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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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220441661881 · Jun 202019922001200920172026
48 results for model-based approaches

Model-based machine learning improves communication systems.

problem Improving symbol detection in communication receivers.
method Review and comparison of model-based and deep learning approaches, focusing on deep unfolding and DNN-aided hybrid algorithms.
result Different strategies of conventional deep architectures and hybrid algorithms show advantages and drawbacks.

Study batch reinforcement learning methods for personalized medical treatments.

problem Batch reinforcement learning for personalized medical treatments.
method Direct policy learning and model-based learning approaches.
result Model-based learning is impossible with finite model classes but feasible with relaxed conditions.

Model-based clustering is a popular approach for clustering multivariate data which has seen applications in numerous fields. Nowadays, high-dimensional data are more and more common and the model-based clustering approach has adapted to deal with the increasing dimensionality. In particular, the development of variabl…

2017-07-02abs ↗pdf ↗

RL agent outperforms model-based approach in detecting price manipulation.

problem Detecting and exploiting price manipulation opportunities.
method Compared model-free RL with model-based approach in a market with Almgren-Chriss framework.
result RL consistently outperforms model-based approach, especially with noisy parameter estimates.

Model-based reinforcement learning approaches carry the promise of being data efficient. However, due to challenges in learning dynamics models that sufficiently match the real-world dynamics, they struggle to achieve the same asymptotic performance as model-free methods. We propose Model-Based Meta-Policy-Optimization…

2018-09-14abs ↗pdf ↗

The paper proposes a parallelizable clustering method for multivariate data.

problem The standard model-based clustering method assumes the same number of clusters per margin, which is often unrealistic.
method Developed a finite mixture model per margin with different numbers of clusters, and used a game-inspired algorithm to cluster multivariate data.
result The proposed method shows good performance in various scenarios and real datasets.

Introduces LoCA regret to evaluate model-based RL methods.

problem Lack of consistent metrics to evaluate model-based RL methods.
method Inspired by neuroscience, introduces LoCA regret to measure model-based behavior.
result LoCA regret can identify model-based behavior and assess how close methods are to optimal model-based behavior.

New insights into bias-variance tradeoff for data-driven optimization under local misspecification.

problem Understanding the relative performance of SAA, IEO, and ETO under local misspecification.
method Developed a local misspecification perspective using contiguity theory in statistics.
result Explicit expressions for decision bias and geometric understanding of variance.

Traditional model-based reinforcement learning approaches learn a model of the environment dynamics without explicitly considering how it will be used by the agent. In the presence of misspecified model classes, this can lead to poor estimates, as some relevant available information is ignored. In this paper, we introd…

2019-09-09abs ↗pdf ↗

Unified Latent Dynamics unifies model-free and model-based reinforcement learning.

problem Combining the efficiency of model-free methods with the representational strengths of model-based approaches.
method Embedding state-action pairs into a latent space where the true value function is approximately linear, using synchronized updates of encoder, value, and policy networks.
result ULD achieves cross-domain competence with minimal tuning and a fraction of the parameter footprint.

Model-based clustering approaches concern the paradigm of exploratory data analysis relying on the finite mixture model to automatically find a latent structure governing observed data. They are one of the most popular and successful approaches in cluster analysis. The mixture density estimation is generally performed …

2013-12-25abs ↗pdf ↗

Efficient CF approach using fast adaptive PCA for recommender systems.

problem Matrix completion problem in recommender systems.
method Fast adaptive randomized singular value decomposition (SVD) and termination mechanism for latent factors.
result The approach achieves near optimal prediction accuracy with high runtime efficiency.

The paper tackles model-based RL's inaccuracy issue by dynamically adjusting planning horizons.

problem Model-based RL's failure due to model inaccuracy over long planning horizons.
method State-dependent planning horizon, learning cumulative model errors with Temporal Difference methods.
result The proposed method successfully adapts planning horizons to state-dependent model accuracy, improving policy learning efficiency.

