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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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20395978 · Jun 202019922001200920172026
48 results for rested bandits

Graph-Triggered Bandits unify rested and restless bandits with graph-defined arm interactions.

problem Modeling sequential decision-making problems with evolving arm rewards.
method Graph-Triggered Bandits (GTBs) framework that generalizes rested and restless bandits using a graph.
result Rested and restless bandits are special cases of GTBs for suitable graphs.

The paper tackles rested bandits with non-decreasing and concave rewards, deriving lower bounds and an efficient algorithm.

problem Studying the sample complexity and optimal strategies for rested bandits with specific reward properties.
method Deriving regret lower bounds and designing an efficient algorithm R-ed-UCB with theoretical and empirical analysis.
result An efficient algorithm R-ed-UCB with a regret bound of O~(T23)\widetilde{\mathcal{O}}(T^{\frac{2}{3}}) under certain conditions.

New algorithm identifies best arm in rested bandit setting.

problem Best arm identification in rested bandit with decreasing losses.
method Introduced a novel best arm identification problem and analyzed an arm elimination algorithm.
result Regret vanishes as time horizon increases, with convergence rate depending on expected loss function.

We use online convex optimization (OCO) for setpoint tracking with uncertain, flexible loads. We consider full feedback from the loads, bandit feedback, and two intermediate types of feedback: partial bandit where a subset of the loads are individually observed and the rest are observed in aggregate, and Bernoulli feed…

2017-09-12abs ↗pdf ↗

We consider the multi armed bandit problem in non-stationary environments. Based on the Bayesian method, we propose a variant of Thompson Sampling which can be used in both rested and restless bandit scenarios. Applying discounting to the parameters of prior distribution, we describe a way to systematically reduce the …

2017-07-31abs ↗pdf ↗

Study on information evolution in interactive decision making using multi-armed bandits.

problem Understanding information dynamics in interactive decision making.
method Stochastic multi-armed bandit problem, focusing on optimal arm with a fixed margin.
result Distinct growth phases in mutual information, showing decoupling between success probability and information gain.

In stochastic multi-armed bandits, the reward distribution of each arm is assumed to be stationary. This assumption is often violated in practice (e.g., in recommendation systems), where the reward of an arm may change whenever is selected, i.e., rested bandit setting. In this paper, we consider the non-parametric rott…

2018-11-27abs ↗pdf ↗

Study tackles infinitely many-armed bandits with rotting rewards, achieving tight regret bounds.

problem Infinitely many-armed bandits with rotting rewards.
method Adaptive sliding window UCB algorithm for slow and abrupt rotting scenarios.
result Achieves tight regret bounds for both slow and abrupt rotting scenarios.

Introduces tensor bandits for multi-dimensional online decision making.

problem Optimal decision making in multi-dimensional online scenarios.
method Stochastic low-rank tensor bandits, tensor elimination, tensor epoch-greedy, tensor ensemble sampling.
result Tensor elimination and tensor epoch-greedy algorithms outperform existing methods.

We consider the problem of contextual bandits with stochastic experts, which is a variation of the traditional stochastic contextual bandit with experts problem. In our problem setting, we assume access to a class of stochastic experts, where each expert is a conditional distribution over the arms given a context. We p…

2018-02-23abs ↗pdf ↗

Motivated by online recommendation and advertising systems, we consider a causal model for stochastic contextual bandits with a latent low-dimensional confounder. In our model, there are LL observed contexts and KK arms of the bandit. The observed context influences the reward obtained through a latent confounder var…

2016-06-01abs ↗pdf ↗

Paper identifies resting positions using EGG, ECG, respiration rate, and SpO2.

problem Identifying the resting position for health monitoring.
method Hybrid stacked ensemble machine learning model combining Decision tree, Random Forest, and Xgboost.
result 100% accurate prediction of resting positions.

Most recommender systems recommend a list of items. The user examines the list, from the first item to the last, and often chooses the first attractive item and does not examine the rest. This type of user behavior can be modeled by the cascade model. In this work, we study cascading bandits, an online learning variant…

2016-03-17abs ↗pdf ↗

Study optimal adaptive allocation for multi-armed bandits with Markovian rewards.

problem Optimal adaptive allocation for multi-armed bandits with Markovian rewards.
method Round-robin Kullback-Leibler upper confidence bounds for optimal adaptive allocation.
result Logarithmic dependence of regret on time horizon, asymptotically optimal.

Study best arm identification in restless bandits with unknown TPMs.

problem Identify the best arm with fixed confidence in restless bandits with unknown TPMs.
method Proposed a policy for best arm identification and proved its expected stopping time matches the lower bound.
result The state-action visitation proportions match the optimal proportions under any asymptotically optimal policy.

BrainSurfCNN predicts task contrasts from resting-state fingerprints, improving accuracy over baseline.

problem Predicting task-evoked activity from resting-state functional connectivity.
method Surface-based convolutional neural network (BrainSurfCNN) with reconstructive-contrastive loss.
result Significantly improved accuracy in predicting task contrasts over baseline.

REST improves robustness and efficiency of sleep monitoring models.

problem Noise and energy efficiency in deep learning models for home health monitoring.
method Adversarial training and spectral/sparsity regularization.
result REST models achieve 19x parameter reduction and 15x MFLOPS reduction with 17x energy reduction and 9x faster inference.

