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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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227455682909 · Jun 202019922001200920172026
48 results for algorithmic decision-making

New algorithms for fast online decision making using neural networks and martingale posteriors.

problem Online sequential decision making under uncertainty.
method Martingale posterior neural networks for fast online learning and decision making.
result Achieves competitive performance-speed trade-offs in non-stationary contextual bandits and Bayesian optimization.

A new fairness metric for decision-making algorithms, conditioning on known fair variables.

problem Fairness issues in decision-making systems.
method Conditional fairness metric, Derivable Conditional Fairness Regularizer (DCFR), adversarial representation.
result Traditional fairness notations are special cases of the new conditional fairness notation.

The paper explores how different loss functions impact reinforcement learning algorithms.

problem Improving reinforcement learning algorithms by optimizing loss functions.
method Comprehensive survey on loss functions in reinforcement learning, proving the benefits of specific loss functions.
result Binary cross-entropy loss leads to first-order bounds and is more efficient than squared loss.

We study the explore-exploit tradeoff in distributed cooperative decision-making using the context of the multiarmed bandit (MAB) problem. For the distributed cooperative MAB problem, we design the cooperative UCB algorithm that comprises two interleaved distributed processes: (i) running consensus algorithms for estim…

2015-12-21abs ↗pdf ↗

Develops methods for finding counterfactual explanations in sequential decision making.

problem Finding counterfactual explanations for sequential decision making processes.
method Formal characterization of sequential actions and states using Markov decision processes and Gumbel-Max structural causal model. Introduces a polynomial time algorithm based on dynamic programming.
result Algorithm finds optimal counterfactual explanations for sequential decision making.

Novel algorithm reduces feature inclusion in online decision-making.

problem Optimizing decision-making for personalized user experiences with fairness.
method Online Batched Sequential Inclusion (OBSI) algorithm for sequential feature inclusion.
result OBSI outperforms other algorithms in terms of regret, relevance of features, and compute.

New algorithm reduces online decision-making regret with efficient LP re-solving and parallel first-order method.

problem Worse regret guarantees and high computational cost of LP-based OLP algorithms.
method Combines LP-based and first-order OLP methods, re-solving LP subproblems periodically and using parallel first-order method.
result Achieves O(log(T/f)+f)\mathscr{O}(\log (T/f) + \sqrt{f}) regret, balancing computational efficiency and superior regret guarantee.

LinearAPT optimizes decision-making under resource constraints for a linear threshold problem.

problem Optimizing sequential decisions with a linear threshold under resource limitations.
method LinearAPT, an adaptive algorithm for fixed-budget TLB problem.
result LinearAPT achieves theoretical upper bounds and robust performance on various datasets.

Algorithm reduces decision-making errors in multi-agent bandit problems.

problem Minimizing decision errors in multi-agent multi-armed bandit problems.
method RBO-Coop-UCB algorithm with Bayesian change point detection.
result Expected group regret is upper bounded by O(KNMlogT+KMTlogT)\mathcal{O}(KNM\log T + K\sqrt{MT\log T}).

Paper addresses regret minimization and inference in high-dimensional online decision-making.

problem Regret minimization and statistical inference in high-dimensional online decision-making.
method Integrates ε-greedy bandit algorithm with hard thresholding for sparse bandit parameters and debiasing method for inference.
result Achieves either O(T1/2)O(T^{1/2}) regret or O(T1/2)O(T^{1/2})-consistent inference, with trade-off between exploration and exploitation.

IDS algorithm optimizes sequential decisions in various monitoring settings.

problem Optimizing sequential decisions in complex monitoring scenarios.
method Information-directed sampling (IDS) algorithm for linear partial monitoring.
result IDS achieves nearly worst-case rate optimality in finite-action games.

This review analyzes RL in finance, highlighting its advantages and challenges.

problem Complex financial decision-making problems where traditional methods fail.
method Systematic review of 167 articles from 2017-2025, focusing on market making, portfolio optimization, and algorithmic trading.
result RL offers advantages over traditional methods, particularly in market making, but challenges remain.

New method estimates stochastic intervention effects in decision-making domains.

problem Current causal inference methods are limited to deterministic treatment, unable to handle stochastic policies.
method Developed a new stochastic propensity score and stochastic intervention effect estimator (SIE) with a customized genetic algorithm (Ge-SIO).
result Empirical study shows significant performance improvement over state-of-the-art baselines.

OMLE combines optimism and MLE for efficient sequential decision making.

problem Efficiently solving sequential decision making problems, especially in partially observable settings.
method Combines optimism for exploration and maximum likelihood estimation for model learning.
result OMLE learns near-optimal policies for a wide range of sequential decision making problems.

An online decision-making algorithm using stochastic gradient descent for big data.

problem Efficiently updating decision rules in online decision making with big data.
method Stochastic gradient descent for online updates, asymptotic normality of estimators.
result Asymptotic normality of parameter and value estimators, enabling statistical inference.

The paper tackles decision making problems with funnel structure in email marketing campaigns.

problem Decision making challenges in systems with funnel structure, where fewer observations are received from deeper layers.
method Formulated as a contextual bandit with funnel structure and developed a multi-task learning algorithm.
result Our algorithms offer significant improvement over previous methods in email marketing campaigns.

