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.
Investor aims to meet financial goals with deadlines and target amounts, considering stock trading costs.
A framework for goal-based investing with penalties for fund transfers.
ADRL improves participant selection in MCS systems.
The paper examines how background risk affects portfolio selection and optimal reinsurance design.
Computer simulators are nowadays widely used to understand complex physical systems in many areas such as aerospace, renewable energy, climate modeling, and manufacturing. One fundamental issue in the study of computer simulators is known as experimental design, that is, how to select the input settings where the compu…
We present a new Bitcoin coin selection algorithm, "coin selection with leverage", which aims to improve upon cost savings than that of standard knapsack like approaches. Parameters to the new algorithm are available to be tuned at the users discretion to address other goals of coin selection. Our approach naturally fi…
GOIMDA selects inputs to maximize expected influence on a goal functional, reducing data acquisition needs.
In Multi-Goal Reinforcement Learning, an agent learns to achieve multiple goals with a goal-conditioned policy. During learning, the agent first collects the trajectories into a replay buffer, and later these trajectories are selected randomly for replay. However, the achieved goals in the replay buffer are often biase…
KEMP predicts long-term trajectories for autonomous driving using keyframes.
Hindsight Experience Replay (HER) is a multi-goal reinforcement learning algorithm for sparse reward functions. The algorithm treats every failure as a success for an alternative (virtual) goal that has been achieved in the episode. Virtual goals are randomly selected, irrespective of which are most instructive for the…
Algorithm learns optimal arm selection in unsupervised sequential selection with contextual information.
Unified algorithm for efficient pure exploration using dual variables.
New EI strategies using OWA and SSD for excess return.
Many AI problems, in robotics and other domains, are goal-directed, essentially seeking a trajectory leading to some goal state. In such problems, the way we choose to represent a trajectory underlies algorithms for trajectory prediction and optimization. Interestingly, most all prior work in imitation and reinforcemen…
Physics-informed GCRL tackles sparse feedback learning with hybrid dynamics.
The automatic and efficient discovery of skills, without supervision, for long-living autonomous agents, remains a challenge of Artificial Intelligence. Intrinsically Motivated Goal Exploration Processes give learning agents a human-inspired mechanism to sequentially select goals to achieve. This approach gives a new p…
GOALS improves learning rate selection for dynamic MBSS in deep learning.
Reinforcement learning algorithms use correlations between policies and rewards to improve agent performance. But in dynamic or sparsely rewarding environments these correlations are often too small, or rewarding events are too infrequent to make learning feasible. Human education instead relies on curricula--the break…
Causal reasoning has been an indispensable capability for humans and other intelligent animals to interact with the physical world. In this work, we propose to endow an artificial agent with the capability of causal reasoning for completing goal-directed tasks. We develop learning-based approaches to inducing causal kn…
New method for efficient personalized learning in mobile health.
This paper solves optimal market making for multiple goods, including bundling, under adverse selection.
As Computer Vision moves from a passive analysis of pixels to active analysis of semantics, the breadth of information algorithms need to reason over has expanded significantly. One of the key challenges in this vein is the ability to identify the information required to make a decision, and select an action that will …
Paper proposes a novel unsupervised feature selection method using K-means and ADMM.
In online display advertising, selecting the most effective ad creative (ad image) for each impression is a crucial task for DSPs (Demand-Side Platforms) to fulfill their goals (click-through rate, number of conversions, revenue, and brand improvement). As widely recognized in the marketing literature, the effect of ad…
Director learns hierarchical behaviors from pixels, outperforming exploration methods.
This work improves RL for complex robotic tasks by guiding exploration with task-specific goal distributions.
Penalized likelihood approaches are widely used for high-dimensional regression. Although many methods have been proposed and the associated theory is now well-developed, the relative efficacy of different approaches in finite-sample settings, as encountered in practice, remains incompletely understood. There is theref…
Sparse feature selection has been demonstrated to be effective in handling high-dimensional data. While promising, most of the existing works use convex methods, which may be suboptimal in terms of the accuracy of feature selection and parameter estimation. In this paper, we expand a nonconvex paradigm to sparse group …
BeST metric selects best source models for transfer learning.
We present an active learning architecture that allows a robot to actively learn which data collection strategy is most efficient for acquiring motor skills to achieve multiple outcomes, and generalise over its experience to achieve new outcomes. The robot explores its environment both via interactive learning and goal…
The goal of supervised feature selection is to find a subset of input features that are responsible for predicting output values. The least absolute shrinkage and selection operator (Lasso) allows computationally efficient feature selection based on linear dependency between input features and output values. In this pa…
Meta-algorithm selection aims to choose the best algorithm selector for a given problem instance.
We present a dataset and experiments on applying recurrent neural networks (RNNs) for guiding clause selection in the connection tableau proof calculus. The RNN encodes a sequence of literals from the current branch of the partial proof tree to a hidden vector state; using it, the system selects a clause for extending …
ACS is an interactive framework for model-free selection with guaranteed error control.
Improves model calibration and selection in unsupervised domain adaptation.
We propose a planning and perception mechanism for a robot (agent), that can only observe the underlying environment partially, in order to solve an image classification problem. A three-layer architecture is suggested that consists of a meta-layer that decides the intermediate goals, an action-layer that selects local…
GoBOED optimizes experiments for specific decision-making objectives, improving downstream outcomes.
New algorithm mitigates bias in subset selection with noisy protected attributes.
An agent that has well understood the environment should be able to apply its skills for any given goals, leading to the fundamental problem of learning the Universal Value Function Approximator (UVFA). A UVFA learns to predict the cumulative rewards between all state-goal pairs. However, empirically, the value functio…
This paper introduces a new method for model selection and more generally hyperparameter selection in machine learning. Minimum description length (MDL) is an established method for model selection, which is however not directly aimed at minimizing generalization error, which is often the primary goal in machine learni…
Efficiently selects important variables in high-dimensional logistic regression.
Real networks exhibit nontrivial topological features such as heavy-tailed degree distribution, high clustering, and small-worldness. Researchers have developed several generative models for synthesizing artificial networks that are structurally similar to real networks. An important research problem is to identify the…
Paper improves feature selection for predicting outcomes from observational data.
Shapley values criticized for feature selection, leading to new insights.
Active feature selection uses mutual information to choose fewer labels for better feature selection.
A new framework selects information sources to test hypotheses robustly, even with misclassifications.
These notes gather recent results on robust statistical learning theory. The goal is to stress the main principles underlying the construction and theoretical analysis of these estimators rather than provide an exhaustive account on this rapidly growing field. The notes are the basis of lectures given at the conference…
This paper calibrates Gaussian process predictive distributions for Bayesian optimization to improve sampling decisions.