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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.

169,291 papers · 148 categories

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48 results for nudging algorithm

This paper develops nudging algorithms using learned surrogates for state estimation in dynamical systems.

problem Estimating the state of a dynamical system from partial observations when dynamics are unknown or expensive to simulate.
method Unified finite-dimensional analysis of nudging algorithms employing learned surrogate models of the dynamics.
result Nudging algorithms with surrogate models retain exponential convergence up to an explicit error floor.

Gaussian process regression speeds up nudged elastic band calculations for transitions.

problem Reducing computational effort for calculating minimum energy paths in thermalized systems.
method Approximate energy surface generation and refinement using Gaussian process regression.
result The number of energy and force evaluations can be reduced by an order of magnitude.

Study shows targeting students with intermediate predicted outcomes is most effective for financial aid renewal.

problem Determining which students to target for financial aid renewal to maximize effectiveness.
method Used causal forest to estimate heterogeneous treatment effects and targeted students accordingly; compared targeting low vs high predicted probability outcomes.
result Targeting students with intermediate predicted outcomes yields the highest effectiveness in financial aid renewal.

Proposes a new method to estimate causal effects of unstructured treatments.

problem Estimating causal effects of unstructured treatments like text or images.
method Maximally Influential Feature (MIF) method to identify key features influencing outcomes.
result Developed algorithms to estimate and apply the MIF to improve outcomes in various contexts.

Gaussian process regression cuts energy evaluations for atomic rearrangement paths.

problem Reducing computational effort for minimum energy paths in complex systems.
method Gaussian process regression to approximate energy surfaces and converge to minimum energy paths.
result Significant reduction in energy evaluations (less than a fifth for a test problem).

SessionPath improves category suggestions in type-ahead search.

problem Improving precision and recall in eCommerce type-ahead suggestions.
method SessionPath uses session embeddings and a probability distribution model to predict facets.
result SessionPath outperforms count-based and neural models in eCommerce shops.

Behavior modification improves prediction accuracy by nudging user behavior.

problem Improving prediction accuracy using behavior modification techniques.
method Combining prediction and behavior modification with reinforcement learning algorithms.
result Behavior modification can make predictions more certain but may not generalize.

Unified approach to Merton's portfolio problem using Pontryagin's principles.

problem Optimizing consumption and investment strategies in financial portfolios.
method PG-DPO framework combining neural networks with Pontryagin's maximum principle.
result Locally optimal policies closely tied to classical stochastic control.

The study shows how probability weighting can lead to betting in a risk-averse economy.

problem Understanding how probability weighting affects economic behavior and risk aversion.
method Examining a von Neumann-Morgenstern economy with an RDU agent to model probability weighting effects.
result Probability weighting can lead to endogenous betting in an economy with common beliefs.

New method improves language model fine-tuning without forgetting.

problem Fine-tuning language models to match specific distributions without forgetting.
method Combines Distribution Matching and Reinforcement Learning techniques.
result Adding a baseline improves constraint satisfaction, stability, and efficiency.

SXL embeds spatial autocorrelation into neural networks for better geographic data learning.

problem Difficulties in learning spatial effects for neural networks in geographic data.
method SXL uses auxiliary tasks and autoregressive embeddings to learn spatial autocorrelation.
result SXL improves neural network training in unsupervised and supervised learning tasks.

Estimates and infers heterogeneous treatment effects in randomized experiments using machine learning.

problem Estimating and inferring heterogeneous treatment effects in randomized experiments with high-dimensional data.
method Post-processing machine learning proxies to estimate key features like best linear predictors and average effects.
result Valid inference on key features of heterogeneous effects in high-dimensional settings.

Sample-Rank simplifies MO recommendations by sampling and ranking, improving revenue with stable conversion rates.

problem Multi-objective recommendations in online food ordering systems.
method Multi-goal sampling followed by ranking, reducing MO problem to LTR model.
result Significant lift in revenue (2.64%) with stable conversion rates, no drop in last-mile traversal.

Examines algorithmic modeling across three cultures.

problem Tackles algorithmic modeling in different cultural contexts.
method Uses parametric regressions, interpretable algorithms, and complex algorithms.
result Extension of Leo Breiman's thesis to include cultural differences.

Meta-algorithm selection aims to choose the best algorithm selector for a given problem instance.

problem Selecting the best algorithm selector for a specific problem instance.
method Apply algorithm selection to the selection of other algorithms (meta-algorithm selection).
result Meta-algorithm selection can be beneficial in some cases but faces challenges in solving the meta-level problem.

Combines multiple bandit algorithms to create a nearly optimal single algorithm.

problem Designing a single bandit algorithm that performs nearly as well as the best individual algorithm in a stochastic environment.
method Develops two general corralling algorithms that achieve favorable regret guarantees.
result The regret of the corralling algorithms is no worse than the best individual algorithm's performance.

