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.
We study the problem of estimating the expected reward of the optimal policy in the stochastic disjoint linear bandit setting. We prove that for certain settings it is possible to obtain an accurate estimate of the optimal policy value even with a number of samples that is sublinear in the number that would be required…
We revisit the problem of learning from untrusted batches introduced by Qiao and Valiant [QV17]. Recently, Jain and Orlitsky [JO19] gave a simple semidefinite programming approach based on the cut-norm that achieves essentially information-theoretically optimal error in polynomial time. Concurrently, Chen et al. [CLM19…
In distributed statistical learning, N samples are split across m machines and a learner wishes to use minimal communication to learn as well as if the examples were on a single machine. This model has received substantial interest in machine learning due to its scalability and potential for parallel speedup. Howev…
The aim of this paper is to introduce the sublinear Higson corona and show that the sublinear Higson corona of Euclidean cone of P and X is decomposed into the product of P and that of X. Here P is a compact metric space and X is unbounded proper metric space. For example, the sublinear Higson corona of n-dimensional E…
We consider the problem of estimating how well a model class is capable of fitting a distribution of labeled data. We show that it is often possible to accurately estimate this "learnability" even when given an amount of data that is too small to reliably learn any accurate model. Our first result applies to the settin…
We give a proof of the sublinear tracking property for sample paths of random walks on various groups acting on spaces with hyperbolic-like properties. As an application, we prove sublinear tracking in Teichmueller distance for random walks on mapping class groups, and on Cayley graphs of a large class of finitely gene…
The paper uncovers the mathematical structure enabling value decomposition in multi-agent systems.
problem Theoretical justification for why value decomposition works effectively in multi-agent systems remains underexplored.
method The paper introduces the concept of Markov entanglement to measure the underlying structure and demonstrates how it can be used to bound the decomposition error.
result The widely-used class of index policies is weakly entangled and enjoys a sublinear O(N) scale of decomposition error for N-agent systems.
We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a generalization of the random G-expectation, and an optional sampling theorem that…
Sublinear functionals of random variables are known as sublinear expectations; they are convex homogeneous functionals on infinite-dimensional linear spaces. We extend this concept for set-valued functionals defined on measurable set-valued functions (which form a nonlinear space), equivalently, on random closed sets. …
For α∈(1,2), we present a generalized central limit theorem for α-stable random variables under sublinear expectation. The foundation of our proof is an interior regularity estimate for partial integro-differential equations (PIDEs). A classical generalized central limit theorem is recovered as a special case, p…
We introduce a recursive algorithm for performing compressed sensing on streaming data. The approach consists of a) recursive encoding, where we sample the input stream via overlapping windowing and make use of the previous measurement in obtaining the next one, and b) recursive decoding, where the signal estimate from…
We establish L∞ and L2 error bounds for functions of many variables that are approximated by linear combinations of ReLU (rectified linear unit) and squared ReLU ridge functions with ℓ1 and ℓ0 controls on their inner and outer parameters. With the squared ReLU ridge function, we show th…
We consider stochastic gradient descent and its averaging variant for binary classification problems in a reproducing kernel Hilbert space. In the traditional analysis using a consistency property of loss functions, it is known that the expected classification error converges more slowly than the expected risk even whe…
Online learning is a powerful tool for analyzing iterative algorithms. However, the classic adversarial setup sometimes fails to capture certain regularity in online problems in practice. Motivated by this, we establish a new setup, called Continuous Online Learning (COL), where the gradient of online loss function cha…
We investigate the problems of identity and closeness testing over a discrete population from random samples. Our goal is to develop efficient testers while guaranteeing Differential Privacy to the individuals of the population. We describe an approach that yields sample-efficient differentially private testers for the…
We consider the problem of approximating the set of eigenvalues of the covariance matrix of a multivariate distribution (equivalently, the problem of approximating the "population spectrum"), given access to samples drawn from the distribution. The eigenvalues of the covariance of a distribution contain basic informati…