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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.

169,181 papers · 148 categories

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3774111148 · Jun 202019922001200920182026
48 results for Sequential model-based

First model-based planner learns to construct, evaluate, and execute plans.

problem Challenges in model-based planning, especially in constructing plans.
method Imagination-based Planner that learns to construct, evaluate, and execute plans.
result Can learn to solve challenging continuous control problems and elaborate planning strategies.

OMLE combines optimism and MLE for efficient sequential decision making.

problem Efficiently solving sequential decision making problems, especially in partially observable settings.
method Combines optimism for exploration and maximum likelihood estimation for model learning.
result OMLE learns near-optimal policies for a wide range of sequential decision making problems.

This research improves interpretability in sequential explanations using mental models.

problem Improving interpretability in sequential explanations between two parties.
method A reinforcement learning framework that selects explanations based on the explainee's mental model.
result Mental model-based policies increase interpretability over random selection in multiple sequential explanations.

A new tree-based model improves uncertainty estimation in sequential optimization.

problem Improving uncertainty estimation in sequential model-based optimization.
method Proposed a new ensemble of randomized trees (BwO forest) with bagging and oversampling.
result BwO forest outperforms existing tree-based models in various optimization scenarios.

RL agent outperforms model-based approach in detecting price manipulation.

problem Detecting and exploiting price manipulation opportunities.
method Compared model-free RL with model-based approach in a market with Almgren-Chriss framework.
result RL consistently outperforms model-based approach, especially with noisy parameter estimates.

New method designs experiments robustly for nonlinear estimation, improving parameter knowledge.

problem Designing robust experiments for nonlinear estimation under parametric uncertainty.
method Multi-stage robust optimization framework for sequential experiments.
result Identifies experiments better conducted early for improved parameter knowledge.

One of the most tedious tasks in the application of machine learning is model selection, i.e. hyperparameter selection. Fortunately, recent progress has been made in the automation of this process, through the use of sequential model-based optimization (SMBO) methods. This can be used to optimize a cross-validation per…

2014-02-04abs ↗pdf ↗

Hybrid Bayesian MOT uses neural networks to improve model aspects, achieving state-of-the-art performance.

problem Improving multiobject tracking performance across various scenarios.
method Hybrid approach combining neural network enhancements with Bayesian estimation and belief propagation.
result State-of-the-art performance in autonomous driving dataset evaluation.

Framework for deferring decisions to experts in sequential medical settings.

problem Myopic and non-adaptive decision-making by ML models in sequential medical contexts.
method Sequential Learning-to-Defer (SLTD) framework using model-based reinforcement learning.
result Adaptive deferral policy improves trade-off between long-term outcomes and deferral frequency.

A multi-step model reduces compounding errors in reinforcement learning.

problem Compounding errors in one-step models lead to inaccurate predictions in reinforcement learning.
method Introduced a multi-step model that directly outputs the outcome of a sequence of actions.
result The multi-step model yields better action selection and more accurate value-function estimation.

Proposes using frequent sequences to improve sequential recommendation models.

problem Combining user history and recent actions for personalized recommendations.
method Uses frequent sequences to identify relevant parts of user history, embedding items based on preferences and dynamics in a unified metric model.
result Outperforms state-of-the-art methods, especially on sparse datasets.

Study improves financial risk assessment using ARMA-APARCH-EVT models with HACs.

problem Improving risk assessment in financial portfolios.
method ARMA-APARCH-EVT-HAC model for volatility and extreme value forecasting.
result Empirical analysis shows the model's effectiveness in international stock market data.

Unified framework for sequential decision making using meta-learning surrogate models.

problem Sequential decision making problems in various domains.
method Probabilistic model-based approach with meta-learning for data-efficient adaptation.
result Efficient and general black-box learning approach across different problem domains.

The paper improves Bayesian optimization by calibrating uncertainty estimates.

problem Improper uncertainty estimates in Bayesian optimization when data is non-stationary.
method Proposes online learning algorithms to maintain calibration on non-i.i.d. data and integrates them into Bayesian optimization.
result Calibrated Bayesian optimization converges to better optima in fewer steps.

