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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.

168,695 papers · 148 categories

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336699132 · Jun 202019922001200920172026
48 results for repeated updates

We present an updated version of the VESICLE-CNN algorithm presented by Roncal et al. (2014). The original implementation makes use of a patch-based approach. This methodology is known to be slow due to repeated computations. We update this implementation to be fully convolutional through the use of dilated convolution…

2017-10-31abs ↗pdf ↗

This work analyzes how users and services adapt to reduce risk, leading to specialization.

problem Adaptation of users and services to reduce risk affects learning and performance.
method Analyzed a class of dynamics where users allocate participation and services update parameters.
result Repeated myopic updates with multiple learners lead to better outcomes than repeated risk minimization.

RSO uses random weight perturbations to train deep networks without gradients.

problem Training deep neural networks efficiently and without gradient information.
method RSO is a gradient-free Markov Chain Monte Carlo approach that updates weights based on mini-batch loss reduction.
result RSO achieves high accuracy (99.1% on MNIST) with significantly fewer updates than traditional methods.

Bayesian approach for learning from synthetic data, improving model accuracy.

problem Lack of statistical properties and robust methods for learning from synthetic data.
method Bayesian paradigm to update model parameters considering synthetic data generating process and learning task.
result Novel approach outperforms standard methods in supervised learning and inference problems.

This paper optimizes deep learning training by efficiently sharding weight updates across replicas.

problem Redundant weight update computation on all replicas in data-parallel training.
method Automatic sharding of weight updates using static analysis and transformations on the training graph.
result Substantial speedups achieved on large-scale models using Cloud TPUs.

No-regret learning fails to converge to Nash equilibria in mixed strategies.

problem Limiting behavior of mixed strategies in repeated games.
method Study of optimal no-regret learning algorithms for 2x2 competitive games.
result Limiting mixed strategies cannot converge to Nash equilibria under mean-based and monotonic updates.

Algorithm learns to bid in auctions with shilling, masking real bids.

problem Learning to bid in auctions manipulated by shilling.
method Combines interval-elimination and optimistic branches, debiases losing-side reports.
result Achieves dynamic-pricing rate ildeO(T2/3) ilde{\mathcal{O}}(T^{2/3}) and first-price auctions rate ildeO(T) ilde{\mathcal{O}}(\sqrt{T}).

Standard acquisition functions are sufficient for asynchronous Bayesian optimization.

problem Redundant and repeated queries in asynchronous Bayesian optimization.
method Conceptual analysis and theoretical guarantees of standard acquisitions.
result Standard acquisition functions achieve theoretical guarantees equivalent to Thompson sampling in asynchronous settings.

In this work we present a modification in the conventional flow of information through a LSTM network, which we consider well suited for RNNs in general. The modification leads to a iterative scheme where the computations performed by the LSTM cell are repeated over a constant input and cell state values, while updatin…

2018-07-11abs ↗pdf ↗

The study analyzes deep linear networks from random initialization, capturing dynamics and hyperparameter effects.

problem Understanding training dynamics in deep linear networks from random initialization.
method Theoretical analysis of gradient descent dynamics in deep linear networks with random initialization and large data.
result Captures the 'wider is better' effect and hyperparameter transfer effects, contrasting with neural-tangent parameterization.

FSNet improves online time series forecasting by balancing fast adaptation and old knowledge.

problem Online time series forecasting challenges in handling abrupt and recurring patterns.
method Inspired by CLS theory, FSNet uses a dynamic balance between fast adaptation and old knowledge retrieval.
result FSNet achieves robustness to both new and recurring patterns through dynamic balancing and associative memory.

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 ↗

LDP-Fed protects privacy in federated learning with neural networks.

problem Privacy protection for high-dimensional, continuous model parameters in federated learning.
method Local Differential Privacy (LDP) for repeated collection of model training parameters, selection and filtering of parameter updates.
result LDP-Fed achieves model accuracy comparable to non-private methods while preserving privacy.

POSL predicts dynamic convection volumes in hemodiafiltration patients.

problem Continuous, personalised predictions in personalised medicine.
method Adapted POSL to dynamically predict convection volumes using combinations of parametric regressions and machine learning.
result POSL outperformed candidate learners in predicting convection volumes with lower errors and better calibration.

Framework for pricing data products in data-poor markets.

problem Challenges in pricing advanced data products due to lack of transaction data.
method Prior-predictive Monte Carlo framework for generating probabilistic price bands.
result Stable probabilistic price bands for data products in data-poor markets.

New method for inference on covariates in NMF with random effects.

problem Formal inference for covariate effects in NMF with non-negativity constraints.
method NMF-RE model with random effects, ridge updates, df-based cap, asymptotic linearization, wild bootstrap.
result Valid inference on covariates with non-negativity constraint, avoiding degeneracy.

Improved diffusion sampling for inverse problems with faster and more robust inference.

problem High computational cost and lack of robustness in diffusion posterior sampling.
method Amortized variational inference with explicit likelihood guidance.
result Improved trade-off between inference speed and robustness to unseen degradations.

Reinforcement learning improves insurance claims reserving by learning from all claim trajectories.

problem Traditional reserving models learn only from settled claims, missing valuable data from ongoing claims.
method Formulated as a Markov decision process, uses reinforcement learning to update OCL estimates sequentially.
result Soft Actor-Critic implementation achieves competitive claim-level accuracy and strong aggregate performance.

