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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.

168,695 papers · 148 categories

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215430644859 · Jun 202019922001200920172026
48 results for neural contextual decomposition

Method discovers local independence in systems with continuous variables.

problem Applying Context-Specific Independence (CSI) to continuous variables is impractical.
method Neural contextual decomposition (NCD) learns partition of joint outcome space.
result NCD successfully discovers local independence in synthetic and real-world systems.

TRIM improves interpretability of deep neural networks in cosmology.

problem Understanding which features a deep neural network uses in a transformed space.
method TRIM (Transformation IMportance) attributes importances to features in a transformed space.
result Combining TRIM with contextual decomposition helps identify physical features learned by DNNs.

Proposes a neural network for contextual regression.

problem Improving model efficiency and interpretability in regression with contextual features.
method Simple contextual neural network (SCtxtNN) that separates context identification from context-specific regression.
result SCtxtNN achieves lower excess mean squared error and more stable performance than feed-forward neural networks.

Proposes a framework to extract ordered eigenfunctions from contextual kernels.

problem Lack of exact spectral decomposition in existing methods.
method Modular building blocks for compatibility with contextual kernels and scalability.
result Extracted eigenfunctions provide effective importance scores for feature selection.

This study analyzes how RNNs process context in sentiment analysis.

problem Understanding how recurrent neural networks process context in sentiment analysis.
method Developed methods to reverse engineer RNNs, identifying contextual effects and quantifying their strength and timescale.
result Identified inputs that induce contextual effects and quantified their properties.

The paper tackles learning varying DAG structures based on contextual features.

problem Learning a single DAG for the entire population from observational data.
method A neural network that maps contextual features to a weighted adjacency matrix of a DAG, with a projection layer to ensure acyclicity.
result The new approach can recover context-specific DAGs where existing methods fail.

Proposes EE-Net for neural exploration in contextual bandits.

problem Exploitation-Exploration tradeoff in contextual bandits.
method Uses two neural networks: Exploitation and Exploration, to learn reward function and adaptively explore.
result Achieves O(TlogT)\mathcal{O}(\sqrt{T\log T}) regret and outperforms existing methods.

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.

Unified framework for ensemble sampling in nonlinear contextual bandits with provable regret bounds.

problem Efficient exploration in nonlinear contextual bandits with unknown feature dimensions.
method Developed GLM-ES and Neural-ES for generalized linear and neural contextual bandits, respectively, using maximum likelihood estimation on randomly perturbed data.
result Unified high-probability frequentist regret bounds for GLM-ES and Neural-ES, matching state-of-the-art results.

New algorithms improve contextual bandits with neural networks and energy models.

problem Inefficient exploration in non-linear models for contextual bandits.
method Maximum entropy exploration using neural networks and energy models.
result Both techniques outperform standard algorithms, with energy models best overall.

A new linear contextual bandit algorithm with improved regret bound.

problem Efficiently solving linear contextual bandit problems with reduced regret.
method Proposes a novel estimator embedded with exploration and a self-normalized bound.
result Regret bound matches lower bound of Ω(dT)Ω(\sqrt{dT}) up to logarithmic factors.

We extend manifold capacity to nonlinear neural representations with contextual information.

problem Efficient processing of information through neural representations.
method Theoretical framework leveraging latent directions in input space related to contextual information.
result Derivation of an exact formula for context-dependent manifold capacity.

This work improves online regression and contextual bandits using neural networks.

problem Improving online regression and contextual bandits using neural networks.
method Investigates neural networks for online regression, showing O(logT)\mathcal{O}(\log T) regret for almost convex losses and KL loss.
result Shows ildeO(KL+K) ilde{\mathcal{O}}(\sqrt{KL^*} + K) regret for NeuCB, outperforming existing algorithms.

We study the stochastic contextual bandit problem, where the reward is generated from an unknown function with additive noise. No assumption is made about the reward function other than boundedness. We propose a new algorithm, NeuralUCB, which leverages the representation power of deep neural networks and uses a neural…

2019-11-11abs ↗pdf ↗

Proposes a new model for more accurate demand forecasting considering dynamic contextual information.

problem Traditional methods fail to capture spatio-temporal and dynamic contextual dependencies in demand forecasting.
method Integrates temporal, relational, spatial, and dynamic contextual dependencies using a Context Integrated Graph Neural Network (CIGNN).
result CIGNN outperforms state-of-the-art baselines in multi-step ahead demand forecasting.

AGG-UCB uses neural networks to optimize group behaviors in contextual bandits.

problem Optimizing group behaviors in contextual bandits with mutual impacts.
method Introduces Arm Group Graph (AGG) and AGG-UCB algorithm using neural networks and graph neural networks.
result Achieves near-optimal regret bound with over-parameterized neural networks.

NeuralRBMLE tackles explore-exploit trade-offs in contextual bandits with neural networks.

problem Stochastic contextual bandit problem with general bounded reward functions.
method Reward-biased maximum likelihood estimation with neural networks to enforce exploration.
result Both NeuralRBMLE variants achieve O~(T)\widetilde{\mathcal{O}}(\sqrt{T}) regret.

A new estimator learns sparse linear models with context-dependent coefficients.

problem Sparse linear models lack flexibility compared to deep neural networks for handling feature groups.
method Contextual lasso estimator using a deep neural network with lasso regularization.
result Learned models can be sparser than standard lasso without sacrificing predictive power.

New algorithm tackles non-linear utility in MNL bandits with ildeO(T) ilde{O}(\sqrt{T}) regret.

problem Sequential assortment selection with intricate user-item interactions.
method Upper Confidence Bound principle for non-linear parametric utility functions, including neural networks.
result Achieves ildeO(T) ilde{O}(\sqrt{T}) regret bound for neural network-based utilities.

A new approach learns to represent context for nonstationary bandits.

problem Nonstationary contextual bandits where patterns change over time.
method Combines recurrent neural networks with contextual linear bandit algorithm.
result Consistently outperforms handcrafted historical contexts and other methods.

A new exploration strategy for contextual bandits reduces regret and is computationally efficient.

problem Improving exploration in contextual bandits to reduce regret.
method Feature perturbation, injecting randomness directly into feature inputs.
result Achieves ildeO(dT) ilde{\mathcal{O}}(d\sqrt{T}) worst-case regret bound, surpassing existing methods.

SCNode improves node embeddings for GNNs in both homophilic and heterophilic graphs.

problem Challenges in node representation quality and generalization in GNNs, especially in heterophilic graphs.
method SCNode integrates spatial and contextual information to create more discriminative and structurally aware node embeddings.
result SCNode achieves superior performance over conventional GNN models on benchmark datasets.

Contextual multi-armed bandit problems arise frequently in important industrial applications. Existing solutions model the context either linearly, which enables uncertainty driven (principled) exploration, or non-linearly, by using epsilon-greedy exploration policies. Here we present a deep learning framework for cont…

2018-07-25abs ↗pdf ↗

POTEC tackles off-policy learning in large action spaces, improving effectiveness.

problem Existing OPL methods fail in large discrete action spaces due to bias or variance issues.
method Two-stage algorithm: cluster selection via policy-based approach, action selection via regression-based approach.
result POTEC provides substantial improvements in off-policy learning effectiveness, especially in large and structured action spaces.

PEARL uses reinforcement learning to improve matrix preconditioners.

problem Learning effective preconditioners for iterative solvers is challenging.
method PEARL employs an actor-critic reinforcement learning framework to learn preconditioners dynamically.
result PEARL outperforms traditional and neural preconditioners in flexibility and solving speed.