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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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60119179238 · Jun 202019922001200920172026
48 results for contextual knowledge

A new pricing strategy learns customer valuations without noise distribution knowledge.

problem Setting optimal prices for products based on customer valuations with unknown noise.
method Developed a novel perturbed linear bandit framework to learn both contextual functions and market noise.
result Proved sub-linear regret bound and demonstrated superior performance on simulations and real data.

A simple algorithm reduces federated contextual linear bandits' regret efficiently.

problem Solving federated contextual linear bandits with asynchronous agents.
method Proposed a simple algorithm exttt{FedLinUCB} based on optimism principle.
result Proved exttt{FedLinUCB} has bounded regret ildeO(dm=1MTm) ilde{O}(d\sqrt{\sum_{m=1}^M T_m}) and communication complexity ildeO(dM2) ilde{O}(dM^2).

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.

We introduce the problem of model selection for contextual bandits, where a learner must adapt to the complexity of the optimal policy while balancing exploration and exploitation. Our main result is a new model selection guarantee for linear contextual bandits. We work in the stochastic realizable setting with a seque…

2019-06-03abs ↗pdf ↗

Method learns evolving policies in healthcare contexts.

problem Understanding non-stationary behavior in evolving decision-making processes.
method Inverse Contextual Bandits (ICB) approach for learning interpretable representations of non-stationary behavior.
result Demonstrated applicability and accuracy of ICB method in liver transplantation policies.

Study on selecting between base algorithms in stochastic bandit problems.

problem Model selection in stochastic environments with contextual information.
method Developed a meta-algorithm-base algorithm abstraction with a smoothing transformation for optimal O(T)O(\sqrt{T}) guarantees.
result Optimal O(T)O(\sqrt{T}) model selection guarantees for stochastic contextual bandit problems.

This paper investigates how transformers can learn to generalize to unseen examples in context.

problem Understanding how transformers can generalize to unseen examples in a prompt.
method Gradient descent analysis of one-layer multi-head transformers for in-context learning.
result The training loss for a one-layer multi-head transformer converges linearly to a global minimum, effectively learning ridge regression over basis functions.

New method for estimating and optimizing MDPs without stationarity.

problem Challenges in offline contextual MDP estimation without stationarity.
method Introduces a new adaptive estimation and cost optimization approach for contextual MDPs.
result First robust, theoretically backed method for offline contextual MDP estimation.

Master algorithm selects best contextual bandit from a collection.

problem Model selection in stochastic contextual bandit setting.
method Random selection with probability adjustment based on comparison of cumulative rewards.
result Achieves the same regret rate as the best candidate in a collection of black-box algorithms.

We study the stochastic contextual bandit problem, where the reward is generated from an unknown function with additive noise. No assumption is made about the reward function other than boundedness. We propose a new algorithm, NeuralUCB, which leverages the representation power of deep neural networks and uses a neural…

2019-11-11abs ↗pdf ↗

New algorithms adapt to model misspecification in contextual bandits.

problem Design efficient algorithms for contextual bandits that handle model misspecification gracefully.
method Oracle-efficient algorithms for ε-misspecified contextual bandits using square loss regression.
result First algorithm achieving optimal regret bound for unknown misspecification level in linear contextual bandits.

Algorithm reduces regret in misspecified linear contextual bandits.

problem Misspecified linear contextual bandits with bounded misspecification.
method Data selection scheme for online regression, leveraging uncertainty.
result Regret bound of O~(d2/Δ)\tilde O(d^2/Δ) when ζO~(Δ/d)ζ \leq \tilde O(Δ/\sqrt{d}).

RKT model improves knowledge tracing by considering exercise relations and student forget behavior.

problem Traditional KT models fail to consider both exercise relations and student forget behavior.
method RKT model uses relation-aware self-attention to incorporate exercise relations and student forget behavior.
result RKT model outperforms state-of-the-art KT methods on real-world datasets.

Proposes a new model for more accurate demand forecasting considering dynamic contextual information.

problem Traditional methods fail to capture spatio-temporal and dynamic contextual dependencies in demand forecasting.
method Integrates temporal, relational, spatial, and dynamic contextual dependencies using a Context Integrated Graph Neural Network (CIGNN).
result CIGNN outperforms state-of-the-art baselines in multi-step ahead demand forecasting.

