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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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74148221295 · Jun 202019922001200920172026
48 results for Synthetic Environments

SMEs provide a transparent testbed for RL evaluation.

problem Lack of precise, white-box diagnostics in RL environments.
method Synthetic Monitoring Environments (SMEs) with fully configurable task characteristics and known optimal policies.
result SMEs allow for precise evaluation of RL algorithms, revealing the impact of specific environmental properties.

The paper proposes a machine learning framework for portfolio optimization with limited data.

problem Low data environments and regime uncertainty in portfolio optimization.
method A teacher-student learning pipeline with CVaR optimizer generating supervisory labels and neural models trained on real and synthetic data.
result Student models can match or outperform the CVaR teacher and achieve improved robustness under regime shifts.

Synthetic augmentation improves financial machine learning performance in variance-dominant regimes.

problem Data scarcity in financial machine learning.
method Formalized synthetic augmentation, introduced size-matched null augmentation, and developed a non-parametric block permutation test.
result Synthetic augmentation is beneficial only in variance-dominant regimes, such as persistent volatility forecasting.

ICYM2I corrects missingness bias in multimodal learning.

problem Missingness patterns between source and target environments affect multimodal learning performance.
method ICYM2I uses inverse probability weighting to correct missingness bias in predictive performance and information gain.
result ICYM2I improves multimodal learning performance by accounting for missingness.

Two environments are enough to infer causal graphs and counterfactuals.

problem Inferring causal relations from multiple environments, especially for nonlinear mechanisms.
method Using structural causal models and the invariance principle, the study shows that only two auxiliary environments are sufficient for causal graph inference and counterfactual inference.
result Two auxiliary environments are sufficient for identifying causal graphs and counterfactuals.

Vision and learning have made significant progress that could improve robotics policies for complex tasks and environments. Learning deep neural networks for image understanding, however, requires large amounts of domain-specific visual data. While collecting such data from real robots is possible, such an approach lim…

2019-03-18abs ↗pdf ↗

This research generates synthetic data streams for handling concept drifts and novel classes.

problem Handling concept drifts and novel classes in dynamic data streams.
method Synthetic data stream generation for both concept drifts and novel classes.
result Demonstrates the effectiveness of unsupervised drift detectors in open set recognition.

New algorithm for nonstationary multi-armed bandits with optimal performance.

problem Nonstationary multi-armed bandits with changing model parameters over time.
method Adaptive Resetting Bandit (ADR-bandit) algorithm using adaptive windowing techniques.
result ADR-bandit achieves nearly optimal performance in both abrupt and gradual changes.

Bayesian approach for learning from synthetic data, improving model accuracy.

problem Lack of statistical properties and robust methods for learning from synthetic data.
method Bayesian paradigm to update model parameters considering synthetic data generating process and learning task.
result Novel approach outperforms standard methods in supervised learning and inference problems.

Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually assume a stationary reward distribution, which hardly holds in practice as users' …

2018-05-23abs ↗pdf ↗

This dissertation automates deep learning pipelines and uses meta-learning for better model selection and data augmentation.

problem Challenges in selecting and fine-tuning deep learning pipelines for new datasets.
method Meta-learning for DL pipeline selection and data augmentation, using synthetic data.
result Meta-learned approaches outperform traditional methods in automated DL pipeline selection and data augmentation.

We develop the first general semi-bandit algorithm that simultaneously achieves O(logT)\mathcal{O}(\log T) regret for stochastic environments and O(T)\mathcal{O}(\sqrt{T}) regret for adversarial environments without knowledge of the regime or the number of rounds TT. The leading problem-dependent constants of our bounds are …

2019-01-25abs ↗pdf ↗

Detect hidden confounding in observational data using multiple environments.

problem Detect hidden confounding in observational data.
method Theoretical framework and simulation studies to test for hidden confounding.
result The proposed procedure correctly predicts hidden confounding, especially when bias is large.

