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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.

168,695 papers · 148 categories

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217434650867 · Jun 202019922001200920172026
48 results for greedy approach

We present an information-theoretic framework for sequential adaptive compressed sensing, Info-Greedy Sensing, where measurements are chosen to maximize the extracted information conditioned on the previous measurements. We show that the widely used bisection approach is Info-Greedy for a family of kk-sparse signals b…

2014-07-02abs ↗pdf ↗

Transforms offline greedy algorithms to online algorithms for combinatorial problems.

problem Online decision-making in time-varying combinatorial environments.
method General framework using Blackwell approachability and Bandit Blackwell approachability.
result Achieves O(T)O(\sqrt{T}) regret in full information setting and O(T2/3)O(T^{2/3}) regret in bandit setting.

Sparsity learning with known grouping structure has received considerable attention due to wide modern applications in high-dimensional data analysis. Although advantages of using group information have been well-studied by shrinkage-based approaches, benefits of group sparsity have not been well-documented for greedy-…

2017-07-10abs ↗pdf ↗

Introduces greedy feature selection for classifier-dependent feature ranking.

problem Feature selection for classification tasks.
method Greedy feature selection, identifying the most important feature at each step based on the selected classifier.
result Theoretical and numerical benefits of greedy feature selection.

A major problem in data augmentation is to ensure that the generated new samples cover the search space. This is a challenging problem and requires exploration for data augmentation policies to ensure their effectiveness in covering the search space. In this paper, we propose Greedy AutoAugment as a highly efficient se…

2019-08-02abs ↗pdf ↗

Greedy algorithm nearly outperforms exploration in contextual bandits.

problem Balancing exploration and exploitation in online learning.
method Smoothed analysis of the greedy algorithm in linear contextual bandits.
result Greedy algorithm nearly matches Bayesian regret rate under diversity conditions, with regret at most O(T1/3)O(T^{1/3}).

A new method combines classical and machine learning PDE solvers efficiently.

problem Combining classical and machine learning PDE solvers to reduce computational cost and improve accuracy.
method Proposes an approximate greedy router to select solvers at each iteration, mimicking a greedy approach.
result Consistently reduces final error and AUC of the error trajectory compared to single-solver baselines and hybrid approaches.

Coordinate descent with random coordinate selection is the current state of the art for many large scale optimization problems. However, greedy selection of the steepest coordinate on smooth problems can yield convergence rates independent of the dimension nn, and requiring upto nn times fewer iterations. In this pap…

2018-10-16abs ↗pdf ↗

A commonly cited inefficiency of neural network training by back-propagation is the update locking problem: each layer must wait for the signal to propagate through the full network before updating. Several alternatives that can alleviate this issue have been proposed. In this context, we consider a simpler, but more e…

2019-01-23abs ↗pdf ↗

Large-scale L1-regularized loss minimization problems arise in high-dimensional applications such as compressed sensing and high-dimensional supervised learning, including classification and regression problems. High-performance algorithms and implementations are critical to efficiently solving these problems. Building…

2012-12-17abs ↗pdf ↗

Bayesian approach improves ε\varepsilon-greedy exploration in RL.

problem Improving ε\varepsilon-greedy exploration in model-free RL.
method Introducing a Bayesian model update for ε\varepsilon based on BMC.
result Proposed ε\varepsilon- exttt{BMC} algorithm efficiently balances exploration and exploitation.

This work presents an approach to automatically induction for non-greedy decision trees constructed from neural network architecture. This construction can be used to transfer weights when growing or pruning a decision tree, allowing non-greedy decision tree algorithms to automatically learn and adapt to the ideal arch…

2018-11-26abs ↗pdf ↗

This work proves lower bounds on a greedy teaching set construction algorithm.

problem Characterize the best-case teaching dimension of a concept class.
method A greedy algorithm that iteratively adds points to the teaching set to restrict the concept class the most.
result Lower bounds on the performance of the greedy approach for small k, extending up to k ≤ c*d for small constant c.

Improved εε-greedy handles strategic bidding in PPC auctions.

problem Strategic bidding in PPC auctions with personalization and corruptions.
method Extended εε-greedy to handle strategic arms in contextual multi-arm bandit.
result εε-greedy is robust to adversarial corruptions and degrades linearly with corruption.

