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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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8.3%16.7%25.0%33.3% · Jul 199219922001200920172026
48 results for negative static regret

New algorithm achieves both static and dynamic regret optimally against an oblivious adversary for deterministic losses.

problem Achieving optimal static and dynamic regret simultaneously in adversarial bandits.
method Extends impossibility result to deterministic losses, uses negative static regret and Blackwell approachability.
result First algorithm achieving optimal static and dynamic regret simultaneously against an oblivious adversary.

Optimizes nonconvex optimization by converting it to static regret minimization.

problem Nonconvex optimization challenges in machine learning.
method Black-box online-to-nonconvex conversion with static regret minimization oracles.
result Achieves optimal convergence rates for nonconvex optimization.

In online learning, the dynamic regret metric chooses the reference (optimal) solution that may change over time, while the typical (static) regret metric assumes the reference solution to be constant over the whole time horizon. The dynamic regret metric is particularly interesting for applications such as online reco…

2018-10-08abs ↗pdf ↗

Dynamic regret minimization is shown equivalent to static regret minimization for linear losses.

problem Dynamic regret minimization in online convex optimization.
method Equivalence between dynamic and static regret minimization for linear losses.
result Dynamic regret minimization is equivalent to static regret minimization for linear losses.

We propose algorithms for online principal component analysis (PCA) and variance minimization for adaptive settings. Previous literature has focused on upper bounding the static adversarial regret, whose comparator is the optimal fixed action in hindsight. However, static regret is not an appropriate metric when the un…

2019-01-23abs ↗pdf ↗

Optimal switching regret for all segmentations in online convex optimisation.

problem Non-stationary online convex optimisation problems.
method Developed an efficient algorithm to achieve optimal switching regret on every possible segmentation.
result Achieved asymptotically optimal switching regret on every possible segmentation simultaneously.

The paper tackles minimax optimality in continuum contextual bandits with Hölder continuity.

problem Minimizing regret in a continuum of contexts with Hölder continuity.
method Proves a static-to-contextual regret conversion theorem and analyzes various dependency cases.
result Achieves minimax optimal contextual regret for convex and strongly convex bandits.

Dynamic pricing improves DeFi lending efficiency by reducing regret to logarithmic levels.

problem Static pricing mechanisms in DeFi lending protocols lead to suboptimal welfare and revenue.
method Online learning model for static and dynamic pricing models in DeFi lending.
result Adaptive supply models achieve logarithmic regret, outperforming static models.

New algorithm reduces constraint violation to O(T1/3)O(T^{1/3}) while maintaining O(T)O(\sqrt{T}) regret.

problem Minimizing static regret and cumulative constraint violation in constrained online convex optimization.
method Proposes an algorithm that achieves O(T)O(\sqrt{T}) regret and O(T1/3)O(T^{1/3}) cumulative constraint violation.
result Shows that O(T1/3)O(T^{1/3}) cumulative constraint violation is achievable with O(T)O(\sqrt{T}) regret.

The paper proves conjectures and classifies metrics on 3D manifolds.

problem Proving conjectures and classifying metrics on 3D manifolds with specific curvature conditions.
method Analytical proofs and classification theorems.
result Critical metrics on 3D manifolds are isometric to geodesic balls in space forms.

A new metric, Weighted Regret, unifies FDR and power evaluation in online multiple testing.

problem The asymmetric costs of false positives and false negatives in automated pipelines.
method Introducing Weighted Regret and Decoupled-OMT (DOMT) to unify FDR and power evaluation.
result DOMT achieves an order-optimal sublinear mitigation of threshold depletion in bursty environments.

Near-logarithmic regret per switch achieved for mixable/exp-concave losses.

problem Online optimization of mixable loss functions with dynamic environments.
method Online mixture framework using static solvers and hyper-expert creations.
result Near-logarithmic regret per switch with sub-polynomial complexity.

New black hole solutions with positive and negative masses in 4 and 5 dimensions.

problem Constructing static vacuum black hole solutions with signed masses.
method Axisymmetric and bi-axisymmetric solutions in 4 and 5 dimensions, using Weyl-Papapetrou coordinates.
result Signed mass black holes can be superposed, with specific topologies in 5 dimensions.

New approach reduces unconstrained linear bandits to simpler optimization problems.

problem Unconstrained linear bandits problem.
method Perturbation-based approach combined with comparator-adaptive OLO algorithms.
result First high-probability guarantees for both static and dynamic regret in unconstrained linear bandits.

