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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 epsilon function

Paper calculates third coefficient in Kaehler-Einstein metric expansion.

problem Understanding Kaehler-Einstein metrics and their epsilon functions.
method Computes the third coefficient in the TYCZ-expansion of the epsilon function.
result Discovers the vanishing of the third coefficient's significance.

This paper presents a multi-staged approach to nonmyopic adaptive Gaussian process optimization (GPO) for Bayesian optimization (BO) of unknown, highly complex objective functions that, in contrast to existing nonmyopic adaptive BO algorithms, exploits the notion of macro-actions for scaling up to a further lookahead t…

2020-02-22abs ↗pdf ↗

A near-identity nilpotent pseudogroup of order m >= 1 is a family f_1, ..., f_n: (-1,1) -> R of C^2 functions for which: |f_i - id|_{C^1} < epsilon for some small positive real number epsilon < 1/10^{m+1} and commutators of the functions f_i of order at least m equal the identity. We present a classification of near-id…

2004-04-07abs ↗pdf ↗

We define a concordance invariant, epsilon(K), associated to the knot Floer complex of K, and give a formula for the Ozsváth-Szabó concordance invariant tau of K_{p,q}, the (p,q)-cable of a knot K, in terms of p, q, tau(K), and epsilon(K). We also describe the behavior of epsilon under cabling, allowing one to compute …

2012-02-07abs ↗pdf ↗

Compactness theorems for G2G_2-solitons established with scalar curvature and potential function constraints.

problem Establishing compactness theorems for G2G_2-solitons under specific conditions.
method Proved Gromov-Hausdorff convergence and derived epsilon-regularity estimates.
result Smooth convergence of G2G_2-solitons under uniform energy bounds at half the dimension.

Epsilon-machines are minimal, unifilar presentations of stationary stochastic processes. They were originally defined in the history machine sense, as hidden Markov models whose states are the equivalence classes of infinite pasts with the same probability distribution over futures. In analyzing synchronization, though…

2011-11-18abs ↗pdf ↗

For any family of measurable sets in a probability space, we show that either (i) the family has infinite Vapnik-Chervonenkis (VC) dimension or (ii) for every epsilon > 0 there is a finite partition pi such the pi-boundary of each set has measure at most epsilon. Immediate corollaries include the fact that a family wit…

2010-10-21abs ↗pdf ↗

Ozsvath-Stipsicz-Szabo recently defined a one-parameter family, upsilon of K at t, of concordance invariants associated to the knot Floer complex. We compare their invariant to the {-1, 0, 1}-valued concordance invariant epsilon, which is also associated to the knot Floer complex. In particular, we give an example of a…

2014-07-30abs ↗pdf ↗

Bayesian approach improves ε\varepsilon-greedy exploration in RL.

problem Improving ε\varepsilon-greedy exploration in model-free RL.
method Introducing a Bayesian model update for ε\varepsilon based on BMC.
result Proposed ε\varepsilon- exttt{BMC} algorithm efficiently balances exploration and exploitation.

Applying Bayesian optimization in problems wherein the search space is unknown is challenging. To address this problem, we propose a systematic volume expansion strategy for the Bayesian optimization. We devise a strategy to guarantee that in iterative expansions of the search space, our method can find a point whose f…

2019-10-29abs ↗pdf ↗

The paper proves smoothness of almost-minimizers' boundaries near the free boundary.

problem Minimizing degenerate area functionals with weighted boundary conditions.
method Epsilon-regularity theorem applied to almost-minimizers.
result Almost-minimizers' boundaries are C1,γ0C^{1,γ_0}-smooth, orthogonal to the boundary ΩΩ.

Proposes a new approach to regression learning that addresses overfitting and underfitting.

problem Regression learning issues, including overfitting and underfitting.
method Introduces epsilon-Confidence Approximately Correct (epsilon CoAC) framework using Kullback Leibler divergence.
result Demonstrates improved learnability and accuracy compared to cross-validation.

Estimates matrix trace optimization with statistical learning theory.

problem Optimizing trace of parameter-dependent matrices.
method Monte Carlo estimator with bounds derived from epsilon nets and generic chaining.
result Predicts small sampling amount for matrices with small off-diagonal mass.

We analyze how an observer synchronizes to the internal state of a finite-state information source, using the epsilon-machine causal representation. Here, we treat the case of exact synchronization, when it is possible for the observer to synchronize completely after a finite number of observations. The more difficult …

2010-08-25abs ↗pdf ↗

We develop an epsilon-controlled algebraic L-theory, extending our earlier work on epsilon-controlled algebraic K-theory. The controlled L-theory is very close to being a generalized homology theory; we study analogues of the homology exact sequence of a pair, excision properties, and the Mayer--Vietoris exact sequence…

2004-02-13abs ↗pdf ↗

Let M be a closed 3-manifold which can be triangulated with N simplices. We prove that any map from M to a genus 2 surface has Hopf invariant at most C^N. Let X be a closed oriented hyperbolic 3-manifold with injectivity radius less than epsilon at one point. If there is a degree non-zero map from M to X, then we prove…

2007-09-09abs ↗pdf ↗

This paper defines the notion of class discrepancy for families of functions. It shows that low discrepancy classes admit small offline and streaming coresets. We provide general techniques for bounding the class discrepancy of machine learning problems. As corollaries of the general technique we bound the discrepancy …

2019-06-11abs ↗pdf ↗

Study Whittle index learning algorithms for restless bandits with constant stepsizes.

problem Optimizing decisions in restless multi-armed bandits with constant stepsizes.
method Developed Q-learning algorithms with constant stepsizes for index learning in restless bandits, extending to DQN and function approximations.
result The algorithms learn the Whittle index effectively.

