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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.

168,657 papers · 148 categories

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105210314419 · Jun 202019922001200920172026
48 results for decision weights

OTSS learns personalized decision weights from logged decisions and outputs.

problem Learning context-specific decision weights from logged decisions and outputs.
method Output-targeted soft-segmentation model that deploys personalized decision-ready weight vectors.
result OTSS achieves the lowest mean regret in benchmark settings.

We present an alternative layer to convolution layers in convolutional neural networks (CNNs). Our approach reduces the complexity of convolutions by replacing it with binary decisions. Those binary decisions are used as indexes to conditional distributions where each weight represents a leaf in a decision tree. This m…

2019-05-24abs ↗pdf ↗

The paper optimizes forecasting for risk-adjusted decisions under trading frictions.

problem Optimizing forecasting accuracy for investment decisions in the presence of transaction costs.
method Develops a utility-weighted calibration criterion to minimize decision loss net of costs.
result Utility-weighted calibration reduces decision loss by over 30% and improves Sharpe ratio.

This work presents an approach to automatically induction for non-greedy decision trees constructed from neural network architecture. This construction can be used to transfer weights when growing or pruning a decision tree, allowing non-greedy decision tree algorithms to automatically learn and adapt to the ideal arch…

2018-11-26abs ↗pdf ↗

New method for online statistical inference in contextual bandits using SGD.

problem Online decision-making in contextual bandits with statistical inference.
method Weighted stochastic gradient descent for adaptive data collection.
result Asymptotic normality of the parameter estimator with improved efficiency.

The paper addresses statistical inference for online decision-making in a contextual bandit setting.

problem Understanding the performance of reward models in online decision-making with contextual information.
method The paper uses the contextual bandit framework with a linear reward model and the ε\varepsilon-greedy policy to address the exploration-exploitation dilemma. It employs the martingale central limit theorem and inverse propensity score weighting to establish asymptotic normality of parameter estimators.
result The online ordinary least squares estimator and the online weighted least squares estimator are asymptotically normal, providing insights into the performance of the reward model.

GEAR uses auxiliary data to estimate optimal decisions in studies with limited primary outcomes.

problem Estimating optimal decisions when primary outcomes are not available in experimental samples.
method GEAR uses augmented inverse propensity weighting to estimate optimal decisions based on auxiliary data.
result GEAR estimators and value estimators have established asymptotic properties and are validated in simulations and a real application.

We present a new approach to the problems of evaluating and learning personalized decision policies from observational data of past contexts, decisions, and outcomes. Only the outcome of the enacted decision is available and the historical policy is unknown. These problems arise in personalized medicine using electroni…

2017-05-21abs ↗pdf ↗

Learning probability distributions on the weights of neural networks (NNs) has recently proven beneficial in many applications. Bayesian methods, such as Stein variational gradient descent (SVGD), offer an elegant framework to reason about NN model uncertainty. However, by assuming independent Gaussian priors for the i…

2017-12-30abs ↗pdf ↗

The paper proposes a method to improve random forest classification accuracy by weighting trees based on their decision path reliability.

problem Random forests' uniform voting fails to correct errors in regions where incorrect tree representations outnumber correct ones.
method The paper introduces using the structural pattern of each tree's decision path as an instance-adaptive reliability signal to identify and weight more reliable trees.
result Using the proposed method yields a statistically significant accuracy improvement over RF on 36 binary classification benchmarks.

Sparse oblique decision tree improves security rules for renewable power systems.

problem Identifying secure operating conditions in power systems with high renewable energy.
method Sparse weighted oblique decision tree to learn and embed linear security rules.
result The method significantly increases secure states and reduces solution time.

The paper analyzes how behavioral investors make portfolio decisions using Markowitz Stochastic Dominance criteria.

problem Understanding how behavioral investors make portfolio decisions.
method Developed stochastic optimization problems and MILP models to capture subjective decision weights and probability weighting functions.
result The developed models can be used to formulate computationally tractable portfolio analysis problems.

The paper proposes multicalibration to improve matching in graphs with imperfect predictors.

problem Finding the best matching in graphs with imperfect predictors.
method Introduces multicalibration as a fairness notion to ensure unbiasedness on protected sets of contexts.
result Constructing a multicalibrated predictor that outperforms standard optimal rules in matching algorithms.

The study analyzes when Bayesian averaging over decision trees is reliable.

problem When do Bayesian model averaging weights over decision trees provide reliable information?
method Closed-form solution for Bayesian decision trees with Catalan-exponential priors.
result Established a complete non-asymptotic theory of rational commitment thresholds.

In this paper we study convex stochastic search problems where a noisy objective function value is observed after a decision is made. There are many stochastic search problems whose behavior depends on an exogenous state variable which affects the shape of the objective function. Currently, there is no general purpose …

2010-06-22abs ↗pdf ↗

ACFS optimizes spectral risk under decision-dependent uncertainty using adaptive forest sampling.

problem Minimizing spectral risk with decision-dependent uncertainty.
method ACFS integrates Generalised Random Forests, CEM-guided exploration, rank-weighted augmentation, and multi-start refinement.
result ACFS achieves lowest median oracle spectral risk on both benchmarks.

MARCD uses generative scenarios to improve portfolio decisions during regime shifts.

problem Improving portfolio decisions under regime shifts and drawdowns.
method MARCD employs a Gaussian HMM for regime inference, a diffusion generator for scenario production, and a CVaR allocator with tail-weighted and crisis-aware components.
result MARCD reduces maximum drawdowns by 34% compared to baseline methods over 2020-2025.

New risk measure and quadrangle improve financial decision-making.

problem Heterogeneous risk assessments among analysts.
method Established analytical characterizations of WGRM and incorporated FRQ into WRQ.
result WGRM and WRQ framework improves risk-adjusted performance and downside resilience.

