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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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63127190253 · Jun 202019922001200920172026
48 results for noise augmented MDP

Optimistic RL algorithms are simplified for deep RL with competitive performance.

problem Achieving accurate optimism in model-based RL for large-scale problems.
method Interpreting scalable optimistic model-based algorithms as solving a tractable noise augmented MDP.
result Competitive regret bound of ildeO(SHAT) ilde{\mathcal{O}}( |\mathcal{S}|H\sqrt{|\mathcal{A}| T } ) for Gaussian noise augmentation.

This work extends ME-RL using diffusion models to sample optimal policies.

problem Sampling from the optimal policy trajectory distribution in ME-RL.
method Introducing Diffusion-Augmented Markov Decision Processes (DA-MDPs) to minimize reverse KL divergence.
result DA-MDPs enable seamless integration into various ME-RL methods and outperform baselines.

We reformulate the option framework as two parallel augmented MDPs. Under this novel formulation, all policy optimization algorithms can be used off the shelf to learn intra-option policies, option termination conditions, and a master policy over options. We apply an actor-critic algorithm on each augmented MDP, yieldi…

2019-04-29abs ↗pdf ↗

Consider a Markov decision process (MDP) that admits a set of state-action features, which can linearly express the process's probabilistic transition model. We propose a parametric Q-learning algorithm that finds an approximate-optimal policy using a sample size proportional to the feature dimension KK and invariant …

2019-02-13abs ↗pdf ↗

PiNGDA learns beneficial noise for graph augmentation stability.

problem Challenges in generating effective and stable graph augmentations.
method PiNGDA uses positive-incentive noise to scientifically analyze and generate beneficial graph augmentations.
result PiNGDA improves GCL performance by learning beneficial noise on graph topology and attributes.

We introduce the active exploration problem in Markov decision processes (MDPs). Each state of the MDP is characterized by a random value and the learner should gather samples to estimate the mean value of each state as accurately as possible. Similarly to active exploration in multi-armed bandit (MAB), states may have…

2019-02-28abs ↗pdf ↗

Active Reinforcement Learning (ARL) is a twist on RL where the agent observes reward information only if it pays a cost. This subtle change makes exploration substantially more challenging. Powerful principles in RL like optimism, Thompson sampling, and random exploration do not help with ARL. We relate ARL in tabular …

2018-03-13abs ↗pdf ↗

SapAugment learns adaptive augmentation policies for better model training.

problem Fixed data augmentation methods often apply the same augmentation to all samples, ignoring sample difficulty.
method SapAugment adapts augmentation parameters based on training loss, learning a sample-adaptive policy.
result SapAugment achieves up to 21% relative reduction in word error rate on LibriSpeech dataset.

PANDA augments data to regularize GLM estimation and inference.

problem Regularizing estimation and inference in GLMs with noisy data.
method Iteratively optimizes augmented noise data to converge to regularized model estimates.
result Established convergence and asymptotic distributions for regularized parameters.

Enhanced financial forecasting using supervised autoencoders with noise augmentation and triple labeling.

problem Improving investment strategy performance on noisy financial data.
method Supervised autoencoders with noise augmentation and triple barrier labeling.
result Supervised autoencoders with balanced noise augmentation and bottleneck size significantly boost strategy effectiveness.

New algorithm reduces regret for linear bandits with unknown noise variance.

problem Finding optimal actions in linear bandits with varying noise variance.
method Adaptive algorithm with Freedman-type concentration inequality and multi-layer structure.
result Achieves ildeO(dk=1Kσk2+d) ilde{O}(d \sqrt{\sum_{k = 1}^K σ_k^2} + d) regret for linear bandits.

Dropout is typically interpreted as bagging a large number of models sharing parameters. We show that using dropout in a network can also be interpreted as a kind of data augmentation in the input space without domain knowledge. We present an approach to projecting the dropout noise within a network back into the input…

2015-06-29abs ↗pdf ↗

Theoretical framework for data augmentation in finance improves portfolio construction.

problem Improving portfolio construction in speculative markets.
method Developed a theoretical framework for data augmentation and regularization in deep learning for finance.
result A simple noise injection algorithm improves portfolio construction over no noise.

Optimal strategy for reinforcement learning with delayed observations.

problem Delayed state observation in reinforcement learning.
method Combines augmentation method and upper confidence bound approach.
result Minimax optimal regret bound of ildeO(HDmaxSAK) ilde{\mathcal{O}}(H \sqrt{D_{\max} SAK}).

The ability to detect sparse signals from noisy high-dimensional data is a top priority in modern science and engineering. A sparse solution of the linear system Aρ=b0A ρ= b_0 can be found efficiently with an l1l_1-norm minimization approach if the data is noiseless. Detection of the signal's support from data corrupted b…

2019-08-05abs ↗pdf ↗

New algorithm reduces reinforcement learning regret for linear MDPs with unknown transitions.

problem Adversarial linear mixture MDPs with bandit feedback and unknown transition.
method Proposes a new algorithm with a least square estimator and self-normalized concentration.
result Achieves improved regret bound with high probability.

The paper examines how adversarial training and noise affect neural network performance.

problem Overfitting in adversarial training and data augmentation.
method Adversarial training and data augmentation with noise in the context of regularized regression in RKHS.
result Appropriate regularization can prevent overfitting and improve performance.

CutMix enhances feature learning in neural networks, improving test accuracy.

problem Understanding and improving feature learning in neural networks using patch-level augmentation.
method Three distinct methods: vanilla training, Cutout training, and CutMix training were studied.
result CutMix training yields the highest test accuracy and learns all features and noise vectors evenly.