Optimal strategies are found for a repeated betting game using diffusion approximation.

problem Finding optimal strategies for a repeated betting game with i.i.d. outcomes.
method Constructing a diffusion approximation of the repeated game and analyzing the wealth share process.
result Necessary and sufficient conditions for the wealth share process to be transient or recurrent are derived.

An efficient algorithm selects the correct number of latent dimensions in multidimensional probit models.

problem Determining the correct number of latent dimensions in multidimensional probit graded response models.
method Adaptive Bayesian dimension selection framework using cumulative ordered spike-and-slab (COSS) prior and Albert--Chib latent response augmentation.
result The proposed method accurately recovers latent structures and avoids repeated model fitting.

We study two systems of tangle equations that arise when modeling the action of the Integrase family of proteins on DNA. These two systems--direct and inverted repeats--correspond to two different possibilities for the initial DNA sequence. We present one new class of solutions to the tangle equations. In the case of i…

2004-12-23abs ↗pdf ↗

Study explores algorithmic collusion in repeated games using various learning dynamics.

problem Understanding algorithmic collusion in repeated games with different learning dynamics.
method Examines QQ-learning, gradient learning, and other dynamics in a general repeated game setting.
result Characterizes the set of payoff vectors achievable by these dynamics, revealing possibilities for collusion.

We investigate the question of when distinct branched surfaces in the complement of a 2-bridge knot support essential surfaces with identical boundary slopes. We determine all instances in which this occurs and identify an infinite family of knots for which no boundary slopes are repeated.

2015-02-16abs ↗pdf ↗

LAFF algorithm balances adaptability and non-exploitability in repeated games.

problem Low regret in repeated games against unknown opponent classes.
method LAFF algorithm searches within sub-algorithms optimal for each opponent class and uses a punishment policy for exploitation.
result LAFF guarantees sublinear regret uniformly over possible opponents, except exploitative ones, for which it guarantees linear regret.

Deep RL agents suffer from transient non-stationarity, which ITER mitigates.

problem Transient non-stationarity in deep RL agents affects generalization.
method Iterated Relearning (ITER) transfers knowledge between networks to reduce non-stationarity.
result ITER improves deep RL agents' performance on generalization benchmarks.

Differentiable cutting-plane layers solve parametric mixed-integer linear optimization problems.

problem Solving parametric mixed-integer linear optimization problems with changing data.
method Introducing cutting-plane layers (CPLs) for differentiable cutting-plane generation.
result The algorithm computes solutions with low integrality gaps and generalizes to unseen instances.

Efficiently optimizes hyperparameters for PDE and inverse problems using Gaussian processes.

problem Hyperparameter optimization for scientific computing and inference methods.
method Bilevel optimization with Gauss-Newton linearization for efficient hyperparameter updates.
result Significant improvements in accuracy and robustness compared to random initialization.

Most provably-efficient learning algorithms introduce optimism about poorly-understood states and actions to encourage exploration. We study an alternative approach for efficient exploration, posterior sampling for reinforcement learning (PSRL). This algorithm proceeds in repeated episodes of known duration. At the sta…

2013-06-04abs ↗pdf ↗

It has long been known that a Milnor invariant with no repeated index is an invariant of link homotopy. We show that Milnor's invariants with repeated indices are invariants not only of isotopy, but also of self C_k-moves. A self C_k-move is a natural generalization of link homotopy based on certain degree k clasper su…

2005-11-21abs ↗pdf ↗

Study of repeated principal-agent bandit game with self-interested and exploratory learning agents.

problem Interaction between principal and agent in unknown environments with learning and exploration behaviors.
method Developed algorithms for self-interested and exploratory learning agents with bandit feedback, achieving regret bounds.
result Achieved O~(T2/3)\widetilde{O}(T^{2/3}) regret bound for exploratory learning agent in i.i.d. reward setup.

Paper tackles non-Markovian control problems with new learning methods.

problem Non-Markovian stochastic control problems with unknown parameters.
method Off-model training and importance sampling for deep neural network approximation.
result Quantitative error bounds for adaptive learning under model uncertainty.

Study optimizes product assortment for retailers with repeated exposures and patience costs.

problem Optimizing product assortment for online retailers with repeated exposures and varying consumer patience.
method Developed a cascade multinomial logit model to capture repeated exposures and patience costs.
result Proposed an approximation solution to the assortment optimization problem.

Graph Neural Networks (GNNs) are based on repeated aggregations of information across nodes' neighbors in a graph. However, because common neighbors are shared between different nodes, this leads to repeated and inefficient computations. We propose Hierarchically Aggregated computation Graphs (HAGs), a new GNN graph re…

2019-06-09abs ↗pdf ↗

A new method combines machine learning with mixed-effects models for better repeated measurement analysis.

problem Inference of linear coefficients in partially linear mixed-effects models with complex interactions and high-dimensional variables.
method Double machine learning approach to estimate nonparametrically nonlinear variables, then use standard linear mixed-effects techniques to estimate the linear coefficient.
result The estimated fixed effects coefficient converges at the parametric rate and is semiparametrically efficient.