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.
Paper tackles action delays in reinforcement learning, proposing a delay-aware framework.
problem Action delays degrade reinforcement learning performance in real-world systems.
method Formal definition of delay-aware MDP, transformation into standard MDP with augmented states, delay-aware model-based reinforcement learning framework.
result Proposed framework is more efficient in training and transferable between systems with various delay durations.
We investigate multiarmed bandits with delayed feedback, where the delays need neither be identical nor bounded. We first prove that "delayed" Exp3 achieves the O((KT+D)lnK) regret bound conjectured by Cesa-Bianchi et al. [2019] in the case of variable, but bounded delays. Here, K is the number of actio…
Paper tackles delays in multi-agent reinforcement learning, improving performance.
problem Challenges in reinforcement learning due to delays in real-world systems.
method Proposes a novel framework for multi-agent reinforcement learning with delays, using Delay-Aware Markov Games and centralized-decentralized training.
result Demonstrates significant improvement in performance with delay-aware multi-agent reinforcement learning.
The project intends to model the stability of power system with a deep learning algorithm to the problem, aiming to delay the removal of the fault. The so-called "fail-delay cut-off" refers to the occurrence of N-1 backup protection action on the backbone network of the system, resulting in longer time for the removal …
Effective network congestion control strategies are key to keeping the Internet (or any large computer network) operational. Network congestion control has been dominated by hand-crafted heuristics for decades. Recently, ReinforcementLearning (RL) has emerged as an alternative to automatically optimize such control str…
We introduce a method for learning the dynamics of complex nonlinear systems based on deep generative models over temporal segments of states and actions. Unlike dynamics models that operate over individual discrete timesteps, we learn the distribution over future state trajectories conditioned on past state, past acti…
The goal of online display advertising is to entice users to "convert" (i.e., take a pre-defined action such as making a purchase) after clicking on the ad. An important measure of the value of an ad is the probability of conversion. The focus of this paper is the development of a computationally efficient, accurate, a…
In display advertising, predicting the conversion rate (CVR), meaning the probability that a user takes a predefined action on an advertiser's website, is a fundamental task for estimating the value of displaying an advertisement to a user. There are two main challenges in CVR prediction due to delayed feedback. First,…
Study on synchronization in financial markets with time delays.
problem Understanding market dynamics and synchronization in financial systems with time delays.
method Examined a system of coupled non-linear delay-differential equations, linearized for small delays, and analyzed collective dynamics using bifurcation diagrams and numerical solutions.
result Demonstrated that limit cycles can be maintained in coupled N-asset models with appropriate parameterization, leading to market synchronization.
We address the problem of learning in an online setting where the learner repeatedly observes features, selects among a set of actions, and receives reward for the action taken. We provide the first efficient algorithm with an optimal regret. Our algorithm uses a cost sensitive classification learner as an oracle and h…
Reinforcement Learning (RL) algorithms can suffer from poor sample efficiency when rewards are delayed and sparse. We introduce a solution that enables agents to learn temporally extended actions at multiple levels of abstraction in a sample efficient and automated fashion. Our approach combines universal value functio…
Predicting conversion rates (CVRs) in display advertising (e.g., predicting the proportion of users who purchase an item (i.e., a conversion) after its corresponding ad is clicked) is important when measuring the effects of ads shown to users and to understanding the interests of the users. There is generally a time de…
We study a variant of the stochastic K-armed bandit problem, which we call "bandits with delayed, aggregated anonymous feedback". In this problem, when the player pulls an arm, a reward is generated, however it is not immediately observed. Instead, at the end of each round the player observes only the sum of a number…
Online learning with delayed feedback has received increasing attention recently due to its several applications in distributed, web-based learning problems. In this paper we provide a systematic study of the topic, and analyze the effect of delay on the regret of online learning algorithms. Somewhat surprisingly, it t…
Federated learning technique improves convergence speed with communication delays.
problem Communication delays between edge nodes and aggregator in federated learning.
method Developed FedDelAvg, a technique that generalizes federated averaging to incorporate a weighting between current local model and delayed global model.
result FedDelAvg achieves a significant improvement in convergence speed, especially when optimizing the weighting scheme to account for delays.