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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.

169,051 papers · 148 categories

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4589134178 · Jun 202019922001200920182026
48 results for pure exploitation

Paper develops a dynamic Bayesian approach for active learning that optimizes exploration-exploitation balance.

problem Balancing exploration and exploitation in active learning for unknown functions.
method Develops BHEEM, a Bayesian hierarchical approach with approximate Bayesian computation for sampling trade-off parameters.
result BHEEM achieves at least 21% and 11% improvement over pure exploration and exploitation strategies respectively.

The concept of pure spinor is generalized, giving rise to the notion of pure subspaces, spinorial subspaces associated to isotropic vector subspaces of non-maximal dimension. Several algebraic identities concerning the pure subspaces are proved here, as well as some differential results. Furthermore, the freedom in the…

2013-10-01abs ↗pdf ↗

Algorithm achieves optimal pricing with minimal exploration for dynamic markets.

problem Optimal pricing in dynamic markets with contextual information.
method Localized exploration-then-commit (LetC) algorithm with pure exploration, refinement, and exploitation stages.
result Achieves minimax optimal, dimension-free regret bound.

New quantum states capture more information, enabling advanced processing tasks.

problem Quantum information processing challenges with limited statistical information.
method Introducing Random-Coefficient Pure States (RCPS) and exploiting their higher-order statistics.
result RCPS provide richer information than density operators, enabling new quantum tasks.

Algorithm identifies optimal stable matching in uncertain two-sided markets.

problem Sequential learning in two-sided markets with unknown preferences.
method Pure exploration approach with elimination-based algorithms exploiting partial preference information.
result Identification of pervasive stable matching for optimal stable matching identification.

New greedy algorithms improve Bayesian optimisation performance.

problem Optimizing continuous functions with exploration vs exploitation trade-offs.
method Introduced two novel ε-greedy acquisition functions and compared them with conventional methods.
result ε-greedy algorithms generally outperform conventional methods, especially in higher dimensions.

SSDMs generate quantum states directly, outperforming classical methods.

problem Generating pure-state quantum representations efficiently.
method Score-based generative model on complex projective manifold.
result SSDMs match target pure-state ensembles by orders of magnitude.

A novel approach using graph learning and synthetic long positions for statistical arbitrage in options markets.

problem Exploiting statistical arbitrage opportunities in options markets using machine learning.
method Two-stage graph learning approach: first stage defines a novel prediction target isolating pure arbitrages via synthetic bonds; second stage proposes SLSA positions.
result Statistically significant outperformance of GL baselines and consistent positive returns with an average P&L-contract information ratio of 0.1627.

Algorithm balances online and offline data for linear bandits.

problem Online learning with an offline dataset in linear bandits.
method Proposes a linear bandit algorithm that uses offline data early and increasingly favors exploration as the horizon grows.
result Establishes regret bounds showing competitive performance with both purely online and offline solutions.

We propose a generic, Bayesian, information geometric approach to the exploration--exploitation trade-off in multi-armed bandit problems. Our approach, BelMan, uniformly supports pure exploration, exploration--exploitation, and two-phase bandit problems. The knowledge on bandit arms and their reward distributions is su…

2018-05-04abs ↗pdf ↗

New approach reduces simulator exploitation by improving strategic robustness.

problem Simulator exploitation leading to reality gap between simulation and real-world performance.
method Formulated as a zero-sum minimax game, providing theoretical guarantees and a convergent active data selection algorithm.
result Proves convergence and reduces prediction error in strategically important regions by 1.5-2.2 times.

New approach reduces simulator exploitation by learning robust models.

problem Simulator exploitation leading to reality gap in reinforcement learning.
method Formulated as a zero-sum minimax game between model player and policy player, providing theoretical guarantees and a convergent active data selection algorithm.
result Reduces prediction error in strategically important regions by 1.5-2.2 times and enables near-optimal real-world performance.

Let GG be one of the Artin groups of finite type Bn=Cn{\mathbf B}_n={\mathbf C}_n, and affine type A~n1\tilde{\mathbf A}_{n-1} and C~n1\tilde{\mathbf C}_{n-1}. In this paper, we show that if αα and ββ are elements of GG such that αk=βkα^k=β^k for some nonzero integer kk, then αα and ββ are conjugate in GG. For the Artin …

2007-11-01abs ↗pdf ↗

This paper shows how integrating domain knowledge improves ML models for transprecision computing.

problem Improving ML models for transprecision computing with scarce or complex data.
method Injecting domain knowledge into neural networks through additional features, graph-based topology, and regularization schemes.
result ML models with domain knowledge outperform purely data-driven models by around 38%.

Quantum variational circuits improve reinforcement learning efficiency.

problem Improving reinforcement learning algorithms using quantum computing.
method Investigation of quantum variational circuits for DQN and Double DQN, encoding classical data for quantum circuits.
result Quantum variational circuits can solve reinforcement learning tasks with a smaller parameter space.

