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.
User preferences for items can be inferred from either explicit feedback, such as item ratings, or implicit feedback, such as rental histories. Research in collaborative filtering has concentrated on explicit feedback, resulting in the development of accurate and scalable models. However, since explicit feedback is oft…
Learning from human feedback is a viable alternative to control design that does not require modelling or control expertise. Particularly, learning from corrective advice garners advantages over evaluative feedback as it is a more intuitive and scalable format. The current state-of-the-art in this field, COACH, has pro…
Recommender systems play a crucial role in mitigating the problem of information overload by suggesting users' personalized items or services. The vast majority of traditional recommender systems consider the recommendation procedure as a static process and make recommendations following a fixed strategy. In this paper…
Anomaly detectors are often used to produce a ranked list of statistical anomalies, which are examined by human analysts in order to extract the actual anomalies of interest. Unfortunately, in realworld applications, this process can be exceedingly difficult for the analyst since a large fraction of high-ranking anomal…
Direct Feedback Alignment performs well on diverse deep learning tasks and architectures.
problem The limitations of backpropagation in parallelizing and scaling to modern deep learning tasks.
method Direct Feedback Alignment approach applied to neural view synthesis, recommender systems, geometric learning, and natural language processing.
result Direct Feedback Alignment successfully trains a wide range of state-of-the-art deep learning architectures with performance close to fine-tuned backpropagation.
A survey is performed of various Multi-Armed Bandit (MAB) strategies in order to examine their performance in circumstances exhibiting non-stationary stochastic reward functions in conjunction with delayed feedback. We run several MAB simulations to simulate an online eCommerce platform for grocery pick up, optimizing …
Perfect tracking control for real-world Euler-Lagrange systems is challenging due to uncertainties in the system model and external disturbances. The magnitude of the tracking error can be reduced either by increasing the feedback gains or improving the model of the system. The latter is clearly preferable as it allows…
Study online learning in MDPs with aggregate bandit feedback, achieving low regret in both stochastic and adversarial settings.
problem Online learning in finite-horizon episodic MDPs with aggregate bandit feedback.
method Best-of-both-worlds (BOBW) algorithms using FTRL over occupancy measures, self-bounding techniques, and new loss estimators.
result First BOBW algorithms for episodic tabular MDPs with aggregate bandit feedback achieving O(logT) regret in stochastic and O(T) regret in adversarial settings.
Deep Reinforcement Learning has enabled the control of increasingly complex and high-dimensional problems. However, the need of vast amounts of data before reasonable performance is attained prevents its widespread application. We employ binary corrective feedback as a general and intuitive manner to incorporate human …
Stochastic structured prediction under bandit feedback follows a learning protocol where on each of a sequence of iterations, the learner receives an input, predicts an output structure, and receives partial feedback in form of a task loss evaluation of the predicted structure. We present applications of this learning …
A microeconomic approach is proposed to derive the fluctuations of risky asset price, where the market participants are modeled as prospect trading agents. As asset price is generated by the temporary equilibrium between demand and supply, the agents' trading behaviors can affect the price process in turn, which is cal…
In a wide variety of applications, humans interact with a complex environment by means of asynchronous stochastic discrete events in continuous time. Can we design online interventions that will help humans achieve certain goals in such asynchronous setting? In this paper, we address the above problem from the perspect…
Two algorithms improve online reinforcement learning in adversarial linear MDPs with bandit feedback.
problem Online reinforcement learning in linear MDPs with adversarial losses and bandit feedback.
method Two algorithms: one computationally inefficient with $\widetilde{\mathcal{O}}\left(\sqrt{K}
ight)$ regret, and one computationally efficient with $\widetilde{\mathcal{O}}\left(K^{\frac{3}{4}}
ight)$ regret.
result Achieved improved regret performance compared to existing approaches.
We study online learning when partial feedback information is provided following every action of the learning process, and the learner incurs switching costs for changing his actions. In this setting, the feedback information system can be represented by a graph, and previous works studied the expected regret of the le…