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.

168,878 papers · 148 categories

Trend · papers per month

4896143191 · Jun 202019922001200920172026
48 results for programmatic policies

PROPEL learns interpretable programmatic policies using imitation and projection.

problem Learning interpretable programmatic policies in reinforcement learning.
method PROPEL is a meta-algorithm based on three insights: optimization in policy space, neural-program mixing, and imitation synthesis.
result PROPEL significantly outperforms state-of-the-art approaches in learning programmatic policies.

We present a reinforcement learning framework, called Programmatically Interpretable Reinforcement Learning (PIRL), that is designed to generate interpretable and verifiable agent policies. Unlike the popular Deep Reinforcement Learning (DRL) paradigm, which represents policies by neural networks, PIRL represents polic…

2018-04-06abs ↗pdf ↗

The paper tackles calibrating long-term behaviors with multiple styles using programmatic style-consistency.

problem Generating long-term sequential behaviors with multiple styles simultaneously.
method Leverage programmatic labeling functions to specify controllable styles and derive style-consistency as a learning objective.
result Learned policies can be calibrated for up to 1024 distinct style combinations.

Paper introduces methods for more reliable probabilistic predictions with confidence intervals.

problem Inaccurate labeling of datasets due to unreliable probabilistic predictions from weak labeling functions.
method Proposes a methodology to provide confidence intervals for label probabilities using uncertainty sets of distributions.
result Improves reliability of probabilistic predictions and provides confidence intervals for label probabilities.

FABLE incorporates instance features into PWS label models for improved performance.

problem Lack of instance features in existing label models limits their performance.
method FABLE uses a mixture of Bayesian label models and a Gaussian Process classifier to incorporate instance features.
result FABLE achieves the highest averaged performance across nine baselines on benchmark datasets.

Adapting neural networks to guide program optimization for better classifiers.

problem Learning differentiable programs with complex architectures.
method Formulating program optimization as a graph search problem, using neural networks as heuristic relaxations.
result Trained neural networks can guide combinatorial search for programmatic classifiers, improving accuracy and interpretability.

Improves understanding of PWS by calculating influence of sources and data.

problem Understanding the influence of each component in PWS.
method Proposes source-aware Influence Function (IF) to decompose and calculate influence.
result Improves end model's generalization performance and identifies mislabeling.

Improved learning algorithm for first-price auctions reduces regret significantly.

problem Challenges in learning optimal bidding strategies for first-price auctions.
method Introduced novel ideas to achieve lower regret in sequential learning.
result Achieved log2(T)log^2(T) regret when opponents' bid distribution is known, and T1/3+εT^{1/3+ ε} regret in learning case.

Stablecoin system improves resilience to extreme market events.

problem Vulnerability of stablecoins to extreme volatility and adversarial attacks.
method MVF-Composer uses multi-agent simulations to stress-test and down-weight manipulative signals.
result Reduces peak peg deviation by 57% and mean recovery time by 3.1x under adversarial conditions.

Generative AI improves stock selection by synthesizing features from diverse data sources.

problem Automating feature discovery in stock market data.
method Used large language models with retrieval-augmented generation and structured prompting to synthesize features from various data sources.
result AI-generated features consistently outperform baselines, with Sharpe improvements ranging from 14% to 91%.

The paper introduces metrics to objectively evaluate interpretability methods.

problem Lack of objective evaluation metrics for interpretability methods.
method Proposes a set of metrics to evaluate interpretability methods along simplicity and broadness.
result Validated metrics on different benchmark tasks and showed their utility in method selection.

New method estimates model performance bounds without ground truth labels.

problem Evaluation of weakly supervised models without direct access to ground truth labels.
method Formulates model evaluation as a partial identification problem and uses Fréchet bounds for performance estimation.
result Derives accurate and computationally efficient bounds for key metrics like accuracy, precision, recall, and F1-score.

Paper presents a model for identifying informative COVID-19 tweets.

problem Identifying informative COVID-19 tweets on Twitter.
method Leveraged transformers (RoBERTa, XLNet, BERTweet) trained in Semi-Supervised Learning (SSL) setting.
result Achieved F1 score of 0.9011 on test set, ranking 7th on leaderboard.

Labeling training datasets has become a key barrier to building medical machine learning models. One strategy is to generate training labels programmatically, for example by applying natural language processing pipelines to text reports associated with imaging studies. We propose cross-modal data programming, which gen…

2019-03-26abs ↗pdf ↗

Obtaining enough labeled data to robustly train complex discriminative models is a major bottleneck in the machine learning pipeline. A popular solution is combining multiple sources of weak supervision using generative models. The structure of these models affects training label quality, but is difficult to learn with…

2017-09-07abs ↗pdf ↗

This paper examines interest rates and market efficiency in DeFi loanable funds protocols.

problem Equilibrium of supply and demand for loanable funds in DeFi protocols.
method Review of interest rate mechanisms in Compound, Aave, and dYdX; empirical analysis of market efficiency and inter-connectedness.
result Interest rate rules in DeFi protocols do not always equilibrate supply and demand.

Reinforcement learning and planning methods require an objective or reward function that encodes the desired behavior. Yet, in practice, there is a wide range of scenarios where an objective is difficult to provide programmatically, such as tasks with visual observations involving unknown object positions or deformable…

2018-09-30abs ↗pdf ↗

DPBD simplifies labeling functions through interactive demonstrations.

problem Difficulty in writing labeling functions for large-scale labeled training data.
method Data Programming by Demonstration (DPBD) framework using interactive demonstrations.
result Ruler system generates labeling rules more easily and with higher user satisfaction.

Paper tackles efficient evaluation of natural stochastic policies in offline RL.

problem Efficiency issues in evaluating natural stochastic policies due to unknown evaluation policy.
method Derive efficiency bounds for tilting and modified treatment policies, propose nonparametric estimators.
result Proposed estimators attain efficiency bounds under lax conditions and enjoy partial double robustness.

We study the problem of off-policy policy optimization in Markov decision processes, and develop a novel off-policy policy gradient method. Prior off-policy policy gradient approaches have generally ignored the mismatch between the distribution of states visited under the behavior policy used to collect data, and what …

2019-04-17abs ↗pdf ↗

Large labeled training sets are the critical building blocks of supervised learning methods and are key enablers of deep learning techniques. For some applications, creating labeled training sets is the most time-consuming and expensive part of applying machine learning. We therefore propose a paradigm for the programm…

2016-05-25abs ↗pdf ↗

Stabilizes policy optimization with off-policy data using divergence augmentation.

problem Premature convergence and instability in policy optimization with off-policy data.
method Incorporates Bregman divergence between behavior and current policies to ensure safe policy updates.
result Empirically shows better performance in data-scarce scenarios compared to other algorithms.

New method estimates state-action stationary distribution for better off-policy policy evaluation.

problem Accurately estimating state-action stationary distribution for off-policy policy evaluation.
method Estimated Mixture Policy (EMP) for state and state-action stationary distribution corrections.
result Empirical validation shows improved accuracy over state-of-the-art methods.

New methods estimate policy value and gradients for deterministic policies from off-policy data.

problem Estimating policy value and gradients for deterministic policies from off-policy data.
method Proposed new doubly robust estimators based on kernelization approaches.
result Demonstrated a rate independent of horizon length for policy value and gradient estimation.