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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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104207311414 · Jun 202019922001200920172026
48 results for contextual features

A new exploration strategy for contextual bandits reduces regret and is computationally efficient.

problem Improving exploration in contextual bandits to reduce regret.
method Feature perturbation, injecting randomness directly into feature inputs.
result Achieves ildeO(dT) ilde{\mathcal{O}}(d\sqrt{T}) worst-case regret bound, surpassing existing methods.

The paper tackles learning varying DAG structures based on contextual features.

problem Learning a single DAG for the entire population from observational data.
method A neural network that maps contextual features to a weighted adjacency matrix of a DAG, with a projection layer to ensure acyclicity.
result The new approach can recover context-specific DAGs where existing methods fail.

We study graph matching with correlated Gaussian features and find thresholds for exact recovery.

problem Graph matching with correlated Gaussian features.
method Information-theoretic thresholds and conditions for exact and almost exact recovery.
result Contextual information introduces a richer structure, with thresholds for exact and almost exact recovery no longer coinciding.

We consider an online decision making setting known as contextual bandit problem, and propose an approach for improving contextual bandit performance by using an adaptive feature extraction (representation learning) based on online clustering. Our approach starts with an off-line pre-training on unlabeled history of co…

2018-02-03abs ↗pdf ↗

New algorithms for model selection in linear contextual bandits without feature diversity conditions.

problem Model selection in linear contextual bandits without feature diversity conditions.
method Data-adaptive algorithms that provide model selection guarantees without feature diversity conditions.
result O(d^α T^{1-α}) model selection guarantees with no feature diversity conditions.

A new estimator learns sparse linear models with context-dependent coefficients.

problem Sparse linear models lack flexibility compared to deep neural networks for handling feature groups.
method Contextual lasso estimator using a deep neural network with lasso regularization.
result Learned models can be sparser than standard lasso without sacrificing predictive power.

Novel algorithm reduces feature inclusion in online decision-making.

problem Optimizing decision-making for personalized user experiences with fairness.
method Online Batched Sequential Inclusion (OBSI) algorithm for sequential feature inclusion.
result OBSI outperforms other algorithms in terms of regret, relevance of features, and compute.

Study online pricing with contextual elasticity and heteroscedastic valuation.

problem Online contextual dynamic pricing with customer decision based on features and price.
method Introduced a novel approach to modeling customer demand with feature-based price elasticity and heteroscedastic noise. Proposed an efficient algorithm called Pricing with Perturbation (PwP).
result Proved an O(dTlogT)O(\sqrt{dT\log T}) regret bound for the algorithm, matching a lower bound of Ω(dT)Ω(\sqrt{dT}).

New method tackles high-dimensional contextual bandits with flexible kernel models.

problem Maximizing rewards in decision-making scenarios with many features.
method Introduces stochastic assumptions and no-regret learning for Gaussian kernels.
result Achieves no-regret learning even with feature dimensions growing with samples.

Two novel methods identify influential features in CMABs for better reward distribution.

problem Suboptimal features degrade rewards, interpretability, and efficiency in CMABs.
method Heterogeneous Incremental Effect (HIE) and Heterogeneous Distribution Divergence (HDD) methods.
result Consistent ability to identify influential HTE features, enhancing CMAB performance.

CACTI improves tabular data imputation by leveraging missingness patterns and contextual information.

problem Tabular data imputation with improved accuracy and robustness.
method Masked autoencoding approach with median truncated copy masking and contextual information.
result Average R2R^2 gain of 7.8% over the next best method across various datasets and missingness conditions.

Elliptical Attention improves transformer performance by focusing on contextually relevant features.

problem Transformer models suffer from representation collapse and are vulnerable to contaminated samples.
method Uses Mahalanobis distance to define hyper-ellipsoidal neighborhoods for attention weights.
result Elliptical Attention reduces representation collapse and enhances model robustness.

EHBOS enhances HBOS by capturing feature interactions, improving anomaly detection.

problem Limited ability of HBOS to detect anomalies in datasets with feature interactions.
method Incorporates two-dimensional histograms to capture feature pair dependencies.
result EHBOS outperforms HBOS on datasets with critical feature interactions, achieving notable improvements in ROC AUC.

Proposes a neural network for contextual regression.

problem Improving model efficiency and interpretability in regression with contextual features.
method Simple contextual neural network (SCtxtNN) that separates context identification from context-specific regression.
result SCtxtNN achieves lower excess mean squared error and more stable performance than feed-forward neural networks.

Proposes a framework to extract ordered eigenfunctions from contextual kernels.

problem Lack of exact spectral decomposition in existing methods.
method Modular building blocks for compatibility with contextual kernels and scalability.
result Extracted eigenfunctions provide effective importance scores for feature selection.

