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.
This paper studies the problem of identifying any k distinct arms among the top ρ fraction (e.g., top 5\%) of arms from a finite or infinite set with a probably approximately correct (PAC) tolerance ε. We consider two cases: (i) when the threshold of the top arms' expected rewards is known and (ii) when it is unk…
Playing repeated matrix games (RMG) while maximizing the cumulative returns is a basic method to evaluate multi-agent learning (MAL) algorithms. Previous work has shown that UCB, M3, S or Exp3 algorithms have good behaviours on average in RMG. Besides, hedging algorithms have been shown to be effective on predi…
Top-k error is currently a popular performance measure on large scale image classification benchmarks such as ImageNet and Places. Despite its wide acceptance, our understanding of this metric is limited as most of the previous research is focused on its special case, the top-1 error. In this work, we explore two direc…
We propose Top-N-Rank, a novel family of list-wise Learning-to-Rank models for reliably recommending the N top-ranked items. The proposed models optimize a variant of the widely used discounted cumulative gain (DCG) objective function which differs from DCG in two important aspects: (i) It limits the evaluation of DCG …
We study the active learning problem of top-k ranking from multi-wise comparisons under the popular multinomial logit model. Our goal is to identify the top-k items with high probability by adaptively querying sets for comparisons and observing the noisy output of the most preferred item from each comparison. To ac…
Motivated by applications in recommender systems, web search, social choice and crowdsourcing, we consider the problem of identifying the set of top K items from noisy pairwise comparisons. In our setting, we are non-actively given r pairwise comparisons between each pair of n items, where each comparison has noi…
We derive a convex optimization problem for the task of segmenting sequential data, which explicitly treats presence of outliers. We describe two algorithms for solving this problem, one exact and one a top-down novel approach, and we derive a consistency results for the case of two segments and no outliers. Robustness…
Top-k Combinatorial Bandits generalize multi-armed bandits, where at each round any subset of k out of n arms may be chosen and the sum of the rewards is gained. We address the full-bandit feedback, in which the agent observes only the sum of rewards, in contrast to the semi-bandit feedback, in which the agent obse…
This work provides improved guarantees for streaming principle component analysis (PCA). Given A1,…,An∈Rd×d sampled independently from distributions satisfying E[Ai]=Σ for Σ⪰0, this work provides an O(d)-space linear-time single-pass streaming algorithm …
We consider a situation in which we see samples in Rd drawn i.i.d. from some distribution with mean zero and unknown covariance A. We wish to compute the top eigenvector of A in an incremental fashion - with an algorithm that maintains an estimate of the top eigenvector in O(d) space, and incrementally adju…
We study k-GenEV, the problem of finding the top k generalized eigenvectors, and k-CCA, the problem of finding the top k vectors in canonical-correlation analysis. We propose algorithms LazyEV and LazyCCA to solve the two problems with running times linearly dependent on the input size and…
Deep Retrieval learns a retrievable structure for efficient large-scale recommendations.
problem Efficiently retrieving top relevant candidates in large-scale recommendation systems.
method Deep Retrieval learns a retrievable structure directly from user-item interaction data, encoding candidates into a discrete latent space and optimizing a model to maximize accuracy.
result Deep Retrieval achieves almost the same accuracy as brute-force baseline and significantly outperforms ANN baselines in a live production system.
We have recently introduced the ``thermal optimal path'' (TOP) method to investigate the real-time lead-lag structure between two time series. The TOP method consists in searching for a robust noise-averaged optimal path of the distance matrix along which the two time series have the greatest similarity. Here, we gener…
This paper explores the adaptive (active) PAC (probably approximately correct) top-k ranking (i.e., top-k item selection) and total ranking problems from l-wise (l≥2) comparisons under the multinomial logit (MNL) model. By adaptively choosing sets to query and observing the noisy output of the most favored …
Let K be a two-periodic braid and let K be its quotient. In this paper we show there is a spectral sequence from the next-to-top winding number grading of the sutured annular Khovanov homology of the closure of K to the next-to-top winding number grading of the sutured annular Khovanov hom…
We study the top-K ranking problem where the goal is to recover the set of top-K ranked items out of a large collection of items based on partially revealed preferences. We consider an adversarial crowdsourced setting where there are two population sets, and pairwise comparison samples drawn from one of the populat…