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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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48 results for safe interruptibility

New approach to reinforcement learning that balances safety and performance against adversaries.

problem Balancing safety and performance in reinforcement learning against potential adversaries.
method Developed a new reinforcement learning framework that integrates interruptibility, resilience, and safe exploration.
result Achieved both interruptibility and resilience to adversaries without sacrificing optimal policy probability.

SilentPhone identifies opportune times to silence phones to reduce interruptions.

problem Inappropriate phone notifications cause interruptions for users and others.
method Data-driven approach using past phone log data to infer unavailability.
result Identifies opportune moments for call interruptions and generates silent mode rules.

A new bandit problem where experiments can be interrupted if results are not promising.

problem Interruptible multi-armed bandit problem with a threshold for cumulative reward.
method Formalized survival regret, identified key components (regret and probability of ruin), derived lower bounds and optimal policies.
result No policy can achieve sublinear survival regret, but optimal policies minimize survival regret in a Pareto sense.

Using public data (Forbes Global 2000) we show that the asset sizes for the largest global firms follow a Pareto distribution in an intermediate range, that is ``interrupted'' by a sharp cut-off in its upper tail, where it is totally dominated by financial firms. This flattening of the distribution contrasts with a lar…

2013-09-09abs ↗pdf ↗

CoCoRL learns safe constraints from demonstrations with unknown rewards.

problem Learning safe constraints from demonstrations with different unknown rewards.
method Convex Constraint Learning for Reinforcement Learning (CoCoRL) constructs a convex safe set based on demonstrations.
result CoCoRL learns constraints that lead to safe driving behavior and can safely transfer to different tasks and environments.

High dimensional regression benefits from sparsity promoting regularizations. Screening rules leverage the known sparsity of the solution by ignoring some variables in the optimization, hence speeding up solvers. When the procedure is proven not to discard features wrongly the rules are said to be \emph{safe}. In this …

2015-06-11abs ↗pdf ↗

We study safe screening for metric learning. Distance metric learning can optimize a metric over a set of triplets, each one of which is defined by a pair of same class instances and an instance in a different class. However, the number of possible triplets is quite huge even for a small dataset. Our safe triplet scree…

2018-02-12abs ↗pdf ↗

Proposes a method to accelerate safe sequential learning using offline data.

problem Limited exploration due to disconnected safe regions and slow task learning.
method Safe transfer sequential learning using Gaussian processes and offline data.
result Enhances global exploration across multiple disjoint safe regions with lower data consumption.

Revel tackles safe exploration in RL with verified symbolic policies.

problem Computational infeasibility of verifying neural networks in RL learning loops.
method Two policy classes: neurosymbolic with approximate gradients and symbolic policies for efficient verification. Mirror descent over policies to safely update and project policies.
result Revel discovers policies that outperform prior approaches to verified exploration.

Safe reinforcement learning for autonomous vehicles using prediction constraints.

problem Safe reinforcement learning for safety-critical applications like autonomous vehicles.
method Use prediction to constrain exploration in reinforcement learning models.
result Successfully learned intersection handling behaviors on an autonomous vehicle.

StageOpt efficiently optimizes safe decisions by separating safety and utility stages.

problem Optimizing unknown utility with safety constraints in sequential decisions.
method Develops StageOpt, a two-stage safe Bayesian optimization algorithm.
result StageOpt is more efficient and applicable to broader problems than existing methods.

This paper tackles safe global optimization of noisy functions with a Lipschitz condition.

problem Safe global maximization of expensive, noisy, Lipschitz functions.
method Develops a δ-Lipschitz framework and two algorithms to ensure safety constraints are met.
result The proposed methods ensure safety constraints are met before evaluating noisy functions.

SRF learns sparse rule models by screening out features efficiently.

problem Learning optimal sparse rule models is computationally intractable due to the large number of possible rules.
method SRF uses meta safe screening (mSS) to efficiently screen out multiple features, improving the learning of sparse rule models.
result SRF provides a general framework for fitting sparse rule models and can handle group regularization.

Safe autonomous decisions made with machine learning predictions using Conformal Decision Theory.

problem Safe decisions from imperfect machine learning predictions.
method Conformal Decision Theory framework for producing safe decisions.
result Safe decisions with provable statistical guarantees of low risk.

Crypto-assets perform better than gold as safe-havens during market crashes.

problem Evaluating safe-haven properties of crypto-assets and gold during the 2020 market crash.
method Comparative analysis of Crypto-assets (Tether, Cardano, Dogecoin, Bitcoin, Ethereum, Litecoin, Ripple) and gold for European indices.
result Tether, Cardano, and Dogecoin exhibited hedging properties similar to gold, while gold was not more efficient as a safe-haven.

Safe screening rules reduce computation time in logistic regression with 02\ell_0-\ell_2 regularization.

problem Efficiently solving logistic regression with many features and regularization.
method Screening rules based on Fenchel dual lower bounds of strong conic relaxations.
result A high percentage of features can be safely removed before solving, leading to substantial speed-up.

In high dimensional regression settings, sparsity enforcing penalties have proved useful to regularize the data-fitting term. A recently introduced technique called screening rules propose to ignore some variables in the optimization leveraging the expected sparsity of the solutions and consequently leading to faster s…

2016-11-17abs ↗pdf ↗

Safe-M3^3-UCRL learns safe policies for multi-agent systems with global constraints.

problem Global constraints in mean-field reinforcement learning for multi-agent systems.
method Safe-M3^3-UCRL uses epistemic uncertainty and log-barrier approach to ensure constraints satisfaction.
result Safe-M3^3-UCRL learns safe policies for multi-agent systems with global constraints.

SAMBA improves safe reinforcement learning with active exploration metrics.

problem Safe reinforcement learning in dynamic systems.
method Combines probabilistic modelling, information theory, and statistics. Uses novel metrics for out-of-sample Gaussian process evaluation.
result Orders of magnitude reduction in samples and violations compared to state-of-the-art methods.

During times of extreme market turmoil, it is acknowledged that there is a tendency towards "flight to safety". A strong (weak) safe haven is defined as an asset that has a significant positive (negative) return in periods where another asset is in distress, while hedge has to be negatively correlated (uncorrelated) on…

2017-03-01abs ↗pdf ↗

Paper defines ε-Safe Decision Regions for exponential family distributions and approximates them for unbalanced data.

problem Need probabilistic guarantees for reliable predictions in machine learning.
method Formalizes ε-Safe Decision Regions, proves their form for exponential family distributions, and develops Multi Cost SVM for unbalanced data.
result Formal definition and analytical determination of ε-Safe Decision Regions for exponential family distributions.

Safe actions learned in finite trials, without infinite exploration.

problem Learning safe actions in unknown environments efficiently.
method Defining a handicap metric and using sequential probability ratio test for discarding unsafe actions.
result Achieves constant handicap, discarding unsafe machines with probability one in finite rounds.

Safe imitation learning with a safety layer for flexible training.

problem Flexible yet safe imitation learning for complex tasks.
method Theory and modular method with a safety layer for continuous policy, adversarial training, and worst-case safety guarantees.
result Robustness advantage of safety layer during training compared to test time.