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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 linear TDC

This paper analyzes the sample complexity of two timescale reinforcement learning algorithms.

problem Analyzing the sample complexity of two timescale reinforcement learning algorithms.
method Non-asymptotic analysis of linear and nonlinear TDC and Greedy-GQ algorithms under Markovian sampling with constant stepsize.
result The paper provides non-asymptotic convergence results for two timescale linear and nonlinear TDC and Greedy-GQ algorithms.

This paper improves tail dependence analysis by introducing a path-based approach.

problem The classical tail dependence coefficient fails to capture non-exchangeable features of tail dependence.
method The paper introduces a path-based maximal tail dependence approach to capture the most pronounced feature of dependence over all possible paths.
result The paper proves the existence and provides an explicit characterization of the path-based maximal TDC, improving analytical and computational tractability.

We devise a distributional variant of gradient temporal-difference (TD) learning. Distributional reinforcement learning has been demonstrated to outperform the regular one in the recent study \citep{bellemare2017distributional}. In the policy evaluation setting, we design two new algorithms called distributional GTD2 a…

2018-05-20abs ↗pdf ↗

This study improves convergence of two-timescale SA under Markovian noise in reinforcement learning.

problem Stability and convergence of two-timescale stochastic approximations under Markovian noise.
method Introduced a new control strategy for the fast timescale parameter.
result Established almost sure convergence of TDC with eligibility traces under off-policy learning with linear function approximation.

The paper analyzes the sample complexities for policy evaluation with linear function approximation.

problem Policy evaluation with linear function approximation in discounted infinite horizon Markov decision processes.
method Investigates sample complexities for two policy evaluation algorithms: TD and TDC.
result Establishes high-probability sample complexity bounds for policy evaluation algorithms.

New measures capture tail dependence and non-exchangeability in financial data.

problem Underestimation of tail dependence and inability to capture non-exchangeable tail dependence.
method Tail copulas and novel tail dependence measures (MTCM, ATCM) are proposed.
result Captures non-exchangeable tail dependence and provides analytical forms for various copulas.

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.

New TD algorithms stabilize RL tasks by reformulating updates into fixed point equations.

problem TD learning's sensitivity to step size specification.
method Implicit TD algorithms reformulate TD updates into fixed point equations.
result Implicit TD algorithms are more stable and less sensitive to step size.

Tabular in-context learners perform well on biomolecular tasks, but performance depends on the representation used.

problem Predicting biomolecular properties from limited labeled data.
method Evaluating tabular in-context learners on protein fitness regression and small-molecule classification tasks.
result Tabular in-context learners are competitive for protein fitness regression but not for small-molecule classification.

New classifier combines locally linear kernels for fast and accurate non-linear classification.

problem Developing a fast and accurate non-linear classifier.
method Combines locally linear classifiers using a 1\ell_1 Multiple Kernel Learning (MKL) problem with scalable MKL training for streaming kernels.
result The resulting classifier achieves high accuracy with fast inference time.

Analyzes neural networks using linear models to understand their behavior.

problem Understanding multi-layer neural networks through linear models.
method Recalls and reviews four models: linear regression with concentrated features, kernel ridge regression, random feature model, and neural tangent model.
result Highlights limitations of linear theory and discusses approaches to overcome them.

Paper presents a machine learning method to improve significance tests for misspecified linear models.

problem Misspecification of linear assumptions in social science models leads to inaccurate significance levels.
method Apply machine learning to fit ground truth function, calculate linear approximation, and adjust the estimator.
result The method significantly outperforms linear regression for non-linear ground truth functions.

Yu. I. Merzljakov developed a method of splittable coordinates which helps to verify the linearity of some groups, he established some fundamental results using this method. In this paper we use the method of splittable coordinates and find some sufficient condition under which the semi--direct product of two linear gr…

2005-06-07abs ↗pdf ↗

In this paper we give an example of a linear group such that its tensor square is not linear. Also, we formulate some sufficient conditions for the linearity of non-abelian tensor products GHG \otimes H and tensor squares GGG \otimes G. Using these results we prove that tensor squares of some groups with one relation a…

2017-10-06abs ↗pdf ↗

We prove that the semistability growth of hyperbolic groups is linear, which implies that hyperbolic groups which are sci (simply connected at infinity) have linear sci growth. Based on the linearity of the end-depth of finitely presented groups we show that the linear sci is preserved under amalgamated products over f…

2013-12-03abs ↗pdf ↗

Unified derivation of high-dimensional linear models using stochastic gradient descent.

problem Performance analysis of high-dimensional linear models trained with stochastic gradient descent.
method Derivation of a deterministic equivalence for the two-point function of a random matrix resolvent.
result Unified understanding of model performance including previously known and novel results.

