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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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66133199265 · Jun 202019922001200920172026
48 results for sequential policy

The paper develops a method to learn cost-optimal sequential testing policies from retrospective data.

problem Learning cost-optimal sequential decision policies from retrospective data with missing test results.
method Doubly robust Q-learning framework with path-specific inverse probability weights.
result The method reduces testing cost without compromising predictive accuracy.

Heterogeneous SVO leads to diverse policies in sequential social dilemmas.

problem Understanding how diverse social value orientations affect behavior in sequential social dilemmas.
method Extending prior reinforcement learning studies, we instantiated heterogeneous SVO in a sequential social dilemma setting and measured task-specific diversity metrics.
result Heterogeneous SVO leads to meaningfully diverse policies across various incentive structures.

Bayesian sOED uses PG reinforcement learning for efficient experiment design.

problem Optimizing sequential experiments for nonlinear models with limited data.
method Formulated as POMDP, solved via PG methods with neural network parameterization.
result Demonstrated advantages over batch and greedy designs in contaminant source inversion.

New method estimates policy performance under unobserved confounding.

problem Estimating policy performance when decisions depend on unobserved variables.
method Developed worst-case bounds for robust OPE under unobserved confounding.
result Efficient procedure for computing worst-case bounds, proving statistical consistency.

Study optimizes portfolio allocation policies using off-policy data and constraints.

problem Optimizing portfolio allocation policies under constraints using off-policy data.
method Solves a minimax objective with off-policy estimators and online learning to control constraint violations.
result Constructs near-optimal allocation policies for various regimes of operation and constraints.

This paper simplifies OPE in large state spaces using state abstractions.

problem Accurately evaluating policies offline in large state spaces.
method Developed a backward-model-irrelevance condition and an iterative state abstraction procedure.
result Deeply-abstracted states substantially simplify OPE sample complexity.

New algorithm reduces regret in sequential decision-making problems.

problem Balancing exploration and exploitation in online sequential decision problems.
method Variational Bayesian optimistic sampling (VBOS) for optimizing policies.
result VBOS achieves ildeO(AT) ilde O(\sqrt{AT}) Bayesian regret for stochastic multi-armed bandits.

The paper develops methods to estimate optimal treatment sequences under policy constraints.

problem Estimating the best sequence of treatments over multiple stages for individuals.
method Empirical welfare maximization approach, solving treatment assignment sequentially or simultaneously.
result Established convergence rates and upper bounds for estimation methods.

New method for robust policy evaluation in offline reinforcement learning with sequentially exogenous unobserved confounders.

problem Offline reinforcement learning in domains with unobserved confounders.
method Orthogonalized robust fitted-Q-iteration with closed-form solutions and bias-correction.
result Effective in simulations and real-world data, improving robustness and computational ease.

Study evaluates reinforcement learning algorithms for sequential experimental design.

problem Lack of generalization in reinforcement learning for experimental design.
method Investigated several reinforcement learning algorithms for sequential experimental design.
result Certain algorithms, using dropout or ensemble approaches, show attractive generalization properties.

This research improves interpretability in sequential explanations using mental models.

problem Improving interpretability in sequential explanations between two parties.
method A reinforcement learning framework that selects explanations based on the explainee's mental model.
result Mental model-based policies increase interpretability over random selection in multiple sequential explanations.

In treatment allocation problems the individuals to be treated often arrive sequentially. We study a problem in which the policy maker is not only interested in the expected cumulative welfare but is also concerned about the uncertainty/risk of the treatment outcomes. At the outset, the total number of treatment assign…

2017-05-28abs ↗pdf ↗

New method for evaluating sequential recommendations with lower variance.

problem Evaluating good sequences of music, video, news, and e-commerce recommendations.
method Proposes a new counterfactual estimator for sequential reward interactions with lower variance and asymptotic unbiasedness.
result Our method outperforms existing methods in bias and data efficiency for sequential track recommendations.

DiPS learns to optimize sketching policies for better recommendation quality.

problem Optimizing sketching policies for long-term user interest prediction in recommender systems.
method Differentiable policy for sketching that learns from training data.
result DiPS requires up to 50% fewer sketch items to achieve the same recommendation quality.

This paper proposes a method to evaluate policies using quantile metrics, improving upon existing mean-based approaches.

problem Evaluating policies using mean-based metrics ignores the variability of outcomes, especially in skewed reward distributions.
method The paper introduces a doubly-robust inference procedure for quantile off-policy evaluation using deep conditional generative learning.
result The proposed estimator outperforms classical OPE estimators for mean outcomes in heavy-tailed reward distributions.

The paper proposes a fair reinforcement learning framework to prevent healthcare disparities.

problem Unfair reinforcement learning policies in healthcare can lead to socioeconomically-disadvantaged subgroups being underprivileged.
method The paper introduces a counterfactual fairness framework and a sequential data preprocessing algorithm to achieve fair sequential decision making.
result The proposed approach greatly enhances fair access to counseling in a digital health dataset designed to reduce opioid misuse.

SNAPO optimizes policies for complex sequential decisions using differentiable simulation.

problem Optimizing policies for high-dimensional, sequential decisions under uncertainty.
method Embeds neural policy in a differentiable simulator, computes gradients efficiently.
result Produces sensitivities at a cost proportional to one reverse pass, regardless of sensitivity count.

PyCFRL helps ensure fair reinforcement learning policies from offline data.

problem Ensuring fairness in reinforcement learning policies for disadvantaged groups.
method Sequential data preprocessing to learn counterfactually fair policies.
result PyCFRL implements a novel algorithm for fair RL policy learning.

