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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.

168,657 papers · 148 categories

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77153230306 · Jun 202019922001200920172026
48 results for multiple oracles

MAMBA learns policies competitive with multiple conflicting oracles.

problem Learning policies from multiple conflicting oracles in reinforcement learning.
method MAMBA uses a gradient estimator in the style of GAE to optimize policies, leveraging demonstrations from multiple weak oracles.
result MAMBA outperforms the state-of-the-art in learning policies competitive with multiple conflicting oracles.

We study the problem of interactively learning a binary classifier using noisy labeling and pairwise comparison oracles, where the comparison oracle answers which one in the given two instances is more likely to be positive. Learning from such oracles has multiple applications where obtaining direct labels is harder bu…

2017-04-19abs ↗pdf ↗

We presented Bayesian portfolio selection strategy, via the kk factor asset pricing model. If the market is information efficient, the proposed strategy will mimic the market; otherwise, the strategy will outperform the market. The strategy depends on the selection of a portfolio via Bayesian multiple testing methodol…

2017-04-17abs ↗pdf ↗

Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is established only for one of the unknown local solutions. A challenging fundamenta…

2012-10-22abs ↗pdf ↗

ConfHit provides valid guarantees for generative models without oracle access.

problem Reliable guarantees for novel candidate generation in generative models.
method Formalizes certification and refinement of generated sets, leveraging weighted exchangeability and density-ratio weighted conformal p-values.
result Consistently delivers valid coverage guarantees and compact certified sets across various generative tasks.

Algorithm solves online binary classification and infinite games using ERM oracle.

problem Online learning and solving infinite games with computationally inefficient oracles.
method Proposes an algorithm relying solely on ERM oracle calls for online binary classification and nonparametric games.
result Achieves finite and sublinearly growing regret in various settings.

Study on costs of manipulating AMM-based price oracles.

problem Cost of manipulation in AMM-based on-chain price oracles.
method Analyzes the robustness of AMM-based oracles to strategic manipulation, considering different aggregation methods and market conditions.
result Manipulation costs depend on the total quote depth and can be minimized by optimal liquidity weights.

Study sets a nontrivial upper limit on return forecasting accuracy.

problem Establishing a practical upper limit for return forecasting accuracy.
method Defined a coin-flip oracle model to theoretically outperform practical models and used its RextOOS2R^2_{ ext{OOS}} as an upper bound.
result Theoretical upper bound on RextOOS2R^2_{ ext{OOS}} is a quadratic function of directional accuracy.

Extends covariance estimation with multiple targets for better performance.

problem Improving covariance estimation for multiple targets.
method Combines multiple constant matrices with sample covariance matrix, derives estimators and proves convergence.
result The multi-target linear shrinkage estimator outperforms other estimators in various situations.

New active learning method for kernel selection improves efficiency and accuracy.

problem Real-world applications where acquiring true labels is costly or time-consuming.
method Active Multiple Kernel Learning (AMKL) with adaptive kernel selection (AMKL-AKS).
result AMKL-AKS achieves optimal sublinear regret and better performance with fewer labeled data.

We address the problem of learning in an online setting where the learner repeatedly observes features, selects among a set of actions, and receives reward for the action taken. We provide the first efficient algorithm with an optimal regret. Our algorithm uses a cost sensitive classification learner as an oracle and h…

2011-06-13abs ↗pdf ↗

Improved cutting plane method for convex optimization and games.

problem Efficiently finding points in convex sets or proving they do not contain balls.
method Optimal cutting plane algorithm using leverage scores and advanced data structures.
result Significant improvement in time complexity for convex optimization and games.

In this paper, we initiate a rigorous theoretical study of clustering with noisy queries (or a faulty oracle). Given a set of nn elements, our goal is to recover the true clustering by asking minimum number of pairwise queries to an oracle. Oracle can answer queries of the form : "do elements uu and vv belong to the…

2017-06-22abs ↗pdf ↗

With recent advances in high throughput technology, researchers often find themselves running a large number of hypothesis tests (thousands+) and esti- mating a large number of effect-sizes. Generally there is particular interest in those effects estimated to be most extreme. Unfortunately naive estimates of these effe…

2013-11-15abs ↗pdf ↗

Neural-σ2σ^2-LinearUCB improves regret in neural contextual bandits.

problem Balancing exploration and exploitation in neural contextual bandits.
method Proposes a variance-aware neural UCB algorithm using neural representations and an upper bound of reward noise variance.
result Oracle and practical versions of Neural-σ2σ^2-LinearUCB achieve better regret guarantees and performance.