Greedy algorithm achieves sublinear regret for various distributions.

problem Efficient performance of greedy algorithms in linear contextual bandit problems.
method Introduced Local Anti-Concentration (LAC) condition to ensure sublinear regret.
result Greedy algorithm achieves O(polylogT)O(\operatorname{poly} \log T) cumulative expected regret.

A new random forest algorithm uncovers feature interdependencies better than traditional methods.

problem Tackles the sub-optimality of greedy decision tree implementations in random forests.
method Presented a 'stepwise lookahead' variation of random forests that considers multiple split nodes simultaneously.
result Significantly outperforms greedy random forests in uncovering feature interdependencies, especially in high-noise environments.

Sampling is a fundamental topic in graph signal processing, having found applications in estimation, clustering, and video compression. In contrast to traditional signal processing, the irregularity of the signal domain makes selecting a sampling set non-trivial and hard to analyze. Indeed, though conditions for graph …

2017-04-05abs ↗pdf ↗

ATA optimizes task allocation in distributed machine learning.

problem Greedy task allocation leads to inefficiencies in distributed machine learning.
method Adaptive Task Allocation (ATA) adapts to unknown computation time distributions.
result ATA identifies optimal task allocation without prior knowledge of computation times.

We consider the exploration problem: an agent equipped with a depth sensor must map out a previously unknown environment using as few sensor measurements as possible. We propose an approach based on supervised learning of a greedy algorithm. We provide a bound on the optimality of the greedy algorithm using submodulari…

2018-09-17abs ↗pdf ↗

New distributions allow greedy arm selection in sparse bandit problems.

problem Sparse contextual bandit problem with sparse parameters and feature distributions.
method Introduced new distribution classes and demonstrated that mixtures of these distributions are also greedy-applicable.
result Greedy algorithm applicable to a wider range of arm feature distributions, including those with origin-asymmetric support.

We consider learning a convex combination of basis models, and present some new theoretical and empirical results that demonstrate the effectiveness of a greedy approach. Theoretically, we first consider whether we can use linear, instead of convex, combinations, and obtain generalization results similar to existing on…

2019-10-09abs ↗pdf ↗

We discuss the relative merits of optimistic and randomized approaches to exploration in reinforcement learning. Optimistic approaches presented in the literature apply an optimistic boost to the value estimate at each state-action pair and select actions that are greedy with respect to the resulting optimistic value f…

2017-06-13abs ↗pdf ↗

This paper is a follow up to the previous author's paper on convex optimization. In that paper we began the process of adjusting greedy-type algorithms from nonlinear approximation for finding sparse solutions of convex optimization problems. We modified there three the most popular in nonlinear approximation in Banach…

2012-06-02abs ↗pdf ↗

This paper proposes and evaluates the k-greedy equivalence search algorithm (KES) for learning Bayesian networks (BNs) from complete data. The main characteristic of KES is that it allows a trade-off between greediness and randomness, thus exploring different good local optima. When greediness is set at maximum, KES co…

2012-10-19abs ↗pdf ↗

New algorithm for reinforcement learning reduces complexity and guarantees convergence.

problem Reinforcement learning problems with convex occupancy measures.
method MD-CURL, inspired by mirror descent, uses non-standard regularization.
result Achieves convergence guarantees and simple closed-form solution.

Proposes a novel neural architecture for sparse coding using learned greedy pursuit.

problem Lack of interpretability in neural network architectures for sparse coding.
method Unfolded and learned version of Orthogonal Matching Pursuit (OMP) algorithm.
result Demonstrates flexibility and efficiency of the Learned Greedy Method (LGM) in various experiments.

Paper analyzes Greedy-GQ for reinforcement learning with Markovian noise.

problem Analyzing Greedy-GQ for reinforcement learning with Markovian noise.
method Develops finite-sample analysis for Greedy-GQ with linear function approximation under Markovian noise.
result Provides theoretical justification for choosing stepsizes for faster convergence.

We expand the item response theory to study the case of "cheating students" for a set of exams, trying to detect them by applying a greedy algorithm of inference. This extended model is closely related to the Boltzmann machine learning. In this paper we aim to infer the correct biases and interactions of our model by c…

2014-10-14abs ↗pdf ↗

Improved greedy 2-coordinate updates for optimization problems with constraints.

problem Minimizing smooth functions subject to constraints.
method Exploiting a connection to steepest descent in the 1-norm, we give faster convergence rates and efficient computation.
result Greedy selection converges faster than random selection and can be computed in O(nlogn)O(n \log n) time.