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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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1.8%3.5%5.3%7.0% · Jun 201919922001200920172026
48 results for Surrogate Environments

Optimizing expensive black-box systems with limited data is an extremely challenging problem. As a resolution, we present a new surrogate optimization approach by addressing two gaps in prior research -- unimportant input variables and inefficient treatment of uncertainty associated with the black-box output. We first …

2019-11-06abs ↗pdf ↗

Paper improves Bayesian regret bounds for Thompson Sampling in reinforcement learning.

problem Improving Bayesian regret bounds for Thompson Sampling in reinforcement learning.
method Using a discrete set of surrogate environments and posterior consistency analysis, the authors derive an upper bound of order O(Hdl1T)O(H\sqrt{d_{l_1}T}).
result The derived upper bound of O(Hdl1T)O(H\sqrt{d_{l_1}T}) is a significant improvement over previous bounds.

Paper tackles federated learning with personalised bandit algorithms.

problem Optimizing local and global objectives in a heterogeneous environment.
method Surrogate objective function combining client preferences and global knowledge; phase-based elimination algorithm.
result Achieves sublinear regret with logarithmic communication overhead.

This study improves hyperparameter optimization for categorical and non-normal data.

problem Bayesian hyperparameter optimization struggles with categorical hyperparameters and non-normal data.
method Integrates conformalized quantile regression to address estimation weaknesses and provides robust calibration guarantees.
result Quantile surrogate architectures and acquisition functions yield superior performance compared to existing methods.

Study compares 29 emulators across 60 test functions and 40 datasets.

problem Comparing the strengths and weaknesses of different emulators.
method Large-scale, fully reproducible comparison using R package duqling.
result Detailed empirical insights into emulator strengths and weaknesses.

Robust optimization and statistical robustness improve robot navigation policies.

problem Efficiently finding optimal robot navigation policies in uncertain environments.
method Combining robust optimization and statistical robustness with improved Bayesian optimization techniques.
result Safe and repeatable robot navigation policies are achieved with improved robust optimization methods.

Multi-step greedy policies have been extensively used in model-based reinforcement learning (RL), both when a model of the environment is available (e.g.,~in the game of Go) and when it is learned. In this paper, we explore their benefits in model-free RL, when employed using multi-step dynamic programming algorithms: …

2019-10-07abs ↗pdf ↗

A new reinforcement learning method uses mutual information to encourage agents to control their environment.

problem Learning from internal drives instead of external rewards.
method Formulate an intrinsic objective as mutual information between goal states and controllable states, derive a surrogate objective for efficient optimization.
result Demonstrated the efficacy of the approach in robotic tasks.

In this paper, we study online convex optimization in dynamic environments, and aim to bound the dynamic regret with respect to any sequence of comparators. Existing work have shown that online gradient descent enjoys an O(T(1+PT))O(\sqrt{T}(1+P_T)) dynamic regret, where TT is the number of iterations and PTP_T is the path-le…

2018-10-25abs ↗pdf ↗

GAIL is a recent successful imitation learning architecture that exploits the adversarial training procedure introduced in GANs. Albeit successful at generating behaviours similar to those demonstrated to the agent, GAIL suffers from a high sample complexity in the number of interactions it has to carry out in the envi…

2018-09-06abs ↗pdf ↗

Generative thermal design learns optimal shapes using multi-agent reinforcement learning.

problem Complex thermal design challenges due to convection-diffusion equation and boundary interactions.
method Cooperative multi-agent deep reinforcement learning with continuous geometric representation.
result Framework learns optimal design strategies without shape derivation or differentiable objectives.

SARD improves adversarial robustness in two-stage L2D systems.

problem Adversarial attacks can manipulate query allocation in two-stage L2D systems.
method Introduces SARD, a convex learning algorithm with provable guarantees.
result SARD significantly improves robustness under adversarial attacks while maintaining strong clean performance.

Managers of US National Forests must decide what policy to apply for dealing with lightning-caused wildfires. Conflicts among stakeholders (e.g., timber companies, home owners, and wildlife biologists) have often led to spirited political debates and even violent eco-terrorism. One way to transform these conflicts into…

2017-03-28abs ↗pdf ↗

Machine learning models simulate molecular spectra and reactions in solvents.

problem Accurate simulation of molecular spectra and reactions in solvent environments.
method Introduced FieldSchNet, a deep neural network for modeling molecular interactions with external fields.
result Demonstrated significant lowering of Claisen rearrangement reaction activation barrier using FieldSchNet.

Algorithm finds a simplified model for reinforcement learning under agent limitations.

problem Finding a simple model that approximates the true model for reinforcement learning.
method Uses rate-distortion theory to compute an approximately-value-equivalent, lossy compression of the environment.
result Proves an information-theoretic, Bayesian regret bound for the algorithm.