The paper addresses contextual optimization problems with feedback, aiming to minimize regret.

problem Contextual optimization with feedback information.
method Characterizing the optimal minimax policy in offline setting and leveraging geometric characterization in online setting to optimize cumulative regret.
result Developed an algorithm yielding logarithmic regret bound in the online setting.

SPARKLE handles high-dimensional covariates for online decision-making.

problem Complex reward-covariate relationships in high-dimensional settings.
method SPARKLE uses a sparse additive reward model with doubly penalized estimator and adaptive screening.
result SPARKLE achieves sublinear regret bound logarithmic in covariate dimensionality.

Paper develops robust OPF method using contextual information.

problem Optimal Power Flow problem under incomplete uncertainty knowledge.
method Distributionally robust chance-constrained formulation with probability trimmings and optimal transport.
result Distributional robustness improves expected cost and system reliability.

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.

Study dynamic batch learning in high-dimensional sparse linear bandits.

problem Dynamic batch learning in high-dimensional sparse linear contextual bandits under batch constraints.
method Characterized fundamental learning limits via regret lower bound and provided matching upper bound.
result Prescribed an optimal scheme for dynamic batch learning in high-dimensional sparse linear contextual bandits.

New algorithm tackles non-linear utility in MNL bandits with ildeO(T) ilde{O}(\sqrt{T}) regret.

problem Sequential assortment selection with intricate user-item interactions.
method Upper Confidence Bound principle for non-linear parametric utility functions, including neural networks.
result Achieves ildeO(T) ilde{O}(\sqrt{T}) regret bound for neural network-based utilities.

New algorithm resists corruption in linear contextual bandits.

problem Adversarial corruption in linear contextual bandits.
method Variance-aware algorithm with multi-level partition and adaptive confidence sets.
result Regret bound of ildeO(C2dt=1Tσt2+C2RdT) ilde{O}(C^2d\sqrt{\sum_{t = 1}^T σ_t^2} + C^2R\sqrt{dT}).

Survey of methods to incorporate external knowledge into stock price prediction.

problem Challenges in predicting stock prices due to market volatility and non-linearity.
method Survey of methods for acquiring and incorporating external knowledge into stock price prediction models.
result Systematic synthesis of previous studies on external knowledge types and their application in stock price prediction.

Contextual bandit learning is an increasingly popular approach to optimizing recommender systems via user feedback, but can be slow to converge in practice due to the need for exploring a large feature space. In this paper, we propose a coarse-to-fine hierarchical approach for encoding prior knowledge that drastically …

2012-06-27abs ↗pdf ↗

Bayesian algorithms perform well even with misspecified priors, especially in meta-learning.

problem Performance degradation of Bayesian algorithms with misspecified priors.
method Thompson sampling and meta-learning analysis with misspecified priors.
result Thompson sampling's performance degrades gracefully with misspecification, with a bound of ildeO(H2ε) ilde{\mathcal{O}}(H^2 ε).

We Microsoft Research Asia made submissions to 11 language directions in the WMT19 news translation tasks. We won the first place for 8 of the 11 directions and the second place for the other three. Our basic systems are built on Transformer, back translation and knowledge distillation. We integrate several of our rece…

2019-11-07abs ↗pdf ↗

New method tracks significant shifts in nonparametric bandits.

problem Tracking significant changes in nonparametric contextual bandits.
method Proposed a notion of 'experienced significant shifts' to adapt to minimax rate without knowledge of change parameters.
result Experienced significant shifts count fewer changes than traditional metrics, leading to an adaptive algorithm.

New algorithm learns from sparse data without knowing sparsity index.

problem Sparse bandit problem where only a subset of features affects reward.
method Sparsity-agnostic Lasso Bandit algorithm that doesn't require prior sparsity index knowledge.
result Established tight regret bounds and outperforms existing methods.

FinDKG uses LLMs to detect financial trends from news articles.

problem Detecting global financial trends from unstructured text data.
method Fine-tuned LLMs for generating DKGs, KGTransformer for analysis.
result KGTransformer outperforms existing thematic ETFs in financial thematic investing.