Paper tackles complex risk in deep neural networks.
problem Complex risk in deep neural networks.
method Developed new approach for complex risk statistics.
result Derived dual representation for complex risk.
On-device research index
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.
168,694 papers · 148 categories
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48 results for “complex scenarios”
SCARY dataset generates complex causal scenarios for causality research.
problem Lack of complexity in existing causal datasets.
method Synthetic dataset with 40 scenarios, three seeds, and two data generation mechanisms.
result Provides a valuable resource for realistic causal discovery.
The extragradient method accelerates convergence in complex game dynamics.
problem Complex interactions in game dynamics cause simple methods to diverge, necessitating more sophisticated approaches.
method A polynomial-based analysis to identify three scenarios for accelerated convergence of the momentum extragradient method.
result The momentum extragradient method achieves faster convergence under specific eigenvalue conditions.
Proposes a constraint for deep clustering to handle both simple and complex topologies.
problem Limited prior knowledge for deep clustering methods to perform well on complex topologies.
method Introduces a constraint using symmetric InfoNCE to enhance deep clustering performance.
result The constraint improves deep clustering methods' performance on both simple and complex topologies.
Unified framework for tractable inference scenarios in machine learning models.
problem Complex inference scenarios in machine learning models.
method Characterization of tractable modular operations over circuits and derivation of a unified framework.
result Unified framework for reasoning about tractable models.
Autonomous vehicles are expected to navigate in complex traffic scenarios with multiple surrounding vehicles. The correlations between road users vary over time, the degree of which, in theory, could be infinitely large, thus posing a great challenge in modeling and predicting the driving environment. In this paper, we…
Modeling complex systems with multi-resolution data and causal dependencies.
problem Accurate prediction of complex systems with varying causal dependencies and multi-resolution data.
method Score-based Variational Graphical Diffusion Model (Temporal-SVGDM) that constructs individual SDEs for each variable at its native resolution and couples them through a causal score mechanism.
result Improved prediction accuracy and causal understanding compared to existing methods, especially in temporal scenarios.
Develops new optimization techniques for decision-making under uncertainty.
problem Decision-making under uncertainty with complex cost functions and nested expectations.
method Introduces Multistage Conditional Compositional Optimization (MCCO) and develops multilevel Monte Carlo techniques.
result New optimization techniques reduce scenario complexity from exponential to polynomial growth.
We consider the problem of learning fair decision systems in complex scenarios in which a sensitive attribute might affect the decision along both fair and unfair pathways. We introduce a causal approach to disregard effects along unfair pathways that simplifies and generalizes previous literature. Our method corrects …
Scenario trees and policy selection for multistage stochastic programming using machine learningmath.OC
We propose a hybrid algorithmic strategy for complex stochastic optimization problems, which combines the use of scenario trees from multistage stochastic programming with machine learning techniques for learning a policy in the form of a statistical model, in the context of constrained vector-valued decisions. Such a …
Scalable Autonomous Vehicle Safety Validation through Dynamic Programming and Scene Decompositioncs.RO
New approach uses dynamic programming to efficiently discover failures in autonomous vehicle simulations.
problem Efficiently discovering rare failure events in autonomous vehicle simulations.
method Approximate dynamic programming and scene decomposition to estimate failure distribution.
result Increased number of failures discovered compared to baseline approaches.
An important goal of research in Deep Reinforcement Learning in mobile robotics is to train agents capable of solving complex tasks, which require a high level of scene understanding and reasoning from an egocentric perspective. When trained from simulations, optimal environments should satisfy a currently unobtainable…
Novel Bayesian meta-reinforcement learning framework improves traffic signal control robustness.
problem Lack of robustness and stability in adaptation for traffic signal control.
method Value-based Bayesian meta-reinforcement learning framework BM-DQN with fast-adaptation variation and DQN fast-update advantage.
result Framework adapts more quickly and robustly to new scenarios than previous methods.
Paper extends learning theory to dependent data with uniform risk bounds.
problem Learning with dependent data sequences.
method Derives uniform risk bounds for dependent data using VC-dimension and Rademacher complexity.
result Standard classification risk bounds hold for dependent data, same as for independent data.
In three-dimensional computational topology, the theory of normal surfaces is a tool of great theoretical and practical significance. Although this theory typically leads to exponential time algorithms, very little is known about how these algorithms perform in "typical" scenarios, or how far the best known theoretical…
We consider the problem of Probably Approximate Correct (PAC) learning of a binary classifier from noisy labeled examples acquired from multiple annotators (each characterized by a respective classification noise rate). First, we consider the complete information scenario, where the learner knows the noise rates of all…
Radical Complexityq-fin.GN
Reviews six finance topics, including 'radical complexity'.
problem None explicitly stated, focuses on research directions.
method Informal review and discussion of open questions.
result No specific key result mentioned, focuses on research directions.
