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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.

168,657 papers · 148 categories

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1122 · Nov 201819922001200920172026
47 results for small-loss

This paper explains why distributional reinforcement learning is better than vanilla RL using small-loss bounds.

problem Understanding when and why distributional reinforcement learning (DistRL) is superior to vanilla reinforcement learning (RL).
method The paper uses small-loss bounds to explain the benefits of DistRL, proposing algorithms and proving bounds for different RL settings.
result Distributional reinforcement learning (DistRL) outperforms vanilla RL when optimal costs are small, as shown by small-loss bounds.

New method achieves small-loss regret bounds in random-order model.

problem Online learning with adversarial loss functions in random order.
method Extending batch-to-online transformation, using average sensitivity and stability.
result Small-loss regret bounds of order ildeO(φ(OPTT)) ilde O(\varphi^{\star}(\mathrm{OPT}_T)).

We study small-loss bounds for adversarial multi-armed bandits with graph feedback, that is, adaptive regret bounds that depend on the loss of the best arm or related quantities, instead of the total number of rounds. We derive the first small-loss bound for general strongly observable graphs, resolving an open problem…

2020-02-02abs ↗pdf ↗

Learning with noisy labels is one of the hottest problems in weakly-supervised learning. Based on memorization effects of deep neural networks, training on small-loss instances becomes very promising for handling noisy labels. This fosters the state-of-the-art approach "Co-teaching" that cross-trains two deep neural ne…

2019-01-14abs ↗pdf ↗

New algorithm achieves small-loss bounds in online learning with improved rates.

problem Achieving strong stability in online learning algorithms.
method Introduces ρρ-separation to enforce strong stability, unifying previous approaches.
result Oracle-efficient algorithm achieves small-loss bounds with improved rates.

Mirror descent with an entropic regularizer is known to achieve shifting regret bounds that are logarithmic in the dimension. This is done using either a carefully designed projection or by a weight sharing technique. Via a novel unified analysis, we show that these two approaches deliver essentially equivalent bounds …

2012-02-15abs ↗pdf ↗

We investigate online convex optimization in changing environments, and choose the adaptive regret as the performance measure. The goal is to achieve a small regret over every interval so that the comparator is allowed to change over time. Different from previous works that only utilize the convexity condition, this pa…

2019-04-26abs ↗pdf ↗

Since deep neural networks are over-parameterized, they can memorize noisy examples. We address such a memorization issue in the presence of label noise. From the fact that deep neural networks cannot generalize to neighborhoods of memorized features, we hypothesize that noisy examples do not consistently incur small l…

2019-10-22abs ↗pdf ↗

New bounds for online portfolio selection without smoothness assumptions.

problem Online portfolio selection with non-Lipschitz, non-smooth losses.
method Data-dependent bounds using novel smoothness characterizations and FTRL with self-concordant regularizers.
result Achieves logarithmic regrets when data is 'easy' and sublinear worst-case regrets.

Paper introduces a new GG^\star regret measure for online convex optimization with smooth losses.

problem Online convex optimization with smooth losses.
method Introduces a new GG^\star regret measure that depends on the cumulative squared gradient norm.
result The GG^\star regret can be arbitrarily sharper than existing measures when losses have vanishing curvature.

This paper considers the design of optimal resource allocation policies in wireless communication systems which are generically modeled as a functional optimization problem with stochastic constraints. These optimization problems have the structure of a learning problem in which the statistical loss appears as a constr…

2018-07-21abs ↗pdf ↗

We present a filter correlation based model compression approach for deep convolutional neural networks. Our approach iteratively identifies pairs of filters with the largest pairwise correlations and drops one of the filters from each such pair. However, instead of discarding one of the filters from each such pair naï…

2018-11-26abs ↗pdf ↗

Paper proposes a federated learning framework for relative fairness.

problem Traditional fairness in federated learning overlooks performance disparities between client subgroups.
method Uses a minimax problem approach to minimize relative unfairness, introducing a fairness index based on loss ratios.
result Empirical evaluations confirm the framework's effectiveness in maintaining model performance while reducing disparity.

How can we control for latent discrimination in predictive models? How can we provably remove it? Such questions are at the heart of algorithmic fairness and its impacts on society. In this paper, we define a new operational fairness criteria, inspired by the well-understood notion of omitted variable-bias in statistic…

2018-11-12abs ↗pdf ↗

We propose a general framework for studying adaptive regret bounds in the online learning framework, including model selection bounds and data-dependent bounds. Given a data- or model-dependent bound we ask, "Does there exist some algorithm achieving this bound?" We show that modifications to recently introduced sequen…

2015-08-21abs ↗pdf ↗

Given a similarity graph between items, correlation clustering (CC) groups similar items together and dissimilar ones apart. One of the most popular CC algorithms is KwikCluster: an algorithm that serially clusters neighborhoods of vertices, and obtains a 3-approximation ratio. Unfortunately, KwikCluster in practice re…

2015-07-17abs ↗pdf ↗

As deep neural network (NN) methods have matured, there has been increasing interest in deploying NN solutions to "edge computing" platforms such as mobile phones or embedded controllers. These platforms are often resource-constrained, especially in energy storage and power, but state-of-the-art NN architectures are de…

2019-05-30abs ↗pdf ↗

Paper defends sensitive attributes in GNNs from inference attacks.

problem Protecting sensitive attributes in GNNs from inference attacks.
method Proposes adversarial training with TV and Wasserstein distance to locally filter sensitive attributes.
result Framework creates strong defense against inference attacks with minimal performance loss.

