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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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51102153204 · Jun 202019922001200920172026
48 results for Sparse Trajectories

This paper considers the growth in the length of one-dimensional trajectories as they are passed through deep ReLU neural networks, which, among other things, is one measure of the expressivity of deep networks. We generalise existing results, providing an alternative, simpler method for lower bounding expected traject…

2019-11-25abs ↗pdf ↗

PlanGAN uses GANs to plan efficient trajectories for multi-goal tasks in sparse reward environments.

problem Learning with sparse rewards in multi-goal environments.
method PlanGAN combines GANs to generate trajectories leading to specified goals, then combines these into a planning algorithm.
result PlanGAN achieves comparable performance to model-free RL but is 4-8 times more sample efficient.

DDD reformulated for sparse matrices, integrating trajectory and snapshot time series data.

problem Efficiently integrate trajectory and snapshot time series data.
method Reformulate DDD to use compact basis functions, reducing parameter scaling.
result Inference of sparse matrices reduces the number of parameters in DDD.

Novel deep learning method predicts reaction coordinates and future MD trajectories.

problem Identifying optimal reaction coordinates for chemical reactions.
method Regularized Sparse Autoencoder (RSE) for discovering reaction coordinates and predicting MD trajectory evolution.
result RSE helps in choosing a small but important set of reaction coordinates.

Deep learning models can infer individual trajectories from sparse data.

problem Learning individual dynamics from limited data points.
method Combining variational autoencoders (VAEs) with ordinary differential equations (ODEs) for dynamic modeling.
result Deep learning can recover individual trajectories from sparse data, but requires careful adaptation.

This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-like estimator for the parameters of the system, taking into account their sparse nature. Assuming that the system is stable, or that it is eq…

2019-04-20abs ↗pdf ↗

Deep Reinforcement Learning has shown tremendous success in solving several games and tasks in robotics. However, unlike humans, it generally requires a lot of training instances. Trajectories imitating to solve the task at hand can help to increase sample-efficiency of deep RL methods. In this paper, we present a simp…

2018-11-28abs ↗pdf ↗

New method learns dynamics from sparse data using geometric constraints.

problem Learning dynamics from sparse, undersampled data.
method Reformulates inference as a stochastic control problem, using geometry-driven path augmentation.
result Accurately recovers stochastic dynamics from extremely undersampled data.

Although many successful ensemble clustering approaches have been developed in recent years, there are still two limitations to most of the existing approaches. First, they mostly overlook the issue of uncertain links, which may mislead the overall consensus process. Second, they generally lack the ability to incorpora…

2016-06-03abs ↗pdf ↗

Deep neural network reconstructs traffic speeds from sparse vehicle data.

problem Reconstructing traffic speeds from limited probe vehicle data.
method Convolutional neural network architecture for spatio-temporal learning.
result The method can reconstruct traffic speeds with low probe vehicle penetration.

Novel methods improve Bayesian analysis of chaotic dynamical systems.

problem Bayesian parameter inference and trajectory reconstruction of chaotic systems with sparse and noisy data.
method Pilot MAGI (pMAGI) and Pilot MAGI Sequential Prediction (PMSP) methods.
result pMAGI and PMSP significantly outperform existing methods in accuracy and computational efficiency.

In this paper, we study the system identification problem for sparse linear time-invariant systems. We propose a sparsity promoting block-regularized estimator to identify the dynamics of the system with only a limited number of input-state data samples. We characterize the properties of this estimator under high-dimen…

2018-03-21abs ↗pdf ↗

Algorithm recovers graph from Glauber dynamics trajectory without mixing.

problem Learning Gaussian graphical models from a single Glauber dynamics trajectory.
method Three components: conditional variance estimation, pairwise influence test, robust median aggregation.
result Polynomial-time recovery of conditional independence graph from a single trajectory.

Learning to solve complex goal-oriented tasks with sparse terminal-only rewards often requires an enormous number of samples. In such cases, using a set of expert trajectories could help to learn faster. However, Imitation Learning (IL) via supervised pre-training with these trajectories may not perform as well and gen…

2019-11-03abs ↗pdf ↗

Proposes a method to estimate SDE noise from a single trajectory.

problem Estimating SDE noise from a single data trajectory without ergodicity or stationarity.
method Combining Taylor expansions, Girsanov transformations, and drift function's initial value for drift and noise estimation.
result First SSISDE algorithm capable of identifying SDE dynamics from a single trajectory.

Paper proposes RRD to learn proxy rewards for sparse delayed rewards in episodic reinforcement learning.

problem Learning from sparse and delayed rewards in reinforcement learning.
method Randomized Return Decomposition (RRD) algorithm to redistribute rewards.
result Substantial improvement over baseline algorithms in experiments.

