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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.

168,742 papers · 148 categories

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2795598381,117 · Jun 202019922001200920172026
48 results for generalized expert sequences

New algorithm minimizes expert selection regret in partial bandit feedback.

problem Minimizing expert selection regret in partial bandit feedback.
method Develops a sequential minimax optimal algorithm for a generalized partial monitoring setting.
result Second order regret bounds against a general expert selection sequence.

Existing imitation learning approaches often require that the complete demonstration data, including sequences of actions and states, are available. In this paper, we consider a more realistic and difficult scenario where a reinforcement learning agent only has access to the state sequences of an expert, while the expe…

2019-03-11abs ↗pdf ↗

New L2D framework allows deferring specific parts of a sequence prediction to experts.

problem Current L2D methods defer entire predictions, which is not ideal for long sequences.
method Proposes token-level and one-time rejectors to defer specific outputs of a model prediction to experts.
result Granular deferrals achieve better cost-accuracy tradeoffs than whole deferrals.

Improved cumulative regret for sequence prediction with limited expert advice.

problem Minimizing cumulative regret in sequence prediction with limited information.
method Convex combination of experts with limited observation, achieving constant regret.
result Strategies achieve constant regret independent of the horizon T, improving over standard bounds.

Optimal policies identified for learning systems with a malicious expert.

problem Adversarial attacks on learning systems combining expert advice.
method Analysis of offline and online settings, dynamic programming for online setting.
result Greedy policy is asymptotically optimal with approximation ratio for offline setting.

Improved prediction algorithm for 'easy' sequences with reduced regret.

problem Prediction with expert advice for 'easy' sequences.
method Variant of NormalHedge algorithm using second-order εε-quantile regret bound.
result Second-order εε-quantile regret bound of O(VTlog(VT/ε))O\big(\sqrt{V_T \log(V_T/ε)}\big) for VT>logNV_T > \log N.

Generalized algorithm for translation and scale-invariant prediction.

problem Sequential prediction with expert advice, focusing on translation and scale invariance.
method Designing a generalized online algorithm using the universal prediction perspective to compete against a generic class of expert selection strategies.
result No preliminary knowledge of loss sequences is required; performance bounds are stable under arbitrary scalings and translations.

FinFlowRL learns from experts to optimize financial control in changing markets.

problem Traditional finance control methods fail in real-world, non-stationary markets.
method Imitation-Reinforcement Learning framework that pretrains on expert strategies and finetunes in noise space.
result Consistently outperforms individually optimized experts across diverse market conditions.

We study the multiclass online learning problem where a forecaster makes a sequence of predictions using the advice of nn experts. Our main contribution is to analyze the regime where the best expert makes at most bb mistakes and to show that when b=o(log4n)b = o(\log_4{n}), the expected number of mistakes made by the optima…

2018-07-30abs ↗pdf ↗

We study online aggregation of the predictions of experts, and first show new second-order regret bounds in the standard setting, which are obtained via a version of the Prod algorithm (and also a version of the polynomially weighted average algorithm) with multiple learning rates. These bounds are in terms of excess l…

2014-02-10abs ↗pdf ↗

Consider an imitation learning problem that the imitator and the expert have different dynamics models. Most of the current imitation learning methods fail because they focus on imitating actions. We propose a novel state alignment-based imitation learning method to train the imitator to follow the state sequences in e…

2019-11-21abs ↗pdf ↗

We consider prediction with expert advice under the log-loss with the goal of deriving efficient and robust algorithms. We argue that existing algorithms such as exponentiated gradient, online gradient descent and online Newton step do not adequately satisfy both requirements. Our main contribution is an analysis of th…

2019-01-08abs ↗pdf ↗

We study Imitation Learning (IL) from Observations alone (ILFO) in large-scale MDPs. While most IL algorithms rely on an expert to directly provide actions to the learner, in this setting the expert only supplies sequences of observations. We design a new model-free algorithm for ILFO, Forward Adversarial Imitation Lea…

2019-05-27abs ↗pdf ↗

New algorithms reduce label collection for online prediction with expert advice.

problem Efficiently predicting binary sequences with expert advice using fewer labels.
method Adaptive selective sampling for exponentially weighted forecasters.
result Label complexity scales roughly as the square root of the number of rounds for a scenario with a strictly better expert.

