Research
On-device research index

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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4386128171 · Jun 202019922001200920172026
48 results for heterogeneous collections

Research shows collective learning across diverse environments is hard due to privacy and security concerns.

problem Privacy, security, and equity concerns restrict information sharing in diverse AI environments.
method Characterized learning algorithms as choice correspondences, provided minimum requirements for rational learning algorithms.
result The only rational learning algorithm in heterogeneous environments is unilaterally learning from a single environment without information sharing.

Paper proposes a method to optimize policies for diverse individuals using heterogeneous data.

problem Learning optimal policies for a heterogeneous population from pre-collected data.
method Individualized offline policy optimization framework for heterogeneous MDPs.
result The proposed P4L algorithm achieves a fast rate of average regret.

Learning by integrating multiple heterogeneous data sources is a common requirement in many tasks. Collective Matrix Factorization (CMF) is a technique to learn shared latent representations from arbitrary collections of matrices. It can be used to simultaneously complete one or more matrices, for predicting the unknow…

2018-11-28abs ↗pdf ↗

Study optimizes data collection from biased, costly sources to minimize risk.

problem Estimating population means and group-conditional means from multiple sources with varying costs and biases.
method Develops a sampling plan that maximizes effective sample size, paired with a post-stratification estimator.
result Achieves budgeted minimax optimal risk for estimating population means and group-conditional means.

Study shows how diverse investors' learning and preferences shape financial markets.

problem Understanding how diverse investor behaviors and preferences affect market dynamics.
method Developed a multi-agent reinforcement learning framework with heterogeneous preferences and learning mechanisms.
result Diverse investors develop differentiated strategies through interaction, leading to realistic market dynamics.

Extracts intrinsic spatial coordinates for complex agent systems to learn PDEs.

problem Modeling collective dynamics of heterogeneous agents.
method Data-driven extraction of intrinsic spatial coordinates, learning PDEs in emergent space.
result Collective dynamics can be approximated through learned PDEs in emergent coordinates.

Proposes a new model for joint probability distributions in computer vision.

problem Limitation of existing models in meeting diverse downstream tasks.
method Uses parametric conditional probability distributions for each group of variables conditioned on the rest.
result Models can be used for any downstream task without task-specific design.

Federated Q-learning achieves linear speedup with heterogeneity, improving sample complexity.

problem Collaborative learning in distributed RL settings with limited data sharing.
method Analyzes synchronous and asynchronous federated Q-learning, proposes importance averaging.
result Achieves linear speedup with heterogeneity, robust to local trajectory heterogeneity.

Modeling student behaviors and multiple predictions for early intervention.

problem Predicting student outcomes and interactions among multiple tasks.
method Proposes a variant of LSTM and soft-attention mechanism for heterogeneous behaviors, and co-attention mechanism for task interactions.
result Demonstrated effectiveness in predicting student outcomes and interactions.

Study quantifies impacts of heterogeneity in FL on smartphone data.

problem Heterogeneity in FL devices causes performance degradation.
method Collected 136k smartphone data, built heterogeneity-aware FL platform, conducted extensive experiments.
result Heterogeneity causes up to 9.2% accuracy drop and 2.32x training time increase.

In ensemble methods, the outputs of a collection of diverse classifiers are combined in the expectation that the global prediction be more accurate than the individual ones. Heterogeneous ensembles consist of predictors of different types, which are likely to have different biases. If these biases are complementary, th…

2018-02-21abs ↗pdf ↗

The paper tackles personalized policy learning from diverse data sources in a federated setting.

problem Learning personalized decision policies from observational bandit feedback across multiple heterogeneous data sources.
method Introduces a novel regret analysis for distinguishing global and local regret, and presents a federated policy learning algorithm using local policies trained with doubly robust offline policy evaluation strategies.
result Establishes finite-sample upper bounds on global and local regret, characterizing them by source heterogeneity and distribution shift.

A framework for federated learning with heterogeneous data.

problem Federated learning with data from clients using different data representations.
method FLIC framework that maps client data into a common feature space via local embedding functions, learned federally using Wasserstein barycenters and trained locally via distribution alignment.
result FLIC outperforms FL benchmarks with heterogeneous input feature spaces.

Fog learning distributes ML model training across heterogeneous devices and networks.

problem Challenges with conventional federated learning in heterogeneous networks.
method Intelligent distribution of ML model training across nodes from edge devices to cloud servers.
result Enhanced federated learning with multi-layer hybrid framework considering network, heterogeneity, and proximity.

Proposes a method to optimize budget allocation for collecting and analyzing streaming data.

problem Optimizing resource allocation for collecting and analyzing streaming data.
method Formulates optimization problems to allocate budgets for collecting input data and running simulations, characterizes asymptotic behavior of performance estimators, and develops a multi-stage simultaneous budget allocation procedure.
result Demonstrates competitive performance of the proposed procedure through numerical studies.

