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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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48 results for good continuation

In this paper we present our scientific discovery that good representation can be learned via continuous attention during the interaction between Unsupervised Learning(UL) and Reinforcement Learning(RL) modules driven by intrinsic motivation. Specifically, we designed intrinsic rewards generated from UL modules for dri…

2019-03-29abs ↗pdf ↗

Tabular Q-Learning with learned state abstractions solves continuous control tasks.

problem Challenging reinforcement learning problems in continuous control.
method Learned state abstraction to transform continuous state-space into discrete.
result Tabular Q-Learning with learned abstractions achieves efficient learning in unseen tasks.

Most artificial intelligence models have limiting ability to solve new tasks faster, without forgetting previously acquired knowledge. The recently emerging paradigm of continual learning aims to solve this issue, in which the model learns various tasks in a sequential fashion. In this work, a novel approach for contin…

2018-05-31abs ↗pdf ↗

In this paper we consider the problem of transmitting a continuous alphabet discrete-time source over an AWGN channel. The design of good curves for this purpose relies on geometrical properties of spherical codes and projections of NN-dimensional lattices. We propose a constructive scheme based on a set of curves on …

2012-02-09abs ↗pdf ↗

Let CC be a subset of Rn\mathbb{R}^n (not necessarily convex), f:CRf:C\to\mathbb{R} be a function, and G:CRnG:C\to\mathbb{R}^n be a uniformly continuous function, with modulus of continuity ωω. We provide a necessary and sufficient condition on ff, GG for the existence of a convex function FC1,ω(Rn)F\in C^{1, ω}(\mathbb{R}^n)

2015-07-14abs ↗pdf ↗

When I first encountered PAC-Bayesian concentration inequalities they seemed to me to be rather disconnected from good old-fashioned results like Hoeffding's and Bernstein's inequalities. But, at least for one flavour of the PAC-Bayesian bounds, there is actually a very close relation, and the main innovation is a cont…

2014-05-07abs ↗pdf ↗

We apply the formalism of the continuous time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time between successive jumps and the corresponding probability density for the magnitud…

2002-10-23abs ↗pdf ↗

Let M be a manifold, possibly with boundary. We show that the deRham differential from k-forms to exact (k+1)-forms has a continuous right inverse when both spaces are given the weak Whitney topology. This antidifferential operator is given a fairly explicit formula depending on the choice of a suitable good cover of M…

2013-11-06abs ↗pdf ↗

A new framework ensures model safety by retaining old model capabilities while improving new tasks.

problem Catastrophic forgetting in continual learning systems.
method Retention-centric framework with data-dependent constraints and an efficient constrained optimization algorithm.
result The method ensures that new models retain important capabilities of old models while improving new tasks.

A method to improve few-shot learning using continual local replacement and pseudo labeling.

problem Learning novel classes with limited data.
method Sophisticated network architecture for feature representation and continual local replacement strategy.
result Significantly improved generalization and better decision boundary for classification.

Optimal testing for densities under local differential privacy constraints.

problem Testing goodness-of-fit for densities under privacy constraints.
method Estimation of quadratic distance and minimax separation rates.
result First minimax optimal test under local differential privacy constraints.

Reward learning enables the application of reinforcement learning (RL) to tasks where reward is defined by human judgment, building a model of reward by asking humans questions. Most work on reward learning has used simulated environments, but complex information about values is often expressed in natural language, and…

2019-09-18abs ↗pdf ↗

New RL algorithm learns good actions from offline data, reducing uncertainty and divergence.

problem Limited applicability of current RL algorithms in real-world settings due to high costs of exploration.
method Proposes an algorithm for batch RL using a fixed offline dataset, with penalties for policy and value constraints.
result Compared favorably to state-of-the-art methods on 32 continuous-action benchmarks.

We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive approximations to the posterior distributions of single time marginals using vari…

2015-12-18abs ↗pdf ↗

A fundamental problem in control is to learn a model of a system from observations that is useful for controller synthesis. To provide good performance guarantees, existing methods must assume that the real system is in the class of models considered during learning. We present an iterative method with strong guarantee…

2012-03-05abs ↗pdf ↗

We construct pairs and continuous families of isospectral yet locally non-isometric orbifolds via an equivariant version of Sunada's method. We also observe that if a good orbifold O\mathcal{O} and a smooth manifold MM are isospectral, then they cannot admit non-trivial finite Riemannian covers M1OM_1 \to \mathcal{O}

2006-08-22abs ↗pdf ↗

AQL uses amortized inference to handle high-dimensional action spaces in Q-learning.

problem Difficulty in maximizing over large action spaces in Q-learning.
method Replace expensive maximization over all actions with a maximization over a small subset sampled from a learned proposal distribution.
result AQL outperforms existing methods on continuous control tasks with up to 21 dimensional actions.

