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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.

168,742 papers · 148 categories

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59119178237 · Jun 202019922001200920172026
48 results for policy predictor

APQ jointly optimizes neural architecture, pruning, and quantization for efficient inference.

problem Efficient deep learning inference on resource-constrained hardware.
method Joint optimization of neural architecture, pruning, and quantization policy using a quantization-aware accuracy predictor.
result Joint optimization leads to 2.3% higher ImageNet accuracy with reduced latency and energy consumption.

Adaptive policies for multi-agent RL improve adaptiveness in changing environments.

problem Non-stationarity in multi-agent reinforcement learning where other agents may alter their policies.
method Train multiple adaptive policies for each agent and a policy predictor to select the best policy at execution time.
result Agents trained with our method outperform state-of-the-art methods in all tested environments.

We present a predictor-corrector framework, called PicCoLO, that can transform a first-order model-free reinforcement or imitation learning algorithm into a new hybrid method that leverages predictive models to accelerate policy learning. The new "PicCoLOed" algorithm optimizes a policy by recursively repeating two ste…

2018-10-15abs ↗pdf ↗

Optimal trading strategy with predictor and costs, derived equations and shape.

problem Optimal trading strategy in presence of price predictor, costs, and risk control.
method Path-integral method to derive equations for band edges, solved explicitly for Ornstein-Uhlenbeck predictor.
result Explicit equations and shape of the optimal band strategy derived and analyzed.

Machine learning (ML) can automate decision-making by learning to predict decisions from historical data. However, these predictors may inherit discriminatory policies from past decisions and reproduce unfair decisions. In this paper, we propose two algorithms that adjust fitted ML predictors to make them fair. We focu…

2019-05-26abs ↗pdf ↗

Self-supervised reward prediction improves RL in sparse reward settings.

problem Data efficiency and sparse reward signals in reinforcement learning.
method Learning a state representation for reward prediction and using it to shape rewards.
result Self-supervised reward prediction enhances RL algorithms in single-goal environments.

Paper tackles reinforcement learning generalization through invariant policy optimization.

problem Learning policies that generalize beyond training domains.
method Invariant policy optimization principle and novel learning algorithm IPO.
result Significant improvements in generalization performance on unseen domains.

New loss function reduces outage probability in ML-assisted resource allocation.

problem Minimizing outage probability in ML-assisted resource allocation systems.
method Developed a novel loss function and trained an ML model to address the outage probability challenge.
result Exact and asymptotic expressions for the system's outage probability were established.

MELO predicts electricity loads by adapting to shifts without external indicators.

problem Adapting to non-stationary prediction challenges in online settings.
method MELO combines multiple forgetting factors and aggregation rules to adaptively predict.
result MELO reduces RMSE by 34.7% compared to base predictors and external covariates.

Skewness dispersion predicts future stock market returns, especially in months with monetary policy announcements.

problem Predicting future stock market returns using skewness dispersion.
method Cross-sectional analysis of firm-level realized skewness and stock market returns.
result Skewness dispersion is a significant predictor of future stock market returns, robust to various estimation methods.

Solves online 3D bin packing with deep reinforcement learning under constraints.

problem Challenges of packing items immediately without information and constraints.
method Constrained deep reinforcement learning (DRL) with feasibility predictor.
result Significantly outperforms state-of-the-art methods in online 3D bin packing.

Learning robust value functions given raw observations and rewards is now possible with model-free and model-based deep reinforcement learning algorithms. There is a third alternative, called Successor Representations (SR), which decomposes the value function into two components -- a reward predictor and a successor ma…

2016-06-08abs ↗pdf ↗

Model selection is treated as a standard performance boosting step in many machine learning applications. Once all other properties of a learning problem are fixed, the model is selected by grid search on a held-out validation set. This is strictly inapplicable to active learning. Within the standardized workflow, the …

2019-06-27abs ↗pdf ↗

SEMI uses multisensory incongruity to self-supervise exploration in reinforcement learning.

problem Efficient exploration in reinforcement learning with sparse or missing rewards.
method SEMI incentivizes exploration by maximizing multisensory incongruity, measured in perception and action incongruity.
result SEMI improves sample efficiency and learns skills without external rewards.

Develops minibatch stochastic proximal gradient for large-scale learning models.

problem Finding optimal predictors with complex regularizers in large-scale learning models.
method Minibatch variants of stochastic proximal gradient algorithm for composite objective functions.
result Minibatch size NN after O(1Nε)\mathcal{O}(\frac{1}{Nε}) iterations achieves εε-suboptimality in expected quadratic distance.

The problem of forecasting conditional probabilities of the next event given the past is considered in a general probabilistic setting. Given an arbitrary (large, uncountable) set C of predictors, we would like to construct a single predictor that performs asymptotically as well as the best predictor in C, on any data.…

2016-10-26abs ↗pdf ↗

The study uses Bayesian Hidden Markov Models to predict cryptocurrency returns.

problem Predicting the volatility and trends of cryptocurrencies.
method Bayesian Hidden Markov Models with four states to capture different return characteristics.
result The NHHM model with four states outperforms other models in predicting cryptocurrency returns.

