determined by accuracy in finding the ground-truth communities and ability to scale with the size of the data. In this work, we provide three contributions. First, we show t…
New Thompson sampling uses local uncertainty for better decision making.
problem Sequential decision making with exploration-exploitation dilemma.
method Proposes a new probabilistic modeling framework using local latent variable uncertainty for Thompson sampling, with variational inference and semi-implicit structure.
result Thompson sampling guided by local uncertainty achieves state-of-the-art performance with low computational complexity.
Programming has been an important skill for researchers and practitioners in computer science and other related areas. To learn basic programing skills, a long-time systematic training is usually required for beginners. According to a recent market report, the computer software market is expected to continue expanding …
Detection of emerging topics are now receiving renewed interest motivated by the rapid growth of social networks. Conventional term-frequency-based approaches may not be appropriate in this context, because the information exchanged are not only texts but also images, URLs, and videos. We focus on the social aspects of…
Margin enlargement over training data has been an important strategy since perceptrons in machine learning for the purpose of boosting the robustness of classifiers toward a good generalization ability. Yet Breiman (1999) showed a dilemma that a uniform improvement on margin distribution does NOT necessarily reduces ge…
Whenever customers' choices (e.g. to buy or not a given good) depend on others choices (cases coined 'positive externalities' or 'bandwagon effect' in the economic literature), the demand may be multiply valued: for a same posted price, there is either a small number of buyers, or a large one -- in which case one says …
Many kinds of data can be represented as a network or graph. It is crucial to infer the latent structure underlying such a network and to predict unobserved links in the network. Mixed Membership Stochastic Blockmodel (MMSB) is a promising model for network data. Latent variables and unknown parameters in MMSB have bee…
The explore{exploit dilemma is one of the central challenges in Reinforcement Learning (RL). Bayesian RL solves the dilemma by providing the agent with information in the form of a prior distribution over environments; however, full Bayesian planning is intractable. Planning with the mean MDP is a common myopic approxi…
The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm is associated with a reward distribution. In static MABs, the reward distributi…
Multinomial logit bandit is a sequential subset selection problem which arises in many applications. In each round, the player selects a K-cardinality subset from N candidate items, and receives a reward which is governed by a {\it multinomial logit} (MNL) choice model considering both item utility and substitution…
We present PredRNN++, an improved recurrent network for video predictive learning. In pursuit of a greater spatiotemporal modeling capability, our approach increases the transition depth between adjacent states by leveraging a novel recurrent unit, which is named Causal LSTM for re-organizing the spatial and temporal m…