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.

168,695 papers · 148 categories

Trend · papers per month

75150224299 · Jun 202019922001200920172026
48 results for minimax value

The paper optimizes risk-sensitive RL with CVaR, achieving near-minimax-optimal results.

problem Optimizing risk-sensitive reinforcement learning with CVaR objective.
method Developed algorithms for multi-arm bandits and online RL in MDPs, achieving near-minimax-optimal regret.
result Achieved near-minimax-optimal regret of O(τ1SAK)O(τ^{-1}\sqrt{SAK}) for constant ττ.

Unified minimax value interval for off-policy evaluation and optimization.

problem Overcoming the exponential variance in off-policy evaluation and policy optimization.
method Unified minimax value interval using marginalized importance weights.
result Unified value interval with double robustness, valid when either value-function or importance-weight class is well specified.

Pessimistic Minimax Value Iteration finds efficient NE policies from offline data.

problem Finding an approximate Nash equilibrium in offline Markov games with non-uniform coverage.
method Pessimistic Minimax Value Iteration (PMVI) constructs pessimistic value function estimates and solves NEs.
result Established a nearly minimax optimal result for offline Markov games with function approximation.

Paper tackles linear models with missing values, achieving minimax optimal results.

problem Missing values in real-world data complicate linear model learning.
method Proposes a rigorous setting and a new algorithm leveraging missing data distribution.
result Derives minimax optimal adaptive risk bounds for predictions with missing values.

New RL method nearly optimally learns policies with generative models.

problem Finding optimal policies in reinforcement learning with generative models.
method Mirror descent value iteration with KL divergence and entropy regularization.
result The method is nearly minimax-optimal for small ε\varepsilon-optimal policies.

Minimax linkage was first introduced by Ao et al. [3] in 2004, as an alternative to standard linkage methods used in hierarchical clustering. Minimax linkage relies on distances to a prototype for each cluster; this prototype can be thought of as a representative object in the cluster, hence improving the interpretabil…

2019-06-07abs ↗pdf ↗

Study online learning with set-valued feedback, showing differences between deterministic and randomized approaches.

problem Online learning with set-valued feedback, where labels are sets rather than single labels.
method Introduced new combinatorial dimensions (Set Littlestone and Measure Shattering) to characterize learnability.
result Characterized deterministic and randomized online learnability, and established bounds for various learning settings.

New method estimates minimizer and minimum value of a regression function.

problem Estimating minimizer and minimum value of a regression function from noisy data.
method Projected gradient descent with gradient estimated by regularized local polynomial algorithm, followed by a rate optimal nonparametric procedure.
result Achieves minimax optimal rates of convergence for smooth and strongly convex functions.

This paper analyzes how machine learning models resist adversarial attacks in nonparametric regression.

problem Adversarial attacks on machine learning models in nonparametric regression.
method Theoretical analysis of minimax rates of convergence under adversarial sup-norm.
result The minimax rate under adversarial attacks is the sum of two terms: standard rate and deviation of true function.

New methods estimate transport-growth pairs in unbalanced optimal transport.

problem Statistical guarantees for Monge-type estimation in unbalanced optimal transport remain limited.
method Developed two estimators for transport-growth pairs under different setups.
result Achieved minimax optimal rate for estimation of transport-growth pairs.

Study minimax-optimal rates for offline decision-making with function approximation.

problem Statistical complexity of offline decision-making with function approximation.
method Near minimax-optimal rates for stochastic contextual bandits and Markov decision processes, using pseudo-dimension and behavior policy.
result Established performance limits and new characterization of behavior policy.

Study on estimating invertible functions with minimax analysis.

problem Minimizing risk of estimating invertible functions on a plane.
method Introduce two types of L2L^2-risks, derive lower and upper rates for minimax values, develop an asymptotically almost everywhere invertible estimator.
result Invertibility does not reduce the complexity of the estimation problem in terms of the rate.

MOPI optimizes flexible set-valued mappings to achieve superior shape adaptivity in conformal prediction.

problem Challenges in achieving valid conditional coverage in conformal prediction.
method Minimax Optimization Predictive Inference (MOPI) framework that optimizes over a flexible class of set-valued mappings.
result MOPI achieves superior shape adaptivity and maintains a principled connection to mean squared coverage error.

Study minimax regret in bilateral trade with heavy-tailed valuations.

problem Minimizing regret in bilateral trade with infinite variance valuations.
method Extended self-bounding property, truncated-mean estimation, epoch-based algorithm.
result Achieves regret bound of O(T12β(p1)/(βp+d(p1)))O(T^{1-2β(p-1)/(βp + d(p-1))}) under specific conditions.

Study confirms learning rates for vector-valued spectral algorithms, proving consistency.

problem Theoretical confirmation of learning rates for vector-valued spectral algorithms.
method Rigorous analysis of learning rates for various vector-valued spectral algorithms, including kernel ridge regression and gradient descent.
result Upper and lower bounds on learning rates for vector-valued spectral algorithms, proving minimax optimality in various scenarios.

New algorithm achieves optimal regret in average reward MDPs without prior bias information.

problem Achieving optimal regret in average reward MDPs with computational efficiency and without prior bias information.
method Projective Mitigated Extended Value Iteration (PMEVI) to compute bias-constrained optimal policies efficiently.
result First tractable algorithm with minimax optimal regret of O~(sp(h)SAT)\widetilde{\mathrm{O}}(\sqrt{\mathrm{sp}(h^*) S A T}).

