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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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80159239318 · Jun 202019922001200920172026
48 results for online convex optimisation

Optimal switching regret for all segmentations in online convex optimisation.

problem Non-stationary online convex optimisation problems.
method Developed an efficient algorithm to achieve optimal switching regret on every possible segmentation.
result Achieved asymptotically optimal switching regret on every possible segmentation simultaneously.

Unified high-probability regret bounds for online convex optimisation with randomised gradient estimators.

problem Online convex optimisation with randomised gradient estimators for q\ell_q-Lipschitz losses.
method FTRL with randomised two-point finite-difference gradient estimators based on cone-measure sampling from r\ell_r-spheres.
result Unified high-probability regret bounds for all p,q,r[1,]p,q,r \in [1,\infty].

Paper shows equivalence between two alignment methods and introduces a new algorithm.

problem Ensuring human alignment of large language models for useful, safe, and pleasant user experience.
method Introduces IPO-MD algorithm, showing equivalence between IPO and Nash-MD methods.
result Equivalence between IPO and Nash-MD methods proven when considering online version of IPO.

This paper explores optimising acquisition functions in Bayesian optimisation.

problem Optimising acquisition functions in Bayesian optimisation is challenging due to their non-convex nature.
method The authors derive compositional forms for acquisition functions and use them to recast maximisation as a compositional optimisation problem.
result The compositional approach to maximising acquisition functions shows empirical advantages across various tasks.

In this paper, we formalise order-robust optimisation as an instance of online learning minimising simple regret, and propose Vroom, a zero'th order optimisation algorithm capable of achieving vanishing regret in non-stationary environments, while recovering favorable rates under stochastic reward-generating processes.…

2019-10-09abs ↗pdf ↗

Revisits online Laplace methods for neural networks, showing they are sound under certain conditions.

problem Online Laplace methods violate the Laplace approximation's critical assumption.
method Re-derives online Laplace methods, showing they target a variational bound on a mode-corrected variant of the Laplace evidence.
result Online Laplace and its mode-corrected counterpart share stationary points that satisfy the Laplace method's assumption.

Paper develops robust SGLD for solving non-convex DRO problems.

problem Solving non-convex distributionally robust optimisation problems with adversarially corrupted samples.
method Developed a Stochastic Gradient Langevin Dynamics (SGLD) algorithm with non-asymptotic convergence bounds.
result The robust SGLD estimator outperforms vanilla SGLD in terms of test accuracy.

SOBER optimizes and quadrates efficiently in parallel for diverse tasks.

problem Scalability of batch Bayesian optimization and quadrature for expensive functions.
method Reformulates batch selection as a quadrature problem, balancing exploitation and exploration.
result SOBER outperforms 11 baselines on 12 tasks.

Regression is widely used by practioners across many disciplines. We reformulate the underlying optimisation problem as a second-order conic program providing the flexibility often needed in applications. Using examples from portfolio management and quantitative trading we solve regression problems with and without con…

2013-10-12abs ↗pdf ↗

We consider the problem of inverse kinematics (IK), where one wants to find the parameters of a given kinematic skeleton that best explain a set of observed 3D joint locations. The kinematic skeleton has a tree structure, where each node is a joint that has an associated geometric transformation that is propagated to a…

2019-10-24abs ↗pdf ↗

New method optimizes multiple points in Bayesian optimization efficiently.

problem Optimizing multiple points in expensive black-box functions.
method Reformulated BO as probability measure optimization, using convex gradient flows.
result Demonstrated effectiveness on various benchmarks compared to state-of-the-art methods.

A new framework predicts hidden Markov model regimes online.

problem Efficiently identify hidden Markov model regimes in streaming data.
method Develops a predictive-first optimisation framework for streaming HMMs, approximating the full posterior predictive distribution.
result The method provides competitive prequential performance compared to Online EM and Sequential Monte Carlo.

A new optimisation method efficiently scales Hessian-vector products for neural networks.

problem Challenges in applying second-order quasi-Newton methods due to large Hessian and non-convexity.
method Proposes an optimisation algorithm that asymptotically uses the exact inverse Hessian with modified eigenvalues.
result Demonstrates scalability and comparable performance to other optimisation methods in neural networks.

Novel algorithms for entropic optimal transport from an optimisation perspective.

problem Solving the entropic-regularised optimal transport problem.
method Developed novel methods inspired by mirror descent, solving semi-dual problems or non-convex constrained problems over joint distributions.
result Non-asymptotic rates of convergence for the proposed methods under minimal assumptions.

New method optimizes on curved manifolds without curvature dependence.

problem Curvature-dependent regret in online optimization on Hadamard manifolds.
method Riemannian online gradient descent for h-convex functions.
result Established O(T)O(\sqrt{T}) and O(log(T))O(\log(T)) regret guarantees, curvature-independent.

