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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.

169,051 papers · 148 categories

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3977116154 · Jun 202019922001200920182026
48 results for exploratory search

Automates organizing diverse web data into a hierarchical topic model.

problem Manual classification of all scientific and popular scientific knowledge is impractical.
method Proposes an algorithm to aggregate multiple collections into a single hierarchical topic model.
result Demonstrates a web service for topical exploratory search.

Neural model with parameterized algorithms improves graph CO problem solving.

problem Solving NP-hard graph combinatorial optimization problems efficiently and accurately.
method Combining neural models and parameterized algorithms to identify and handle hard and easy parts of CO instances.
result Framework produces superior solution quality and out-of-distribution generalization.

This paper introduces a new system for discovering patterns in morphogenetic systems using modular architecture and unsupervised learning.

problem Discovering novel patterns in morphogenetic systems is challenging and often relies on manual tuning.
method Introduces a hierarchical, modular architecture for unsupervised learning of diverse representations combined with goal exploration algorithms.
result The new system efficiently adapts diversity search towards user preferences with minimal feedback.

ECO-DQN uses RL to improve combinatorial optimization solutions by continuous exploration.

problem Finding optimal subsets or orderings in NP-hard combinatorial optimization problems.
method ECO-DQN learns to explore continuously at test time, improving solutions incrementally.
result ECO-DQN achieves state-of-the-art performance on the Maximum Cut problem.

New greedy algorithms improve Bayesian optimisation performance.

problem Optimizing continuous functions with exploration vs exploitation trade-offs.
method Introduced two novel ε-greedy acquisition functions and compared them with conventional methods.
result ε-greedy algorithms generally outperform conventional methods, especially in higher dimensions.

This paper improves self-play learning in games by manipulating experience distributions.

problem Improving self-play learning in games through better experience sampling.
method Three approaches: weighted sampling, Prioritized Experience Replay, and diversifying trajectories.
result Major improvements in early training performance in some games, minor improvements overall.

Efficiently decomposes tensors with Boolean factors using BMP.

problem Tensor decomposition with Boolean factors is challenging due to non-convexity and combinatorial constraints.
method Binary Matching Pursuit (BMP) iteratively searches for atoms in a greedy fashion, solving the greedy atom search step via MAXCUT-like boolean quadratic program.
result BMP converges sublinearly to the optimal solution and recovers factors under mild conditions.

Study speculative trading using RL with exploratory framework.

problem Sequential optimal stopping problem over entry and exit times with general utility function and price process.
method Formulated as a sequential optimal stopping problem, solved using Cox processes driven by bounded, non-randomized intensity controls. Characterized randomized control via probability measure over jump intensities and regularized objective function by Shannon's entropy. Established error estimates and convergence of RL objective to value function.
result Closed-form solutions for optimal policy and value function are derived.

Study of repeated principal-agent bandit game with self-interested and exploratory learning agents.

problem Interaction between principal and agent in unknown environments with learning and exploration behaviors.
method Developed algorithms for self-interested and exploratory learning agents with bandit feedback, achieving regret bounds.
result Achieved O~(T2/3)\widetilde{O}(T^{2/3}) regret bound for exploratory learning agent in i.i.d. reward setup.

The paper proposes a new policy training objective to reduce exploration in self-play.

problem Training policies to mimic MCTS search behavior can lead to excessive exploration.
method Derive a policy gradient expression using MCTS value estimates to reduce exploration.
result Empirically evaluated policies show reduced exploration compared to MCTS-based training.

Study finds key investing characteristics for success in equity markets.

problem Understanding what traits lead to financial success in equity markets.
method Exploratory factor analysis and multiple linear regression on 403 respondents' data.
result Investing characteristics significantly impact individual investors' excess return.

DE is a new exploration method that limits resource usage based on expected improvement and surprise.

problem Limited exploration in large action spaces when resources are scarce.
method Delight-gated exploration (DE) that limits exploration actions based on a gate price set by the product of expected improvement and surprise.
result DE outperforms ε\varepsilon-greedy and Thompson Sampling in terms of regret across various bandit and MDP settings.

ETGL-DDPG improves DDPG for sparse reward control with new exploration and replay techniques.

problem Sparse reward continuous control in reinforcement learning.
method Introduces εtεt-greedy search and GDRB framework for efficient exploration and reward use.
result ETGL-DDPG outperforms DDPG and other methods on sparse-reward continuous benchmarks.