This work establishes distribution-free upper and lower bounds on the minimax label complexity of active learning with general hypothesis classes, under various noise models. The results reveal a number of surprising facts. In particular, under the noise model of Tsybakov (2004), the minimax label complexity of active …

2014-10-03abs ↗pdf ↗

The study establishes minimax bounds for estimating operators from noisy samples.

problem Estimating unknown operators between Hilbert spaces from noisy data.
method Developed a minimax theory for uniformly bounded Lipschitz operators, proving lower and upper bounds.
result Sharp characterizations of minimax risk for generic Lipschitz operators, showing a curse of sample complexity.

Paper analyzes error bounds for learning with vector-valued RF, improving existing analyses.

problem Learning with vector-valued random features in infinite-dimensional settings.
method Direct analysis of risk functional, avoiding random matrix theory.
result Strong consistency and minimax optimal convergence rates established.

Efficient strategies for online learning against bandit algorithms solve minimax problems.

problem Solving min-max problems in convex-linear settings with empirical distributions.
method Designing online learning algorithms that play against bandit algorithms, leveraging properties of the set of empirical distributions.
result High-probability convergence guarantees to minimax values for a specific family of sets.

Paper tackles gradient-free minimax optimization with variance reduction for faster convergence.

problem Gradient-free minimax optimization problems in machine learning.
method Variance reduction technique to design a novel zeroth-order gradient descent ascent algorithm.
result Achieves the best known query complexity of O(κ(d₁ + d₂)ε⁻³), outperforming previous methods.

New method for evaluating policies in complex decision-making models with hidden variables.

problem Evaluating policies in partially observable Markov decision processes with hidden confounders.
method Introduces novel identification methods and minimax estimation techniques for linking target policy's value and observed data distribution.
result Proposes three estimators for off-policy evaluation in POMDPs with latent confounders, demonstrating their effectiveness through nonasymptotic and asymptotic analysis.

Paper tackles RL with continuous actions and unmeasured confounders.

problem Offline policy learning with continuous actions and unmeasured confounders.
method Developed a novel identification result and a minimax estimator for nonparametric policy value estimation.
result Introduced a policy-gradient-based algorithm to identify the optimal policy.

Paper defends machine learning models from adversarial attacks using GLRT.

problem Adversarial attacks on machine learning models leading to misclassification.
method Generalized likelihood ratio test (GLRT) for robust classification.
result GLRT yields performance competitive with minimax approach under worst-case attacks, and better trade-off under weaker attacks.

New method estimates optimal Q-values with better accuracy for specific problems.

problem Estimating optimal Q-values in reinforcement learning is difficult and varies by problem instance.
method Local minimax framework and variance-reduced Q-learning.
result Sharp lower bounds on estimation accuracy for Q-learning.

We demonstrate an equivalence between reproducing kernel Hilbert space (RKHS) embeddings of conditional distributions and vector-valued regressors. This connection introduces a natural regularized loss function which the RKHS embeddings minimise, providing an intuitive understanding of the embeddings and a justificatio…

2012-05-21abs ↗pdf ↗

Researchers develop optimal methods to estimate rough volatility parameters.

problem Statistical inference for rough volatility models with fractional Brownian motion.
method Established minimax lower bounds and designed wavelet-based procedures.
result Optimal speed of convergence n1/(4H+2)n^{-1/(4H+2)} for estimating HH.

The paper analyzes kNN density estimation's convergence rates under different conditions.

problem Analyzing convergence rates of kNN density estimation under bounded and unbounded support conditions.
method Examined two cases: bounded support with known and unknown support sets, and unbounded support with smooth density function.
result kNN density estimation is minimax optimal under certain conditions and better than kernel density estimation in some cases.

Framework improves policy generalizability under biased training data.

problem Learning policies that generalize to a target population from biased training data.
method Characterizes sample selection bias using a selection variable, optimizes minimax value over uncertainty set, derives efficient algorithm.
result Policies generalize to target population, outperform standard methods.

New algorithms estimate Q-functions under partial coverage and realizability, improving offline RL guarantees.

problem Offline RL with limited exploration and assumptions about data coverage and Q-function realizability.
method Proposes minimax learning algorithms to estimate soft or vanilla Q-functions with L2L^2-convergence guarantees.
result PAC guarantees for offline RL under partial coverage and realizability conditions.

SDP achieves optimal error in noisy phase synchronization.

problem Phase synchronization with noisy measurements.
method SDP relaxation of Maximum Likelihood Estimation (MLE).
result Achieves error bound of (1+o(1))σ22np(1+o(1))\frac{σ^2}{2np} under normalized squared 2\ell_2 loss, matching minimax lower bound.

New RL algorithm achieves nearly optimal performance for linear MDPs.

problem Optimal reinforcement learning for episodic linear MDPs.
method Weighted linear regression with variance estimator and rare-switching policy.
result Achieves nearly minimax optimal regret ildeO(dH3K) ilde O(d\sqrt{H^3K}).

Paper explores statistical and computational limits of estimating low-rank Gaussian mixtures.

problem Estimating low-rank matrix-variate observations with optimal statistical and computational limits.
method Low-rank Gaussian mixture model (LrMM) and minimax lower bounds.
result Minimax optimality of maximum likelihood estimator and spectral aggregation method.

Papers learn from data to make decisions without interacting, improving on previous methods.

problem Achieving optimal decision-making from offline data with non-linear function approximation.
method Pessimistic Nonlinear Least-Square Value Iteration (PNLSVI) with three innovative components.
result Achieves minimax optimal instance-dependent regret for non-linear function approximation.