RL models outperform traditional methods in certain market conditions.

problem Traditional portfolio management methods rely on accurate forecasts and do not incorporate specific investor preferences.
method Deep reinforcement learning with specific investor preferences incorporated into reward functions, realistic transaction costs modelled.
result RL models can significantly outperform traditional methods in upward trending markets, but not in sideways trending markets.

New approach for distributed online optimization of non-convex losses with sublinear regret.

problem Regret evaluation and consensus in distributed, multi-agent systems with non-convex losses.
method Composite regret metric and consensus-based online normalized gradient (CONGD) approach for pseudo-convex losses; offline optimization oracle for general non-convex losses.
result First sublinear regret bound for general distributed online non-convex learning.

New research challenges the independence assumption in neurosymbolic learning, leading to overconfident predictions and unrepresentable uncertainty.

problem The independence assumption in neurosymbolic learning systems can lead to overconfident predictions and hinder uncertainty quantification.
method The study proves the limitations of the independence assumption and introduces new loss functions that are non-convex and difficult to optimise.
result Neurosymbolic learning systems using the independence assumption are prone to overconfidence and cannot represent uncertainty over multiple valid options.

Improved online learning for hidden-convex losses achieves optimal regret.

problem Adversarial online learning with nonconvex losses that become convex after reparameterization.
method Algorithmic equivalence between OGD and OMD on convex losses, with Hessian compatibility condition.
result OGD achieves O(T)\mathcal{O}(\sqrt{T}) regret for hidden-convex losses, matching optimal rate.

Higher conservative training increases reward-hacking in reasoning models.

problem Reward hacking during online adaptation in reasoning models.
method Conservative offline training with varying levels of conservatism (β) was applied to a Qwen3-14B policy, and online adaptation was measured against a reward ensemble.
result Higher conservatism (β) increases reward-hacking damage, measured by the Goodhart gap and AUGC.

New algorithm reduces regret in stochastic bandit convex optimization.

problem Optimizing decisions in uncertain environments with convex losses.
method Introduces a second-order method for zeroth-order stochastic convex bandits.
result Regret bound of (1+r/d)[d1.5n+d3]polylog(n,d,r)(1 + r/d)[d^{1.5} \sqrt{n} + d^3] polylog(n, d, r).

Real-Time Bidding is nowadays one of the most promising systems in the online advertising ecosystem. In the presented study, the performance of RTB campaigns is improved by optimising the parameters of the users' profiles and the publishers' websites. Most studies about optimising RTB campaigns are focused on the biddi…

2019-10-29abs ↗pdf ↗

Optimal hidden-target learning for online inventory optimization on general convex sets.

problem Online inventory optimization (OIO) on arbitrary bounded convex capacity sets.
method Maintaining a hidden target and projecting it onto the feasible order-up-to set.
result The method improves the best known regret guarantee for OIO on general convex sets from inverse to inverse-square-root dependence on the common-demand probability.

We study online optimization in a setting where an online learner seeks to optimize a per-round hitting cost, which may be non-convex, while incurring a movement cost when changing actions between rounds. We ask: \textit{under what general conditions is it possible for an online learner to leverage predictions of futur…

2019-11-10abs ↗pdf ↗

Optimal control in changing systems without strong convexity assumptions.

problem Adversarial changes in convex costs for unknown linear systems.
method Non-convex lower confidence bounds and computationally-efficient regret minimization.
result Achieves T\smash{\sqrt{T}}-regret rate, optimal compared to best stabilizing controller.

New framework uses tempered optimism to handle imperfect experts in online learning.

problem Challenges of implicit optimism in practical online learning environments.
method Introduces tempered optimism as a framework for online non-convex learning, modifies existing algorithms.
result Demonstrates tempered optimism as a fruitful paradigm for online non-convex learning.

New framework captures long-term decision dependence in online learning.

problem Long-term dependence on past decisions in online learning.
method Introduces Online Convex Optimization with Unbounded Memory (OCO-UMB) and pp-effective memory capacity.
result Proves O(HpT)O(\sqrt{H_p T}) upper bound on policy regret and matching lower bound.

Applying causal inference models in areas such as economics, healthcare and marketing receives great interest from the machine learning community. In particular, estimating the individual-treatment-effect (ITE) in settings such as precision medicine and targeted advertising has peaked in application. Optimising this IT…

2019-10-16abs ↗pdf ↗

Improved regret bounds for online convex optimization under stochastic and adversarial settings.

problem Interpolating between stochastic and adversarial online convex optimization.
method Optimistic online mirror descent (OMD) for the Stochastically Extended Adversarial (SEA) model.
result Established new regret bounds for various function classes.