Research
On-device research index

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.

168,694 papers · 148 categories

Trend · papers per month

142284426568 · Jun 202019922001200920172026
48 results for factorisable action spaces

Investigates offline RL in factorisable action spaces, overcoming overestimation bias.

problem Overestimation bias in value estimates for unseen state-action pairs.
method Value-decomposition approach in DecQN, adapted for factorised discrete action spaces.
result Demonstrates the effectiveness of factorised approach in offline RL.

We provide sufficient conditions to factorise an equivariant spectral triple as a Kasparov product of unbounded classes constructed from the group action on the algebra and from the fixed point spectral triple. Our results are for the action of compact abelian Lie groups, and we demonstrate them with examples from mani…

2015-05-12abs ↗pdf ↗

The construction of topological index maps for equivariant families of Dirac operators requires factoring a general smooth map through maps of a very simple type: zero sections of vector bundles, open embeddings, and vector bundle projections. Roughly speaking, a normally non-singular map is a map together with such a …

2009-08-11abs ↗pdf ↗

Let XX be a CR manifold with transversal, proper CR GG-action. We show that X/GX/G is a complex space such that the quotient map is a CR map. Moreover the quotient is universal, i.e. every invariant CR map into a complex manifold factorises uniquely over a holomorphic map on X/GX/G. We then use this result and complex …

2020-02-01abs ↗pdf ↗

We present a fast variational Bayesian algorithm for performing non-negative matrix factorisation and tri-factorisation. We show that our approach achieves faster convergence per iteration and timestep (wall-clock) than Gibbs sampling and non-probabilistic approaches, and do not require additional samples to estimate t…

2016-10-26abs ↗pdf ↗

Unified framework for non-negative matrices and tensors using Wasserstein loss.

problem Finding low-dimensional representations of high-dimensional datasets with non-negative constraints.
method Unified mathematical framework with a smoothed Wasserstein loss, convex dual formulation for efficient computation.
result Efficient solution for non-negative matrix and tensor factorisations with Wasserstein loss.

This text investigates relations between two well-known family of algorithms, matrix factorisations and recursive linear filters, by describing a probabilistic model in which approximate inference corresponds to a matrix factorisation algorithm. Using the probabilistic model, we derive a matrix factorisation algorithm …

2015-09-07abs ↗pdf ↗

Boolean matrix factorisation aims to decompose a binary data matrix into an approximate Boolean product of two low rank, binary matrices: one containing meaningful patterns, the other quantifying how the observations can be expressed as a combination of these patterns. We introduce the OrMachine, a probabilistic genera…

2017-02-20abs ↗pdf ↗

HZ transform applied to knot polynomials reveals hyperbolic knot structures.

problem Understanding the structure of knot polynomials and their factorisability.
method Applying the Harer-Zagier transform to knot polynomials and character expansions.
result Construction of an infinite family of hyperbolic knots and proof of factorisability in the 3-strand case.

FACMAC combines deep policy gradients with factored critic for multi-agent reinforcement learning.

problem Cooperative multi-agent reinforcement learning in discrete and continuous action spaces.
method FACMAC uses a centralised but factored critic, combining per-agent utilities into a joint action-value function.
result FACMAC outperforms MADDPG and other baselines on multi-agent particle environments and StarCraft II tasks.

We introduce a novel Bayesian hybrid matrix factorisation model (HMF) for data integration, based on combining multiple matrix factorisation methods, that can be used for in- and out-of-matrix prediction of missing values. The model is very general and can be used to integrate many datasets across different entity type…

2017-04-17abs ↗pdf ↗

Loops in surfaces and chord diagrams are studied with graph factorizations and grammars.

problem Understanding loops in surfaces and their properties.
method Factorization of filoops into spheric and toric sums, and grammars generating chordiagraphs.
result Minimal genus of filoops and stability properties under factorizations.

We define disentanglement in generative models and prove it's related to identifiable factors.

problem Understanding disentanglement in generative models like VAEs and GANs.
method Characterized disentanglement in smooth generative pushforward models using the SVD of the Jacobian.
result Disentanglement is identifiable under certain conditions on the generator, promoting separable factors.

Improved Q-learning for multi-agent reinforcement learning by weighting joint action values.

problem QMIX restricts QQ-values to monotonic mixtures, limiting complex value functions.
method Introduced weighted projection to recover optimal policies, improving performance.
result CW QMIX and OW QMIX outperform baseline QMIX on multi-agent tasks.