Protein Thoughts interprets protein interactions with clear reasoning, improving prediction accuracy.

problem Lack of mechanistic justification in protein-protein interaction predictions.
method Interpretable search problem reformulation, hypothesis-guided entropy-regularized Tree-of-Thoughts search, embedding-space flow matching.
result Improves mean best-binder rank from 47.7 to 11.2 on SHS148k benchmark.

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…

2011-12-19abs ↗pdf ↗

A framework for robust exploration in reinforcement learning under ambiguity.

problem Optimal stopping under ambiguity in reinforcement learning.
method Continuous-time robust reinforcement learning framework using gg-expectation and backward stochastic differential equations.
result Constructs a robust exploratory stopping time approximating the optimal stopping time under ambiguity.

Action chunking and data exploration improve behavior cloning in robotics.

problem Exponential errors in learning from demonstrations for continuous control tasks.
method Action chunking and exploratory data collection.
result Control-theoretic stability is key to improving imitation learning.

Paper defines a new pseudometric for measuring consensus among subsets of relations.

problem Measuring consensus among subsets of relations.
method Introduces a new pseudometric and provides a concise restatement with a functor interpretation. Also, describes an algorithm to calculate the pseudometric bound efficiently.
result The pseudometric can be bounded without an expensive search of possible mappings, based solely on the dimensions of the relations.

Study on utility maximization with Tsallis entropy in reinforcement learning.

problem Exploring utility maximization with Tsallis entropy in reinforcement learning.
method Introducing Tsallis entropy regularizer to induce exploration, investigating specific examples, characterizing well-posedness, designing reinforcement learning algorithm.
result Characterized well-posedness and provided semi-closed-form solutions for specific examples, found distinct optimal strategies.

New method for portfolio management learns from past wealth evolution.

problem Optimizing portfolio selection based on past performance.
method Simulated annealing clustering for asset selection, considering past wealth evolution.
result Strategy effectively learns from past performance and performs well in practice.

New method explains high-dimensional sphere data with latent factors.

problem Understanding intricate dependence structure in high-dimensional sphere data.
method Exploratory factor analysis of the projected normal distribution with a fast alternating expectation profile conditional maximization algorithm.
result Uniformly excellent results on various data types, including tweets, brain imaging, and cancer gene expression.

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…

2018-07-24abs ↗pdf ↗

Study uses RL to optimize investment with financial constraints, showing exploration benefits.

problem Optimal investment with financial constraints in continuous time.
method Reinforcement learning framework, focusing on Gaussian and truncated Gaussian distributions.
result Exploration leads to more dispersed wealth distribution with heavier tails, especially with smaller exploration parameters.

The abstract warns against flawed empirical research in machine learning.

problem Flawed empirical research in machine learning leading to unreliable results.
method Call for more awareness of experimental knowledge plurality and epistemic limitations.
result Current empirical machine learning research should be exploratory, not confirmatory.

The paper tackles confidence calibration for exploratory machine learning problems.

problem Difficulty in curating datasets and confusion about category validity.
method Introduces four new algorithms for category-specific confidence estimation, including kernel density ratios.
result Kernel density ratios provide a novel approach to confidence calibration, especially for exploratory problems.

A new method speeds up factor analysis for high-dimensional data.

problem Estimating covariance parameters in high-dimensional Gaussian data with limited observations.
method Matrix-free likelihood method using implicitly restarted Lanczos and limited-memory quasi-Newton algorithms.
result Our method is faster than EM without sacrificing accuracy.

The paper tackles optimal stopping problems using reinforcement learning and singular control.

problem Continuous-time and state-space optimal stopping problems.
method Formulated as a singular control problem with randomized stopping times and penalized cumulative residual entropy.
result Identified unique optimal exploratory strategy through dynamic programming.

Paper introduces a new method for risk-sensitive investment management using RL.

problem Risk-sensitive portfolio management with unknown model parameters.
method Combines RL and risk-sensitive stochastic control with Gaussian perturbations for exploration.
result Endogenous relative-entropy regularization and optimal investment strategy derived.

This work improves adaptive sampling for multi-fidelity Gaussian processes by considering cost and uncertainty.

problem Adaptive sampling for multi-fidelity Gaussian processes is computationally demanding and complex.
method The authors extend the design of experiment framework by partitioning prediction uncertainty based on fidelity level and cost, and utilize the Believer concept.
result The proposed framework effectively reduces predictive uncertainty in multi-fidelity Gaussian processes.