This paper uses probability tensors for efficient path planning in complex scenarios.
problem Efficient path planning in complex environments with obstacles and multiple goals.
method Probability tensors are used to model agent motion and decision-making, incorporating past and future information.
result The model finds solutions in complex scenarios, demonstrating realistic emergent behaviors.
Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process is uncorrelated with its complex conjugate. This assumption is a good model of th…
Two new ensemble methods improve CATE estimation across various scenarios.
problem Estimating CATE in clinical trials to understand treatment effects heterogeneity.
method Proposed two ensemble methods: Stacked X-Learner and Consensus Based Averaging (CBA).
result Ensemble methods achieve good performance across diverse scenarios.
Diffusion-Augmented Reinforcement Learning for Robust Portfolio Optimization under Stress Scenariosstat.ML
DARL uses DDPMs to generate synthetic market crash scenarios for robust portfolio optimization.
problem Challenges in capturing complex market dynamics and aligning with diverse investor preferences.
method Synergistic integration of DDPMs and DRL for portfolio management.
result DARL outperforms traditional methods in delivering superior risk-adjusted returns and resilience against crises.
Deep learning for integrating diverse clinical measurements.
problem Combining data from different measurement instruments in longitudinal clinical registries.
method Domain adaptation using deep learning for mapping items from different instruments.
result Domain adaptation can recover latent trajectories even with limited data and misalignment.
LEMs extend transformer-based architectures for complex execution problems.
problem Handling flexible time boundaries and multiple execution constraints in deep learning.
method Decouples market information processing from execution allocation decisions using TKANs, VSNs, and multi-head attention mechanisms.
result LEMs achieve superior execution performance compared to traditional benchmarks.
Fast, interpretable electricity consumption scenarios for individual consumers.
problem Estimating unknown electricity consumption time series for reinforcement planning.
method Predictive Clustering Trees (PCTs) for efficient and interpretable scenario generation.
result PCTs generate accurate electricity consumption scenarios at least 7 times faster than state-of-the-art methods.
Develops scalable model for learning velocity fields in complex traffic scenarios.
problem Learning heterogeneous and dynamic velocity fields in complex traffic scenarios.
method Nonparametric Bayesian modeling with hierarchical Dirichlet process and infinite hidden Markov model, Gaussian process prior, and scalable approximate inference.
result Demonstrates effective scalability and applicability to real-world traffic data.
We present a new analysis of the problem of learning with drifting distributions in the batch setting using the notion of discrepancy. We prove learning bounds based on the Rademacher complexity of the hypothesis set and the discrepancy of distributions both for a drifting PAC scenario and a tracking scenario. Our boun…
The paper improves robust optimization by introducing margin theory.
problem Improving the reliability of solutions in high-dimensional robust optimization.
method Introducing margin theory to improve sample complexity and reliability of solutions.
result The sample complexity of a class of random programs does not depend on the number of variables.
Scenario Constraints with Memory: A Finite-State Approach to Quantitative Financial Analysisq-fin.CP
A framework for analyzing financial systems under scenario constraints.
problem Quantifying worst-case and best-case performance in financial systems.
method Quantitative automata-based framework integrating event history automata and weighted finance finite automata.
result Exact calculation of upper and lower payoff bounds with interpretable witness event histories.
Descending phase retrieval algorithms show a phase transition with increasing sample complexity.
problem Theoretical limits of descending phase retrieval algorithms.
method Utilizing Random duality theory (RDT), the study develops a generic program to characterize algorithm performance.
result As sample complexity increases, the parametric manifold transitions from multi to single funneling points, leading to a phase transition in algorithm success.
Autonomous multiple tasks learning is a fundamental capability to develop versatile artificial agents that can act in complex environments. In real-world scenarios, tasks may be interrelated (or "hierarchical") so that a robot has to first learn to achieve some of them to set the preconditions for learning other ones. …
We have developed an efficient algorithm for the maximum likelihood joint tracking and association problem in a strong clutter for GMTI data. By using an iterative procedure of the dynamic logic process "from vague-to-crisp," the new tracker overcomes combinatorial complexity of tracking in highly-cluttered scenarios a…
Develops a generic two-layer framework for adaptive ABMs.
problem Bi-level adaptation problem in ABMs: agents adapt to environment, and environment adapts to agents.
method Formalizes bi-level problem as a Stackelberg game with conditional policies, solving coupled non-linear equations.
result Unified framework for adaptive ABMs, addressing traditional ABM limitations.
