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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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2785558331,110 · Jun 202019922001200920172026
48 results for bound improvement

Improved regret bounds for bandits with expert advice.

problem Optimizing decision-making in environments with expert advice.
method Proved lower and upper bounds for regret in restricted and standard feedback models.
result Proved a new upper bound of order KTln(N/K)\sqrt{K T \ln(N/K)} for the worst-case regret, matching a previously known lower bound.

Improved confidence bounds for linear logistic model with applications to bandits.

problem Improving confidence bounds for linear logistic model.
method Self-concordant analysis of the logistic loss to avoid dependence on worst-case variance.
result Significant improvement in confidence bounds, avoiding dependence on 1/κ1/κ.

Improved bounds for discrete probability distribution estimation under the ℓ∞ norm.

problem Estimating discrete probability distributions under the ℓ∞ norm with improved bounds.
method Minimax bounds in expectation and high-probability tail bounds.
result Resolved open questions posed in Kontorovich and Painsky (JMLR, 2025), including a fully empirical tightest risk bound and identifying the worst-case extremal distribution.

In this paper, we improve the PAC-Bayesian error bound for linear regression derived in Germain et al. [10]. The improvements are twofold. First, the proposed error bound is tighter, and converges to the generalization loss with a well-chosen temperature parameter. Second, the error bound also holds for training data t…

2019-12-06abs ↗pdf ↗

This paper analyzes regret bounds for Gaussian process Thompson sampling.

problem Analyzing the performance of Gaussian process Thompson sampling (GP-TS) in Bayesian optimization.
method The paper derives several regret bounds for GP-TS, including a lower bound, upper bounds on the second moment of cumulative regret, expected lenient regret, and improved cumulative regret.
result The paper provides improved regret upper bounds for GP-TS, showing that it suffers from a polynomial dependence on 1/δ1/δ with probability δδ.

Paper improves worst-case regret bounds for RLSVI in reinforcement learning.

problem Minimizing regret in reinforcement learning with randomized value functions.
method Introduces a clipping variant of Thompson Sampling for RLSVI.
result Achieves a ildeO(H2SAT) ilde{\mathrm{O}}(H^2S\sqrt{AT}) worst-case regret bound.

New scalable Lipschitz bounds improve neural network robustness analysis.

problem Computing tight Lipschitz bounds for deep neural networks is challenging and computationally expensive.
method Derived new closed-form Lipschitz bounds using more general feasible points of LipSDP, avoiding SDP solvers.
result Improved scalability and precision of Lipschitz estimation for large neural networks.

Improved price bounds for multi-asset derivatives using market option data.

problem Creating robust price bounds for multi-asset derivatives under market-implied dependence.
method Extracting inter-asset dependence information from market option prices and applying modified martingale optimal transport.
result Improved price bounds for multi-asset derivatives, demonstrating relevance and tractability.

Improved bounds for Monte Carlo Rademacher Averages using self-bounding functions.

problem Proving sharper concentration bounds for MCERA.
method Deriving new bounds through self-bounding functions and concentration of measure.
result Novel bounds depend on data-dependent quantities, improving over standard methods.

This paper improves reinforcement learning policies in a scalable way.

problem Ensuring monotonic policy improvement in entropy-regularized RL.
method Derives an entropy-aware lower bound and proposes a novel RL algorithm.
result Demonstrates effectiveness in continuous-state tasks using a linear function approximator.

The paper shows robustness and generalization are closely connected via data-dependent bounds.

problem Connecting robustness and generalization in machine learning.
method Data-dependent generalization bounds that reduce dependence on covering number and hypothesis space.
result Proves robustness implies generalization, with near-exponential improvements in various situations.

Error bounds based on worst likely assignments use permutation tests to validate classifiers. Worst likely assignments can produce effective bounds even for data sets with 100 or fewer training examples. This paper introduces a statistic for use in the permutation tests of worst likely assignments that improves error b…

2015-03-31abs ↗pdf ↗

Improved upper bound for online calibrated forecasting of binary sequences.

problem Online calibrated forecasting of binary sequences.
method Introducing a variant of Qiao & Valiant's sign preservation game called sign preservation with reuse (SPR) and proving its equivalence to calibrated forecasting.
result Improved upper bound of O(T2/3ε)O(T^{2/3 - \varepsilon}) for calibrated forecasting, improving the O(T2/3)O(T^{2/3}) bound of Foster & Vohra.