Consider the classical problem of predicting the next bit in a sequence of bits. A standard performance measure is {\em regret} (loss in payoff) with respect to a set of experts. For example if we measure performance with respect to two constant experts one that always predicts 0's and another that always predicts 1's …

2013-04-29abs ↗pdf ↗

Societies often rely on human experts to take a wide variety of decisions affecting their members, from jail-or-release decisions taken by judges and stop-and-frisk decisions taken by police officers to accept-or-reject decisions taken by academics. In this context, each decision is taken by an expert who is typically …

2018-05-25abs ↗pdf ↗

No-regret learning with strategic experts, incentivized.

problem Online learning with strategic experts who misreport beliefs.
method Building on wagering mechanisms, we provide algorithms for no-regret and incentive compatibility in both full and partial information settings.
result Our algorithms achieve no regret and incentive compatibility for myopic experts, with comparable regret to classic no-regret algorithms and diminishing regret for forward-looking agents.

Study tackles non-stationary bandit convex optimization with new algorithms.

problem Minimizing regret in non-stationary environments with various measures of non-stationarity.
method Proposed Tilted Exponentially Weighted Average with Sleeping Experts (TEWA-SE) for strongly convex losses and clipped Exploration by Optimization (cExO) for general convex losses.
result Proved minimax-optimality of TEWA-SE for strongly convex losses and introduced cExO for general convex losses.

Improved text-conditioned regression using LLMs and diffusion-based neural processes.

problem Major error cascades and computational inefficiency in LLMs for short sequences.
method Combining LLM predictive densities with a diffusion-based neural process.
result Better-calibrated predictions and locally consistent trajectories.

FinFlowRL combines imitation and reinforcement learning for better financial control.

problem Traditional stochastic control methods fail in real-world finance due to changing market conditions.
method FinFlowRL uses imitation learning to pretrain an adaptive meta policy, then finetunes it with reinforcement learning.
result FinFlowRL consistently outperforms individual strategies across various market conditions.

In several natural language tasks, labeled sequences are available in separate domains (say, languages), but the goal is to label sequences with mixed domain (such as code-switched text). Or, we may have available models for labeling whole passages (say, with sentiments), which we would like to exploit toward better po…

2018-11-28abs ↗pdf ↗

The current dominant paradigm for imitation learning relies on strong supervision of expert actions to learn both 'what' and 'how' to imitate. We pursue an alternative paradigm wherein an agent first explores the world without any expert supervision and then distills its experience into a goal-conditioned skill policy …

2018-04-23abs ↗pdf ↗

In this paper, we study online convex optimization in dynamic environments, and aim to bound the dynamic regret with respect to any sequence of comparators. Existing work have shown that online gradient descent enjoys an O(T(1+PT))O(\sqrt{T}(1+P_T)) dynamic regret, where TT is the number of iterations and PTP_T is the path-le…

2018-10-25abs ↗pdf ↗

We propose the first reduction-based approach to obtaining long-term memory guarantees for online learning in the sense of Bousquet and Warmuth, 2002, by reducing the problem to achieving typical switching regret. Specifically, for the classical expert problem with KK actions and TT rounds, using our framework we dev…

2019-05-30abs ↗pdf ↗

Algorithm provides online learning guarantees against general comparators in full and bandit feedback.

problem Adversarial online learning with data-dependent regret guarantees.
method Completely online algorithm with data-dependent regret guarantees for full and bandit feedback.
result Algorithm achieves expected performance against arbitrary comparator sequences in full and bandit feedback settings.

Benchmark for math reasoning models from human proofs.

problem Measuring and accelerating machine learning models in high-level mathematical reasoning.
method Built a non-synthetic dataset from theorem prover proofs, defined a task for model to fill in missing propositions, used hierarchical transformer to improve performance.
result Neural models can capture non-trivial mathematical reasoning, hierarchical transformer outperforms baseline.

