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.
Study of entropy-regularized LQG MFGs with exploratory actions.
Action chunking and data exploration improve behavior cloning in robotics.
Breaks the hardness conjecture for batch RL with a novel tournament-based approach.
DECE visualizes machine learning decisions with counterfactual explanations.
Deep reinforcement learning (RL) methods generally engage in exploratory behavior through noise injection in the action space. An alternative is to add noise directly to the agent's parameters, which can lead to more consistent exploration and a richer set of behaviors. Methods such as evolutionary strategies use param…
Study speculative trading using RL with exploratory framework.
This paper quantifies privacy loss in exploratory data analysis.
We study an exploration method for model-free RL that generalizes the counter-based exploration bonus methods and takes into account long term exploratory value of actions rather than a single step look-ahead. We propose a model-free RL method that modifies Delayed Q-learning and utilizes the long-term exploration bonu…
Study finds key investing characteristics for success in equity markets.
Exploration is a fundamental aspect of Reinforcement Learning, typically implemented using stochastic action-selection. Exploration, however, can be more efficient if directed toward gaining new world knowledge. Visit-counters have been proven useful both in practice and in theory for directed exploration. However, a m…
Q-chunking improves RL for long tasks by chunking actions.
The increasing availability of large but noisy data sets with a large number of heterogeneous variables leads to the increasing interest in the automation of common tasks for data analysis. The most time-consuming part of this process is the Exploratory Data Analysis, crucial for better domain understanding, data clean…
A new approach to MV portfolio optimization with jumps and RL.
This paper proposes a method to safely adjust exploration in RL to satisfy constraints.
In this paper, we propose a new algorithm for exploratory projection pursuit. The basis of the algorithm is the insight that previous approaches used fairly narrow definitions of interestingness / non interestingness. We argue that allowing these definitions to depend on the problem / data at hand is a more natural app…
Curriculum learning has been successfully used in reinforcement learning to accelerate the learning process, through knowledge transfer between tasks of increasing complexity. Critical tasks, in which suboptimal exploratory actions must be minimized, can benefit from curriculum learning, and its ability to shape explor…
Optimal control in latent factor models uses Tsallis entropy for exploration.
Reinforcement learning (RL) agents performing complex tasks must be able to remember observations and actions across sizable time intervals. This is especially true during the initial learning stages, when exploratory behaviour can increase the delay between specific actions and their effects. Many new or popular appro…
A framework for robust exploration in reinforcement learning under ambiguity.
Study uses big data to analyze quantum invariants.
Study on utility maximization with Tsallis entropy in reinforcement learning.
Safe actions learned in finite trials, without infinite exploration.
We propose in this paper an exploratory analysis algorithm for functional data. The method partitions a set of functions into clusters and represents each cluster by a simple prototype (e.g., piecewise constant). The total number of segments in the prototypes, , is chosen by the user and optimally distributed am…
Study optimal stopping in random exploration, deriving HJB and designing a reinforcement learning algorithm.
New method for portfolio management learns from past wealth evolution.
DE is a new exploration method that limits resource usage based on expected improvement and surprise.
New method explains high-dimensional sphere data with latent factors.
Being able to reach any desired location in the environment can be a valuable asset for an agent. Learning a policy to navigate between all pairs of states individually is often not feasible. An all-goals updating algorithm uses each transition to learn Q-values towards all goals simultaneously and off-policy. However …
Making sense of a dataset in an automatic and unsupervised fashion is a challenging problem in statistics and AI. Classical approaches for {exploratory data analysis} are usually not flexible enough to deal with the uncertainty inherent to real-world data: they are often restricted to fixed latent interaction models an…
Computer simulations have become a popular tool of assessing complex skills such as problem-solving skills. Log files of computer-based items record the entire human-computer interactive processes for each respondent. The response processes are very diverse, noisy, and of nonstandard formats. Few generic methods have b…
Study uses RL to optimize investment with financial constraints, showing exploration benefits.
This paper proposes a novel profile likelihood method for estimating the covariance parameters in exploratory factor analysis of high-dimensional Gaussian datasets with fewer observations than number of variables. An implicitly restarted Lanczos algorithm and a limited-memory quasi-Newton method are implemented to deve…
The abstract warns against flawed empirical research in machine learning.
The paper tackles confidence calibration for exploratory machine learning problems.
Social media analytics allows us to extract, analyze, and establish semantic from user-generated contents in social media platforms. This study utilized a mixed method including a three-step process of data collection, topic modeling, and data annotation for recognizing exercise related patterns. Based on the findings,…
The paper tackles optimal stopping problems using reinforcement learning and singular control.
Archetypal analysis helps understand binary data sets.
ACA identifies and explains anomalies in data.
Study shows high-dimensional sparse RL hardness and Lasso Q-iteration's nearly dimension-free regret.
We propose to solve large scale Markowitz mean-variance (MV) portfolio allocation problem using reinforcement learning (RL). By adopting the recently developed continuous-time exploratory control framework, we formulate the exploratory MV problem in high dimensions. We further show the optimality of a multivariate Gaus…
Since time immemorial, people have been looking for ways to organize scientific knowledge into some systems to facilitate search and discovery of new ideas. The problem was partially solved in the pre-Internet era using library classifications, but nowadays it is nearly impossible to classify all scientific and popular…
A-DOGE embeds attributed graphs efficiently using density of states.
We introduce an exploratory study on Mutation Validation (MV), a model validation method using mutated training labels for supervised learning. MV mutates training data labels, retrains the model against the mutated data, then uses the metamorphic relation that captures the consequent training performance changes to as…
Urbanism is no longer planned on paper thanks to powerful models and 3D simulation platforms. However, current work is not open to the public and lacks an optimisation agent that could help in decision making. This paper describes the creation of an open-source simulation based on an existing Dutch liveability score wi…
We propose a reinforcement learning agent to solve hard exploration games by learning a range of directed exploratory policies. We construct an episodic memory-based intrinsic reward using k-nearest neighbors over the agent's recent experience to train the directed exploratory policies, thereby encouraging the agent to…
This describes a statistical technique called "tonsuring" for exploratory data analysis in finance. Instead of rejecting "outlier" data that conflicts with the model, this strips out "inlier" data to get a clearer picture of how the market changes for larger moves.
Accounting frameworks follow stipulations of existing Accounting Theories. This exploratory research sets out to trace the evolution of accounting theories of Charge and Discharge Syndrome and the Corollary of Double Entry. Furthermore, it dives into the theories of Income Determination, garnishing it with areas of div…
Maximizes Rényi entropy for efficient exploration in reward-free RL.