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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.

168,695 papers · 148 categories

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159319478637 · Jun 202019922001200920172026
48 results for adaptive trajectory evaluations

SOCRATES uses LLMs to automate simulation optimization of complex systems.

problem Optimizing complex, expensive-to-sample stochastic systems.
method Two-stage procedure: replica construction and meta-optimization.
result Adaptive hybrid optimization schedule for real systems.

Adaptive optimization methods bias neural network trajectories towards regions of lower local geometry.

problem The success of adaptive optimization methods in neural networks is not fully explained by traditional second-order methods.
method Local trajectory analysis and introduction of a new statistic RextmedextOPTR^{ ext{OPT}}_{ ext{med}}.
result Adaptive methods like Adam bias trajectories towards regions of lower local geometry, leading to faster convergence.

KOMET identifies Koopman operators from model parameter trajectories to adapt to evolving data distributions.

problem Adaptation of parametric models to non-stationary environments.
method Data-driven framework using Koopman operator identification and Extended Dynamic Mode Decomposition (EDMD).
result KOMET achieves high autonomous-rollout accuracies of 0.981 to 1.000 over 100 time steps on various drifting datasets.

The vision of automated driving is to increase both road safety and efficiency, while offering passengers a convenient travel experience. This requires that autonomous systems correctly estimate the current traffic scene and its likely evolution. In highway scenarios early recognition of cut-in maneuvers is essential f…

2019-07-25abs ↗pdf ↗

CCM improves context for Meta-RL by contrastive learning.

problem Improving context for Meta-RL to enable task generalization.
method CCM framework using contrastive learning for context encoding and information-gain-based trajectory collection.
result CCM outperforms state-of-the-art algorithms in benchmarks and sparse-reward environments.

New method efficiently evaluates policies using trajectory data.

problem Statistically efficient policy evaluation with limited data.
method Trajectory-based approach for policy evaluation.
result Improved sample complexity for policy evaluation.

Meta-learning improves drone trajectory design for dynamic wireless networks.

problem Designing optimal trajectories for energy-constrained drones in dynamic network environments.
method Proposes a meta-learning algorithm to adaptively tune a reinforcement learning solution for trajectory design.
result Meta-tuned RL yields faster convergence and improved communication performance compared to baseline algorithms.

A higher-order Runge-Kutta optimizer performs poorly compared to Adam when evaluated fairly.

problem Evaluating the performance of adaptive Runge-Kutta optimizers under strict conditions.
method Built and evaluated a representative Adam variant using a Bogacki-Shampine 3(2) RK pair, FSAL reuse, and local-error step control.
result The adaptive nature of the RK optimizer is illusory; it behaves like a fixed-step optimizer with gradient averaging.

Novel framework predicts brain biomarker trajectories with superior performance.

problem Challenges in estimating longitudinal brain biomarker trajectories due to variability, inconsistencies, and irregular measurements.
method Personalized deep kernel regression with Adaptive Shrinkage Estimation.
result Superior predictive performance compared to state-of-the-art models.

Paper proposes a reinforcement learning method for trading using expert trajectories.

problem Inability of existing methods to handle long-term goals and delayed rewards in futures trading.
method Modeling futures trading as MDP, using reinforcement learning with expert trajectories and multiple short-term alpha factors.
result The proposed method outperforms traditional and deep learning methods in trading performance.

The paper develops a new theory to understand deep learning optimization.

problem Understanding the dynamics of optimization in deep learning, especially in the edge of stability regime.
method Developed a central flow differential equation to describe the time-averaged trajectory of oscillatory optimizers.
result Central flows can predict long-term optimization trajectories with high numerical accuracy.

In this work we study generalization of neural networks in gradient-based meta-learning by analyzing various properties of the objective landscapes. We experimentally demonstrate that as meta-training progresses, the meta-test solutions, obtained after adapting the meta-train solution of the model, to new tasks via few…

2019-07-16abs ↗pdf ↗

Paper develops a hybrid DNN approach for RUL prediction with adaptive drift.

problem RUL estimation challenges in practice, especially online update and uncertainty quantification.
method Hybrid DNN approach with Wiener-based-degradation model and adaptive drift. LSTM-CNN for trajectory prediction and Bayesian inference for adaptive drift.
result Superior accuracy in RUL prediction demonstrated on turbofan engines data.

Probabilistic representations of movement primitives open important new possibilities for machine learning in robotics. These representations are able to capture the variability of the demonstrations from a teacher as a probability distribution over trajectories, providing a sensible region of exploration and the abili…

2018-08-31abs ↗pdf ↗

New algorithms learn stability certificates from data, avoiding complex dynamics.

problem Synthesizing stability certificates from complex dynamical systems.
method Developed algorithms to learn certificate functions from trajectory data, establishing generalization error bounds.
result Efficiently learned certificates can be used for adaptive control.