Novel analysis improves weighted majority vote in multiclass classification.

problem Improving the performance of weighted majority vote in multiclass classification.
method Analyzes expected risk of weighted majority vote, considering prediction correlations and provides a bound for efficient minimization.
result Minimization of the new bound typically does not degrade the test error of the ensemble.

If (M,g)(M,g) is a compact Riemannian manifold of dimension n2n\ge 2 we give necessary and sufficient conditions for improved Lp(M)L^p(M)-norms of eigenfunctions for all 2<ppc=2(n+1)n12<p\ne p_c=\tfrac{2(n+1)}{n-1}, the critical exponent. Since improved Lpc(M)L^{p_c}(M) bounds imply improvement all other exponents, these conditions are nece…

2016-10-21abs ↗pdf ↗

Estimates lower bounds for isoperimetric profiles and improves on previous estimates for specific manifolds.

problem Estimating lower bounds for isoperimetric profiles of specific Riemannian manifolds.
method Explicit lower bounds for isoperimetric profiles of Riemannian product manifolds.
result Improved lower bounds for isoperimetric profiles and Yamabe constants.

Active learning algorithms propose which unlabeled objects should be queried for their labels to improve a predictive model the most. We study active learners that minimize generalization bounds and uncover relationships between these bounds that lead to an improved approach to active learning. In particular we show th…

2017-06-08abs ↗pdf ↗

New bounds improve generalization in learning scenarios.

problem Limitations of existing information-theoretic bounds in SCO problems.
method Sample-conditioned hypothesis stability and neighboring-hypothesis matrix.
result Sharper generalization guarantees in various learning scenarios.

The paper improves transformer generalization bounds using rank-dependent covering number bounds.

problem Improving generalization bounds for transformers.
method Introducing rank-dependent covering number bounds for linear function classes and applying them to transformers.
result Generalization error bounds for transformers decay as O(1/n)O(1/\sqrt{n}) and O(logrw)O(\log r_w), improving existing bounds.

Improved lower bounds for poly-Laplacian eigenvalues in arbitrary dimensions.

problem Lower bounds for higher eigenvalues of the poly-Laplacian operator.
method Sharp inequalities and eigenvalue bounds in low and arbitrary dimensions.
result Improved lower bounds for eigenvalues of the poly-Laplacian in arbitrary dimensions.

Improved BO algorithms reduce prediction error under Gaussian noise.

problem Reducing prediction error in Bayesian optimization with Gaussian noise.
method Established new prediction error bounds for Gaussian process under frequentist setting.
result Proved improved convergence rates of cumulative regret for GP-UCB and GP-TS.

This paper improves Q-learning bounds using reference-advantage decomposition.

problem Improving Q-learning bounds in MDPs with positive suboptimality gaps.
method Develops a novel error decomposition framework to prove gap-dependent regret bounds.
result Establishes logarithmic gap-dependent regret bounds for Q-learning.

This paper provides a theoretical analysis of domain adaptation based on the PAC-Bayesian theory. We propose an improvement of the previous domain adaptation bound obtained by Germain et al. in two ways. We first give another generalization bound tighter and easier to interpret. Moreover, we provide a new analysis of t…

2015-01-13abs ↗pdf ↗

Optimistic Hedge achieves optimal regret bounds in two-player zero-sum games.

problem Achieving optimal regret bounds for optimistic Hedge in two-player zero-sum games.
method Refined regret analysis and optimization problem formulation.
result Optimistic Hedge achieves O(logmlogn)O(\sqrt{\log m \log n}) regret bounds, matching upper and lower bounds.

In this paper, we analyze a generic algorithm scheme for sequential global optimization using Gaussian processes. The upper bounds we derive on the cumulative regret for this generic algorithm improve by an exponential factor the previously known bounds for algorithms like GP-UCB. We also introduce the novel Gaussian P…

2013-11-19abs ↗pdf ↗

Improved guarantees for sparse random embeddings with explicit bounds and empirical superiority.

problem Improving the explicitness and sharpness of guarantees for sparse random embeddings.
method Explicit bounds, tighter estimates for quadratic chaos, extreme properties of sparse linear forms, and improved bounds for sums of independent random variables.
result Significantly outperforms prior works on various real-world datasets.