We consider the setting of sequential prediction of arbitrary sequences based on specialized experts. We first provide a review of the relevant literature and present two theoretical contributions: a general analysis of the specialist aggregation rule of Freund et al. (1997) and an adaptation of fixed-share rules of He…

2012-07-09abs ↗pdf ↗

New algorithm reduces regret in strategic prediction problem.

problem Designing an IC algorithm with sublinear regret for strategic experts.
method Developed a new algorithm WSU-UX and proved a worst-case regret bound.
result WSU-UX suffers a Ω(T2/3)Ω(T^{2/3}) lower bound on regret.

One of the major challenges in machine learning nowadays is to provide predictions with not only high accuracy but also user-friendly explanations. Although in recent years we have witnessed increasingly popular use of deep neural networks for sequence modeling, it is still challenging to explain the rationales behind …

2019-07-23abs ↗pdf ↗

Tree-based LSTM improves sequential regression with missing data.

problem Regression for variable-length sequential data with missing samples.
method Tree architecture of LSTM networks, selecting LSTM networks based on presence-pattern of previous inputs.
result Significant performance improvements on financial and real-life datasets.

Sparse routing networks with co-training prevent catastrophic forgetting in continual learning.

problem Catastrophic forgetting in neural networks trained on a sequence of tasks.
method Sparse routing networks with co-training to minimize interference between dissimilar tasks.
result Sparse routing networks with co-training outperform densely connected networks on benchmarks.

Framework detects and ranks suspicious market manipulation using temporal convolutions and expert assessment.

problem Detecting and deterring rogue agents in financial markets.
method Weakly supervised learning, expert assessment, similarity search.
result Promising preliminary results in detecting and ranking suspicious market manipulation.

We consider a basic problem at the interface of two fundamental fields: submodular optimization and online learning. In the online unconstrained submodular maximization (online USM) problem, there is a universe [n]={1,2,...,n}[n]=\{1,2,...,n\} and a sequence of TT nonnegative (not necessarily monotone) submodular functions arrive …

2018-06-08abs ↗pdf ↗

Internet of things (IoT) applications have become increasingly popular in recent years, with applications ranging from building energy monitoring to personal health tracking and activity recognition. In order to leverage these data, automatic knowledge extraction - whereby we map from observations to interpretable stat…

2018-01-16abs ↗pdf ↗

Hydra boosts efficiency for long-context reasoning in resource-constrained settings.

problem Quadratic complexity of transformers limits long-context reasoning in resource-constrained systems.
method Hydra uses a modular architecture with adaptive routing between sparse global attention, mixture-of-experts, and dual memories.
result Hydra achieves significant throughput and accuracy improvements for long-context reasoning.

The paper teaches robots to navigate by learning costs from expert demonstrations.

problem Teaching robots to navigate autonomously using only expert observations.
method Developed a map encoder and cost encoder to infer semantic class probabilities and a cost function from expert observations.
result Robots can learn to follow traffic rules in a simulator using only semantic observations.

A method for concept-based learning using probabilistic inference and expert rules.

problem Concept-based learning with limited training data.
method Divide images into patches, transform into embeddings, cluster, and use frequentist inference to find concepts.
result FI-CBL outperforms concept bottleneck model in small data scenarios.

Algorithm improves imitation learning from visual data in partially observable environments.

problem Imitation learning from visual observations with missing expert actions and partial observability.
method Theoretical analysis and Latent Adversarial Imitation from Observations algorithm combining adversarial and latent representations.
result Latent Adversarial Imitation from Observations achieves state-of-the-art performance in high-dimensional robotic tasks.

AI generates a sequence of death causes from hospital records.

problem Accurate death reporting for vital statistics and policy formulation.
method Neural machine translation models to generate causal chains, incorporating medical domain knowledge.
result Achieved 16.04 BLEU score for generating accurate causal chains.