We investigate how the choice of decision makers can be varied under the presence of risk and uncertainty. Our analysis is based on the approach we have previously applied to individual decision makers, which we now generalize to the case of decision makers that are members of a society. The approach employs the mathem…

2014-09-02abs ↗pdf ↗

Paper addresses regret minimization and inference in high-dimensional online decision-making.

problem Regret minimization and statistical inference in high-dimensional online decision-making.
method Integrates ε-greedy bandit algorithm with hard thresholding for sparse bandit parameters and debiasing method for inference.
result Achieves either O(T1/2)O(T^{1/2}) regret or O(T1/2)O(T^{1/2})-consistent inference, with trade-off between exploration and exploitation.

MRC improves credit assignment in multi-agent LLM systems, achieving high returns and transparency.

problem Lack of principled credit assignment in multi-agent LLM decision systems, vulnerability to regime shifts, and limited transparency.
method Market Regime Council (MRC) computes exact Shapley credits, uses exponentially weighted performance histories, Bayesian adaptive mixture, and regime-dependent multipliers.
result MRC achieves a Sharpe ratio of 1.51 and a cumulative return of 440.1% over 1,037 trading days, ranking first on CR, SR, and IR.

Deleting refusal directions from models leads to systematically more optimistic decisions.

problem The impact of removing refusal directions from models on decision-making outcomes.
method Ablation study using a frozen pipeline of 21,600 weekly equity decisions.
result Ablation of refusal directions makes models more optimistic and justifies themselves more, but also reduces confidence.

Efficient algorithm for learning from indirect feedback in complex decision-making scenarios.

problem Learning from indirect feedback in realistic scenarios with personalized mechanisms.
method IGW algorithm for policy optimization, extending reward-estimator construction from single-step to multi-step.
result Achieves sublinear regret guarantee for contextual episodic MDPs with personalized feedback.

The influence of additional information on the decision making of agents, who are interacting members of a society, is analyzed within the mathematical framework based on the use of quantum probabilities. The introduction of social interactions, which influence the decisions of individual agents, leads to a generalizat…

2012-02-21abs ↗pdf ↗

Bayesian Decision Trees are known for their probabilistic interpretability. However, their construction can sometimes be costly. In this article we present a general Bayesian Decision Tree algorithm applicable to both regression and classification problems. The algorithm does not apply Markov Chain Monte Carlo and does…

2019-01-10abs ↗pdf ↗

The paper develops a decision support system for hierarchical text classification of conference proceedings.

problem Classifying documents with a fixed hierarchical structure of topics.
method Developed a weighted hierarchical similarity function to calculate topic relevance, using entropy of words to estimate weights.
result The weighted hierarchical similarity function improves ranking accuracy compared to other methods.

New method learns decisions from collective preferences without individual covariates.

problem Making decisions online without individual covariates.
method Collaborative filtering, matrix completion bandit, ε-greedy policy, online gradient descent, inverse propensity weighting.
result Method outperforms benchmarks and reveals new discoveries.

Improves Gower's similarity for mixed-type variables with automatic weighting.

problem Handling missing values and unbalanced variable contributions in Gower's similarity for mixed-type data.
method Automatic weighting scheme minimizing differences in correlation between contributing dissimilarities and weighted Gower's dissimilarity.
result Improved performance in classification and imputation of missing values.

The paper tackles efficient exploration in MDPs to learn accurate models.

problem Efficient exploration in MDPs to learn accurate models.
method Formalizes the problem, introduces an algorithm for εε-accurate model estimation, and proposes a heuristic-based algorithm.
result Heuristic-based algorithm outperforms original algorithm in small sample regime.

New algorithm reduces regret in RL with adversarial corruption.

problem Adversarial corruption in reinforcement learning.
method Uncertainty-weighted least-squares regression and weighted uncertainty estimator.
result Achieves regret of ildeO(T+ζ) ilde{O}(\sqrt{T} + ζ) for contextual bandits.

New method improves causal effect estimation by addressing imbalance in training data.

problem Imbalance between treatment and control groups in training data.
method Combines distributionally robust optimization and weight regularization.
result Consistent improvements over existing methods in experiments.

Optimistic algorithm reduces regret in non-stationary linear MDPs.

problem Efficient learning in non-stationary linear MDPs with evolving reward and transition.
method OPT-WLSVI, an optimistic model-free algorithm using exponential weights.
result Achieves a regret bound of O~(d5/4H2Δ1/4K3/4)\widetilde{\mathcal{O}}(d^{5/4}H^2 Δ^{1/4} K^{3/4}).

New theory extends rank-dependent utility for risk and ambiguity.

problem Modeling decision-making under risk and ambiguity.
method Axiomatizes a new preference relation with ambiguity index, probability weighting, and utility function.
result Extends rank-dependent utility to risk and ambiguity, reducing to existing models under specific conditions.

Societies often rely on human experts to take a wide variety of decisions affecting their members, from jail-or-release decisions taken by judges and stop-and-frisk decisions taken by police officers to accept-or-reject decisions taken by academics. In this context, each decision is taken by an expert who is typically …

2018-05-25abs ↗pdf ↗

Prior-weighted logistic regression has become a standard tool for calibration in speaker recognition. Logistic regression is the optimization of the expected value of the logarithmic scoring rule. We generalize this via a parametric family of proper scoring rules. Our theoretical analysis shows how different members of…

2013-07-30abs ↗pdf ↗

Study optimal investment with herd behavior using rational decision decomposition.

problem Optimal investment problem considering herd behavior between two agents.
method Introduce average deviation term, use variational method, rational decision decomposition, investment opinion.
result Quantitative analysis of herd behavior impact on investment decisions.