Research
On-device research index

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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51102153204 · Jun 202019922001200920172026
48 results for online sensing

In this paper, we investigate cost-aware joint learning and optimization for multi-channel opportunistic spectrum access in a cognitive radio system. We investigate a discrete time model where the time axis is partitioned into frames. Each frame consists of a sensing phase, followed by a transmission phase. During the …

2018-04-11abs ↗pdf ↗

Algorithm learns expert weights to minimize regret in adversarial setting.

problem Learning to aggregate expert forecasts with no-regret guarantee in adversarial conditions.
method Online mirror descent algorithm for logarithmic pooling of expert forecasts.
result Achieves O(TlogT)O(\sqrt{T} \log T) expected regret compared to best weights.

Proposes standards for evaluating online machine learning methods in evolving data streams.

problem Difficulty in evaluating online machine learning methods under realistic conditions.
method Proposes comprehensive evaluation standards, performance measures, and evaluation strategies.
result Provides a new Python framework (float) for modular integration of libraries and custom code.

CDSSD detects sparse changes in partially observable data streams.

problem Online change detection of sparse changes in partially observable high-dimensional data streams.
method Smooth-sparse decomposition, spike-slab variational Bayesian inference, adaptive sampling via Thompson sampling.
result CDSSD effectively detects sparse changes in partially observable data streams.

High-velocity streams of high-dimensional data pose significant "big data" analysis challenges across a range of applications and settings. Online learning and online convex programming play a significant role in the rapid recovery of important or anomalous information from these large datastreams. While recent advance…

2013-07-23abs ↗pdf ↗

The paper addresses statistical inference for online decision-making in a contextual bandit setting.

problem Understanding the performance of reward models in online decision-making with contextual information.
method The paper uses the contextual bandit framework with a linear reward model and the ε\varepsilon-greedy policy to address the exploration-exploitation dilemma. It employs the martingale central limit theorem and inverse propensity score weighting to establish asymptotic normality of parameter estimators.
result The online ordinary least squares estimator and the online weighted least squares estimator are asymptotically normal, providing insights into the performance of the reward model.

New test detects local changes in high-dimensional Gaussian graphical models online.

problem Detecting abrupt changes in high-dimensional Gaussian graphical models in real-time.
method Develops a novel test based on the ℓ∞ norm of the normalized covariance matrix.
result Demonstrates good performance in various experimental settings.

Data driven soft sensor design has recently gained immense popularity, due to advances in sensory devices, and a growing interest in data mining. While partial least squares (PLS) is traditionally used in the process literature for designing soft sensors, the statistical literature has focused on sparse learners, such …

2019-04-24abs ↗pdf ↗

Regret minimization is treated as the golden rule in the traditional study of online learning. However, regret minimization algorithms tend to converge to the static optimum, thus being suboptimal for changing environments. To address this limitation, new performance measures, including dynamic regret and adaptive regr…

2020-02-06abs ↗pdf ↗

Robotic grasp stability improved with fingertip slippage detection.

problem Improving grasp stability in robotic manipulation.
method Task-relevant feature extraction and efficient classifier design for fingertip slippage detection.
result The proposed method effectively detects object slippage with fingertips in an online fashion.

Optimal algorithms for mixable losses in dynamic environments with reduced redundancy.

problem Online optimization of mixable loss functions in a dynamic environment.
method Introduce online mixture schemes with polynomial and logarithmic time complexities.
result Achieves optimal redundancy up to a constant multiplicity gap.

We consider online learning problems where the aim is to achieve regret which is efficient in the sense that it is the same order as the lowest regret amongst K experts. This is a substantially stronger requirement that achieving O(n)O(\sqrt{n}) or O(logn)O(\log n) regret with respect to the best expert and standard algorithm…

2019-11-11abs ↗pdf ↗

Near-logarithmic regret per switch achieved for mixable/exp-concave losses.

problem Online optimization of mixable loss functions with dynamic environments.
method Online mixture framework using static solvers and hyper-expert creations.
result Near-logarithmic regret per switch with sub-polynomial complexity.

