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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.

168,657 papers · 148 categories

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275480107 · Jun 202019922001200920172026
48 results for regret conversion

Improved regret bounds for logistic bandits via novel confidence set construction.

problem Dependencies in parameter space for logistic bandits, especially when SdS \geq d.
method Regret-to-confidence-set conversion (R2CS) to construct convex confidence sets.
result Strict improvement in regret bound w.r.t. SS in logistic bandits.

FedConPE improves conversational recommender systems efficiency and privacy.

problem Efficiently eliciting user preferences in interactive systems with heterogeneous clients.
method Phase elimination-based federated conversational bandit algorithm with adaptive key term construction.
result Minimizes uncertainty across all dimensions in feature space and offers improved efficiency and privacy.

New algorithm speeds up user preference learning in conversational contexts.

problem Limited performance of existing conversational contextual bandit approaches.
method Proposes ConLinUCB framework and two algorithms, ConLinUCB-BS and ConLinUCB-MCR, with explorative key-term selection.
result Proves tighter regret bounds and achieves significant computational efficiency improvements.

A new algorithm for conversational recommendation systems using dueling bandits in GLMs.

problem Limited user feedback in existing conversational bandit methods.
method Integrates dueling bandits with relative feedback in generalized linear models.
result Theoretical and empirical validation of ConDuel's efficacy.

The paper tackles minimax optimality in continuum contextual bandits with Hölder continuity.

problem Minimizing regret in a continuum of contexts with Hölder continuity.
method Proves a static-to-contextual regret conversion theorem and analyzes various dependency cases.
result Achieves minimax optimal contextual regret for convex and strongly convex bandits.

Optimizes nonconvex optimization by converting it to static regret minimization.

problem Nonconvex optimization challenges in machine learning.
method Black-box online-to-nonconvex conversion with static regret minimization oracles.
result Achieves optimal convergence rates for nonconvex optimization.

Calibrated strategies can be obtained by performing strategies that have no internal regret in some auxiliary game. Such strategies can be constructed explicitly with the use of Blackwell's approachability theorem, in an other auxiliary game. We establish the converse: a strategy that approaches a convex BB-set can be…

2010-06-09abs ↗pdf ↗

Contextual bandit algorithms provide principled online learning solutions to balance the exploitation-exploration trade-off in various applications such as recommender systems. However, the learning speed of the traditional contextual bandit algorithms is often slow due to the need for extensive exploration. This poses…

2019-06-04abs ↗pdf ↗

Adaptive policies solve a linear program to maximize rewards while minimizing costs in sales with discounts.

problem Maximizing rewards in sales with discounts while considering costs.
method Solves a linear program based on upper-confidence estimates of conversion probabilities.
result Achieves a regret bound of the typical order (OPT/BB) T\sqrt{T}, where B is the total budget allowed.

The notion of \emph{policy regret} in online learning is a well defined? performance measure for the common scenario of adaptive adversaries, which more traditional quantities such as external regret do not take into account. We revisit the notion of policy regret and first show that there are online learning settings …

2018-11-09abs ↗pdf ↗

A new algorithm reduces online exp-concave optimization runtime.

problem Minimizing regret in online learning with exponentially concave losses.
method LightONS, a variant of Online Newton Step (ONS), reduces runtime to O(d2T+dωTlogT)O(d^2 T + d^ω\sqrt{T \log T}).
result Optimal regret with reduced runtime to O(d2T+dωTlogT)O(d^2 T + d^ω\sqrt{T \log T}).

The paper explores trade-offs between regret and variance in online learning algorithms.

problem Investigating the trade-offs between regret and variance in online learning.
method Analysis of the Exponentially Weighted Average (EWA) algorithm and its variants.
result A variant of EWA either achieves negative regret or guarantees a logarithmic bound on both variance and regret.

New method for linear bandits with unknown sparsity, improving sparse regret bounds.

problem Sparse regret bounds for unknown sparsity and adversarial action sets.
method Combines online to confidence set conversions with randomized model selection over nested confidence sets.
result First sparse regret bounds for unknown sparsity and adversarial action sets.

New framework connects online learning to statistical learning for better generalization bounds.

problem Deriving generalization bounds for statistical learning algorithms.
method Constructing an online learning game and showing a connection to statistical learning.
result Established a connection between online and statistical learning, leading to new generalization bounds.

New algorithms minimize regret in repeated auctions by estimating values and optimizing bids.

problem Minimizing regret in repeated first-price auctions with limited feedback.
method Incorporates causal inference to estimate private values and optimize bidding strategies under different feedback types.
result Achieves near-optimal regret bounds for both full and binary feedback types.

New bounds for online convex optimization between stochastic and adversarial settings.

problem Understanding optimization tasks that are neither i.i.d. nor fully adversarial.
method Establishing novel regret bounds exploiting smoothness of expected losses.
result Regret bounds match expected rates in the fully i.i.d. case and gracefully deteriorate in the fully adversarial case.

Paper improves sparse linear bandits by accounting for noise variance.

problem Sparse linear bandits with unknown noise variance.
method Develops a general framework to convert variance-aware algorithms to sparse linear bandits.
result Achieves $\widetilde{\mathcal O}\left(\sqrt{d\sum_{t=1}^T σ_t^2} + 1 ight)$ regret, interpolating between worst-case and benign settings.

New algorithm reduces dynamic regret for MDPs with unknown transition and adversarial rewards.

problem Episodic linear mixture MDPs with unknown transition and adversarial rewards.
method Combines occupancy-measure-based global optimization and policy-based variance-aware value-targeted regression.
result Achieves near-optimal dynamic regret of O~(dH3K+HK(H+PˉK))\widetilde{\mathcal{O}}(d \sqrt{H^3 K} + \sqrt{HK(H + \bar{P}_K)}).