The study provides a sample complexity estimate for multi-category classifiers with bounded variation.

problem Controlling the deviation between empirical and generalization performances of multi-category classifiers.
method Using the empirical L1-norm covering number and fat-shattering dimension, the study derives a sample size estimate for classifiers of bounded variation.
result The sample size estimate is sufficient for the performances to be close with high probability, improving the dependency on the number of classes.

Proposes a new adversarial model to avoid accuracy vs. adversarial accuracy tradeoff.

problem Inherent tradeoff between accuracy and adversarial accuracy in existing adversarial robustness definitions.
method Introduces Voronoi-epsilon adversary that balances perturbation constraints.
result Voronoi-epsilon adversary avoids accuracy vs. adversarial accuracy tradeoff even with large εε.

We consider a nonlinear extension of the generalized network flow model, with the flow leaving an arc being an increasing concave function of the flow entering it, as proposed by Truemper and Shigeno. We give a polynomial time combinatorial algorithm for solving corresponding flow maximization problems, finding an epsi…

2011-09-18abs ↗pdf ↗

We determine explicit formulas for geodesics (in the Euclidean metric) in the configuration space of ordered pairs (x,x') of points in R^n which satisfy d(x,x')>=epsilon. We interpret this as two or three (depending on the parity of n) geodesic motion-planning rules for this configuration space. In the associated unord…

2020-01-03abs ↗pdf ↗

ALPE improves mid-price forecasting in HFT with real-time data.

problem Real-time mid-price forecasting in high-frequency trading.
method Adaptive Learning Policy Engine (ALPE) using RL and adaptive epsilon decay.
result ALPE outperforms other models in mid-price forecasting.

The paper explores MAB strategies for very short horizons, introducing new methods and showing improved performance.

problem Short horizon multi-armed bandit problems in games.
method Regression oracles, forced exploration, UCBT strategy.
result Combination of epsilon-greedy or epsilon-decreasing with regression oracles outperforms other strategies.

In recent years there has been an increasing interest in learning Bayesian networks from data. One of the most effective methods for learning such networks is based on the minimum description length (MDL) principle. Previous work has shown that this learning procedure is asymptotically successful: with probability one,…

2013-02-13abs ↗pdf ↗

The regularization path of the Lasso can be shown to be piecewise linear, making it possible to "follow" and explicitly compute the entire path. We analyze in this paper this popular strategy, and prove that its worst case complexity is exponential in the number of variables. We then oppose this pessimistic result to a…

2012-05-01abs ↗pdf ↗

A major challenge in reinforcement learning is exploration, when local dithering methods such as epsilon-greedy sampling are insufficient to solve a given task. Many recent methods have proposed to intrinsically motivate an agent to seek novel states, driving the agent to discover improved reward. However, while state-…

2019-06-19abs ↗pdf ↗

Exploiting a relationship between closed geodesics on a generic closed hyperbolic surface S and a certain unipotent flow on the product space T_1(S) x T_1(S), we obtain a local asymptotic equidistribution result for long closed geodesics on S. Applications include asymptotic estimates for the number of pants immersions…

2005-05-23abs ↗pdf ↗

An SU(3)- or SU(1,2)-structure on a 6-dimensional manifold N^6 can be defined as a pair of a 2-form omega and a 3-form rho. We prove that any analytic SU(3)- or SU(1,2)-structure on N^6 with d omega^2 =0 can be extended to a parallel Spin(7)- or Spin_0(3,4)-structure Phi that is defined on the trivial disc bundle N^6\t…

2010-10-08abs ↗pdf ↗

We introduce a Bayesian approach to discovering patterns in structurally complex processes. The proposed method of Bayesian Structural Inference (BSI) relies on a set of candidate unifilar HMM (uHMM) topologies for inference of process structure from a data series. We employ a recently developed exact enumeration of to…

2013-09-05abs ↗pdf ↗

Likelihood-free inference involves inferring parameter values given observed data and a simulator model. The simulator is computer code which takes parameters, performs stochastic calculations, and outputs simulated data. In this work, we view the simulator as a function whose inputs are (1) the parameters and (2) a ve…

2019-10-08abs ↗pdf ↗

We propose randomized least-squares value iteration (RLSVI) -- a new reinforcement learning algorithm designed to explore and generalize efficiently via linearly parameterized value functions. We explain why versions of least-squares value iteration that use Boltzmann or epsilon-greedy exploration can be highly ineffic…

2014-02-04abs ↗pdf ↗