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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.

168,657 papers · 148 categories

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63127190253 · May 202619922001200920172026
48 results for capacity control

Paper tackles inventory management with deep learning, improving performance and adherence to constraints.

problem Managing inventory with limited resources and constraints.
method Proposes a novel method to sample from a distribution of possible constraint paths, extends exo-IDP formulation, introduces neural coordinator, and uses modified DirectBackprop algorithm.
result Deep reinforcement learning policies with a neural coordinator outperform classic baselines in terms of performance and adherence to constraints.

Normalization layers control deep neural network capacity, improving stability and generalization.

problem Excessive capacity in deep neural networks leads to overfitting and poor generalization.
method Developed a theoretical framework to explain normalization's role in capacity control.
result Normalization layers reduce the Lipschitz constant exponentially, smoothing the loss landscape and enhancing generalization.

Adding noise controls capacity of function compositions.

problem Large capacity of function compositions with bounded capacity classes.
method Adding Gaussian noise to the output of F\mathcal{F} before composing with H\mathcal{H}.
result Noise effectively controls the capacity of HF\mathcal{H} \circ \mathcal{F}, offering a general recipe for modular design.

Study capacity constraints in continual learning with a simple model.

problem Understanding optimal resource allocation for agents with limited memory and compute resources.
method Analyzes a capacity-constrained linear-quadratic-Gaussian (LQG) sequential prediction problem and demonstrates optimal capacity allocation strategies.
result Derives a solution to the capacity-constrained LQG sequential prediction problem and shows how to optimally allocate capacity across sub-problems in the steady state.

Sparse codes improve optimal control tasks with correlated inputs.

problem Optimal control tasks with correlated feature inputs.
method Used a sparse code to represent natural images in an optimal control task solved with neuro-dynamic programming.
result An over-complete sparse code increases memory capacity and learning speed beyond a complete code.

Study optimizes pricing under uncertainty and capacity constraints.

problem Optimizing pricing decisions under demand uncertainty and capacity constraints.
method Analyzes linear demand, stochastic noise, and finite capacity; uses certified demand forecasts and control variates.
result Certified demand forecasts reduce regret from O(T)O(\sqrt{T}) to O(logT)O(\log T) under certain conditions.

Generalizes memory and forecasting capacities for nonlinear recurrent networks with dependent inputs.

problem Understanding memory and forecasting capabilities in networks with dependent inputs.
method Formulated bounds for memory and forecasting capacities in terms of network size and input properties.
result Proved that memory capacity for linear recurrent networks with independent inputs is given by the rank of the controllability matrix.

This paper presents a general framework for norm-based capacity control for Lp,qL_{p,q} weight normalized deep neural networks. We establish the upper bound on the Rademacher complexities of this family. With an Lp,qL_{p,q} normalization where qpq\le p^*, and 1/p+1/p=11/p+1/p^{*}=1, we discuss properties of a width-independent ca…

2018-10-03abs ↗pdf ↗

Deep learning models can generalize well even when they fit training data perfectly.

problem Generalization in over-parameterized deep learning models.
method Combining empirical risk minimization with capacity control, exploring inductive biases and smooth empirical risk minimizers.
result Double descent phenomenon: test error can decrease after interpolation point.

Remove symmetries to improve model optimization and performance.

problem Symmetries in loss functions trap models in low-capacity states, hindering training and optimization.
method Proposes syre, a simple algorithm to remove symmetries in neural networks.
result Removing symmetries correlates well with improved optimization and performance.

We consider the problem of finding optimal strategies that maximize the average growth-rate of multiplicative stochastic processes. For a geometric Brownian motion the problem is solved through the so-called Kelly criterion, according to which the optimal growth rate is achieved by investing a constant given fraction o…

2015-10-17abs ↗pdf ↗

Modeling alignment as resource-limited cognitive processes, researchers derive performance bounds.

problem Systematic deviations in feedback-based alignment of large language models.
method Modeling alignment as a two-stage cascade UoHoYU o H o Y given SS, with cognitive and total capacities.
result Capacity-coupled Alignment Performance Interval derived from Fano and PAC-Bayes bounds.