The paper analyzes the generalizability of linear autoencoders and multivariate linear regression.

problem Limited theoretical understanding of linear autoencoders' performance.
method Proposes a PAC-Bayes bound for multivariate linear regression and shows LAEs as constrained models.
result The proposed PAC-Bayes bound is tight and correlates with practical metrics.

In this paper we derive a differential identity for linearized gravity on the Kerr spacetime and more generally on vacuum spacetimes of Petrov type D. We show that a linear combination of second derivatives of the linearized Weyl tensor can be formed into a complex symmetric 2-tensor Mab\mathcal{M}_{ab} which solves the…

2016-01-22abs ↗pdf ↗

Improved regret bound for linear ensemble sampling.

problem Closing the gap between theory and practice in linear ensemble sampling.
method General regret analysis framework for linear bandit algorithms, revealing a relationship with LinPHE.
result Achieves a frequentist regret bound of ildeO(d3/2T) ilde{O}(d^{3/2}\sqrt{T}) for linear ensemble sampling.

Linear Transformer Block combines MLP and linear attention for near-optimal ICL in linear regression.

problem Achieving near-optimal in-context learning (ICL) risk for linear regression with a Gaussian prior.
method Combines linear attention and MLP components in a Linear Transformer Block (LTB). Establishes correspondence with one-step gradient descent estimators (GDextβ\mathsf{GD} ext{-}\mathbfβ).
result LTB achieves nearly Bayes optimal ICL risk for linear regression with a Gaussian prior.

In this paper, we give complete classifications of linear \infty-harmonic maps between Euclidean and Heisenberg spaces, between Nil and Sol spaces. We also classify all \infty-harmonic linear endomorphisms of Sol space and show that there is a subgroup of \infty-harmonic linear automorphisms in the group of linea…

2007-11-05abs ↗pdf ↗

LoLCATs improves linearized LLM quality with less memory and compute.

problem Linearizing large language models (LLMs) often degrades model quality and requires expensive training.
method Two-step method: attention transfer and low-rank adaptation.
result Significant improvement in linearizing quality with 20+ points on 5-shot MMLU.

Region-specific linear models are widely used in practical applications because of their non-linear but highly interpretable model representations. One of the key challenges in their use is non-convexity in simultaneous optimization of regions and region-specific models. This paper proposes novel convex region-specific…

2014-10-31abs ↗pdf ↗

Study finds exact limits for sparse regression with fewer observations than usual.

problem Understanding sparse linear regression with sublinear sparsity.
method Adaptive interpolation method and modified AMP algorithm.
result Exact asymptotic expressions for mutual information and MMSE in sublinear sparsity.

In a paper with Jean-Paul Dufour in 1999 \cite{DufourZung-Nambu1999}, we gave a classification of linear Nambu structures, and obtained linearization results for Nambu structures with a nondegenerate linear part. There was a case left open in \cite{DufourZung-Nambu1999}, namely the case of smooth linearization of Nambu…

2012-01-11abs ↗pdf ↗

BELIEF framework interprets GLMs using binary linear models.

problem Understanding and interpreting generalized linear models (GLMs) with binary outcomes.
method Developed a framework called binary expansion linear effect (BELIEF) to interpret GLMs through transparent linear models.
result BELIEF framework reveals perfect predictors in complete separation scenarios.

In many European countries the growth of the real GDP per capita has been linear since 1950. An explanation for this linearity is still missing. We propose that in artificial intelligence we may find models for a linear growth of performance. We also discuss possible consequences of the fact that in systems with linear…

2015-08-18abs ↗pdf ↗

Gaussian processes retain the linear model either as a special case, or in the limit. We show how this relationship can be exploited when the data are at least partially linear. However from the perspective of the Bayesian posterior, the Gaussian processes which encode the linear model either have probability of nearly…

2008-04-29abs ↗pdf ↗

We consider linear slices of the space of Kleinian once-punctured torus groups; a linear slice is obtained by fixing the value of the trace of one of the generators. The linear slice for trace 2 is called the Maskit slice. We will show that if traces converge `horocyclically' to 2 then associated linear slices converge…

2013-03-29abs ↗pdf ↗