ATLAS separates invariant and transferable latent factors across diverse environments.

problem Transfer learning and robust prediction in heterogeneous environments.
method ATLAS leverages invariance principle to disentangle latent factors and uses auxiliary labels for robust prediction.
result Near-oracle performance and robust transferable prediction in new environments.

Characterizes uncertainty in low-rank matrix completion with noisy data.

problem Uncertainty quantification in low-rank matrix completion with heterogeneous sub-exponential noise.
method Characterizes the distribution of estimated matrix entries under low-rank estimators with heterogeneous sub-exponential noise.
result Explicit formulas for the distribution of estimated matrix entries under Poisson and Binary noise.

Optimal multitask learning method for sparse heterogeneous datasets.

problem Efficiently learning from multiple related datasets with sparse task-specific differences.
method MOLAR estimator, combining weighted median and shrinkage.
result Improves estimation error dependence on data dimension compared to task-wise least squares.

Advances neural tri-factorization for clustering and discordance analysis of multi-typed data.

problem Challenges in analyzing heterogeneous, multimodal relational data.
method Deep collective matrix tri-factorization for spectral clustering and cluster association learning.
result Demonstrates efficacy over previous non-neural approaches in clustering and discordance analysis.

The study finds that Chinese internet users have different search behaviors and attention patterns.

problem Heterogeneity in search behavior and attention among Chinese internet users.
method Data extraction technology to analyze Baidu Index keyword search volume data.
result Chinese internet users exhibit different search behaviors and attention patterns.

PerPCA separates unique and shared features from heterogeneous data.

problem Extracting shared and unique features from data collected from different sources with varying trends.
method Personalized PCA (PerPCA) uses orthogonal global and local principal components to encode both unique and shared features.
result PerPCA can identify and recover both unique and shared features under mild conditions.

Model shows how heterogeneity in strategies and risk tolerance affects financial market stability.

problem Understanding how heterogeneity impacts financial market dynamics.
method Agent-based model incorporating heterogeneous investment strategies and risk tolerance.
result Heterogeneity in strategies and risk tolerance suppresses price fluctuations.

Deep RL solves complex economic models with heterogeneous agents.

problem Solving models with heterogeneous economic actors is difficult.
method Reinforcement Learning techniques for solving general equilibrium models.
result Successfully captures economic behaviors induced by age-based health risks.

FedZKT enables resource-constrained devices to participate in federated learning with heterogeneous models.

problem Inequality in resource allocation hinders participation from resource-constrained devices in federated learning.
method Zero-shot knowledge transfer through a server-assigned distillation process.
result FedZKT effectively transfers knowledge across heterogeneous on-device models without requiring comparable local training efforts.

A new method estimates treatment effects across multiple studies considering differences.

problem Estimating treatment effects across multiple studies with varying conditions.
method The multi-study R-learner framework that accounts for between-study heterogeneity.
result The multi-study R-learner is more efficient and normal than existing methods in the presence of heterogeneity.

Meta learning is a promising solution to few-shot learning problems. However, existing meta learning methods are restricted to the scenarios where training and application tasks share the same out-put structure. To obtain a meta model applicable to the tasks with new structures, it is required to collect new training d…

2019-04-19abs ↗pdf ↗

Extracts geometric information from point-clouds for multiclass classification.

problem Multiclass Classification with labeled point-clouds.
method Stochastic partial orderings and label embedding trees.
result Computes multiscale geometries for explainable prediction and error-free labeling.

EBM reduces dimensionality for estimating heterogeneous CATEs.

problem Estimating CATEs requires many confounding variables, increasing sample complexity.
method Proposes an EBM that learns a low-dimensional representation of variables.
result EBM representations keep CATE estimates consistent and perform better than other methods.

Study optimal investment decisions for diverse risk-tolerant agents.

problem Optimizing investment choices for agents with varying risk preferences.
method Characterizes optimal behavior using certainty equivalents and lognormal risks.
result Derives optimal decision menus under known and uncertain preference distributions.

Paper tackles nonparametric classification with privacy constraints, achieving optimal accuracy.

problem Nonparametric classification under distributed differential privacy constraints.
method Minimax and adaptive transfer learning, considering privacy, sample sizes, and heterogeneity.
result Developed an adaptive classifier achieving optimal misclassification rate with privacy constraints.

Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform optimal execution or statistical arbitrage, where all agents filter the latent states of the world, and their trading actions hav…

2018-03-12abs ↗pdf ↗

Study on sparse recovery with mixed-quality data, establishing sample-size conditions.

problem Sparse recovery with heterogeneous noise from high- and low-quality sources.
method Establishes linear trade-off for sufficient conditions, analyzes LASSO algorithm.
result Linear trade-off for sufficient conditions, robustness of LASSO to data heterogeneity.