Paper applies theorem to find optimal investment boundary in stochastic capacity expansion.

problem Finding optimal investment boundary in a stochastic, time-inhomogeneous capacity expansion problem.
method Applies Bank and El Karoui Representation Theorem to solve first order conditions involving a non-integral term.
result Existence of base capacity ly(t)l^{\star}_y(t), showing optimal investment process becomes active at this level.

The paper tackles imbalanced classification under operational constraints, proposing a framework to maximize sensitivity.

problem Detecting minority class observations under severe class imbalance and operational constraints.
method Formal classification framework under capacity constraints, maximizing sensitivity while respecting a user-defined label limit.
result The optimal classifier under capacity constraints is equivalent to the Bayes classifier with reweighted prior probabilities.

Truncated Singular Value Decomposition (SVD) calculates the closest rank-kk approximation of a given input matrix. Selecting the appropriate rank kk defines a critical model order choice in most applications of SVD. To obtain a principled cut-off criterion for the spectrum, we convert the underlying optimization prob…

2011-02-15abs ↗pdf ↗

New study shows how model complexity affects test risk, challenging classical theory.

problem Understanding how test risk scales with model complexity for large over-parametrized deep networks.
method Developed norm-based capacity measures for random features based estimators, providing precise characterization of estimator's norm concentration and test error.
result Predicted learning curve shows a phase transition from under- to over-parameterization, confirming classical U-shaped behavior with appropriate capacity measures.

Optimal trading strategy in Proof-of-Stake blockchain using continuous-time control.

problem Finding the optimal balance between stake utility and consumption utility in Proof-of-Stake blockchain.
method Continuous-time control approach, dynamic programming, Hamilton-Jacobi-Bellman (HJB) equations.
result Close-form solutions for linear and convex utility functions, optimal strategies identified.

We information-theoretically reformulate two measures of capacity from statistical learning theory: empirical VC-entropy and empirical Rademacher complexity. We show these capacity measures count the number of hypotheses about a dataset that a learning algorithm falsifies when it finds the classifier in its repertoire …

2011-11-23abs ↗pdf ↗

Proposes PIC and POIC for measuring task difficulty in RL.

problem Lack of metrics to measure task difficulty in RL.
method Introduces policy information capacity (PIC) and policy-optimal information capacity (POIC) as metrics based on mutual information.
result Empirically shows PIC and POIC correlate with task solvability better than alternatives.

RAF model explains neural networks' dual rule learning and fact memorization.

problem Understanding how neural networks learn rules and memorize facts simultaneously.
method Introduces the Rules-and-Facts (RAF) model to bridge generalization and memorization.
result Characterizes conditions for simultaneous rule learning and fact memorization in neural networks.

A new framework uses deep reinforcement learning to improve aircraft separation in busy airspace.

problem Improving aircraft separation in high-density, dynamic airspace constrained by human controllers.
method Proximal Policy Optimization with an attention network for distributed vehicle autonomy.
result The framework significantly reduces offline training time and increases performance.

The memory capacity of linear echo state networks is accurately calculated using new numerical methods.

problem Numerical evaluations of memory capacity in recurrent neural networks often contradict theoretical bounds.
method Developed robust numerical approaches exploiting MC neutrality with respect to the input mask matrix.
result Memory curves fully agree with theory when using the proposed methods.

PINNs struggle with increasingly complex ODEs, especially when parameters control their complexity.

problem Evaluating physics-informed neural networks on complex coupled ODEs.
method Tuned benchmarks of partial differential equations and harmonic oscillators; varying network architecture and training method.
result PINNs fail to solve complex ODEs, revealing issues like insufficient capacity, poor conditioning, and high local curvature.