Study finds reinforcement learning performance plateaus due to environmental interference.

problem Catastrophic interference hinders sample efficiency in reinforcement learning.
method Empirical study in ALE, controlled experiments, analysis of prediction errors.
result Interference causes performance plateaus and degrades policies used to reach them.

ISL improves causal structure learning with invariant structures across different environments.

problem Improving causal structure discovery for better generalization and explainability.
method ISL splits data into environments, learns invariant structures, and selects optimal classifiers based on graph structures.
result ISL accurately discovers causal structures and outperforms alternative methods on synthetic and real-world datasets.

Algorithm identifies and transfers unstable features to create robust classifiers.

problem Developing unbiased classifiers from input-label pairs alone.
method Contrast different data environments in source tasks to encode unstable features, then cluster target task data and minimize worst-case risk.
result Our method maintains robustness across synthetic and real-world environments.

Efficiently adapting to new environments and changes in dynamics is critical for agents to successfully operate in the real world. Reinforcement learning (RL) based approaches typically rely on external reward feedback for adaptation. However, in many scenarios this reward signal might not be readily available for the …

2019-03-04abs ↗pdf ↗

FinStressTS creates synthetic benchmarks for financial forecasting, revealing model weaknesses.

problem Limited failure attribution in real-world financial benchmarks.
method Synthetic benchmark with 30 diagnostic environments linked to six mechanism families.
result Model performance varies by mechanism type, with autoregressive models often outperforming Transformers.

KRCD detects unobserved confounders in nonlinear observational data.

problem Detecting unobserved confounders in nonlinear observational studies.
method Kernel Regression Confounder Detection (KRCD) using reproducing kernel Hilbert spaces.
result KRCD outperforms existing methods and achieves superior computational efficiency.

HealthSyn generates synthetic user behavior data for health interventions.

problem Lack of representative data for testing AI health interventions.
method Uses Markov processes to simulate diverse user actions, generating logs for ML algorithms.
result Synthetic data can be used to develop, test, and evaluate ML algorithms and RL-based interventions.

In machine learning, the one-class classification problem occurs when training instances are only available from one class. It has been observed that making use of this class's structure, or its different contexts, may improve one-class classifier performance. Although this observation has been demonstrated for static …

2019-07-09abs ↗pdf ↗

Algorithm detects unmeasured confounding in observational data.

problem Estimating treatment effects in observational studies with untestable conditions.
method Two-stage procedure that detects dependencies between causal mechanisms.
result Algorithm efficiently detects confounding on simulated and semi-synthetic data.

This work studies the problem of batch off-policy evaluation for Reinforcement Learning in partially observable environments. Off-policy evaluation under partial observability is inherently prone to bias, with risk of arbitrarily large errors. We define the problem of off-policy evaluation for Partially Observable Mark…

2019-09-09abs ↗pdf ↗

Concept drift is formally defined as the change in joint distribution of a set of input variables X and a target variable y. The two types of drift that are extensively studied are real drift and virtual drift where the former is the change in posterior probabilities p(y|X) while the latter is the change in distributio…

2019-09-25abs ↗pdf ↗

A new memory system handles non-stationary environments by self-sizing and retaining memories.

problem Non-stationary environments where memories arrive over time and must be distinguished from noise.
method A self-sizing continual associative memory that generalizes Hopfield's network, handling adaptation and novelty.
result The memory system grows to the intrinsic memory demand of the environment and retains memories without forgetting.

Stable health predictions need deconfounding test set features.

problem Stability of predictions in health machine learning is compromised by selection biases.
method Deconfounding the test set features improves prediction stability across different environments.
result Improved stability achieved by deconfounding test set features.

In data stream mining, predictive models typically suffer drops in predictive performance due to concept drift. As enough data representing the new concept must be collected for the new concept to be well learnt, the predictive performance of existing models usually takes some time to recover from concept drift. To spe…

2019-01-07abs ↗pdf ↗