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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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226451677902 · Jun 202019922001200920172026
48 results for combinatorial action sets

Efficient algorithms for planning in cooperative multi-agent reinforcement learning with combinatorial action spaces.

problem Planning in cooperative multi-agent reinforcement learning with a combinatorial action space.
method Efficient algorithms using local access to a simulator and linear function approximation, with improvements for additive feature decomposition and kernelized settings.
result Polynomial compute and query complexity in relevant problem parameters.

We consider the problem of online combinatorial optimization under semi-bandit feedback, where a learner has to repeatedly pick actions from a combinatorial decision set in order to minimize the total losses associated with its decisions. After making each decision, the learner observes the losses associated with its a…

2015-02-23abs ↗pdf ↗

Algorithm identifies best arm in combinatorial bandits with semi-bandit feedback.

problem Identifying the best arm in combinatorial bandits with semi-bandit feedback.
method Interpreted as a sequential zero-sum game, developed a CombGame meta-algorithm with finite time guarantees.
result First computationally efficient algorithm that is asymptotically optimal and has competitive empirical performance.

Algorithm optimizes bandit decisions with changing action sets using Gaussian processes.

problem Optimizing decisions in a bandit problem with time-varying action sets.
method Proposes an algorithm called O'CLOK-UCB using Gaussian processes to handle changing action sets and contexts.
result Achieves regret bound of ildeO(λ(K)KTγKT(tTXt)) ilde{O}(\sqrt{λ^*(K)KTγ_{KT}(\cup_{t\leq T}\mathcal{X}_t)} ) with high probability.

The paper tackles combinatorial pure exploration with various feedback structures and proposes efficient algorithms.

problem Identifying the optimal action in a combinatorial space with limited feedback and nonlinear rewards.
method Designs polynomial-time adaptive algorithms for CPE-BL and CPE-PL, providing sample complexity analyses.
result The proposed algorithms achieve sample complexity close to lower bounds and outperform existing methods.

This paper extends combinatorial semi-bandits to graph feedback, improving regret bounds.

problem Adversarial combinatorial semi-bandits with graph feedback.
method Introduced graph feedback in combinatorial semi-bandits, using convexified actions and online stochastic mirror descent.
result Optimal regret scales as ST+αSTS\sqrt{T}+\sqrt{αST}, interpolating between full and semi-bandit feedback.

A framework for reinforcement learning tackles CVRP with competitive results.

problem Optimizing routes for vehicles with limited capacity.
method Formulates action selection as a mixed-integer optimization problem, uses policy iteration to improve policies.
result Achieves an average gap of 1.7% with state-of-the-art OR methods on CVRP instances.

Study optimal arms in combinatorial bandits with semi-bandit feedback and finite budget.

problem Finding optimal arms in combinatorial bandits with semi-bandit feedback and finite budget constraints.
method Proposes a generic algorithm covering various arm elimination strategies and derives lower bounds.
result Demonstrates sufficient and necessary budget requirements for finding the best arm.

The paper studies quaternionic structures on GKM graphs and their relation to torus actions on quaternionic projective spaces.

problem Understanding quaternionic structures on GKM graphs and their implications for torus actions.
method Introducing quaternionic structures on GKM graphs and analyzing their properties in the context of torus actions.
result Abstract GKM graphs with specific 2-face structures correspond to torus actions on quaternionic projective spaces or Grassmannians.

We present and study a partial-information model of online learning, where a decision maker repeatedly chooses from a finite set of actions, and observes some subset of the associated losses. This naturally models several situations where the losses of different actions are related, and knowing the loss of one action p…

2014-09-30abs ↗pdf ↗

New method for evaluating and learning in complex decision-making scenarios.

problem Evaluating and learning from policies in contextual combinatorial bandits with high bias and variance.
method Factored action space decomposition and importance sampling-based estimator (OPCB).
result OPCB achieves superior performance in OPE and OPL compared to conventional methods.

Simplifies large action space bandits by selecting representative actions.

problem Efficiently managing large action spaces with correlated outcomes.
method Random sampling and solving of bandit instances to identify representative actions.
result The algorithm selects a smaller set of representative actions that perform nearly as well as the full action space.

In complex tasks, such as those with large combinatorial action spaces, random exploration may be too inefficient to achieve meaningful learning progress. In this work, we use a curriculum of progressively growing action spaces to accelerate learning. We assume the environment is out of our control, but that the agent …

2019-06-28abs ↗pdf ↗

Improved statistical efficiency of Thompson Sampling for combinatorial semi-bandits.

problem Efficiency of policies in stochastic combinatorial multi-armed bandits with semi-bandit feedback.
method Analysis of Combinatorial Thompson Sampling (CTS) using Beta and Gaussian priors for mutually independent and multivariate sub-Gaussian outcomes.
result CTS provides an efficient policy with optimal asymptotic regret for both mutually independent and multivariate sub-Gaussian outcomes.

In many practical problems, a learning agent may want to learn the best action in hindsight without ever taking a bad action, which is significantly worse than the default production action. In general, this is impossible because the agent has to explore unknown actions, some of which can be bad, to learn better action…

2018-06-03abs ↗pdf ↗

SRL embeds combinatorial optimization into RL for better decision-making.

problem Challenges of standard RL in complex, structured decision-making problems.
method Structured Reinforcement Learning (SRL) with combinatorial optimization layers in actor neural network.
result SRL outperforms unstructured RL and imitation learning by up to 92% on dynamic problems.