There are (at least) three approaches to quantifying information. The first, algorithmic information or Kolmogorov complexity, takes events as strings and, given a universal Turing machine, quantifies the information content of a string as the length of the shortest program producing it. The second, Shannon information…

2011-10-17abs ↗pdf ↗

Recently, path norm was proposed as a new capacity measure for neural networks with Rectified Linear Unit (ReLU) activation function, which takes the rescaling-invariant property of ReLU into account. It has been shown that the generalization error bound in terms of the path norm explains the empirical generalization b…

2018-09-19abs ↗pdf ↗

Residual networks' depth is mathematically equivalent to expanding an implicit ensemble size.

problem Understanding why deep residual networks are effective.
method Formal analysis of residual networks as ensembles of shallow models.
result Increasing network depth is equivalent to expanding the size of an implicit ensemble, revealing a hierarchical structure.

New insights into experience replay in RL algorithms.

problem Understanding the impact of replay capacity and replay ratio in Q-learning.
method Systematic and extensive analysis of experience replay in Q-learning methods, focusing on replay capacity and replay ratio.
result Greater replay capacity significantly improves performance for certain algorithms, while other techniques offer limited benefit.

Study on spectral stability of an embedded annulus under curve shortening and Ricci flows.

problem Spectral stability of Dirichlet eigenvalues on an evolving annulus.
method Variational formulas, Rellich-type identities, and harmonic capacity methods.
result Established quantitative bounds comparing the spectrum of the evolving annulus with a flat cylinder.

An array system of coupled maps is proposed as a model for economy evolution. The local dynamics of each map or agent is controlled by two parameters. One of them represents the growth capacity of the agent and the other one is a control term representing the local environmental pressure which avoids an exponential gro…

2005-07-26abs ↗pdf ↗

Optimizes query routing to LLMs under cost and resource constraints.

problem Non-uniform or adversarial batching in per-query routing methods leads to cost inefficiency.
method Batch-level, resource-aware routing framework that jointly optimizes model assignment for each batch.
result Robust routing framework improves accuracy by 1-14% over non-robust methods.

Optimal hidden-target learning for online inventory optimization on general convex sets.

problem Online inventory optimization (OIO) on arbitrary bounded convex capacity sets.
method Maintaining a hidden target and projecting it onto the feasible order-up-to set.
result The method improves the best known regret guarantee for OIO on general convex sets from inverse to inverse-square-root dependence on the common-demand probability.

ECLIPSE detects AI hallucinations in finance with high accuracy.

problem Hallucinations in AI-generated answers limit safe deployment in finance.
method Combines entropy estimation and perplexity decomposition to measure model evidence use.
result ECLIPSE achieves ROC AUC of 0.89 and average precision of 0.90 on financial QA dataset.

State of the art deep reinforcement learning algorithms take many millions of interactions to attain human-level performance. Humans, on the other hand, can very quickly exploit highly rewarding nuances of an environment upon first discovery. In the brain, such rapid learning is thought to depend on the hippocampus and…

2016-06-14abs ↗pdf ↗

Deep learning has enabled traditional reinforcement learning methods to deal with high-dimensional problems. However, one of the disadvantages of deep reinforcement learning methods is the limited exploration capacity of learning agents. In this paper, we introduce an approach that integrates human strategies to increa…

2018-06-12abs ↗pdf ↗

Proposes a new reinforcement learning method to improve agent performance in control tasks.

problem Shortcomings of maximum likelihood estimation in model-based reinforcement learning.
method Directly optimizes expected returns using implicit differentiation of a Bellman optimality function.
result Empirical evidence shows improved performance in model misspecification regime.

Proves generalization bounds for SGD using Feller processes and Hausdorff dimension.

problem Characterizing generalization properties of SGD in deep learning.
method Proves generalization bounds for SGD under Feller process approximation, linking generalization error to the Hausdorff dimension of trajectories.
result Generalization error controlled by the Hausdorff dimension of trajectories, which is linked to the tail behavior of the driving process.