The paper addresses treatment recommendation problems by optimizing distributional characteristics.

problem Optimizing treatment recommendations based on distributional targets.
method Characterizes the problem's difficulty and proposes near-optimal policies.
result Characterizes the difficulty of the problem and proposes near-regret optimal policies.

Framework for deferring decisions to experts in sequential medical settings.

problem Myopic and non-adaptive decision-making by ML models in sequential medical contexts.
method Sequential Learning-to-Defer (SLTD) framework using model-based reinforcement learning.
result Adaptive deferral policy improves trade-off between long-term outcomes and deferral frequency.

Adaptive sequential decision making is one of the central challenges in machine learning and artificial intelligence. In such problems, the goal is to design an interactive policy that plans for an action to take, from a finite set of nn actions, given some partial observations. It has been shown that in many applicat…

2019-11-09abs ↗pdf ↗

We connect a broad class of generative models through their shared reliance on sequential decision making. Motivated by this view, we develop extensions to an existing model, and then explore the idea further in the context of data imputation -- perhaps the simplest setting in which to investigate the relation between …

2015-06-10abs ↗pdf ↗

Combines experimental and historical data for robust policy evaluation.

problem Policy evaluation with mixed data sources, especially experimental vs historical.
method Linear integration of estimators from experimental and historical data, optimized for MSE minimization.
result Proposed estimators outperform traditional methods in ridesharing company data.

vsOED optimizes experiment design with reinforcement learning for Bayesian models.

problem Optimizing the sequence of experiments in Bayesian models for efficient data collection.
method Reinforcement learning with variational posterior approximations to optimize design policy.
result vsOED achieves superior sample efficiency compared to existing methods.

Study optimal policy regret in partially observable Markov games with adaptive opponents.

problem Optimal sequential decision-making in partially observable environments against strategic, adaptive opponents.
method An epoch-based optimistic maximum-likelihood algorithm that selects one policy per epoch using confidence sets built cumulatively from past data.
result Achieves ildeO(T) ilde{O}(\sqrt{T}) policy regret for fixed problem parameters, with explicit dependence on horizon, adversary memory, confidence radius, and aggregate Eluder dimension.

New reinforcement learning bound improves generalization for sequential data.

problem Challenges in obtaining generalization guarantees for reinforcement learning due to sequential data.
method PAC-Bayesian reinforcement learning with consideration of Markov dependencies and mixing time.
result Demonstrated practical utility through PB-SAC, providing meaningful confidence certificates.

New method for estimating value of optimal policies in uncertain scenarios.

problem Inference for optimal policies when they are non-unique or nearly deterministic.
method Semiparametric efficiency bound, uniformly weighted estimator, NSAVE method.
result Proposes NSAVE method for robust inference in uncertain optimal policies.

Paper proposes a sequential statistical test for comparing imitation learning policies with near-optimal stopping.

problem Challenges in rigorously comparing imitation learning policies due to small sample sizes and potential p-hacking.
method Sequential statistical test that adapts the number of trials based on intermediate results, achieving near-optimal stopping.
result Reduces the number of evaluation trials by up to 32% compared to state-of-the-art baselines, saving significant time and effort.

We study the problem of learning sequential decision-making policies in settings with multiple state-action representations. Such settings naturally arise in many domains, such as planning (e.g., multiple integer programming formulations) and various combinatorial optimization problems (e.g., those with both integer pr…

2019-07-03abs ↗pdf ↗

New methods improve robust decision-making under uncertainty in off-policy evaluation.

problem Statistical uncertainty and causal considerations in off-policy evaluation.
method Marginal Ratio (MR) estimator, Conformal Off-Policy Prediction (COPP), causal bounds.
result Improved robustness and uncertainty quantification in off-policy decision-making.

New algorithm reduces complexity in multi-agent reinforcement learning.

problem High computational complexity in exact computations for multi-agent reinforcement learning.
method Design of a scalable algorithm based on Natural Policy Gradient, using local information and limited communication.
result Converges to globally optimal policy with dimension-free complexity and localization error.

Efficiently selects top-m designs for various contexts using sequential sampling.

problem Optimizing selection of top-m designs across different contexts.
method Formulated as a stochastic dynamic programming problem, developed sequential sampling policy.
result Asymptotically optimal sampling ratios for efficient selection.

Optimal online data collection for semiparametric inference reduces regret.

problem Sequential data collection decisions for efficient estimation under budget constraints.
method Online Moment Selection framework; Explore-then-Commit and Explore-then-Greedy policies.
result Online data collection policies achieve zero regret relative to an oracle policy.

We describe theoretical bounds and a practical algorithm for teaching a model by demonstration in a sequential decision making environment. Unlike previous efforts that have optimized learners that watch a teacher demonstrate a static policy, we focus on the teacher as a decision maker who can dynamically choose differ…

2012-10-16abs ↗pdf ↗

SEEK algorithm selects minimal state in reinforcement learning for better policy learning.

problem Challenges in obtaining a state representation that is parsimonious and satisfies the Markov property.
method SEEK algorithm estimates the minimal sufficient state in reinforcement learning.
result The SEEK algorithm achieves selection consistency in large samples.

Bayesian optimization has become a popular method for high-throughput computing, like the design of computer experiments or hyperparameter tuning of expensive models, where sample efficiency is mandatory. In these applications, distributed and scalable architectures are a necessity. However, Bayesian optimization is mo…

2019-02-26abs ↗pdf ↗