Medical researchers are coming to appreciate that many diseases are in fact complex, heterogeneous syndromes composed of subpopulations that express different variants of a related complication. Time series data extracted from individual electronic health records (EHR) offer an exciting new way to study subtle differen…

2016-06-29abs ↗pdf ↗

We consider the problem of learning from sparse and underspecified rewards, where an agent receives a complex input, such as a natural language instruction, and needs to generate a complex response, such as an action sequence, while only receiving binary success-failure feedback. Such success-failure rewards are often …

2019-02-19abs ↗pdf ↗

Develops HMRL for sparse reward RL problems, improving meta policy efficiency and transferability.

problem Difficulty in learning meta policies for sparse reward RL problems.
method Hyper-Meta RL framework with cross-environment meta state embedding and shaped meta reward.
result Improves meta policy generalization and efficiency for sparse reward RL problems.

Paper uses sparse learning to estimate quasi-potential and drift components in stochastic systems.

problem Estimating quasi-potential and drift components in stochastic systems.
method Sparse identification of non-linear dynamics (SINDy) combined with action minimization methods.
result Evaluation of quasi-potential landscape from a single trajectory.

NoTMF forecasts sparse urban road movement speeds with nonstationary temporal matrix factorization.

problem Sparse and nonstationary movement speed data from urban roads.
method Nonstationary Temporal Matrix Factorization (NoTMF) model.
result NoTMF outperforms baseline models in forecasting urban road movement speeds.

This paper explores a simple regularizer for reinforcement learning by proposing Generative Adversarial Self-Imitation Learning (GASIL), which encourages the agent to imitate past good trajectories via generative adversarial imitation learning framework. Instead of directly maximizing rewards, GASIL focuses on reproduc…

2018-12-03abs ↗pdf ↗

This paper proposes a new algorithm for learning guidance rewards in RL.

problem Long-term temporal credit assignment in sparse or delayed reward environments.
method Surrogate RL objective with trajectory-space smoothing to learn guidance rewards.
result Guidance rewards can be learned without additional neural networks and have intuitive interpretation.

CCM improves context for Meta-RL by contrastive learning.

problem Improving context for Meta-RL to enable task generalization.
method CCM framework using contrastive learning for context encoding and information-gain-based trajectory collection.
result CCM outperforms state-of-the-art algorithms in benchmarks and sparse-reward environments.

Novel method for SDE calibration from sparse data using neural flows.

problem Calibrating SDEs from sparse, noisy observations.
method Characterization of posterior SDE using neural networks trained to solve a PDE with multiplicative updates.
result Significant improvement in scalability and accuracy compared to classical methods.

Paper proposes a method to learn goal-reaching behaviors from scratch using imitation learning.

problem Current reinforcement learning algorithms are brittle and require expert demonstrations.
method Iterated supervised learning where agents relabel and imitate generated trajectories.
result Improved goal-reaching performance and robustness over current RL algorithms.

Modeling driver trajectories using inverse reinforcement learning and random utility.

problem Modeling rational driver behavior in road networks from sparse sensor data.
method Apply random utility theory to model unknown reward function, introduce extended state, and use Markov decision process.
result Maximum entropy inverse reinforcement learning is a special case of the proposed approach.

Ability to quantify and predict progression of a disease is fundamental for selecting an appropriate treatment. Many clinical metrics cannot be acquired frequently either because of their cost (e.g. MRI, gait analysis) or because they are inconvenient or harmful to a patient (e.g. biopsy, x-ray). In such scenarios, in …

2019-05-26abs ↗pdf ↗

UCB-TQL learns from multiple tasks with shared dynamics and adapts to task-specific variations.

problem Transfer reinforcement learning with composite MDPs where tasks share core dynamics but have sparse differences.
method UCB-TQL, a novel transfer RL algorithm for composite MDPs.
result Achieved a regret bound of ildeO(eH5N) ilde{O}(\sqrt{eH^5N}) that scales independently of the ambient dimension.

DEMOTE uses neural diffusion-reaction processes to capture temporal dynamics in sparse tensor data.

problem Sparse and temporally associated tensor data with limited structural knowledge.
method Develops a neural diffusion-reaction process to estimate dynamic embeddings for tensor modes.
result Captures both commonalities and personalities in evolving tensor entries.

Active learning selects optimal measurement times for inferring continuous paths from sparse data.

problem Inferring continuous probability paths from sparse snapshots in high-fidelity domains like single-cell biology.
method Extends active experimentation to the space of measures using Linearized Optimal Transport (LOT) for probabilistic surrogate modeling.
result Empirical results show that the proposed strategy outperforms uncertainty-agnostic baselines.

Study shows reinforcement learning is possible with once-per-episode feedback.

problem Challenges of reinforcement learning with sparse feedback.
method Introduced a model where trajectory labels are generated by an unknown parametric model and developed an algorithm for sublinear regret.
result Achieved sublinear regret with a statistically and computationally efficient algorithm.

We apply variational inference to learn vehicle trajectory parameters from noisy data.

problem Learning parameters for vehicle trajectory estimation from noisy measurements.
method Gaussian variational inference with parameter learning in a motion and sensor model context.
result High-quality state estimates achieved even with outliers and false loop closures.

More than two thirds of mental health problems have their onset during childhood or adolescence. Identifying children at risk for mental illness later in life and predicting the type of illness is not easy. We set out to develop a platform to define subtypes of childhood social-emotional development using longitudinal,…

2016-12-04abs ↗pdf ↗