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.
Paper develops a dynamic Bayesian approach for active learning that optimizes exploration-exploitation balance.
New meta-RL method avoids exploration-exploitation trade-off.
LAFF algorithm balances adaptability and non-exploitability in repeated games.
New AIM algorithm optimizes exploration-exploitation in bandits.
Improved Thompson Sampling for Bayesian Optimization.
Gradient-based optimization methods are the most popular choice for finding local optima for classical minimization and saddle point problems. Here, we highlight a systemic issue of gradient dynamics that arise for saddle point problems, namely the presence of undesired stable stationary points that are no local optima…
Improved analysis of UCRL2 with empirical Bernstein inequality reduces exploration-exploitation regret.
This research tackles balancing exploration and exploitation in deep RL for partially observable systems.
A trend in compressed sensing (CS) is to exploit structure for improved reconstruction performance. In the basic CS model, exploiting the clustering structure among nonzero elements in the solution vector has drawn much attention, and many algorithms have been proposed. However, few algorithms explicitly consider corre…
In graph-based active learning, algorithms based on expected error minimization (EEM) have been popular and yield good empirical performance. The exact computation of EEM optimally balances exploration and exploitation. In practice, however, EEM-based algorithms employ various approximations due to the computational ha…
Sparse reward is one of the biggest challenges in reinforcement learning (RL). In this paper, we propose a novel method called Generative Exploration and Exploitation (GENE) to overcome sparse reward. GENE automatically generates start states to encourage the agent to explore the environment and to exploit received rew…
Short selling is key to exploiting arbitrage opportunities in financial markets.
New BO methods exploit parallel experiments, reducing search time and improving solution quality.
Deriving conditional and marginal distributions using conjugacy relationships can be time consuming and error prone. In this paper, we propose a strategy for automating such derivations. Unlike previous systems which focus on relationships between pairs of random variables, our system (which we call Autoconj) operates …
We propose a meta path planning algorithm named \emph{Neural Exploration-Exploitation Trees~(NEXT)} for learning from prior experience for solving new path planning problems in high dimensional continuous state and action spaces. Compared to more classical sampling-based methods like RRT, our approach achieves much bet…
XploVAE improves recommendation by balancing known and novel items.
Exploration-exploitation of functions, that is learning and optimizing a mapping between inputs and expected outputs, is ubiquitous to many real world situations. These situations sometimes require us to avoid certain outcomes at all cost, for example because they are poisonous, harmful, or otherwise dangerous. We test…
Study proposes new OPE estimators for two-player zero-sum games.
Batch Thompson Sampling reduces exploration-exploitation trade-off in online decision making.
Building a machine learning (ML) pipeline in an automated way is a crucial and complex task as it is constrained with the available time budget and resources. This encouraged the research community to introduce several solutions to utilize the available time and resources. A lot of work is done to suggest the most prom…
Finding a good compromise between the exploitation of known resources and the exploration of unknown, but potentially more profitable choices, is a general problem, which arises in many different scientific disciplines. We propose a stylized model for these exploration-exploitation situations, including population or e…
Kernel-UCBVI algorithm balances exploration and exploitation in metric state-action spaces.
Bayesian optimization offers the possibility of optimizing black-box operations not accessible through traditional techniques. The success of Bayesian optimization methods such as Expected Improvement (EI) are significantly affected by the degree of trade-off between exploration and exploitation. Too much exploration c…
Algorithm achieves optimal pricing with minimal exploration for dynamic markets.
The paper analyzes CMDPs, balancing exploration and exploitation to avoid constraint violations.
Reinforcement learning studies how to balance exploration and exploitation in real-world systems, optimizing interactions with the world while simultaneously learning how the world operates. One general class of algorithms for such learning is the multi-armed bandit setting. Randomized probability matching, based upon …
Paper finds wide minima are better for generalization and proposes a new learning rate schedule.
Accurately predicting the outcome of sporting events has been a goal for many groups who seek to maximize profit. What makes this challenging is that the outcome of an event can be influenced by many factors that dynamically change across time. Oddsmakers attempt to estimate these factors by using both algorithmic and …
'Sharing of statistical strength' is a phrase often employed in machine learning and signal processing. In sensor networks, for example, missing signals from certain sensors may be predicted by exploiting their correlation with observed signals acquired from other sensors. For humans, our hands move synchronously with …
We develop a coherent framework for integrative simultaneous analysis of the exploration-exploitation and model order selection trade-offs. We improve over our preceding results on the same subject (Seldin et al., 2011) by combining PAC-Bayesian analysis with Bernstein-type inequality for martingales. Such a combinatio…
Given a hyperelliptic Klein surface, we construct companion Klein bottles, extending our technique of companion tori already exploited by the authors in the genus 2 case. Bavard's short loops on such companion surfaces are studied in relation to the original surface so to improve a systolic inequality of Gromov's. A ba…
DeFi exploits lead to reduced CP spreads, contrary to contagion hypothesis.
ICEE learns new RL tasks in less time with a Transformer model.
This paper applies Thompson Sampling to asymmetric -stable bandits for financial and wireless data.
ZOSPI improves RL policies with global value function exploitation.
We present a new model-based algorithm for reinforcement learning (RL) which consists of explicit exploration and exploitation phases, and is applicable in large or infinite state spaces. The algorithm maintains a set of dynamics models consistent with current experience and explores by finding policies which induce hi…
Constant price impact functions, much used in financial literature, are shown to give rise to paradoxical outcomes since they do not allow for proper predictability removal: for instance the exploitation of a single large trade whose size and time of execution are known in advance to some insider leaves the arbitrage o…
We give a classification of compact solitons for the pluriclosed flow on complex surfaces. First, by exploiting results from the Kodaira classification of surfaces, we show that the complex surface underlying a soliton must be Kähler except for the possibility of steady solitons on minimal Hopf surfaces. Then, we const…
New PAC-Bayes bounds use Wasserstein distances to improve generalization.
The problem of optimizing unknown costly-to-evaluate functions has been studied for a long time in the context of Bayesian Optimization. Algorithms in this field aim to find the optimizer of the function by asking only a few function evaluations at locations carefully selected based on a posterior model. In this paper,…
New Max-Plus neural network exploits subgradient sparsity for efficient training.
New method exploits independence in instrumental variable models for better causal inference.
In this paper, we study multi-armed bandit problems in explore-then-commit setting. In our proposed explore-then-commit setting, the goal is to identify the best arm after a pure experimentation (exploration) phase and exploit it once or for a given finite number of times. We identify that although the arm with the hig…
Each year, thousands of software vulnerabilities are discovered and reported to the public. Unpatched known vulnerabilities are a significant security risk. It is imperative that software vendors quickly provide patches once vulnerabilities are known and users quickly install those patches as soon as they are available…
Generative Adversarial Networks (GAN) have demonstrated impressive results in modeling the distribution of natural images, learning latent representations that capture semantic variations in an unsupervised basis. Beyond the generation of novel samples, it is of special interest to exploit the ability of the GAN genera…
An agent explores indefinitely in an environment with unlimited rewards.
We examine the recovery of block sparse signals and extend the framework in two important directions; one by exploiting signals' intra-block correlation and the other by generalizing signals' block structure. We propose two families of algorithms based on the framework of block sparse Bayesian learning (BSBL). One fami…
Proposes EE-Net for neural exploration in contextual bandits.