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.
Improved -greedy handles strategic bidding in PPC auctions.
We present an information-theoretic framework for sequential adaptive compressed sensing, Info-Greedy Sensing, where measurements are chosen to maximize the extracted information conditioned on the previous measurements. We show that the widely used bisection approach is Info-Greedy for a family of -sparse signals b…
Transforms offline greedy algorithms to online algorithms for combinatorial problems.
We study the classical problem of maximizing a monotone submodular function subject to a cardinality constraint k, with two additional twists: (i) elements arrive in a streaming fashion, and (ii) m items from the algorithm's memory are removed after the stream is finished. We develop a robust submodular algorithm STAR-…
We consider the task of robust non-linear regression in the presence of both inlier noise and outliers. Assuming that the unknown non-linear function belongs to a Reproducing Kernel Hilbert Space (RKHS), our goal is to estimate the set of the associated unknown parameters. Due to the presence of outliers, common techni…
Improved Thompson Sampling for Bayesian Optimization.
Robust subgroup discovery finds non-redundant, statistically significant subgroups.
This paper considers a recently emerged hyperspectral unmixing formulation based on sparse regression of a self-dictionary multiple measurement vector (SD-MMV) model, wherein the measured hyperspectral pixels are used as the dictionary. Operating under the pure pixel assumption, this SD-MMV formalism is special in that…
Novel loss functions improve decision tree learning from noisy data.
The study examines robustness auditing for linear regression, improving existing methods and identifying computational challenges.
LGES speeds up causal discovery while maintaining accuracy.
A new framework selects information sources to test hypotheses robustly, even with misclassifications.
The Column Subset Selection Problem provides a natural framework for unsupervised feature selection. Despite being a hard combinatorial optimization problem, there exist efficient algorithms that provide good approximations. The drawback of the problem formulation is that it incorporates no form of regularization, and …
Compressed sensing (CS) shows that a signal having a sparse or compressible representation can be recovered from a small set of linear measurements. In classical CS theory, the sampling matrix and representation matrix are assumed to be known exactly in advance. However, uncertainties exist due to sampling distortion, …
We study the problem of maximizing a monotone set function subject to a cardinality constraint in the setting where some number of elements is deleted from the returned set. The focus of this work is on the worst-case adversarial setting. While there exist constant-factor guarantees when the function is submodu…
This paper investigates the effectiveness of adversarial training in enhancing the robustness of Deep Q-Network (DQN) policies to state-space perturbations. We first present a formal analysis of adversarial training in DQN agents and its performance with respect to the proportion of adversarial perturbations to nominal…
GraphReach improves GNN performance by incorporating node positions.
Proposes an efficient alternative to nonconvex-nonconcave min-max optimization.
Unmanned Aerial Vehicles (UAVs), autonomously-guided aircraft, are widely used for tasks involving surveillance and reconnaissance. A version of the pursuit-evasion problems centered around UAVs and its variants has been extensively studied in recent years due to numerous breakthroughs in AI. We present an approach to …
Due to diverse nature of data acquisition and modern applications, many contemporary problems involve high dimensional datum $\x \in \R^\d$ whose entries often lie in a union of subspaces and the goal is to find out which entries of $\x$ match with a particular subspace $\sU$, classically called \emph {matched subspace…
Test-time data augmentationaveraging the predictions of a machine learning model across multiple augmented samples of datais a widely used technique that improves the predictive performance. While many advanced learnable data augmentation techniques have emerged in recent years, they are focused on the training p…
Regression problems are pervasive in real-world applications. Generally a substantial amount of labeled samples are needed to build a regression model with good generalization ability. However, many times it is relatively easy to collect a large number of unlabeled samples, but time-consuming or expensive to label them…
Greedy algorithm achieves sublinear regret for various distributions.
Greedy algorithm optimizes consumption habits with power utility.
To cope with the high level of ambiguity faced in domains such as Computer Vision or Natural Language processing, robust prediction methods often search for a diverse set of high-quality candidate solutions or proposals. In structured prediction problems, this becomes a daunting task, as the solution space (image label…
Proposes a sample selection algorithm for fair and robust AI training.
New distributions allow greedy arm selection in sparse bandit problems.
Simpler ε-greedy with longer action durations improves exploration.
This paper is a follow up to the previous author's paper on convex optimization. In that paper we began the process of adjusting greedy-type algorithms from nonlinear approximation for finding sparse solutions of convex optimization problems. We modified there three the most popular in nonlinear approximation in Banach…
Introduces greedy feature selection for classifier-dependent feature ranking.
Greedy policy maximizes information in unknown linear systems.
Greedy selection works well in a toy model of independent increments.
This paper proposes and evaluates the k-greedy equivalence search algorithm (KES) for learning Bayesian networks (BNs) from complete data. The main characteristic of KES is that it allows a trade-off between greediness and randomness, thus exploring different good local optima. When greediness is set at maximum, KES co…
Multiple-step lookahead policies have demonstrated high empirical competence in Reinforcement Learning, via the use of Monte Carlo Tree Search or Model Predictive Control. In a recent work \cite{efroni2018beyond}, multiple-step greedy policies and their use in vanilla Policy Iteration algorithms were proposed and analy…
Paper analyzes Greedy-GQ for reinforcement learning with Markovian noise.
New algorithm speeds up learning of graphical models.
Three privacy-preserving methods for median regression are proposed.
We study the problem of maximizing a monotone submodular function subject to a cardinality constraint , with the added twist that a number of items from the returned set may be removed. We focus on the worst-case setting considered in (Orlin et al., 2016), in which a constant-factor approximation guarantee was g…
A novel method selects genes for high-dimensional gene expression data with class imbalance.
Improved greedy 2-coordinate updates for optimization problems with constraints.
We propose a new concept named adaptive submodularity ratio to study the greedy policy for sequential decision making. While the greedy policy is known to perform well for a wide variety of adaptive stochastic optimization problems in practice, its theoretical properties have been analyzed only for a limited class of p…
The contextual bandit literature has traditionally focused on algorithms that address the exploration-exploitation tradeoff. In particular, greedy algorithms that exploit current estimates without any exploration may be sub-optimal in general. However, exploration-free greedy algorithms are desirable in practical setti…
Greedy algorithm nearly outperforms exploration in contextual bandits.
New algorithms combat adversarial attacks in stochastic linear bandits.
A major problem in data augmentation is to ensure that the generated new samples cover the search space. This is a challenging problem and requires exploration for data augmentation policies to ensure their effectiveness in covering the search space. In this paper, we propose Greedy AutoAugment as a highly efficient se…
Greedy training of recursive partitioning estimators faces a computational barrier when the true function doesn't satisfy a specific property.
In this paper we consider the task of estimating the non-zero pattern of the sparse inverse covariance matrix of a zero-mean Gaussian random vector from a set of iid samples. Note that this is also equivalent to recovering the underlying graph structure of a sparse Gaussian Markov Random Field (GMRF). We present two no…
Linear regression models contaminated by Gaussian noise (inlier) and possibly unbounded sparse outliers are common in many signal processing applications. Sparse recovery inspired robust regression (SRIRR) techniques are shown to deliver high quality estimation performance in such regression models. Unfortunately, most…