A method for efficient approximate inference on discrete distributions.

problem Applying SVGD to discrete distributions.
method Transforming discrete distributions to piecewise continuous distributions for SVGD application.
result Outperforms traditional algorithms and ensemble methods on discrete graphical models.

RANDPOL uses randomized networks for efficient reinforcement learning in continuous state and action MDPs.

problem Efficient reinforcement learning in environments with continuous state and action spaces.
method RANDPOL uses randomized function approximation to represent policy and value functions, providing finite time guarantees and improved numerical performance.
result RANDPOL achieves better numerical performance and provides finite time guarantees compared to deep neural network based algorithms.

We present a technique for clustering categorical data by generating many dissimilarity matrices and averaging over them. We begin by demonstrating our technique on low dimensional categorical data and comparing it to several other techniques that have been proposed. Then we give conditions under which our method shoul…

2015-06-26abs ↗pdf ↗

We consider the question of learning in general topological vector spaces. By exploiting known (or parametrized) covariance structures, our Main Theorem demonstrates that any continuous linear map corresponds to a certain isomorphism of embedded Hilbert spaces. By inverting this isomorphism and extending continuously, …

2014-05-01abs ↗pdf ↗

We study continuous time Bertrand oligopolies in which a small number of firms producing similar goods compete with one another by setting prices. We first analyze a static version of this game in order to better understand the strategies played in the dynamic setting. Within the static game, we characterize the Nash e…

2010-04-10abs ↗pdf ↗

PICLE uses probabilistic models to efficiently evaluate and compose modules for continual learning.

problem Challenging search space of module compositions in continual learning.
method Probabilistic framework to cheaply compute module compositions' fitness.
result First modular CL algorithm to achieve perceptual, few-shot, and latent transfer.

We present a rigorous study of the short maturity asymptotics for Asian options with continuous-time averaging, under the assumption that the underlying asset follows the Constant Elasticity of Variance (CEV) model. We present an analytical approximation for the Asian options prices which has the appropriate short matu…

2017-02-11abs ↗pdf ↗

Develops a framework for continual learning in anomaly detection.

problem Deterioration of monitoring performance due to new defect categories.
method Pseudo replay-based class incremental learning with oversampling.
result Enhanced monitoring performance and flexibility in model architecture.

We introduce a methodology for efficiently computing a lower bound to empowerment, allowing it to be used as an unsupervised cost function for policy learning in real-time control. Empowerment, being the channel capacity between actions and states, maximises the influence of an agent on its near future. It has been sho…

2017-10-13abs ↗pdf ↗

We determine the sample complexity of pure exploration bandit problems with multiple good answers. We derive a lower bound using a new game equilibrium argument. We show how continuity and convexity properties of single-answer problems ensures that the Track-and-Stop algorithm has asymptotically optimal sample complexi…

2019-02-09abs ↗pdf ↗

Efficient Reinforcement Learning usually takes advantage of demonstration or good exploration strategy. By applying posterior sampling in model-free RL under the hypothesis of GP, we propose Gaussian Process Posterior Sampling Reinforcement Learning(GPPSTD) algorithm in continuous state space, giving theoretical justif…

2018-12-11abs ↗pdf ↗

This paper continues arXiv.org:math.AG/0609256 and arXiv:0708.3991 Using authors's methods of 1980, 1981, some explicit finite sets of number fields containing all ground fields of arithmetic hyperbolic reflection groups in dimensions at least 4 are defined, and good explicit bounds of their degrees (over Q) are obtain…

2007-09-30abs ↗pdf ↗
Money and Goldstone modescond-mat.stat-mech

Why is ``worthless'' fiat money generally accepted as payment for goods and services? In equilibrium theory, the value of money is generally not determined: the number of equations is one less than the number of unknowns, so only relative prices are determined. In the language of mathematics, the equations are ``homoge…

2000-09-19abs ↗pdf ↗