We address the challenge of designing optimal adversarial noise algorithms for settings where a learner has access to multiple classifiers. We demonstrate how this problem can be framed as finding strategies at equilibrium in a two-player, zero-sum game between a learner and an adversary. In doing so, we illustrate the…

2019-06-06abs ↗pdf ↗

Oracle-efficient algorithms reduce combinatorial semi-bandit regret to logarithmic time.

problem Scalability issue in combinatorial semi-bandit problems due to high combinatorial optimization costs.
method Oracle-efficient frameworks that minimize oracle queries while maintaining tight regret guarantees.
result Achieved ildeO(T) ilde{O}(\sqrt{T}) regret with O(loglogT)O(\log\log T) oracle queries for worst-case linear rewards.

New analysis shows Thompson Sampling can work with greedy approximations in combinatorial bandits.

problem Thompson Sampling's theoretical limits with greedy approximations in combinatorial semi-bandits.
method Study with greedy oracle, providing lower and upper bounds on regret.
result First theoretical results showing TS can work with greedy approximations, breaking misconceptions.

The paper addresses fairness in online learning by extending auditing schemes and presenting efficient algorithms.

problem Ensuring fairness in online learning while maximizing predictive accuracy.
method Extending auditing schemes to handle multiple auditors and presenting oracle-efficient algorithms.
result Presented algorithms achieve upper bounds on regret and fairness violations, improving on existing bounds.

Many machine learning tasks such as clustering, classification, and dataset search benefit from embedding data points in a space where distances reflect notions of relative similarity as perceived by humans. A common way to construct such an embedding is to request triplet similarity queries to an oracle, comparing two…

2019-10-09abs ↗pdf ↗

New oracle uses uncertainty for active classification with noisy feedback.

problem Improving query complexity in interactive binary classifier learning.
method Proposes a new pairwise comparison oracle that considers uncertainty and an adaptive labeling algorithm.
result Demonstrates improved performance and efficiency compared to existing methods.

Quantum oracles help identify counterfactuals better than classical ones.

problem Identifying unknown causal parameters in causal models.
method Using quantum oracles to query and identify all causal parameters and counterfactuals.
result Quantum oracles enable identification of all two-way joint counterfactuals and tighter bounds on higher-order counterfactuals.

Paper addresses online alignment of large language models under uncertain preference feedback.

problem Online alignment of large language models with misspecified preference feedback.
method Formulates an oracle-robust objective as a worst-case optimization problem for log-linear policies, and develops projected stochastic composite updates.
result Shows that the robust objective admits an exact closed-form decomposition and achieves O~(ε2)\widetilde{O}(\varepsilon^{-2}) oracle complexity.

New study shows Gaussian samplers struggle with heavy-tailed targets, while stable samplers excel.

problem The difficulty of sampling from heavy-tailed distributions using Gaussian versus stable oracles.
method Comparison of Gaussian and stable oracles for proximal samplers.
result Gaussian samplers have a fundamental barrier for high-accuracy guarantees in heavy-tailed sampling, while stable samplers excel.

A new method solves variational inequality problems with multiple constraints without needing optimal Lagrange multipliers.

problem Solving variational inequality problems with multiple functional constraints efficiently.
method Constrained Gradient Method (CGM) for Minty variational inequality problems.
result The Constrained Gradient Method achieves complexity similar to projection-based methods but with cheaper oracles.

Method selects valid IVs from a large set using clustering and test of overidentifying restrictions.

problem Selecting valid instrumental variables from a large set of candidates.
method Agglomerative hierarchical clustering combined with a test of overidentifying restrictions.
result Achieves oracle properties when the largest group of IVs is valid.

Study on tradeoffs between mistakes and ERM oracle calls in online and transductive learning.

problem Analyzing online and transductive learning with limited ERM and weak consistency oracle access.
method Proves lower bounds and upper bounds on mistakes and oracle calls, considering realizable and agnostic cases.
result Achieves optimal mistake bounds with weak consistency queries for certain concept classes.

Semi-supervised active clustering (SSAC) utilizes the knowledge of a domain expert to cluster data points by interactively making pairwise "same-cluster" queries. However, it is impractical to ask human oracles to answer every pairwise query. In this paper, we study the influence of allowing "not-sure" answers from a w…

2017-09-11abs ↗pdf ↗

Three new oracle-efficient algorithms for private synthetic data release.

problem Constructing private synthetic data that preserves statistical query answers.
method Oracle-efficient algorithms using optimization oracles for differential privacy.
result Better accuracy in large workload and high privacy regime compared to state-of-the-art.