Generative models need per-sample confidence scores to improve quality and stability.

problem Generative models produce unreliable outputs and lack confidence measures.
method Flow Matching with Confidence (FMwC) injects noise and integrates it through the network, providing per-sample confidence scores.
result The confidence score correlates with the velocity field's divergence, offering insights into generative processes.

ACA method improves gradient estimation for neural ODEs, reducing error and training time.

problem Inaccurate gradient estimation methods hinder the performance of neural ODEs on benchmark tasks.
method Adaptive Checkpoint Adjoint (ACA) method that applies trajectory checkpointing, deletes redundant components, and supports adaptive solvers.
result ACA reduces error rate by half and training time by half compared to adjoint and naive methods on image classification tasks.

A novel approach uses an ensemble of Gaussian processes for robust and adaptive reinforcement learning.

problem Adaptive reinforcement learning in large or continuous state spaces.
method Online scalable (OS) approach with a weighted ensemble of Gaussian processes.
result The ensemble approach improves performance in adversarial settings.

The paper studies sub and super-replication price bounds for contingent claims defined on general trajectory based market models. No prior probabilistic or topological assumptions are placed on the trajectory space, trading is assumed to take place at a finite number of occasions but not bounded in number nor necessari…

2015-11-04abs ↗pdf ↗

We use splines and the Sasaki metric to analyze and compare manifold-valued trajectories.

problem Analyzing and comparing trajectories on Riemannian manifolds.
method Riemannian hierarchical model, Bézier splines, Sasaki metric.
result Spline-based approaches outperform state-of-the-art methods in intensity classification of trajectories.

In this paper we propose a new method to predict the final destination of vehicle trips based on their initial partial trajectories. We first review how we obtained clustering of trajectories that describes user behaviour. Then, we explain how we model main traffic flow patterns by a mixture of 2d Gaussian distribution…

2016-05-10abs ↗pdf ↗

New protocol evaluates synthetic data for temporal consistency.

problem Synthetic data generators can produce invalid timestamps and trajectories.
method Characterize datasets by four properties, then measure timestamp validity and dynamics.
result Temporal fidelity must be measured, not inferred from static data.

New insights on offline RL with state aggregation and trajectory data.

problem Understanding sample complexity in offline policy evaluation.
method Analyzing concentrability coefficient in aggregated Markov Transition Model.
result Sample complexity depends on concentrability coefficient in aggregated model.

End-to-end model predicts multiagent trajectories using game theory and neural nets.

problem Predicting trajectories of interacting agents in complex scenarios.
method Hybrid neural net with game-theoretic reasoning, using implicit layers to map preferences to Nash equilibria.
result Trains an interpretable model that predicts future trajectories and transfers to decision making.

Study shows how steepest descent algorithms' geometric margin increases during training.

problem Understanding implicit bias in steepest descent algorithms for neural networks.
method Analysis of steepest descent algorithms with infinitesimal learning rates in homogeneous neural networks.
result Limit points of training trajectories correspond to KKT points of margin-maximization problems.

Established techniques for simulation and prediction with Gaussian process (GP) dynamics often implicitly make use of an independence assumption on successive function evaluations of the dynamics model. This can result in significant error and underestimation of the prediction uncertainty, potentially leading to failur…

2019-12-23abs ↗pdf ↗

Sample-efficient exploration is crucial not only for discovering rewarding experiences but also for adapting to environment changes in a task-agnostic fashion. A principled treatment of the problem of optimal input synthesis for system identification is provided within the framework of sequential Bayesian experimental …

2019-10-08abs ↗pdf ↗

Analyzing the urban trajectory in cities has become an important topic in data mining. How can we model the human mobility consisting of stay and travel from the raw trajectory data? How can we infer such a mobility model from the single trajectory information? How can we further generalize the mobility inference to ac…

2020-01-21abs ↗pdf ↗

Novel Bayesian optimization framework improves portfolio management stability and efficiency.

problem Stable and sample-efficient optimization for black-box portfolio models under limited observation budgets.
method TPE-AS framework with adaptive scheduling and importance sampling.
result Demonstrated effectiveness across four backtest settings with three distinct models.

Mobility datasets are fundamental for evaluating algorithms pertaining to geographic information systems and facilitating experimental reproducibility. But privacy implications restrict sharing such datasets, as even aggregated location-data is vulnerable to membership inference attacks. Current synthetic mobility data…

2018-11-30abs ↗pdf ↗