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.
A novel framework for regression with multiple experts, addressing challenges in infinite and continuous label spaces.
problem Challenges in regression with multiple experts due to the infinite and continuous nature of the label space.
method Introduces a novel framework for regression with deferral, analyzing both single-stage and two-stage scenarios with new surrogate loss functions.
result Proves H-consistency bounds for both single-stage and two-stage methods, providing stronger guarantees than Bayes consistency.
In mixtures-of-experts (ME) model, where a number of submodels (experts) are combined, there have been two longstanding problems: (i) how many experts should be chosen, given the size of the training data? (ii) given the total number of parameters, is it better to use a few very complex experts, or is it better to comb…
The paper analyzes convergence rates of softmax gating in MoE models.
problem The effectiveness and scalability of machine learning models using MoE.
method Convergence analysis of parameter and expert estimation under MoE with softmax gating and its variants.
result Theoretical results show polynomially many data points are needed for strong identifiability conditions, while exponential points are required for linear experts.
We provide the first algorithm for online bandit linear optimization whose regret after T rounds is of order sqrt{Td ln N} on any finite class X of N actions in d dimensions, and of order d*sqrt{T} (up to log factors) when X is infinite. These bounds are not improvable in general. The basic idea utilizes tools from con…
We study a variant of decision-theoretic online learning in which the set of experts that are available to Learner can shrink over time. This is a restricted version of the well-studied sleeping experts problem, itself a generalization of the fundamental game of prediction with expert advice. Similar to many works in t…
In this work we study the problem of inferring a discrete probability distribution using both expert knowledge and empirical data. This is an important issue for many applications where the scarcity of data prevents a purely empirical approach. In this context, it is common to rely first on an initial domain knowledge …
Active learning (AL) is a learning paradigm where an active learner has to train a model (e.g., a classifier) which is in principal trained in a supervised way, but in AL it has to be done by means of a data set with initially unlabeled samples. To get labels for these samples, the active learner has to ask an oracle (…
This paper reports applications of Difference of Convex functions (DC) programming to Learning from Demonstrations (LfD) and Reinforcement Learning (RL) with expert data. This is made possible because the norm of the Optimal Bellman Residual (OBR), which is at the heart of many RL and LfD algorithms, is DC. Improvement…
This paper investigates optimal trading strategies in a financial market with multidimensional stock returns where the drift is an unobservable multivariate Ornstein-Uhlenbeck process. Information about the drift is obtained by observing stock returns and expert opinions. The latter provide unbiased estimates on the cu…
Many predictive tasks, such as diagnosing a patient based on their medical chart, are ultimately defined by the decisions of human experts. Unfortunately, encoding experts' knowledge is often time consuming and expensive. We propose a simple way to use fuzzy and informal knowledge from experts to guide discovery of int…
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.
For the prediction with experts' advice setting, we construct forecasting algorithms that suffer loss not much more than any expert in the pool. In contrast to the standard approach, we investigate the case of long-term forecasting of time series and consider two scenarios. In the first one, at each step t the learne…
We propose an expert-augmented actor-critic algorithm, which we evaluate on two environments with sparse rewards: Montezumas Revenge and a demanding maze from the ViZDoom suite. In the case of Montezumas Revenge, an agent trained with our method achieves very good results consistently scoring above 27,000 points (in ma…
We revisit the issue of the existence of infinitely many distinct prime knots with the same Alexander invariant. We present infinitely many distinct families, each family made up of infinitely many distinct knots. Within each family, the Alexander invariant is the same. Unlike other examples in the literature, ours are…
Veech groups uniformize Teichmüller geodesic curves in Riemann moduli space. Recently, examples of infinitely generated Veech groups have been given. We show that these can even have infinitely many cusps and infinitely many infinite ends. We further show that examples exist for which each direction of an infinite end …
AGFN improves causal discovery by integrating expert feedback and handling latent confounding.
problem Inaccurate causal discovery due to unreliable expert knowledge and latent confounding.
method Ancestral GFlowNet (AGFN) is a reinforcement learning algorithm that iteratively refines a policy based on noisy expert feedback to infer ancestral graphs.
result AGFN converges to the true ancestral graph given accurate expert responses and outperforms baselines in structural Hamming distance and Bayesian Information Criterion.
The author, in her previous paper, constructed an infinite family of 3-bridge links each of which admits infinitely many 3-bridge spheres up to isotopy. In this paper, we prove that if a prime, unsplittable link L in S3 admits infinitely many 3-bridge spheres up to isotopy then L belongs to the family.
We prove that all maximal-tb Legendrian torus links (n,m) in the standard contact 3-sphere, except for (2,m),(3,3),(3,4) and (3,5), admit infinitely many Lagrangian fillings in the standard symplectic 4-ball. This is proven by constructing infinite order Lagrangian concordances which induce faithful actions of the modu…
In this article we present infinitely many 3-manifolds admitting infinitely many universally tight contact structures each with trivial Ozsvath-Szabo contact invariants. By known properties of these invariants the contact structures constructed here are non weakly symplectically fillable.
Consider a regression problem where there is no labeled data and the only observations are the predictions fi(xj) of m experts fi over many samples xj. With no knowledge on the accuracy of the experts, is it still possible to accurately estimate the unknown responses yj? Can one still detect the leas…