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.
Let ρ0 be an action of a Lie group on a manifold with boundary that is transitive on the interior. We study the set of actions that are topologically conjugate to ρ0, up to smooth or analytic change of coordinates. We show that in many cases, including the compactifications of negatively curved symmetric spaces, …
We introduce a new online learning framework where, at each trial, the learner is required to select a subset of actions from a given known action set. Each action is associated with an energy value, a reward and a cost. The sum of the energies of the actions selected cannot exceed a given energy budget. The goal is to…
Efficient algorithms for online learning with changing action sets, achieving no-approximate-regret guarantees.
problem Online learning with sleeping experts/bandits, where only a subset of actions are available each time.
method Developed computationally efficient algorithms providing no-approximate-regret guarantees for the general problem and better approximation ratios for special cases.
result Achieved no-approximate-regret guarantees for the general sleeping expert/bandit problems and better approximation ratios for specific cases.
Inverse classification is the process of perturbing an instance in a meaningful way such that it is more likely to conform to a specific class. Historical methods that address such a problem are often framed to leverage only a single classifier, or specific set of classifiers. These works are often accompanied by naive…
PRINCE provides interpretable explanations for recommender systems by removing minimal user actions.
problem Lack of interpretable explanations for recommender systems.
method PRINCE uses a polynomial-time optimal algorithm based on random walks over dynamic graphs to find minimal user actions that change recommendations.
result PRINCE produces more compact explanations than intuitive baselines and is viable for user understanding.
This work introduces a method to attribute model performance drops to distribution shifts.
problem Attributing performance drops of machine learning models to distribution shifts.
method Formulated as a cooperative game, value of a set of distributions is defined as the change in model performance when only that set of distributions changes. Importance weighting method for computing the value of an arbitrary set of distributions is derived. Quantifying the contribution of each distribution as its Shapley value.
result Demonstrated the effectiveness of the method on various case studies.
A successful response to climate change needs vast investments in low-carbon research, energy, and sustainable development. Governments can drive research, provide environmental regulation, and accelerate global development, but the necessary low-carbon investments of 2-3% GDP have yet to materialise. A new strategy to…
We study Cohen-Macaulay actions, a class of torus actions on manifolds, possibly without fixed points, which generalizes and has analogous properties as equivariantly formal actions. Their equivariant cohomology algebras are computable in the sense that a Chang-Skjelbred Lemma, and its stronger version, the exactness o…
We propose algorithms for online principal component analysis (PCA) and variance minimization for adaptive settings. Previous literature has focused on upper bounding the static adversarial regret, whose comparator is the optimal fixed action in hindsight. However, static regret is not an appropriate metric when the un…
Autonomous driving decision-making is a great challenge due to the complexity and uncertainty of the traffic environment. Combined with the rule-based constraints, a Deep Q-Network (DQN) based method is applied for autonomous driving lane change decision-making task in this study. Through the combination of high-level …
Linear contextual bandit is an important class of sequential decision making problems with a wide range of applications to recommender systems, online advertising, healthcare, and many other machine learning related tasks. While there is a lot of prior research, tight regret bounds of linear contextual bandit with infi…
Online learning algorithms are designed to perform in non-stationary environments, but generally there is no notion of a dynamic state to model constraints on current and future actions as a function of past actions. State-based models are common in stochastic control settings, but commonly used frameworks such as Mark…
A group action is called polar if there exists an immersed submanifold (a section) which intersects all orbits orthogonally. Such group actions have been studied extensively on symmetric spaces. We show how to construct a manifold admitting a polar group action by prescribing their isotropy groups along a fundamental d…
The paper tackles energy management in buildings with PCM using dynamic programming.
problem Optimal scheduling of HVAC systems in buildings with PCM is challenging due to nonlinear and non-convex characteristics.
method The paper uses dynamic programming to address the nonlinear nature of PCM, incorporating macro actions and multi-time scale Markov decision processes to reduce computational burden.
result The proposed method demonstrates a computational speed-up of up to 12,900 times compared to direct DP application.
Differential invariants of a (pseudo)group action can vary when restricted to invariant submanifolds (differential equations). The algebra is still governed by the Lie-Tresse theorem, but may change a lot. We describe in details the case of the motion group O(n)⋉Rn acting on the full (unconstraint) jet-space …
For large-scale industrial processes under closed-loop control, process dynamics directly resulting from control action are typical characteristics and may show different behaviors between real faults and normal changes of operating conditions. However, conventional distributed monitoring approaches do not consider the…
The main result of this paper asserts that if a Seifert fibered 4-manifold has nonzero Seiberg-Witten invariant, the homotopy class of regular fibers has infinite order. This is a nontrivial obstruction to smooth circle actions; as applications, we show how to destroy smooth circle actions on a 4-manifold by knot surge…
Many policy gradient methods are variants of Actor-Critic (AC), where a value function (critic) is learned to facilitate updating the parameterized policy (actor). The update to the actor involves a log-likelihood update weighted by the action-values, with the addition of entropy regularization for soft variants. In th…
One important effect of price shocks in the United States has been increased political attention paid to the structure and performance of oil and natural gas markets, along with some governmental support for energy conservation. This paper describes how price changes helped lead the emergence of a political agenda acco…
Let X be a compact connected strongly pseudoconvex CR manifold of dimension 2n+1,n≥1 with a transversal CR S1-action on X. In this paper we introduce the Quillen metric on the determinant line of the Fourier components of the Kohn-Rossi cohomology on X with respect to the S1-action. We study the behav…
It is well established that humans decision making and instrumental control uses multiple systems, some which use habitual action selection and some which require deliberate planning. Deliberate planning systems use predictions of action-outcomes using an internal model of the agent's environment, while habitual action…