New algorithm achieves near optimal sample complexity for 1-identification problem.

problem Determining if an arm's mean reward is at least a known threshold with high probability.
method Design of Sequential-Exploration-Exploitation (SEE) algorithm with non-asymptotic analysis.
result Achieves near optimality in sample complexity, matching upper and lower bounds up to a polynomial logarithmic factor.

An emerging way of tackling the dimensionality issues arising in the modeling of a multivariate process is to assume that the inherent data structure can be captured by a graph. Nevertheless, though state-of-the-art graph-based methods have been successful for many learning tasks, they do not consider time-evolving sig…

2016-07-12abs ↗pdf ↗

We consider active learning with logged data, where labeled examples are drawn conditioned on a predetermined logging policy, and the goal is to learn a classifier on the entire population, not just conditioned on the logging policy. Prior work addresses this problem either when only logged data is available, or purely…

2018-02-25abs ↗pdf ↗

Survey on risk-aware multi-armed bandits for better decision-making.

problem Risk measures in multi-armed bandits for better decision-making.
method Review of existing research, definition of risk-aware bandit problems, and algorithms for minimizing regret and identifying best arms.
result Consolidation and summarization of existing research on risk measures in multi-armed bandits.

RL for jump-diffusions applies to financial portfolio selection and option hedging.

problem Optimizing control in systems with jump-diffusion dynamics.
method Entropy-regularized exploratory control with stochastic policies, using existing diffusion algorithms with modifications.
result RL algorithms and parameterizations are invariant to jumps in jump-diffusion systems.

LightSBB-M improves generative diffusion modeling with lower 2-Wasserstein distances.

problem Improving generative diffusion models using Schrödinger Bridge and Bass methods.
method Optimizes SBB transport plan with dual representation and tunable beta parameter.
result Achieves up to 32% improvement in 2-Wasserstein distance on synthetic datasets.

The purpose of this article is to describe connections between the loop space of the 2-sphere, Artin's braid groups, a choice of simplicial group whose homotopy groups are given by modules called Lie(n), as well as work of Milnor, and Habegger-Lin on "homotopy string links". The current article exploits Lie algebras as…

2004-09-17abs ↗pdf ↗

Proposes qPO, a new acquisition strategy for batched Bayesian optimization that maximizes the probability of including the optimum.

problem Efficiently identifying top-performing compounds from a large chemical library.
method qPO (multipoint Probability of Optimality) acquisition strategy that maximizes the probability of including the true optimum.
result Empirical evidence shows that qPO is competitive with and complements other state-of-the-art methods in batched Bayesian optimization.

Characterizes optimal-speed quantum state evolution Hamiltonians.

problem Optimal-speed unitary time evolution of pure and quasi-pure quantum states.
method Construction of the manifold of pure states and isometry with flag manifold, characterization of equigeodesic vectors.
result Hamiltonians generating optimal-speed time evolution are fully characterized by equigeodesic vectors of the flag manifold.

This work optimizes identifying good arms in nonparametric multi-armed bandits.

problem Efficiently identifying arms with high means in nonparametric settings.
method Combining reward-maximizing sampling with a nonparametric sequential test for anytime-valid labeling.
result Achieves minimax optimal stopping times for identifying arms above a threshold.

Efficient algorithm for CMDPs reduces to offline density estimation.

problem Offline learning for CMDPs with horizon H.
method Reduction to offline density estimation, layerwise exploration-exploitation tradeoff.
result First efficient and near-optimal reduction from CMDPs to offline density estimation.

A spacetime denotes a pure radiation field if its energy momentum tensor represents a situation in which all the energy is transported in one direction with the speed of light. In 1989, Wils and later in 1997 Ludwig and Edgar studied the physical properties of pure radiation metrics, which are conformally related to a …

2017-03-31abs ↗pdf ↗

In this mostly survey paper, we investigate the resonance varieties, the lower central series ranks, and the Chen ranks, as well as the residual and formality properties of several families of braid-like groups: the pure braid groups PnP_n, the welded pure braid groups wPnwP_n, the virtual pure braid groups vPnvP_n, as w…

2016-02-17abs ↗pdf ↗

Study automorphisms of pure braid groups on sphere homotopy groups.

problem Understanding automorphisms' effect on sphere homotopy groups.
method Examined Delta-group structure, proved invariance of cycle and boundary groups, computed action for few strands.
result Induced action of all automorphisms of pure braid groups on sphere homotopy groups.

In this paper we introduce the framed pure braid group on nn strands of an oriented surface, a topological generalisation of the pure braid group PnP_n. We give different equivalents definitions for framed pure braid groups and we study exact sequences relating these groups with other generalisations of PnP_n, usually…

2010-01-25abs ↗pdf ↗