We develop a novel family of algorithms for the online learning setting with regret against any data sequence bounded by the empirical Rademacher complexity of that sequence. To develop a general theory of when this type of adaptive regret bound is achievable we establish a connection to the theory of decoupling inequa…

2017-04-13abs ↗pdf ↗

An algorithm tackles low-rank linear bandit problems with improved regret bounds.

problem Low-rank linear bandit problems where rewards are inner products with an unknown low-rank matrix.
method Combines online-to-confidence-set conversion and exponentially weighted average forecaster with a covering of low-rank matrices.
result Achieves O~((d1+d2)3/2rT)\widetilde{O}((d_1+d_2)^{3/2}\sqrt{rT}) regret, improving over standard bounds when rmin{d1,d2}r \ll \min\{d_1,d_2\}.

New methods improve online matrix optimization with reduced computational cost.

problem Online matrix optimization with operator norm constraints.
method Gradient-based prediction scheme with smoothed potentials for nuclear norm.
result Adaptive matrix optimizers match Shampoo's regret up to a constant factor.

This paper tackles unknown causal graphs and soft interventions, establishing regret bounds and an efficient algorithm.

problem Designing causal bandit algorithms with unknown causal graphs and stochastic intervention models.
method Establishes novel regret bounds and presents a computationally efficient algorithm for unknown graph and soft interventions.
result Regret bounds for unknown graph and soft interventions, with a universal minimax lower bound.

We introduce the study of fairness in multi-armed bandit problems. Our fairness definition can be interpreted as demanding that given a pool of applicants (say, for college admission or mortgages), a worse applicant is never favored over a better one, despite a learning algorithm's uncertainty over the true payoffs. We…

2016-05-23abs ↗pdf ↗

Generalized Linear Bandits (GLBs), a natural extension of the stochastic linear bandits, has been popular and successful in recent years. However, existing GLBs scale poorly with the number of rounds and the number of arms, limiting their utility in practice. This paper proposes new, scalable solutions to the GLB probl…

2017-06-01abs ↗pdf ↗

Study examines cash conversion cycle in manufacturing firms, finding negative relationships with profitability and size.

problem Understanding cash conversion cycle in manufacturing firms and its impact on profitability and size.
method Empirical study of 30 manufacturing firms in Dhaka Stock Exchanges, categorizing them into six industries, analyzing industry averages and relationships with size and profitability.
result Negative relationship between cash conversion cycle and profitability, especially ROE; negative relationship with firm size in terms of net sales.

The goal of online display advertising is to entice users to "convert" (i.e., take a pre-defined action such as making a purchase) after clicking on the ad. An important measure of the value of an ad is the probability of conversion. The focus of this paper is the development of a computationally efficient, accurate, a…

2017-10-24abs ↗pdf ↗

CycleGAN-VC3 improves CycleGAN-VCs for mel-spectrogram conversion.

problem Ambiguity in CycleGAN-VC/VC2 effectiveness for mel-spectrogram conversion.
method Proposes CycleGAN-VC3 with time-frequency adaptive normalization (TFAN).
result CycleGAN-VC3 outperforms or matches CycleGAN-VC2 for mel-spectrogram conversion.

The paper extracts structured data from physician-patient conversations, reducing clerical burden.

problem Mining insights from physician-patient conversations for electronic health record documentation.
method Created a dataset of transcripts and summaries, extracted noteworthy utterances, and improved model performance.
result Extracting noteworthy utterances significantly boosts model performance for recognizing diagnoses and RoS abnormalities.

Schedule-free SGD is optimal for nonconvex optimization problems.

problem Nonconvex optimization in neural networks.
method Developed a general framework for online-to-nonconvex conversion, which converts schedule-free SGD into an effective nonconvex optimization algorithm.
result Schedule-free SGD achieves optimal iteration complexity for nonsmooth, nonconvex optimization problems.

Improved conversion rate prediction in online advertising using self-supervised pre-training.

problem Data sparsity and calibration issues in predicting conversions given clicks.
method Self-supervised pre-training on all conversion events to enrich CVR prediction model without compromising calibration.
result Improvements in offline training and online A/B tests, with full deployment to Yahoo native advertising system.

We present a voice conversion solution using recurrent sequence to sequence modeling for DNNs. Our solution takes advantage of recent advances in attention based modeling in the fields of Neural Machine Translation (NMT), Text-to-Speech (TTS) and Automatic Speech Recognition (ASR). The problem consists of converting be…

2019-07-15abs ↗pdf ↗

This paper proposes a voice conversion (VC) method using sequence-to-sequence (seq2seq or S2S) learning, which flexibly converts not only the voice characteristics but also the pitch contour and duration of input speech. The proposed method, called ConvS2S-VC, has three key features. First, it uses a model with a fully…

2018-11-05abs ↗pdf ↗

BFTS uses Bayesian Additive Regression Trees for improved personalized mobile health interventions.

problem Adapting to complex, non-linear user behaviors in personalized mobile health interventions.
method Bayesian Forest Thompson Sampling (BFTS) integrates Bayesian Additive Regression Trees (BART) into the exploration loop of contextual bandits.
result BFTS achieves state-of-the-art regret on tabular benchmarks and improves engagement rates by over 30% in a behavioral intervention study.

Extracting relevant information from medical conversations and providing it to doctors and patients might help in addressing doctor burnout and patient forgetfulness. In this paper, we focus on extracting the Medication Regimen (dosage and frequency for medications) discussed in a medical conversation. We frame the pro…

2019-12-10abs ↗pdf ↗