We introduce a model based off-the-grid image reconstruction algorithm using deep learned priors. The main difference of the proposed scheme with current deep learning strategies is the learning of non-linear annihilation relations in Fourier space. We rely on a model based framework, which allows us to use a significa…

2018-12-27abs ↗pdf ↗

A new method reduces compounding errors in model-based reinforcement learning.

problem Compounding errors in long horizon predictions from model-based reinforcement learning.
method Maximum Entropy Model Rollouts (MEMR) with non-uniform sampling and prioritized experience replay.
result Significantly reduces computation requirements compared to other model-based methods.

Estimates of predictive uncertainty are important for accurate model-based planning and reinforcement learning. However, predictive uncertainties---especially ones derived from modern deep learning systems---can be inaccurate and impose a bottleneck on performance. This paper explores which uncertainties are needed for…

2019-06-19abs ↗pdf ↗

Data-driven symbol detection improves performance in complex channels.

problem Designing robust symbol detectors in systems with poorly understood channels.
method Hybrid approach combining model-based algorithms with machine learning.
result Near-optimal performance of model-based algorithms achieved without channel model knowledge.

This paper presents a novel approach for incremental semiparametric inverse dynamics learning. In particular, we consider the mixture of two approaches: Parametric modeling based on rigid body dynamics equations and nonparametric modeling based on incremental kernel methods, with no prior information on the mechanical …

2016-01-18abs ↗pdf ↗

A new reinforcement learning method uses model derivatives to improve policy optimization.

problem Improving sample efficiency and performance in model-based reinforcement learning.
method Constructs an actor-critic algorithm that uses the pathwise derivative of the learned model and policy.
result Consistently more sample efficient and matches model-free algorithms' asymptotic performance.

This paper improves prediction rule ensembles using model-based data generation.

problem Improving the sparsity and predictive accuracy of prediction rule ensembles.
method The authors use surrogate models to train Lasso regression with data generated by a boosted decision tree ensemble, improving PRE performance.
result The use of surrogacy models can substantially improve the sparsity of PRE while retaining predictive accuracy.

Model-based reinforcement learning has the potential to be more sample efficient than model-free approaches. However, existing model-based methods are vulnerable to model bias, which leads to poor generalization and asymptotic performance compared to model-free counterparts. In addition, they are typically based on the…

2019-06-25abs ↗pdf ↗

Designing effective model-based reinforcement learning algorithms is difficult because the ease of data generation must be weighed against the bias of model-generated data. In this paper, we study the role of model usage in policy optimization both theoretically and empirically. We first formulate and analyze a model-b…

2019-06-19abs ↗pdf ↗

Paper proposes a hybrid model-based and data-driven approach for one-bit compressive autoencoding.

problem Designing efficient one-bit compressive autoencoding models for complex systems.
method Hybrid model-based and data-driven methodology for one-bit sparse signal recovery.
result Significant improvement in one-bit compressive autoencoding compared to state-of-the-art algorithms.

Paper proposes a new framework to improve policy optimization by aligning real and simulated data distributions.

problem Inaccurate model estimation leads to performance degradation in model-based reinforcement learning.
method Introduces unsupervised model adaptation to minimize the IPM between real and simulated data distributions.
result Achieves state-of-the-art performance in sample efficiency on various continuous control tasks.

We compare the model-free reinforcement learning with the model-based approaches through the lens of the expressive power of neural networks for policies, QQ-functions, and dynamics. We show, theoretically and empirically, that even for one-dimensional continuous state space, there are many MDPs whose optimal QQ-func…

2019-10-14abs ↗pdf ↗

Significant progress has been made in the area of model-based reinforcement learning. State-of-the-art algorithms are now able to match the asymptotic performance of model-free methods while being significantly more data efficient. However, this success has come at a price: state-of-the-art model-based methods require …

2019-10-28abs ↗pdf ↗

This paper compares model-based and model-free control methods using neural networks.

problem Comparing model-based and model-free control methods for unknown nonlinear systems.
method Utilizes Deep Koopman Representation (DKRC) and Deep Deterministic Policy Gradient (DDPG) for control.
result DKRC outperforms DDPG in terms of control strategies and accuracy for unknown dynamics.

Model-based clustering is widely-used in a variety of application areas. However, fundamental concerns remain about robustness. In particular, results can be sensitive to the choice of kernel representing the within-cluster data density. Leveraging on properties of pairwise differences between data points, we propose a…

2018-10-19abs ↗pdf ↗