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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.

168,932 papers · 148 categories

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Proving that next-token prediction makes language models generate coherent long documents.

problem Understanding why language models generate coherent documents despite focusing on next-token prediction.
method Proving the power of next-token prediction in learning longer-range structure using Recurrent Neural Networks (RNN).
result Optimizing next-token prediction in RNNs yields a model that closely approximates the training distribution, even for long-range coherence.

The algorithmic trading comes from digitalisation of the processing of trading assets on financial markets. Since 1980 the computerization of the stock market offers real time processing of financial information. This technological revolution has offered processes and mathematic methods to identify best return on trans…

2008-10-22abs ↗pdf ↗

Autoregressive generative models consistently achieve the best results in density estimation tasks involving high dimensional data, such as images or audio. They pose density estimation as a sequence modeling task, where a recurrent neural network (RNN) models the conditional distribution over the next element conditio…

2017-12-28abs ↗pdf ↗

Motivated by the task of hyperparameter optimization, we introduce the non-stochastic best-arm identification problem. Within the multi-armed bandit literature, the cumulative regret objective enjoys algorithms and analyses for both the non-stochastic and stochastic settings while to the best of our knowledge, the best…

2015-02-27abs ↗pdf ↗

Nontrivial connectivity has allowed the training of very deep networks by addressing the problem of vanishing gradients and offering a more efficient method of reusing parameters. In this paper we make a comparison between residual networks, densely-connected networks and highway networks on an image classification tas…

2017-11-28abs ↗pdf ↗

This paper examines how different decoding algorithms for LLMs align with various goals.

problem Consistency of decoding algorithms with different goals in LLMs.
method Analysis of greedy, lookahead, random sampling, and temperature-scaled random sampling algorithms.
result Random sampling is consistent with the true probability distribution, but other goals require optimal algorithms for specific probability distributions.

Despite incredible recent advances in machine learning, building machine learning applications remains prohibitively time-consuming and expensive for all but the best-trained, best-funded engineering organizations. This expense comes not from a need for new and improved statistical models but instead from a lack of sys…

2017-05-22abs ↗pdf ↗

Improved knowledge gradient (iKG) outperforms the original KG algorithm in best arm identification problems.

problem Best arm identification (BAI) problem with limitations of the original KG algorithm.
method Follows the one-step look ahead of KG but chooses the measurement that maximizes the probability of selecting the best arm.
result Improved knowledge gradient (iKG) is asymptotically optimal and easier to extend to variant BAI problems.

SANST uses self-attentive networks with spatial and temporal embeddings for better POI recommendations.

problem Next point-of-interest (POI) recommendation for users based on their history.
method SANST incorporates spatio-temporal patterns into self-attentive networks.
result SANST outperforms state-of-the-art models by up to 13.65% in nDCG@10.

Two methods for model adaptation compared; fine-tuning outperforms Best-of-N in realizable settings.

problem Comparing methods for adapting large language models to new tasks.
method Supervised fine-tuning vs. Best-of-N approach.
result Supervised fine-tuning outperforms Best-of-N in realizable settings.

The paper proposes an algorithm to enumerate K best models with distinct support vectors for SVM.

problem Finding multiple models with distinct support vectors for non-standard machine learning applications.
method A K-best model enumeration algorithm for SVM that efficiently finds models with distinct support vectors in the dual SVM problem.
result The algorithm efficiently finds the next best model with small latency, useful for interactive examination of requirements.

Regularization is an important component of predictive model building. The hybrid bootstrap is a regularization technique that functions similarly to dropout except that features are resampled from other training points rather than replaced with zeros. We show that the hybrid bootstrap offers superior performance to dr…

2018-01-22abs ↗pdf ↗

Proposes a method to improve surrogate modeling and design optimization using latent variables.

problem Improving efficiency in multi-fidelity adaptive sampling without hierarchical assumptions.
method A framework using a latent variable Gaussian process to capture correlations between different fidelity models and optimize adaptive sampling.
result Demonstrates superior performance in convergence rate and robustness compared to existing methods.