This work improves Bayesian Optimization for setting DNN hyper-parameters.

problem Manual setting of DNN hyper-parameters is error-prone and computationally expensive.
method Combines Bayesian Optimization with tuning rules to reduce search space and improve accuracy.
result Improves efficiency and accuracy of hyper-parameter tuning for deep neural networks.

We formalize and study the natural approach of designing convex surrogate loss functions via embeddings, for problems such as classification, ranking, or structured prediction. In this approach, one embeds each of the finitely many predictions (e.g.\ rankings) as a point in Rd\mathbb{R}^d, assigns the original loss val…

2019-07-17abs ↗pdf ↗

The paper proposes a scalable framework for uncertainty quantification and propagation in surrogate-based Bayesian inference.

problem Uncertainty in surrogate models and its impact on inference and decision-making.
method Bayesian inference methods for surrogate models with measurement data.
result Scalable framework for uncertainty quantification and propagation in surrogate models.

Paper proposes hybrid modeling to improve surrogate accuracy using multiple data sources.

problem Improving surrogate model accuracy by integrating simulation and real-world data.
method Two novel probabilistic approaches: separate and combined surrogates with weighting strategy.
result Hybrid models improve predictive accuracy and coverage compared to single-source surrogates.

New bounds on IDS for RL show how to balance computation and learning efficiency.

problem Understanding and optimizing information-directed sampling (IDS) for reinforcement learning.
method Developed novel information-theoretic tools to bound information ratio and cumulative information gain.
result Derived prior-free Bayesian regret bounds for IDS in tabular finite-horizon MDPs and improved computational efficiency.

The paper proposes a method to assess surrogate heterogeneity in non-randomized data.

problem Lack of methods to evaluate surrogate heterogeneity in non-randomized data.
method Proposes a framework using meta-learners to assess surrogate heterogeneity in real-world data.
result Identifies individuals for whom the surrogate is a valid replacement of the primary outcome.

This paper develops efficient surrogate models for optimization of complex dynamical systems.

problem Computational expense in solving complex dynamical systems through numerical simulation.
method Combination of proper orthogonal decomposition and radial basis functions for constructing low-dimensional surrogate models.
result Surrogate models reduce computational time for optimization problems while maintaining accuracy.

SADCBO optimizes contextual variables by balancing relevance and cost.

problem Optimizing contextual variables with varying costs and unknown relevance.
method Adaptive selection of relevant contextual variables using sensitivity analysis and early stopping.
result Consistent improvement in optimization across various examples.

This work improves surrogate models for balancing accuracy and cost in multi-fidelity methods.

problem Balancing accuracy and computational cost in multi-fidelity methods.
method Develops context-aware surrogate models for multi-fidelity importance sampling and Bayesian inverse problems.
result Context-aware surrogate models can lead to runtime speedups of up to one order of magnitude.

Adversarial consistency depends on the uniqueness of adversarial Bayes classifiers.

problem Consistency of adversarial surrogate losses is not guaranteed.
method Connected consistency of adversarial surrogate losses to the uniqueness of adversarial Bayes classifiers.
result A convex surrogate loss is statistically consistent for adversarial learning if and only if the adversarial Bayes classifier is unique.

RRPI improves offline RL by optimizing policies against worst-case dynamics.

problem Offline RL's performance degrades under distribution shift and transition uncertainty.
method Formulates offline RL as robust policy optimization, treating transition kernel as decision variable.
result RRPI achieves strong average performance on D4RL benchmarks, outperforming recent baselines.

New method simplifies checking consistency of differentiable loss functions.

problem Verifying consistency of differentiable loss functions is difficult.
method Developed a new approach called strong indirect elicitation (strong IE) to simplify checking consistency.
result Strong IE is equivalent to calibration for strongly convex, differentiable surrogates.

Paper bounds convergence rate of adversarial surrogate risk.

problem Vulnerability of binary classification models to adversarial attacks.
method Characterizes conditions for adversarial consistency and provides surrogate risk bounds.
result Surrogate risk bounds quantify the rate of convergence of adversarial classification risk.

Proposes a method to refine PDE-driven high-dimensional rare-event simulation.

problem Challenges in constructing accurate surrogates for rare-event simulation.
method Adaptive importance sampling framework that refines a locally constructed surrogate.
result Achieves accuracy comparable to true-model adaptive importance sampling with fewer high-fidelity evaluations.

We establish linear regret bounds for convex smooth losses using Fenchel-Young losses.

problem Establishing linear regret bounds for convex smooth losses.
method Constructing a convex smooth surrogate loss using Fenchel-Young losses generated by the convolutional negentropy.
result We derive a smooth loss with a linear surrogate regret bound.