New algorithm improves learning efficiency in multi-task contextual bandits.

problem Improving learning efficiency in multi-task contextual bandits.
method Alternating projected gradient descent (GD) and minimization estimator for low-rank feature matrix recovery.
result Proved regret bound for multi-task learning algorithm.

A new method for decision tree selection in recommendation systems.

problem Feature-based selection of a single tree from an ensemble for dynamic interpretation.
method A multi-armed contextual bandit recommendation framework that trains a system on top of Random Forests to identify the most relevant tree.
result The dynamic method outperforms an independent CART tree and is comparable to Random Forest in predictive performance.

The paper proposes a method to learn and leverage contextual preference distributions for better decision-making.

problem Heterogeneous and context-dependent human preferences in decision-making problems.
method A sequential learning-and-optimization pipeline using a bounded-variance score function gradient estimator to train a predictive model mapping contextual features to preference distributions.
result The approach reduces average post-decision surprise by up to 25 times compared to risk-averse baselines in a ridesharing environment.

LLM-Lasso uses LLMs to improve feature selection in Lasso regression.

problem Improving feature selection in Lasso regression with domain-specific knowledge.
method Combines LLMs with Lasso regularization to generate feature weights.
result Outperforms standard Lasso and feature selection baselines in biomedical studies.

A new DRL model for intraday trading incorporating positional context.

problem Neglecting positional context in existing DRL intraday trading strategies.
method Introducing positional features into the state space of a DRL model.
result Significant improvement in profitability and risk-adjusted metrics.

Algorithm improves decision-making with partially observed contexts using pretrained models.

problem Improving decision-making with partially observed contexts in online linear contextual bandits.
method PULSE-UCB algorithm that uses pretrained models trained on auxiliary data to impute missing features.
result Achieves near-optimal performance in i.i.d. context case with Hölder-smooth missing features.

We describe MELEE, a meta-learning algorithm for learning a good exploration policy in the interactive contextual bandit setting. Here, an algorithm must take actions based on contexts, and learn based only on a reward signal from the action taken, thereby generating an exploration/exploitation trade-off. MELEE address…

2019-01-23abs ↗pdf ↗

This paper improves context-aware recommender systems by selecting and incorporating relevant low-dimensional contextual information.

problem Generating accurate recommendations is not enough; contextual information can cause issues like battery drain and privacy.
method Developed a feature-selection algorithm based on genetic algorithms to reduce context dimensions while maintaining explainability.
result The approach improves accuracy and transparency in recommendations, outperforming state-of-the-art models.

New algorithms improve contextual search in the presence of adversarial corruptions.

problem Improving search accuracy in dynamic pricing settings with corrupted responses.
method Two algorithms based on binary search and gradient descent methods.
result Achieve near-optimal regret in the absence of adversarial corruptions and gracefully degrade with corrupted agents.

In many cases, feature selection is often more complicated than identifying a single subset of input variables that would together explain the output. There may be interactions that depend on contextual information, i.e., variables that reveal to be relevant only in some specific circumstances. In this setting, the con…

2016-05-12abs ↗pdf ↗

Algorithm minimizes regret in dueling bandits with contextualized utilities.

problem Minimizing regret in dueling bandits with context-dependent utilities.
method Proposes CoLSTIM algorithm based on perturbed utility estimates.
result Achieves regret of order ildeO(dT) ilde O(\sqrt{dT}).

Contextual bandits are online learners that, given an input, select an arm and receive a reward for that arm. They use the reward as a learning signal and aim to maximize the total reward over the inputs. Contextual bandits are commonly used to solve recommendation or ranking problems. This paper considers a learning s…

2019-10-11abs ↗pdf ↗

We address the problem of regret minimization in logistic contextual bandits, where a learner decides among sequential actions or arms given their respective contexts to maximize binary rewards. Using a fast inference procedure with Polya-Gamma distributed augmentation variables, we propose an improved version of Thomp…

2018-05-18abs ↗pdf ↗

Unified framework for ensemble sampling in nonlinear contextual bandits with provable regret bounds.

problem Efficient exploration in nonlinear contextual bandits with unknown feature dimensions.
method Developed GLM-ES and Neural-ES for generalized linear and neural contextual bandits, respectively, using maximum likelihood estimation on randomly perturbed data.
result Unified high-probability frequentist regret bounds for GLM-ES and Neural-ES, matching state-of-the-art results.

Paper studies CLO with partial feedback, improving decision-making in uncertain contexts.

problem Improving decision-making in contexts with uncertain cost coefficients using partial feedback.
method Unified class of offline learning algorithms for CLO with different types of feedback, using IERM framework.
result Fast-rate regret bound for IERM with partial feedback and misspecified model classes.