New algorithms improve stochastic optimization and online learning efficiency.

problem Efficient optimization and online learning algorithms for stochastic problems.
method Accelerated randomized coordinate descent algorithms.
result Significantly less per-iteration complexity and better regret performance.

The exchange algorithm is studied for its convergence and asymptotic variance.

problem Theoretical limitations of the exchange algorithm in sampling from doubly-intractable distributions.
method Theoretical analysis of the exchange algorithm's convergence speed and asymptotic variance.
result The exchange algorithm converges at a geometric rate and satisfies a Central Limit Theorem.

New algorithms optimize algorithm parameters in online settings with reduced computational costs.

problem Optimizing algorithm parameters in online settings with volatile and discontinuous losses.
method Developed semi-bandit optimization algorithms that leverage extra information to reduce computational costs.
result Achieved regret bounds as good as full-information feedback with significantly less computational effort.

Improves algorithm selection for thousands of candidates using dyadic features.

problem Selecting the best algorithm from a large set of candidates for specific problems.
method Proposes extreme algorithm selection (XAS) with dyadic feature representation.
result Improves significantly over current state of the art in various metrics.

AIDE measures the accuracy of probabilistic inference algorithms.

problem Measuring the accuracy of approximate inference algorithms on specific data sets.
method AIDE is an algorithm based on viewing inference algorithms as probabilistic models and auxiliary variables.
result AIDE captures the qualitative behavior of inference algorithms and detects failure modes.

New algorithms decode Markov chains with near-optimal performance, even with small latency.

problem Online decoding of nthn^{th} order ergodic Markov chains with latency constraints.
method Deterministic and randomized algorithms using dynamic programs, with lower bounds established.
result Near-optimal performance of algorithms with minimal latency, outperforming existing methods.

New ELM algorithms reduce computation time and complexity.

problem Efficient computation of extreme learning machine (ELM) algorithms.
method Developed inverse-free ELM algorithms using recursive matrix inverse and inverse LDL' factorization.
result Proposed algorithms significantly reduce computational complexity.

Algorithm design is a laborious process and often requires many iterations of ideation and validation. In this paper, we explore automating algorithm design and present a method to learn an optimization algorithm, which we believe to be the first method that can automatically discover a better algorithm. We approach th…

2016-06-06abs ↗pdf ↗

Paper proposes a reinforcement learning framework for efficient hyper-parameter tuning of stochastic optimization algorithms.

problem Efficient tuning of hyper-parameters for stochastic optimization algorithms.
method Modeling hyper-parameter tuning as a Markov decision process and using policy gradient algorithms.
result The proposed framework significantly reduces the time required for hyper-parameter tuning compared to Bayesian optimization.

New algorithms reduce bilevel optimization complexity to ε^(-1.5).

problem Efficiently solving bilevel optimization problems in machine learning.
method Proposed two new algorithms: one using momentum-based recursive iterations, the other using recursive gradient estimations.
result Achieved computational complexity of ε^(-1.5), significantly faster than previous methods.

Researchers analyze how algorithmic and implementation choices affect RL performance.

problem Difficulty in separating algorithmic and implementation differences in RL performance.
method Unified derivations through a single control-as-inference objective, categorizing algorithms as EM or KL minimization.
result Implementation details are co-adapted with algorithmic choices, some transferable across algorithms.

Study on selecting between base algorithms in stochastic bandit problems.

problem Model selection in stochastic environments with contextual information.
method Developed a meta-algorithm-base algorithm abstraction with a smoothing transformation for optimal O(T)O(\sqrt{T}) guarantees.
result Optimal O(T)O(\sqrt{T}) model selection guarantees for stochastic contextual bandit problems.

New bounds derived for KG algorithm's performance in finite time.

problem Best arm identification problem in multi-armed bandit.
method Theoretical analysis of finite-time performance, deriving bounds for sample allocation, error probability, and regret.
result Upper and lower bounds for the probability of error and simple regret of the KG algorithm.

Paper proves linear convergence of SCMS algorithm for directional data.

problem Identifying density ridges in directional data.
method Generalized SCMS algorithm to directional data, derived from SCGA with adaptive step size.
result Linear convergence of the proposed directional SCMS algorithm.

MLE and CVE are equivalent under exponential families, leading to faster and more stable EM algorithms.

problem Finding maximum likelihood estimators (MLE) efficiently and stably.
method Proved equivalence between MLE and CVE under exponential families, leading to an EM algorithm.
result EM algorithm achieves the same asymptotic variance as MLE and is faster and more stable.

The paper introduces stability of learning algorithms and bounds their generalization error.

problem Understanding and bounding the generalization error of learning algorithms.
method Introduces argument stability and uses martingale inequalities in Banach spaces.
result Bounds the generalization error of learning algorithms in terms of their argument stability.