New algorithm improves knowledge transfer in dynamic decision-making.

problem Utilizing data from existing ventures to improve decision-making in new ventures.
method Proposes Transferred Fitted QQ-Iteration algorithm for estimating optimal action-state function QQ^*.
result Significantly improved final learning error of QQ^* function.

The paper addresses private and Byzantine-proof cooperative decision-making in multi-agent systems.

problem Designing algorithms for multi-agent decision-making that are private and resilient to faulty agents.
method Upper-confidence bound algorithms for stochastic bandit problems under privacy and Byzantine conditions.
result Optimal regret achieved in both private and Byzantine-tolerant settings.

New complexity measure for interactive learning reduces regret to near-optimal levels.

problem Challenges in sample-efficient, adaptive learning algorithms for interactive decision making.
method Introduces the Decision-Estimation Coefficient and the Estimation-to-Decisions (E2D) principle.
result Unified algorithm design principle E2D achieves optimal sample-efficient learning.

Improved model-free reinforcement learning with decision-estimation coefficient.

problem Interactive decision making, including structured bandits and reinforcement learning.
method Combining Estimation-to-Decisions with optimistic estimation to achieve better regret bounds.
result Regret bounds for model-free reinforcement learning with value function approximation.

Study on multi-agent decision making complexity, showing sample efficiency gaps.

problem Understanding sample efficiency in multi-agent decision making.
method General framework for interactive decision making, focusing on equilibrium computation.
result No 'reasonable' complexity measure can close gaps between single and multiple agents.

Improving cancer treatment decisions requires considering causal effects, not just model accuracy.

problem Cancer outcome prediction models may cause harm when used for treatment decisions.
method Explains the importance of considering causal effects in model validation and provides guidelines.
result Building and validating models that are useful for decision making requires considering causal effects.

This thesis analyzes MACL systems with low-regret learning algorithms for sequential decision making.

problem Designing efficient learning algorithms for multi-agent cooperative systems to minimize regret.
method Analyzes and develops algorithms for cooperative multi-agent multi-armed bandit problems and online convex optimization in distributed settings.
result Presented regret lower bounds and efficient algorithms for achieving these bounds, providing guidance on communication protocols.

Bayesian algorithms perform well even with misspecified priors, especially in meta-learning.

problem Performance degradation of Bayesian algorithms with misspecified priors.
method Thompson sampling and meta-learning analysis with misspecified priors.
result Thompson sampling's performance degrades gracefully with misspecification, with a bound of ildeO(H2ε) ilde{\mathcal{O}}(H^2 ε).

Post-processing predictors reduces calibration errors for decision-making.

problem Predictors with low calibration error for machine learning may have high error for decision-making.
method Post-processing with ε distance to calibration adds noise to make predictions differentially private.
result Post-processing achieves O(√ε) ECE and CDL, asymptotically optimal.

Unified framework for lower bounds in interactive decision making.

problem Challenges in interactive decision making, especially bandits and reinforcement learning.
method Interactive Fano method and Fractional Covering Number.
result Unified characterization of learnability for stochastic bandit problems and tight lower bounds for interactive decision making.

This work surveys algorithmic recourse, aiming to clarify definitions and solutions.

problem Providing explanations and recommendations to individuals affected by automated decisions.
method Literature review and unified definitions, formulations, and solutions.
result Unified definitions and solutions for algorithmic recourse.

We introduce a novel theoretical framework for Return On Investment (ROI) maximization in repeated decision-making. Our setting is motivated by the use case of companies that regularly receive proposals for technological innovations and want to quickly decide whether they are worth implementing. We design an algorithm …

2019-05-28abs ↗pdf ↗

Paper offers a fast convergence theory for offline decision making.

problem Offline decision making problems, including reinforcement learning and off-policy evaluation.
method Introduces a framework (DMOF) and algorithm (EDD) with a fast convergence guarantee.
result Demonstrates a fast convergence guarantee with a lower bound complement.

It has recently been shown that if feedback effects of decisions are ignored, then imposing fairness constraints such as demographic parity or equality of opportunity can actually exacerbate unfairness. We propose to address this challenge by modeling feedback effects as Markov decision processes (MDPs). First, we prop…

2019-01-24abs ↗pdf ↗

A new MDP with Bandits approach for sequential decision making in linear-flow scenarios.

problem Sequential decision making with limited feedback in a linear-flow context.
method Formulated as an MDP with Bandits, using Thompson sampling for action selection and exact dynamic programming for allocation.
result The proposed MDP with Bandits algorithm outperforms other methods in sequential decision making.

This paper improves online learning algorithms for LP problems, achieving better regret bounds.

problem Achieving optimal regret bounds in online linear programming.
method Develops a new framework for first-order online learning algorithms under certain error bound conditions.
result First-order learning algorithms achieve o(T)o(\sqrt{T}) regret in continuous support and O(logT)\mathcal{O}(\log T) regret in finite support, improving over O(T)\mathcal{O}(\sqrt{T}).

Bayesian decision theory outlines a rigorous framework for making optimal decisions based on maximizing expected utility over a model posterior. However, practitioners often do not have access to the full posterior and resort to approximate inference strategies. In such cases, taking the eventual decision-making task i…

2019-02-02abs ↗pdf ↗