Study best arm identification in restless Markov multi-armed bandits with state-dependent transitions.

problem Identify the best arm in a multi-armed bandit with time-varying states.
method Propose a sequential policy to select arms without knowing their exact TPMs.
result Upper and lower bounds on expected time to find the best arm match in a special case.

The paper extends Hoeffding's inequality for Markov chains using a generalized concentrability condition.

problem Applying Hoeffding's inequality to non-ergodic Markov chains.
method Integrates generalized concentrability condition via IPM to extend traditional hypotheses.
result Demonstrates utility in machine learning applications such as empirical risk minimization and bandits.

Study on spin-zero rest-mass fields using conformal geometric method.

problem Wellposedness of Cauchy and Goursat problems for spin-n/2n/2 zero rest-mass equations.
method Conformal geometric method, energy equalities, partial conformal compactification.
result Proves wellposedness of Cauchy and Goursat problems and establishes field decays.

FlexServe simplifies deployment of PyTorch models as REST endpoints.

problem Lack of control over model evolution and strict security requirements in operational environments.
method Developed FlexServe, a library to deploy multi-model ensembles with flexible batching.
result Rapid deployment of PyTorch models without intermediate transformations.

Paper tackles robust policy learning with incomplete data.

problem Learning policies from past data assumes future environment is the same, which is often false.
method Develops a distributionally robust policy evaluation and learning algorithm.
result Proposed algorithm provides robustness to adversarial perturbations and covariate shifts.

Proposes SOVR loss to improve adversarial robustness by increasing logit margins.

problem Adversarial training's difficulty in robustness against sophisticated attacks.
method Introduces SOVR loss function that switches from cross-entropy to one-vs-the-rest loss for important samples.
result SOVR loss increases logit margins of important samples, improving robustness against Auto-Attack.

Training of one-vs.-rest SVMs can be parallelized over the number of classes in a straight forward way. Given enough computational resources, one-vs.-rest SVMs can thus be trained on data involving a large number of classes. The same cannot be stated, however, for the so-called all-in-one SVMs, which require solving a …

2016-11-25abs ↗pdf ↗

Machine learning techniques have gained prominence for the analysis of resting-state functional Magnetic Resonance Imaging (rs-fMRI) data. Here, we present an overview of various unsupervised and supervised machine learning applications to rs-fMRI. We present a methodical taxonomy of machine learning methods in resting…

2018-12-30abs ↗pdf ↗

Stochastic encoding improves gender classification of brain networks from UK Biobank data.

problem Complexity and bias in interpreting deep learning models of brain connectivity.
method Stochastic encoding in ensemble of CNNs, multivariate balancing algorithm.
result AUROC of 0.8459, with resting-state data more accurate than task data.

Paper tackles identifying an odd arm in a multi-armed bandit with restless Markov processes and trembling hand.

problem Identifying an odd arm in a multi-armed bandit with restless Markov processes and trembling hand.
method Derive asymptotic lower bound on expected time to identify the odd arm, stitch together parameterised solutions to MDPs.
result First known asymptotic lower bound on expected time to identify the odd arm, with vanishing error probability.

We present a method for fast resting-state fMRI spatial decomposi-tions of very large datasets, based on the reduction of the temporal dimension before applying dictionary learning on concatenated individual records from groups of subjects. Introducing a measure of correspondence between spatial decompositions of rest …

2016-02-08abs ↗pdf ↗

REST framework predicts stock trends by considering stock-specific and related-stock events.

problem Predicting stock trends using event information from news, social media, and discussion boards.
method REST framework addresses two main shortcomings of existing event-driven methods: stock-specific event influence and related-stock event influence.
result REST framework achieves higher investment returns compared to baselines.

REST improves robustness of black-box models to geometric transformations.

problem Overconfident incorrect predictions on out-of-distribution samples.
method REinforcement Spatial Transform learner (REST) that transforms input data into in-distribution samples.
result Improves robustness to geometric transformations and sample efficiency.

Dynamic functional connectivity (FC) has in recent years become a topic of interest in the neuroimaging community. Several models and methods exist for both functional magnetic resonance imaging (fMRI) and electroencephalography (EEG), and the results point towards the conclusion that FC exhibits dynamic changes. The e…

2016-01-04abs ↗pdf ↗

Paper tackles LDP bandits learning with improved results and sub-linear regret.

problem Contextual bandits learning with LDP privacy constraints.
method Simple black-box reduction frameworks for context-free bandits, extended to GLB.
result First result for BCO with multi-point feedback under LDP, sub-linear regret for GLB.

Paper solves stochastic contextual linear bandits using linear bandit algorithms.

problem Stochastic contextual linear bandits with unknown context distribution.
method Establishes a reduction framework to convert to linear bandit problems.
result Achieves nearly optimal regret bound of O(dTlogT)O(d\sqrt{T\log T}).

New definition resolves ambiguity in non-stationary bandit classification.

problem Ambiguity in classifying non-stationary bandits using existing definitions.
method Introducing a formal definition that resolves ambiguity and provides a unified approach.
result Unified approach applicable to both Bayesian and frequentist formulations, resolves classification issues.