While model-based deep reinforcement learning (RL) holds great promise for sample efficiency and generalization, learning an accurate dynamics model is often challenging and requires substantial interaction with the environment. A wide variety of domains have dynamics that share common foundations like the laws of clas…

2019-05-13abs ↗pdf ↗

New method decomposes local projections to reveal historical drivers of estimates.

problem Uncertainty in interpreting local projections due to black-box nature.
method Decomposes LP estimates into contributions of historical events, interpreting weights as shocks and proximity scores.
result Dominant historical events drive impulse response estimates, revealing underlying mechanisms.

A new method calibrates value predictions in offline RL to improve reliability.

problem Difficulty in long-horizon value prediction in offline reinforcement learning.
method Bellman calibration, a weak reliability criterion, and Iterated Bellman Calibration.
result Finite-sample guarantees show that Bellman calibration error is controlled at nonparametric rates.

Recent work in fairness in machine learning has proposed adjusting for fairness by equalizing accuracy metrics across groups and has also studied how datasets affected by historical prejudices may lead to unfair decision policies. We connect these lines of work and study the residual unfairness that arises when a fairn…

2018-06-07abs ↗pdf ↗

New bounds explain deterministic non-smooth deep nets without large Lipschitz constants.

problem Challenges in explaining generalization of deterministic non-smooth deep nets.
method De-randomized PAC-Bayes margin bounds for deterministic non-convex and non-smooth predictors.
result New bounds avoid large Lipschitz constants, providing generalization guarantees.

This paper proposes a method to reduce complexity in GLMs with categorical predictors.

problem Wasteful, hard-to-interpret, and prone to overfitting of traditional one-hot encoding for high-cardinality categorical predictors.
method Clustering categories of categorical predictors through a numerical method that preserves or improves accuracy while reducing the number of coefficients.
result Clustering categories of categorical predictors reduces complexity substantially without harming accuracy.

The article compares predictor importance in classification problems with categorical outcomes.

problem Comparing predictor importance in classification problems with categorical response variables.
method The approach is based on the categorical Gini correlation (CGC) and tests differences in CGCs across predictor groups.
result The proposed methodology accommodates predictors of arbitrary and unequal dimensions and allows for dependence between predictor groups.

Paper proposes a sparse synthetic control method to select important predictors.

problem Choosing and weighting predictors affects synthetic control estimator performance.
method Sparse synthetic control procedure that penalizes predictors, derived in a linear factor model.
result Sparse synthetic control achieves lower bias and better post-treatment performance.

WeakNAS uses a set of weaker predictors to find top architectures with fewer samples.

problem Finding the best neural architecture with heavy computation costs.
method Proposes a paradigm shift from fitting the whole architecture space to progressively fitting a search path through a set of weaker predictors.
result WeakNAS produces coarse-to-fine iteration to gradually refine the ranking of sampling space, requiring fewer samples to find top-performance architectures.

Proposes a method to create fair, robust predictors that remain consistent across different scenarios.

problem Creating fair and robust machine learning models that behave consistently across different scenarios.
method Graphical criteria and a model-agnostic framework called CIP based on HSCIC.
result Demonstrates the effectiveness of CIP in enforcing counterfactual invariance across various datasets.

This paper continues study, both theoretical and empirical, of the method of Venn prediction, concentrating on binary prediction problems. Venn predictors produce probability-type predictions for the labels of test objects which are guaranteed to be well calibrated under the standard assumption that the observations ar…

2012-10-31abs ↗pdf ↗

Derives bounds for deterministic predictors using smooth loss functions.

problem Generalizing probabilistic predictors to deterministic ones.
method Exploits smoothness properties of loss and predictor classes, controlling the Jensen gap class through Rademacher complexity.
result Derives bounds for deterministic predictors involving flatness quantities from Jacobians and Hessians.

Study shows competition feedback can make ML predictors biased towards specific user groups.

problem How competition affects machine learning predictors and user prediction quality.
method Flexible model of competing ML predictors, empirical and mathematical analysis.
result Competition causes predictors to specialize for specific sub-populations at the cost of general performance.

Paper introduces SUEL model for integrating predictors without labeled data.

problem Combining predictors with unknown accuracy and high correlation.
method Structured unsupervised ensemble learning (SUEL) with correlation-based decomposition algorithms.
result Efficient integration of dependent predictors without labeled data.

Adaptive kernels from neural networks improve model performance.

problem Improving neural network performance through adaptive kernels.
method Deriving adaptive kernels from infinite-width neural networks using feature learning and gradient flow training.
result Adaptive kernels achieve lower test loss compared to traditional kernels.

Paper proposes SDDP for improving time series forecasting with high-dimensional predictors.

problem Improving time series forecasting with high-dimensional predictors.
method SDDP framework that incorporates target variable and lagged observations into factor extraction process.
result SDDP improves predictive accuracy in time series forecasting.

Novel strategy for federated learning with privacy-preserving predictors and nonvacuous generalization bounds.

problem Privacy-preserving federated learning with nonvacuous generalization bounds.
method Randomized predictors, PAC-Bayesian generalization bound, synchronous and heterogeneous/homogenous cases.
result Achieves comparable predictive performance to batch approach while preserving privacy.