Paper solves no-swap regret minimization for combinatorial bandits with polylogarithmic dependence on N.

problem Design efficient no-swap regret algorithms for combinatorial bandits with exponentially large action space.
method Introduces a no-swap-regret learning algorithm with polylogarithmic dependence on N and demonstrates efficient implementation.
result Achieves no-swap regret with polylogarithmic dependence on N, resolving an open problem.

Paper tackles combinatorial reinforcement learning with preference feedback.

problem Modeling long-term user engagement in scenarios like recommender systems and online advertising.
method Assumes a contextual MNL preference model with linear mean utilities and approximates item values. Proposes MNL-VQL algorithm.
result Achieves nearly minimax-optimal regret for linear MDPs with preference feedback.

New algorithm for combinatorial bandit problems reduces regret.

problem Optimal selection of sets of arms in bandit problems.
method SGB algorithm with optimized exploration of unselected arms.
result Achieves (11/e)(1-1/e)-regret bound of O(n13k23T23log(T)23)\mathcal{O}(n^{\frac{1}{3}} k^{\frac{2}{3}} T^{\frac{2}{3}} \log(T)^{\frac{2}{3}}).

Researchers compute spin structures on hyperelliptic curves using braid groups.

problem Understanding spin structures on hyperelliptic curves of genus g.
method Action of the Artin braid group B_{2g+2} on spin structures, combinatorial computation of orbits and isotropy groups.
result Purely combinatorial computation of S_{2g+2}-orbits and isotropy groups of spin structures.

We address online combinatorial optimization when the player has a prior over the adversary's sequence of losses. In this framework, Russo and Van Roy proposed an information-theoretic analysis of Thompson Sampling based on the information ratio, resulting in optimal worst-case regret bounds. In this paper we introduce…

2019-02-02abs ↗pdf ↗

We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have achieved by picking, in hindsight, the best possible action. Our goal is to unde…

2012-04-20abs ↗pdf ↗

New algorithms tackle adversarial combinatorial bandits with switching costs.

problem Adversarial combinatorial bandits with switching costs.
method Design algorithms operating in batches to restrict switches, proving lower bounds and achieving upper bounds on regret.
result Achieved upper bounds on regret for both bandit and semi-bandit feedback settings.

The paper surveys some new results and open problems connected with such fundamental combinatorial concepts as polytopes, simplicial complexes, cubical complexes, and subspace arrangements. Particular attention is paid to the case of simplicial and cubical subdivisions of manifolds and, especially, spheres. We describe…

2000-10-07abs ↗pdf ↗

A transitive smooth action of a connected Lie group G on a manifold M is called almost primitive (resp. primitive) if G doesn't contain any proper subgroup (resp. any proper normal subgroup) whose induced action on M is transitive as well. The aim of the present work is to investigate some combinatory properties of sym…

2002-02-25abs ↗pdf ↗

Optimistic covariance-adaptive algorithms improve combinatorial semi-bandits regret.

problem Optimal regret in stochastic combinatorial semi-bandits with adaptive covariance estimation.
method Design of OLS-UCB-C and COS-V algorithms leveraging online covariance estimation.
result Improved gap-free regret with T^1/2 complexity for COS-V.

We propose a new framework for designing estimators for off-policy evaluation in contextual bandits. Our approach is based on the asymptotically optimal doubly robust estimator, but we shrink the importance weights to minimize a bound on the mean squared error, which results in a better bias-variance tradeoff in finite…

2019-07-22abs ↗pdf ↗

Study of group actions on CAT(0) cube complexes, focusing on marked length spectra.

problem Comparing marked length spectra of group actions on CAT(0) cube complexes.
method Use of finite-state automata and thermodynamic formalism for suspension flows over subshifts of finite type.
result Prove that the Manhattan curve is analytic and convex, and a straight line if and only if marked length spectra are homothetic.

Solves action selection for large spaces in RL, achieving near-optimal performance.

problem Selecting a small, representative subset of actions from a large, shared action space.
method Extends meta-bandit approach to MDPs, using a relaxed sub-Gaussian process model.
result Achieves performance comparable to full action space, with theoretical guarantees.

Improved sample complexity for contextual combinatorial semi-bandits with sparse rewards.

problem Optimizing decisions in contexts with many possible actions and sparse rewards.
method Developed an algorithm for (ε,δ)(ε,δ)-PAC variant of contextual combinatorial semi-bandits with improved sample complexity.
result Achieved an εε-optimal policy with a sample complexity of ildeO((poly(K/m)+sm/ε2)log(Π/δ)) ilde{O}((poly(K/m)+sm/ε^2) \log(|Π|/δ)).

We study the problem of learning sequential decision-making policies in settings with multiple state-action representations. Such settings naturally arise in many domains, such as planning (e.g., multiple integer programming formulations) and various combinatorial optimization problems (e.g., those with both integer pr…

2019-07-03abs ↗pdf ↗

We make a few observations on the absence of geometric and topological rigidity for acylindrically hyperbolic and relatively hyperbolic groups. In particular, we demonstrate the lack of a well-defined limit set for acylindrical actions on hyperbolic spaces, even under the assumption of universality. We also prove a sta…

2018-03-27abs ↗pdf ↗

New framework tackles submodular welfare with multi-agent combinatorial bandits.

problem Maximizing total welfare among agents with shared constraints and submodular utilities under bandit feedback.
method Proposes an explore-then-commit strategy with randomized assignments for multi-agent combinatorial bandits.
result Achieves ildeO(T2/3) ilde{\mathcal{O}}(T^{2/3}) regret, first for partition-based submodular welfare problem under bandit feedback.

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…

2018-10-28abs ↗pdf ↗