This paper tackles fairness in PCA by balancing it with reconstruction error.

problem Fairness concerns in PCA due to different group representation errors.
method A multi-objective optimization approach to balance fairness and reconstruction error.
result Achieving fairness with minimal loss in reconstruction error.

JoCoR improves deep learning with noisy labels by reducing network diversity.

problem Learning with noisy labels in deep learning.
method JoCoR uses two networks to make predictions, calculates a joint loss with Co-Regularization, and updates both networks simultaneously.
result JoCoR outperforms state-of-the-art approaches in learning with noisy labels.

We introduce a new principle for model selection in regression and classification. Many regression models are controlled by some smoothness or flexibility or complexity parameter c, e.g. the number of neighbors to be averaged over in k nearest neighbor (kNN) regression or the polynomial degree in regression with polyno…

2007-02-27abs ↗pdf ↗

Recurrent Neural Networks (RNNs) are used in state-of-the-art models in domains such as speech recognition, machine translation, and language modelling. Sparsity is a technique to reduce compute and memory requirements of deep learning models. Sparse RNNs are easier to deploy on devices and high-end server processors. …

2017-11-08abs ↗pdf ↗

The paper explores optimal insurance contracts using various deviation measures.

problem Optimal insurance contracts with mean-deviation measures.
method Study of convex signed Choquet integrals and standard deviation as deviation measures, analyzing premium principles like expected value, Value-at-Risk, and Expected Shortfall.
result Characterization of optimal indemnities and deductibles under different premium principles.

New approach for online learning with adaptive adversaries, simpler and more effective.

problem Online learning with adaptive adversaries, especially in bandits and MDPs.
method Uses standard unbiased estimators and a simple increasing learning rate schedule, aided by logarithmically homogeneous self-concordant barriers and strengthened Freedman's inequality.
result First high-probability regret bounds for adversarial bandits and MDPs, resolving open problems.

New DP algorithms achieve near-optimal regret bounds for online learning problems.

problem Online learning problems with zero-loss solutions and differential privacy constraints.
method Developed new Differentially Private algorithms with near-optimal regret bounds.
result Achieved near-optimal regret bounds for various online prediction and convex optimization problems.

We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret bounds improving previous work. Examples include: 1) a regret bound depending on the …

2018-01-10abs ↗pdf ↗

Paper provides new bounds for risk aggregation and sharing.

problem Quantitative risk management and robust risk aggregation with dependence uncertainty.
method Established new inequality for RVaR, derived extended convolution bounds, and analyzed risk sharing for averaged quantiles.
result Extended convolution bounds for robust risk aggregation and risk sharing, providing sharpness conditions and explicit expressions.

A trading system uses LLMs to adapt to volatile crypto markets.

problem Volatility and market sentiment in cryptocurrencies make traditional models ineffective.
method Specialized LLM agents for technical analysis, sentiment evaluation, and decision-making; verbal feedback for continuous improvement.
result Agents outperform buy-and-hold strategy with consistent gains across market phases.

Empirical risk minimization (ERM) is a fundamental learning rule for statistical learning problems where the data is generated according to some unknown distribution P\mathsf{P} and returns a hypothesis ff chosen from a fixed class F\mathcal{F} with small loss \ell. In the parametric setting, depending upon $(\ell…

2014-06-14abs ↗pdf ↗

Paper proposes an online learning method with multi-level adaptivity for diverse loss functions.

problem Online learning with unknown types and curvatures of functions.
method Multi-layer online ensemble approach with gradient variations.
result Achieves improved regret bounds for different types of loss functions.

DINOSAUR improves retrieval by accounting for embedding uncertainty in recommender systems.

problem Retrieval bias towards popular items due to noisy embeddings.
method Samples multiple embeddings per item and queries with sampled embeddings to account for uncertainty.
result Improves coverage of long-tail niche content without sacrificing recall.

Optimizes investment under uncertain time horizons with non-concave utility.

problem Optimizing investment decisions with non-concave utility and uncertain time horizons.
method Established necessary and sufficient conditions for optimality, suggested recursive procedure for non-concave utility.
result Optimal investment strategies under uncertain time horizons exhibit multimodal distribution, indicating flexibility in switching between local maximizers.

New algorithm tackles multi-armed bandit with arbitrary delays and general bounded losses.

problem Scale-free adversarial multi-armed bandit with arbitrary feedback delays.
method SFD-INF combines convex combination trick and doubling/skipping technique.
result Achieves adaptive regret bounds for non-negative and general scale-free losses.

Paper improves COCO problem, reducing constraint violation at the cost of slightly more regret.

problem Online Convex Optimization with adversarial constraints.
method Proposes new policies that trade off regret for reduced constraint violation.
result Achieves ildeO(dT+Tβ) ilde{O}(\sqrt{dT}+ T^β) regret and ildeO(dT1β) ilde{O}(dT^{1-β}) CCV.