FPGs use structure to improve policy learning in complex tasks.

problem Policy gradient methods struggle with high-dimensional action spaces and objective multiplicity.
method Factor baseline and action-target influence network to reduce gradient variance.
result FPGs provide a general framework for state-of-the-art algorithms and improve performance.

We present a novel approach which is able to explore the configuration of grouped convolutions within neural networks. Group-size Series (GroSS) decomposition is a mathematical formulation of tensor factorisation into a series of approximations of increasing rank terms. GroSS allows for dynamic and differentiable selec…

2019-12-02abs ↗pdf ↗

This paper reviews recent advances in Gaussian process regression methods.

problem Handling uncertainties and scalability in large-scale systems with sparse data.
method Factorised Gaussian process methods, including hierarchical off-diagonal low-rank approximation and GP with Kronecker structures.
result These methods provide scalable solutions with inherent uncertainty assessment.

The paper shows how to recover true node positions from a graph or similarity matrix.

problem Recovering true distances and positions from a graph or similarity matrix.
method Two steps: matrix factorisation followed by nonlinear dimension reduction.
result Nonlinear dimension reduction can recover latent positions close to a manifold where geodesic distance is encoded.

In this paper we introduce the curvature of densely defined universal connections on Hilbert CC^{*}-modules relative to a spectral triple (or unbounded Kasparov module), obtaining a well-defined curvature operator. Fixing the spectral triple, we find that modulo junk forms, the curvature only depends on the represente…

2019-11-12abs ↗pdf ↗

We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so far has been to use a factorised posterior distribution, decoupling the transition function from the system states. This is not exact in gene…

2018-12-14abs ↗pdf ↗

We propose a new approach for Collaborative Filtering which is based on Boolean Matrix Factorisation (BMF) and Formal Concept Analysis. In a series of experiments on real data (Movielens dataset) we compare the approach with the SVD- and NMF-based algorithms in terms of Mean Average Error (MAE). One of the experimental…

2013-10-16abs ↗pdf ↗

This paper studies clustering for possibly high dimensional data (e.g. images, time series, gene expression data, and many other settings), and rephrase it as low rank matrix estimation in the PAC-Bayesian framework. Our approach leverages the well known Burer-Monteiro factorisation strategy from large scale optimisati…

2019-03-11abs ↗pdf ↗

Bottom-Up Hidden Tree Markov Model is a highly expressive model for tree-structured data. Unfortunately, it cannot be used in practice due to the intractable size of its state-transition matrix. We propose a new approximation which lies on the Tucker factorisation of tensors. The probabilistic interpretation of such ap…

2019-05-31abs ↗pdf ↗

Classical Hurwitz numbers count branched covers of the Riemann sphere with prescribed ramification data, or equivalently, factorisations in the symmetric group with prescribed cycle structure data. Monotone Hurwitz numbers restrict the enumeration by imposing a further monotonicity condition on such factorisations. In …

2014-08-18abs ↗pdf ↗

The paper deals with the Weyl equation which is the massless Dirac equation. We study the Weyl equation in the stationary setting, i.e. when the the spinor field oscillates harmonically in time. We suggest a new geometric interpretation of the stationary Weyl equation, one which does not require the use of spinors, Pau…

2010-03-02abs ↗pdf ↗

QR-MIX models joint state-action values as a distribution to handle randomness in MARL.

problem Randomness in rewards and observations leads to randomness in long-term returns in MARL.
method QR-MIX uses quantile regression and combines it with QMIX and IQN to model joint state-action values as a distribution.
result QR-MIX outperforms QMIX in the StarCraft Multi-Agent Challenge (SMAC) environment.

We define the sigma-model action for world-sheets with embedded defect networks in the presence of a three-form field strength. We derive the defect gluing condition for the sigma-model fields and their derivatives, and use it to distinguish between conformal and topological defects. As an example, we treat the WZW mod…

2008-08-11abs ↗pdf ↗

QMIX combines per-agent values to create decentralised policies.

problem Training decentralised policies from centralised learning.
method QMIX uses a mixing network to estimate joint action-values as a monotonic combination of per-agent values.
result QMIX significantly outperforms existing methods on the StarCraft Multi-Agent Challenge (SMAC).

While matrix factorisation models are ubiquitous in large scale recommendation and search, real time application of such models requires inner product computations over an intractably large set of item factors. In this manuscript we present a novel framework that uses the inverted index representation to exploit struct…

2016-05-16abs ↗pdf ↗