This paper bridges offline and online RL by studying policy finetuning with a reference policy.

problem Sample-efficient reinforcement learning in online and offline settings.
method Design of policy finetuning algorithms and analysis of sample complexity.
result Theoretical analysis shows that the optimal policy finetuning algorithm is either offline reduction or purely online RL.

We show that the Subgradient algorithm is universal for online learning on the simplex in the sense that it simultaneously achieves O(N)O(\sqrt N) regret for adversarial costs and O(1)O(1) pseudo-regret for i.i.d costs. To the best of our knowledge this is the first demonstration of a universal algorithm on the simplex tha…

2019-09-10abs ↗pdf ↗

Improves multi-objective learning by adapting to local subintervals.

problem Learning a predictor satisfying multiple objectives in an online, changing data setting.
method Adapting an existing multi-objective learning method with an adaptive online algorithm.
result Improves predictions over subgroups and remains robust under distribution shift.

In this paper, we consider the problem of predicting observations generated online by an unknown, partially observed linear system, which is driven by stochastic noise. For such systems the optimal predictor in the mean square sense is the celebrated Kalman filter, which can be explicitly computed when the system model…

2020-02-12abs ↗pdf ↗

Develops an online method for solving constrained optimization problems with debiasing techniques.

problem Online inference of solutions to constrained optimization problems with equality and inequality constraints.
method Stochastic Sequential Quadratic Programming (SSQP) with momentum debiasing.
result Achieves global almost-sure convergence and local asymptotic normality with optimal primal-dual limiting covariance.

Interactive applications incorporating high-data rate sensing and computer vision are becoming possible due to novel runtime systems and the use of parallel computation resources. To allow interactive use, such applications require careful tuning of multiple application parameters to meet required fidelity and latency …

2012-03-15abs ↗pdf ↗

AUCRSS detects change points in partially observed multivariate autocorrelated data.

problem Detecting change points in multivariate autocorrelated data with limited sensing resources.
method Adaptive Upper Confidence Region (AUCRSS) with state space model (SSM), adaptive sampling policy, and generalized likelihood ratio test.
result The method outperforms existing approaches in detecting change points efficiently.

Paper develops an online covariance estimator for nonsmooth stochastic approximation problems.

problem Estimating covariance in nonsmooth, potentially non-monotone settings.
method Online batch-means covariance matrix estimator.
result Estimator achieves convergence rate of O(dn1/8+ε)O(\sqrt{d}n^{-1/8+\varepsilon}).

Efficiently estimates neural connectivity using ensemble stimulation.

problem Estimating functional connectivity in large, behaving neural populations.
method Noisy group testing combined with convex optimization and Bayesian inference.
result Connectivity can be inferred with logarithmic growth in tests, even for large networks.

Improved bounds for multicalibration and omniprediction in online and distributional settings.

problem Achieving efficient multicalibration and omniprediction in fairness and loss minimization.
method Proposed an efficient algorithm achieving improved rates for multicalibration and omniprediction.
result Achieved O(T13)O(T^{\frac{1}{3}}) 2\ell_{2}-swap multicalibration error for convex Lipschitz functions.

We present the first sublinear memory sketch that can be queried to find the nearest neighbors in a dataset. Our online sketching algorithm compresses an N element dataset to a sketch of size O(Nblog3N)O(N^b \log^3 N) in O(N(b+1)log3N)O(N^{(b+1)} \log^3 N) time, where b<1b < 1. This sketch can correctly report the nearest neighbors of any …

2019-02-18abs ↗pdf ↗

We design mechanisms for online procurement of data held by strategic agents for machine learning tasks. The challenge is to use past data to actively price future data and give learning guarantees even when an agent's cost for revealing her data may depend arbitrarily on the data itself. We achieve this goal by showin…

2015-02-20abs ↗pdf ↗