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.
Proposes a new method to minimize non-singleton predictions in conformal prediction.
problem Large prediction sets in conformal prediction are costly and inefficient.
method Introduces a new nonconformity score to minimize non-singleton sets and provides an algorithm to compute it efficiently.
result The proposed Singleton-Optimized Conformal Prediction (SOCOP) method increases singleton frequency by over 20% compared to standard scores, with minimal impact on average set size.
This work considers the sample and computational complexity of obtaining an ε-optimal policy in a discounted Markov Decision Process (MDP), given only access to a generative model. In this work, we study the effectiveness of the most natural plug-in approach to model-based planning: we build the maximum likelihood es…
The family of Wilder continua in cubes of dimension > 2 and its two subfamilies-of continuum-wise Wilder continua and of hereditarily arcwise connected continua-are recognized as coanalytic absorbers in the hyperspace of subcontinua of the cubes. In particular, each of them is homeomorphic to the set of all nonempty co…
Researchers use information geometry to analyze and improve DRWs for node classification.
problem Lack of theoretical foundations for Discriminative Random Walks (DRWs).
method Revisit DRWs through information geometry, treating hitting-time laws as a statistical manifold. Derived closed-form expressions and introduced sensitivity scores.
result Introduced a sensitivity score that bounds maximal first-order change in DRW betweenness under unit Fisher perturbations.
We provide initial seedings to the Quick Shift clustering algorithm, which approximate the locally high-density regions of the data. Such seedings act as more stable and expressive cluster-cores than the singleton modes found by Quick Shift. We establish statistical consistency guarantees for this modification. We then…
In this paper, a sparse Markov decision process (MDP) with novel causal sparse Tsallis entropy regularization is proposed.The proposed policy regularization induces a sparse and multi-modal optimal policy distribution of a sparse MDP. The full mathematical analysis of the proposed sparse MDP is provided.We first analyz…
We consider the Markov Decision Process (MDP) of selecting a subset of items at each step, termed the Select-MDP (S-MDP). The large state and action spaces of S-MDPs make them intractable to solve with typical reinforcement learning (RL) algorithms especially when the number of items is huge. In this paper, we present …
This paper introduces the concept of kernels on fuzzy sets as a similarity measure for [0,1]-valued functions, a.k.a. \emph{membership functions of fuzzy sets}. We defined the following classes of kernels: the cross product, the intersection, the non-singleton and the distance-based kernels on fuzzy sets. Applicabili…
We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic programming for small to medium sized problems. However, due to the "curse of dimen…
A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent problems. We study an episodic setting where the parameters of an MDP can differ across…
Practical reinforcement learning problems are often formulated as constrained Markov decision process (CMDP) problems, in which the agent has to maximize the expected return while satisfying a set of prescribed safety constraints. In this study, we propose a novel simulator-based method to approximately solve a CMDP pr…
Let X be a Banach space and ConvH(X) be the space of non-empty closed convex subsets of X, endowed with the Hausdorff metric dH. We prove that each connected component of the space ConvH(X) is homeomorphic to one of the spaces: a singleton, the real line, a closed half-plane, the Hilbert cube multiplied by…
It has recently been shown that if feedback effects of decisions are ignored, then imposing fairness constraints such as demographic parity or equality of opportunity can actually exacerbate unfairness. We propose to address this challenge by modeling feedback effects as Markov decision processes (MDPs). First, we prop…
We introduce and study a new family of extensions for the Borsuk-Ulam and topological Radon type theorems. The defining idea for this new family is to replace requirements of the form `a subset that is large in some sense goes to a singleton' with requirements of the milder form `a subset that is large in some sense go…
We introduce and analyse two algorithms for exploration-exploitation in discrete and continuous Markov Decision Processes (MDPs) based on exploration bonuses. SCAL+ is a variant of SCAL (Fruit et al., 2018) that performs efficient exploration-exploitation in any unknown weakly-communicating MDP for which an upper bo…