Physical modeling of robotic system behavior is the foundation for controlling many robotic mechanisms to a satisfactory degree. Mechanisms are also typically designed in a way that good model accuracy can be achieved with relatively simple models and model identification strategies. If the modeling accuracy using phys…
The dichotomous coordinate descent (DCD) algorithm has been successfully used for significant reduction in the complexity of recursive least squares (RLS) algorithms. In this work, we generalize the application of the DCD algorithm to RLS adaptive filtering in impulsive noise scenarios and derive a unified update formu…
Improves RLHF sample efficiency by scaling reward complexity polynomially.
problem Exponential sample complexity in RLHF algorithms for skewed preferences.
method SE-POPO, an online RLHF algorithm that achieves polynomial sample complexity.
result SE-POPO outperforms existing algorithms in sample efficiency.
Designing a controller for autonomous vehicles capable of providing adequate performance in all driving scenarios is challenging due to the highly complex environment and inability to test the system in the wide variety of scenarios which it may encounter after deployment. However, deep learning methods have shown grea…
Paper proposes Adaptive Pareto Exploration for identifying Pareto optimal arms in multi-objective scenarios.
problem Identifying Pareto optimal arms in multi-objective scenarios with relaxed constraints.
method Adaptive Pareto Exploration strategy for different relaxations of Pareto Set Identification.
result Reduction in sample complexity when identifying at most k Pareto optimal arms.
Effective riverine flood forecasting at scale is hindered by a multitude of factors, most notably the need to rely on human calibration in current methodology, the limited amount of data for a specific location, and the computational difficulty of building continent/global level models that are sufficiently accurate. M…
In this paper, we propose two new algorithms for transduction with Matrix Completion (MC) problem. The joint MC and prediction tasks are addressed simultaneously to enhance the accuracy, i.e., the label matrix is concatenated to the data matrix forming a stacked matrix. Assuming the data matrix is of low rank, we propo…
Proposes Neural Complexity (NC) for predicting and explaining generalization in deep neural networks.
problem Challenges in specifying a suitable complexity measure for deep neural networks to predict and explain generalization.
method A meta-learning framework that learns a scalar complexity measure through interactions with many heterogeneous tasks.
result Trained NC model can be added to standard training loss to regularize any task learner.
Enhances scenario approach for certifying design properties post-design.
problem Certifying additional useful properties in designs not considered during the design phase.
method Two-level framework of appropriateness: baseline and post-design. Distribution-free upper bounds on risk derived.
result Distribution-free upper bounds on the risk of failing to meet post-design appropriateness.
The ability to witness non-local correlations lies at the core of foundational aspects of quantum mechanics and its application in the processing of information. Commonly, this is achieved via the violation of Bell inequalities. Unfortunately, however, their systematic derivation quickly becomes unfeasible as the scena…
GANs generate synthetic financial scenarios from diverse datasets.
problem Challenges in modeling correlations between diverse financial factors.
method Generative Adversarial Networks (GANs) for unsupervised data generation.
result GANs can replicate multivariate financial data with high dimensions.
We present a study of generalization for data-dependent hypothesis sets. We give a general learning guarantee for data-dependent hypothesis sets based on a notion of transductive Rademacher complexity. Our main result is a generalization bound for data-dependent hypothesis sets expressed in terms of a notion of hypothe…
Research in deep learning for multi-speaker source separation has received a boost in the last years. However, most studies are restricted to mixtures of a specific number of speakers, called a specific scenario. While some works included experiments for different scenarios, research towards combining data of different…
During the development of autonomous systems such as driverless cars, it is important to characterize the scenarios that are most likely to result in failure. Adaptive Stress Testing (AST) provides a way to search for the most-likely failure scenario as a Markov decision process (MDP). Our previous work used a deep rei…
Two-layer networks learn hard GLMs with SGD in high dimensions.
problem Learning hard generalized linear models with SGD in high-dimensional settings.
method Reduction of SGD dynamics to a stochastic process in lower dimensions, focusing on the role of stochasticity.
result Overparameterization enhances convergence by a constant factor, suggesting minimal role of stochasticity.
Flexible evidential deep learning improves uncertainty quantification in machine learning.
problem Overconfident predictions in machine learning models can lead to serious consequences.
method Proposes flexible evidential deep learning (F-EDL) to model uncertainty over class probabilities using a flexible Dirichlet distribution.
result Empirically demonstrates state-of-the-art uncertainty quantification performance across diverse scenarios.