We consider a multi-armed bandit problem in a setting where each arm produces a noisy reward realization which depends on an observable random covariate. As opposed to the traditional static multi-armed bandit problem, this setting allows for dynamically changing rewards that better describe applications where side inf…

2011-10-27abs ↗pdf ↗

Paper proposes algorithms to minimize both dynamic and adaptive regret simultaneously.

problem Traditional regret minimization algorithms are suboptimal for changing environments.
method Developed novel online algorithms to minimize dynamic and adaptive regret simultaneously.
result Proposed algorithms minimize dynamic and adaptive regret over any interval.

In this paper we propose and discuss a notion of mass for compact static metrics with positive cosmological constant. As a consequence, we characterise the de Sitter solution as the only static vacuum metric with zero mass. Finally, we show how to adapt our analysis to the case of negative cosmological constant, leadin…

2017-10-30abs ↗pdf ↗

We study stochastic multi-armed bandits with many players. The players do not know the number of players, cannot communicate with each other and if multiple players select a common arm they collide and none of them receive any reward. We consider the static scenario, where the number of players remains fixed, and the d…

2018-09-17abs ↗pdf ↗

New static black hole uniqueness theorems for negative cosmological constant.

problem Uniqueness of static black holes in asymptotically locally hyperbolic spaces.
method Inequality relating surface gravity and topology, rigidity of Kottler black holes, monotone quantities under IMCF, regularity theorem for IMCF.
result Static black holes are uniquely determined by their geometry and topology.

We show that Wang's proof of uniqueness of Anti-de Sitter spacetime can be adapted to provide uniqueness results for strictly static asymptotically locally hyperbolic vacuum metrics with toroidal infinity, and to prove negativity of the free energy ETSE-TS of asymptotically AdS black holes with higher-genus horizons.

2019-09-30abs ↗pdf ↗

New findings on static near horizon geometries and quasi-Einstein manifolds, including rigidity results for negative cosmological constant.

problem Rigidity of quasi-Einstein manifolds under different cosmological constant conditions.
method Analysis of quasi-Einstein equations on closed manifolds, focusing on static vacuum solutions and their properties.
result For negative cosmological constant, rigidity holds under specific conditions on the 1-form \(X\), including incompressibility, constant norm, and nontrivial cohomology.

Improved regret bounds for online convex optimization under stochastic and adversarial settings.

problem Interpolating between stochastic and adversarial online convex optimization.
method Optimistic online mirror descent (OMD) for the Stochastically Extended Adversarial (SEA) model.
result Established new regret bounds for various function classes.

In this paper, we consider the problem of prediction with expert advice in dynamic environments. We choose tracking regret as the performance metric and develop two adaptive and efficient algorithms with data-dependent tracking regret bounds. The first algorithm achieves a second-order tracking regret bound, which impr…

2019-09-05abs ↗pdf ↗

New algorithm learns and unlearns from streaming data efficiently.

problem Continuous learning and unlearning from production data streams.
method Translated batch unlearning techniques to online setting using regret, sample complexity, and deletion capacity.
result Achieved logarithmic regret bound of O(lnT)\mathcal{O}(\ln{T}) for online unlearning.

New method tackles online DR-submodular maximization with improved regret guarantees.

problem Online maximization of non-monotone DR-submodular functions over down-closed convex sets.
method 1/e-linearization through exponential reparametrization, surrogate potential, and reduction to online linear optimization.
result Achieves O(T1/2)O(T^{1/2}) static regret with single gradient query per round, improving state of the art.

Two algorithms for linear contextual bandits with rare updates achieve optimal regret and efficiency.

problem Linear contextual bandits with infrequent parameter updates.
method Two practical algorithms with O(loglogT)O(\log\log T) updates, BLCE-G and BLCE.
result Minimax-optimal regret with low computational complexity.

In this paper, we introduce a new parabolic equation on Kähler manifolds. The static point of this flow is related to the existence of a lower bound of the Mabuchi energy. In this paper, we prove the flow always exists for all times for any initial smooth data. Further more, if the initial metric has non-negative bisec…

2000-09-29abs ↗pdf ↗

This paper tackles near-optimal adversarial RL with switching costs, providing algorithms and matching lower bounds.

problem Adversarial RL with switching costs, where loss distribution can be non-stationary or adversarial.
method Developed novel switching-reduced algorithms with matching lower bounds for known and unknown transition functions.
result Achieved near-optimal performance in adversarial RL with switching costs, matching theoretical lower bounds.

New approach for distributed online optimization of non-convex losses with sublinear regret.

problem Regret evaluation and consensus in distributed, multi-agent systems with non-convex losses.
method Composite regret metric and consensus-based online normalized gradient (CONGD) approach for pseudo-convex losses; offline optimization oracle for general non-convex losses.
result First sublinear regret bound for general distributed online non-convex learning.