The economy globalization measure problem is discussed. Four macroeconomic indices of twenty among the "richest" countries are examined. Four types of "distances" are calculated.Two types of networks are next constructed for each distance measure definition. It is shown that the globalization process can be best charac…

2009-10-19abs ↗pdf ↗

Algorithm identifies best policy in MDPs with adaptive sampling.

problem Best policy identification in discounted MDPs with limited samples.
method Derive lower and upper bounds on sample complexity, design KLB-TS algorithm.
result KLB-TS algorithm achieves nearly-optimal sample allocation.

A new framework for robot block-stacking tasks using causal probabilistic models.

problem Robots fail outside controlled environments due to uncertainty and lack of explicit design for all scenarios.
method Causal probabilistic framework combining causal models and probabilistic representations of noise.
result Robots can perceive, reason about, and explain their environment for block-stacking tasks.

Study dynamic batch learning in high-dimensional sparse linear bandits.

problem Dynamic batch learning in high-dimensional sparse linear contextual bandits under batch constraints.
method Characterized fundamental learning limits via regret lower bound and provided matching upper bound.
result Prescribed an optimal scheme for dynamic batch learning in high-dimensional sparse linear contextual bandits.

Better methods to detect insider threats need new anticipatory analytics to capture risky behavior prior to losing data. In search of the best overall classifier, this work empirically scores 88 machine learning algorithms in 16 major families. We extract risk features from the large CERT dataset, which blends real net…

2019-01-30abs ↗pdf ↗

Study improves U.S. monetary policy forecasting by integrating text and data.

problem Forecasting central bank policy decisions, especially the Fed's rate changes.
method Multi-modal approach combining structured data and unstructured text from Fed communications.
result Hybrid models outperform unimodal baselines, achieving a test AUC of 0.83.

HiPPO-Prophecy models can learn dynamical systems without fine-tuning.

problem Learning dynamical systems in context without fine-tuning parameters.
method Introduced a novel weight construction for SSMs that approximates derivatives of input signals.
result Discrete SSMs can predict the next state of any dynamical system after observing previous states.

Optimal best-arm identification with known number of optimal arms.

problem Identifying the best arm in a multi-armed bandit with multiple optimal arms under fixed confidence.
method Deriving a new information-theoretic lower bound and proposing a modified stopping rule.
result Achieving asymptotic instance-optimality with a new lower bound and new stopping rule.

Simpler neural architecture search method using random architectures and regression.

problem Complex algorithms in neural architecture search.
method Train N random architectures, use them to train a regression model, predict validation accuracies, and select top-K architectures.
result More sample efficient and competitive with complex approaches.

Improved inference-time alignment using Best-of-N and smoothing.

problem Reward overoptimization in Best-of-N (BoN) due to poor proxy reward models.
method Introduced Soft Best-of-N (SBoN) and analyzed its performance through KL divergence and regret analysis.
result Smoothing helps SBoN mitigate reward overoptimization, especially when proxy reward quality is low.

Federated survival analysis outperforms local and centralized training, with RSF offering the best balance of discrimination, calibration, and robustness.

problem Survival analysis models require large, diverse cohorts but are limited by privacy regulations and lack of centralized data.
method Federated learning (FL) is used to train shared models without exchanging raw data.
result FL consistently outperforms local training and approaches, and occasionally exceeds centralized performance.

LinFACT identifies all ε-best arms in linear bandits with near-optimal efficiency.

problem Efficiently identifying multiple optimal candidates in high trial-and-error cost tasks.
method LinFACT algorithm designed for linear bandits, with information-theoretic lower bound and upper bound derivation integration.
result LinFACT achieves instance optimality, matching lower bound up to a logarithmic factor.

We propose a computationally efficient random walk on a convex body which rapidly mixes and closely tracks a time-varying log-concave distribution. We develop general theoretical guarantees on the required number of steps; this number can be calculated on the fly according to the distance from and the shape of the next…

2013-09-23abs ↗pdf ↗