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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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2965938891,185 · Jun 202019922001200920172026
48 results for efficient algorithms

Three new efficient algorithms project vectors onto weighted l1 ball.

problem Sparse system identification and feature selection.
method Projected gradient descent algorithms with linear or highly competitive quadratic worst case complexities.
result Efficient tools for machine learning methods like compress sensing and feature selection.

Incremental versions of batch algorithms are often desired, for increased time efficiency in the streaming data setting, or increased memory efficiency in general. In this paper we present a novel algorithm for incremental kernel PCA, based on rank one updates to the eigendecomposition of the kernel matrix, which is mo…

2018-01-31abs ↗pdf ↗

New algorithm for online omniprediction with strong guarantees for continuous hypothesis classes.

problem Online adversarial learning with continuous hypothesis classes.
method Developed an oracle-efficient online multicalibration algorithm for infinite benchmark classes.
result First efficient online omnipredictor with strong guarantees for Lipschitz convex loss functions.

New algorithm estimates treatment effects for more efficient contextual bandits.

problem Contextual bandits struggle with action-independent reward redundancies.
method Reduces contextual bandits to heterogeneous treatment effect estimation.
result Heterogeneous treatment effect estimation leads to more efficient model estimation.

Unified framework for efficient Frank-Wolfe optimization of Dominant Set Clustering.

problem Optimizing Dominant Set Clustering with various Frank-Wolfe algorithms.
method Unified framework for pairwise, standard, and away-steps Frank-Wolfe algorithms, with explicit convergence rates.
result Explicit convergence rates for Frank-Wolfe methods in Dominant Set Clustering.

This paper introduces STAP to measure DEX efficiency and shows better routing algorithms increase DEX performance and stakeholder benefits.

problem Measuring and improving the efficiency of decentralized exchanges (DEXs).
method Introduces STAP as a measure of DEX efficiency and compares two routing algorithms.
result Better routing algorithms improve DEX efficiency and stakeholder benefits.

Efficient algorithms for contextual bandits with smooth regret in continuous action spaces.

problem Efficient learning in large or continuous action spaces.
method Smooth regret notion and efficient algorithms for general function approximation.
result Statistically and computationally efficient algorithms for contextual bandits with smooth regret.

New algorithm finds near-optimal policies efficiently in zero-sum games.

problem Lack of provable efficiency guarantees for policy optimization in zero-sum games.
method Policy optimization algorithm with function approximation.
result Proves efficient convergence to near-optimal policies with polynomial samples and iterations.

Study efficient learning of robust halfspaces with noise.

problem Learning robust halfspaces in the presence of adversarial perturbations and random label noise.
method Provides conditions for robust learnability and a simple algorithm for any ℓ_p perturbation.
result Simple computationally efficient algorithm for robust learning with random label noise.

Model-free Reinforcement Learning (RL) algorithms such as Q-learning [Watkins, Dayan 92] have been widely used in practice and can achieve human level performance in applications such as video games [Mnih et al. 15]. Recently, equipped with the idea of optimism in the face of uncertainty, Q-learning algorithms [Jin, Al…

2019-05-01abs ↗pdf ↗

Efficient algorithm for mobile health provides timely physical activity suggestions.

problem Inefficient reinforcement learning for mobile health settings.
method Contextual bandit algorithm with linear mixed effects model and hyper-parameter updating.
result Improves speed and accuracy by up to 99% and 56%.

Practical algorithm for contextual bandits with large action spaces.

problem Efficient algorithms for decision making in large, continuous action spaces.
method Uses computational oracles for supervised learning and optimization over the action space.
result Achieves sample complexity, runtime, and memory independent of the size of the action space.

Three new oracle-efficient algorithms for private synthetic data release.

problem Constructing private synthetic data that preserves statistical query answers.
method Oracle-efficient algorithms using optimization oracles for differential privacy.
result Better accuracy in large workload and high privacy regime compared to state-of-the-art.

Survey of robust statistical methods for efficient computation.

problem Efficient robust statistical methods for various forms of data contamination and heavy-tailed distributions.
method Survey and technical connections between robustness forms, showing efficient algorithms.
result Same algorithmic ideas lead to efficient estimators for robustness in different settings.

This paper addresses the problem of neighborhood selection for Gaussian graphical models. We present two heuristic algorithms: a forward-backward greedy algorithm for general Gaussian graphical models based on mutual information test, and a threshold-based algorithm for walk summable Gaussian graphical models. Both alg…

2015-09-22abs ↗pdf ↗

Efficient streaming algorithms for robust statistics with near-optimal memory.

problem High-dimensional robust statistics tasks in streaming model.
method First efficient streaming algorithms with near-optimal memory requirements.
result Near-optimal error guarantees and space complexity nearly-linear in the dimension for robust mean estimation.

We propose an efficient algorithm for sparse signal reconstruction problems. The proposed algorithm is an augmented Lagrangian method based on the dual sparse reconstruction problem. It is efficient when the number of unknown variables is much larger than the number of observations because of the dual formulation. More…

2009-04-03abs ↗pdf ↗

Efficient strategies for online learning against bandit algorithms solve minimax problems.

problem Solving min-max problems in convex-linear settings with empirical distributions.
method Designing online learning algorithms that play against bandit algorithms, leveraging properties of the set of empirical distributions.
result High-probability convergence guarantees to minimax values for a specific family of sets.

Paper tackles sample-efficient offline RL, proposing data diversity and unified algorithms.

problem Sample-efficient learning from historical data for sequential decision-making.
method Proposes data diversity and unifies three offline RL algorithm classes: VS, RO, and PS.
result Comparable sample efficiency for VS, RO, and PS algorithms under standard assumptions.

NPOD algorithm improves efficiency in estimating pharmacokinetic parameters.

problem Efficiently estimating joint distribution of model parameters in population pharmacokinetics.
method Uses gradient approach to suggest new support points, reducing evaluation time.
result Achieves similar solutions to NPAG but with significantly fewer cycles and runtime.

Oracle-efficient algorithms for online learning with smoothed and hint-adversaries.

problem Online learning with beyond worst-case adversaries.
method Oracle-efficient algorithms for two settings: smoothed analysis and KK-hint transductive learning.
result Oracle-efficient regret bounds for learning real-valued and binary-valued functions.

Paper establishes NE existence and efficient algorithms for weakly monotone GMFGs.

problem Existence and efficient learning of Nash Equilibrium in λλ-regularized GMFGs.
method Establishes existence of NE for any λλ-regularized GMFGs. Proposes efficient algorithms for weakly monotone GMFGs.
result Efficient algorithms for weakly monotone GMFGs with provable convergence.

Learning in the presence of outliers is a fundamental problem in statistics. Until recently, all known efficient unsupervised learning algorithms were very sensitive to outliers in high dimensions. In particular, even for the task of robust mean estimation under natural distributional assumptions, no efficient algorith…

2019-11-14abs ↗pdf ↗

Efficient deep learning computing requires algorithm and hardware co-design to enable specialization: we usually need to change the algorithm to reduce memory footprint and improve energy efficiency. However, the extra degree of freedom from the algorithm makes the design space much larger: it's not only about designin…

2019-04-24abs ↗pdf ↗