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.
We study the task of learning from non-i.i.d. data. In particular, we aim at learning predictors that minimize the conditional risk for a stochastic process, i.e. the expected loss of the predictor on the next point conditioned on the set of training samples observed so far. For non-i.i.d. data, the training set contai…
A method to robustly federate learning with non-i.i.d. data and Byzantine workers.
problem Byzantine workers sending malicious messages in federated learning with non-i.i.d. data.
method Resampling strategy to reduce inner and outer variation, stochastic average gradient, robust geometric median aggregation.
result The method reaches a neighborhood of the optimal solution at a linear convergence rate and learning error depends on the number of Byzantine workers.
We present an new sequential Monte Carlo sampler for coalescent based Bayesian hierarchical clustering. Our model is appropriate for modeling non-i.i.d. data and offers a substantial reduction of computational cost when compared to the original sampler without resorting to approximations. We also propose a quadratic co…
We present a distributionally robust formulation of a stochastic optimization problem for non-i.i.d vector autoregressive data. We use the Wasserstein distance to define robustness in the space of distributions and we show, using duality theory, that the problem is equivalent to a finite convex-concave saddle point pro…
SARSA is an on-policy algorithm to learn a Markov decision process policy in reinforcement learning. We investigate the SARSA algorithm with linear function approximation under the non-i.i.d.\ data, where a single sample trajectory is available. With a Lipschitz continuous policy improvement operator that is smooth eno…
Exponential inequalities are main tools in machine learning theory. To prove exponential inequalities for non i.i.d random variables allows to extend many learning techniques to these variables. Indeed, much work has been done both on inequalities and learning theory for time series, in the past 15 years. However, for …
This paper investigates the supervised learning problem with observations drawn from certain general stationary stochastic processes. Here by \emph{general}, we mean that many stationary stochastic processes can be included. We show that when the stochastic processes satisfy a generalized Bernstein-type inequality, a u…
Q-learning with neural network function approximation (neural Q-learning for short) is among the most prevalent deep reinforcement learning algorithms. Despite its empirical success, the non-asymptotic convergence rate of neural Q-learning remains virtually unknown. In this paper, we present a finite-time analysis of a…
Robotic vision is a field where continual learning can play a significant role. An embodied agent operating in a complex environment subject to frequent and unpredictable changes is required to learn and adapt continuously. In the context of object recognition, for example, a robot should be able to learn (without forg…
Real-world data such as digital images, MRI scans and electroencephalography signals are naturally represented as matrices with structural information. Most existing classifiers aim to capture these structures by regularizing the regression matrix to be low-rank or sparse. Some other methodologies introduce factorizati…
Combining different models is a widely used paradigm in machine learning applications. While the most common approach is to form an ensemble of models and average their individual predictions, this approach is often rendered infeasible by given resource constraints in terms of memory and computation, which grow linearl…
The paper improves Q-learning by incorporating pessimism for better sample efficiency.
problem Improving sample efficiency in asynchronous Q-learning with non-i.i.d. data.
method Developed an algorithmic framework that incorporates the principle of pessimism into asynchronous Q-learning, penalizing infrequently-visited state-action pairs based on suitable lower confidence bounds (LCBs).
result Achieved near-optimal sample complexity, providing theoretical support for the use of pessimism in non-i.i.d. data.