Diffusion models optimize objectives similar to ELBO with Gaussian noise augmentation.

problem Optimizing diffusion models for high perceptual quality.
method Showed diffusion objectives are weighted ELBOs over noise levels, with Gaussian noise augmentation.
result Diffusion objectives equate to ELBO with Gaussian noise augmentation under monotonic weighting.

In order to satisfy safety conditions, an agent may be constrained from acting freely. A safe controller can be designed a priori if an environment is well understood, but not when learning is employed. In particular, reinforcement learned (RL) controllers require exploration, which can be hazardous in safety critical …

2019-10-02abs ↗pdf ↗

Large datasets often have unreliable labels-such as those obtained from Amazon's Mechanical Turk or social media platforms-and classifiers trained on mislabeled datasets often exhibit poor performance. We present a simple, effective technique for accounting for label noise when training deep neural networks. We augment…

2017-05-09abs ↗pdf ↗

Introduces data augmentation for graph convolutional networks, proposing Monte Carlo Graph Learning.

problem Lack of transparency in graph convolutional networks.
method Data augmentation through graph structure, training traditional classifiers on expanded training set.
result MCGL shows better tolerance to graph structure noise than GCN on noisy graphs.

Humans achieve efficient learning by relying on prior knowledge about the structure of naturally occurring tasks. There is considerable interest in designing reinforcement learning (RL) algorithms with similar properties. This includes proposals to learn the learning algorithm itself, an idea also known as meta learnin…

2019-05-15abs ↗pdf ↗

NA0_0CT2^2 improves tensor regression predictions with 0\ell_0 regularization.

problem Improving tensor regression predictions with structural information.
method Noise-Augmented 0\ell_0 regularization on Tucker decomposition.
result Achieves exact 0\ell_0 regularization on core tensor in linear and generalized linear tensor regression.

Researchers use human-in-the-loop to create counterfactually augmented data, improving model performance.

problem Creating ML models less reliant on spurious patterns in NLP datasets.
method A human-in-the-loop process to curate counterfactually augmented data (CAD), prohibiting unnecessary edits.
result Models trained on CAD appear to rely less on semantically irrelevant words and generalize better out of domain.

The paper tackles efficient exploration in MDPs to learn accurate models.

problem Efficient exploration in MDPs to learn accurate models.
method Formalizes the problem, introduces an algorithm for εε-accurate model estimation, and proposes a heuristic-based algorithm.
result Heuristic-based algorithm outperforms original algorithm in small sample regime.

NAPP-ERM improves ERM with differential privacy guarantees by iteratively achieving target regularization and delivering strong convexity.

problem Over-regularization in privacy-preserving ERM approaches.
method Noise-Augmented Privacy-Preserving Empirical Risk Minimization (NAPP-ERM) with a dual-purpose l2 regularizer and privacy budget retrieval strategy.
result Mitigates over-regularization and achieves strong convexity through a single regularizer.

DACL tackles domain-specific contrastive learning by using Mixup noise.

problem Domain-specific contrastive learning methods rely on data augmentation techniques that require domain knowledge.
method DACL uses Mixup noise to create similar and dissimilar examples without domain-specific data augmentation.
result DACL outperforms other domain-agnostic noising methods and combines well with domain-specific methods.

Study examines how data augmentation impacts optimization in linear regression.

problem Understanding how data augmentation schedules affect optimization in linear regression.
method Analyzed the effect of augmentation on optimization in linear regression with MSE loss, using classical convex optimization and recent work on implicit bias.
result Proved that under certain joint schedules for learning rate and augmentation scheme, augmented gradient descent converges and characterized the resulting minimum.

Real-time speech enhancement model removes various noises and reverb.

problem Real-time speech enhancement in noisy environments.
method Causal speech enhancement model using encoder-decoder architecture with skip-connections, optimized in time and frequency domains.
result The model matches state-of-the-art performance while working directly on raw waveform.

The paper reveals that baselines significantly impact RL algorithms' convergence.

problem Understanding the true impact of baselines on policy optimization.
method Theoretical analysis of bandit and RL problems, focusing on natural policy gradient and EXP3.
result Baselines can determine algorithm convergence, contradicting traditional optimization theory.

Transfer learning and data augmentation improve stock classification performance.

problem Challenges in stock classification due to noise and volatility.
method Pre-trained model on S&P500 index features, transfer learning to new models, data augmentation on feature space.
result Augmentation on feature space leads to 20% increase in risk-adjusted returns.

Novel bio-inspired masking for robust speech emotion recognition.

problem Noise degradation in speech emotion recognition.
method Cochlear cepstrogram-based contrastive learning with temporal and frequency masking.
result Improved speech emotion recognition performance on K-EmoCon benchmark.

Semi-supervised learning lately has shown much promise in improving deep learning models when labeled data is scarce. Common among recent approaches is the use of consistency training on a large amount of unlabeled data to constrain model predictions to be invariant to input noise. In this work, we present a new perspe…

2019-04-29abs ↗pdf ↗

The paper provides theoretical guarantees for behavior cloning using generative models.

problem Behavior cloning of complex expert demonstrations using generative models.
method The paper proposes a theoretical framework invoking low-level controllers to stabilize imitation around expert demonstrations. It shows that with suitable low-level stability guarantees and powerful generative models, pure supervised behavior cloning can match expert trajectories.
result The paper proves that with a suitable low-level stability guarantee and a powerful enough generative model, pure supervised behavior cloning can generate trajectories matching the per-time step distribution of essentially arbitrary expert trajectories in an optimal transport cost.

New RL algorithm for linear MDPs with nearly optimal regret.

problem Optimizing reinforcement learning for linear mixture Markov decision processes.
method Proposed a new Bernstein-type concentration inequality for self-normalized martingales and a computationally efficient algorithm UCRL-VTR+.
result UCRL-VTR+ achieves nearly minimax optimal regret of ildeO(dHT) ilde O(dH\sqrt{T}).