In this paper we develop a Bayesian procedure for estimating multivariate stochastic volatility (MSV) using state space models. A multiplicative model based on inverted Wishart and multivariate singular beta distributions is proposed for the evolution of the volatility, and a flexible sequential volatility updating is …

2007-08-31abs ↗pdf ↗

Recent sequential pattern mining methods have used the minimum description length (MDL) principle to define an encoding scheme which describes an algorithm for mining the most compressing patterns in a database. We present a novel subsequence interleaving model based on a probabilistic model of the sequence database, w…

2016-02-16abs ↗pdf ↗

Optimistic RL algorithms are simplified for deep RL with competitive performance.

problem Achieving accurate optimism in model-based RL for large-scale problems.
method Interpreting scalable optimistic model-based algorithms as solving a tractable noise augmented MDP.
result Competitive regret bound of ildeO(SHAT) ilde{\mathcal{O}}( |\mathcal{S}|H\sqrt{|\mathcal{A}| T } ) for Gaussian noise augmentation.

MAYA learns bee foraging decisions with limited memory.

problem Reproducing and predicting bees' foraging decisions with limited memory.
method Sequential imitation learning model based on multi-armed bandits, considering a temporal window τ of 7 trials.
result MAYA outperforms imitation baselines and classical models, providing interpretability and realistic trajectories.

Meta-KeL learns kernels from offline data to improve sequential decision-making.

problem Adaptive confidence sets for prediction functions in sequential decision-making tasks.
method Meta-KeL: meta-learning a kernel from offline data; structured sparsity estimator for unknown kernel combinations.
result Valid confidence sets that become as tight as those given the true unknown kernel with increasing offline data.

DRL agents learn to trade Intel stock with stable positive returns.

problem Active high frequency trading in the stock market.
method End-to-end DRL framework using Proximal Policy Optimization, Sequential Model Based Optimization, and LOB-based meta-features.
result DRL agents create dynamic trading strategies with stable positive returns.

Bayesian Optimization improves hyperparameter tuning for ConvNets.

problem Optimizing hyperparameters in ConvNets is crucial but computationally expensive.
method Sequential model-based Bayesian Optimization with Gaussian process prior.
result Bayesian Optimization achieves lower error rates in ConvNets.

This study examines how sequential correlations affect in-context learning in sequence models.

problem Understanding how in-context learning works with sequentially correlated data.
method Extended linear regression model to sequentially correlated data, tested on transformer architectures.
result Sequential correlations alter the effective context length and attention architecture effectiveness.

New method for active subspace analysis reduces gradient evaluations needed.

problem Efficiently perform subspace sensitivity analysis on expensive or noisy functions.
method Develops acquisition functions for sequential learning of active subspaces using Gaussian process surrogate models.
result ASM estimator can be computed in closed form for Gaussian process surrogates, reducing need for finite differencing.

POLAR optimizes treatment strategies in dynamic settings with statistical guarantees.

problem Optimizing sequential decisions in dynamic treatment regimes with robustness and statistical guarantees.
method Pessimistic model-based approach estimating transition dynamics and incorporating uncertainty penalties.
result Offers statistical and computational guarantees, including finite-sample bounds on policy suboptimality.

New RL approach handles non-exponential discounting for sequential decisions.

problem Modeling human discounting in sequential decision-making tasks.
method Generalized model-based reinforcement learning with arbitrary discount functions, using Hamilton-Jacobi-Bellman equation and collocation method.
result Validated approach on simulated problems, showing applicability to human discounting.

SeqFM models dynamic and sequential features for better predictive analytics.

problem Inadequate handling of sequential dependencies in existing FM-based models.
method Introduces SeqFM, a novel model that incorporates multi-view self-attention to model static, dynamic, and their interactions.
result SeqFM outperforms existing models in ranking, classification, and regression tasks on six large-scale datasets.

Develops adaptive algorithms for sustainable fertilizer use in agriculture.

problem Sustaining high yields while reducing environmental impacts of fertilizer use.
method Nonlinear model-based bandit algorithms linking biological processes to decision-making.
result Faster learning and higher profits with interpretable recommendations.

Develops a model to learn shared and idiosyncratic patterns in point processes.

problem Learning shared and unique patterns in point processes from diverse observations.
method Developed a parametric point process model with alternating optimization for learning shared structure and idiosyncratic effects.
result The method yields explainable point process models that perform well compared to existing methods.