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.
Developed a new thresholding method that connects soft and hard thresholding.
Maximum entropy deep reinforcement learning (RL) methods have been demonstrated on a range of challenging continuous tasks. However, existing methods either suffer from severe instability when training on large off-policy data or cannot scale to tasks with very high state and action dimensionality such as 3D humanoid l…
New method improves stability of soft FQI for offline RL.
Pretraining reinforcement learning methods with demonstrations has been an important concept in the study of reinforcement learning since a large amount of computing power is spent on online simulations with existing reinforcement learning algorithms. Pretraining reinforcement learning remains a significant challenge i…
Boosts Q-learning by using value function bounds.
New method optimizes diffusion models without fine-tuning, integrating soft value functions.
We propose in this paper a differentiable learning loss between time series, building upon the celebrated dynamic time warping (DTW) discrepancy. Unlike the Euclidean distance, DTW can compare time series of variable size and is robust to shifts or dilatations across the time dimension. To compute DTW, one typically so…
New method combines value function decomposition and policy gradients for cooperative multi-agent reinforcement learning.
A new method stabilizes deep reinforcement learning by using QGraphs to retain replay memory information.
New algorithms estimate Q-functions under partial coverage and realizability, improving offline RL guarantees.
Theory for soft-margin classifiers on object manifolds.
SoftCLT improves time series representation learning by soft contrastive loss.
Band-limited SAC improves learning efficiency and stability in simulated environments.
Paper estimates FPR of Bayes classifier using soft labels.
Active learning improves soft sensor development by suggesting informative labels.
In Domain Adaptation (DA), the category-relevant losses usually occupy a dominant position, while they are usually built with hard or soft labels in existing models. We observed that hard labels are overconfident due to hard samples existed, and soft labels are ambiguous as too many small noisy probabilities involved, …
Paper tackles DOCTR-L with SciPhy RL, solving neural PDEs from data.
Five simple soft sensor methodologies with two update conditions were compared on two experimentally-obtained datasets and one simulated dataset. The soft sensors investigated were moving window partial least squares regression (and a recursive variant), moving window random forest regression, the mean moving window of…
Study improves S&P 500 volatility forecasting through regime-switching methods.
Generative AI connects to Schrödinger bridge problems with soft constraints for stability.
Nonlinearity is crucial to the performance of a deep (neural) network (DN). To date there has been little progress understanding the menagerie of available nonlinearities, but recently progress has been made on understanding the rôle played by piecewise affine and convex nonlinearities like the ReLU and absolute value …
In this work, we introduce a deep learning-based polar code construction algorithm. The core idea is to represent the information/frozen bit indices of a polar code as a binary vector which can be interpreted as trainable weights of a neural network (NN). For this, we demonstrate how this binary vector can be relaxed t…
Employers actively look for talents having not only specific hard skills but also various soft skills. To analyze the soft skill demands on the job market, it is important to be able to detect soft skill phrases from job advertisements automatically. However, a naive matching of soft skill phrases can lead to false pos…
Learning using privileged information is an attractive problem setting that helps many learning scenarios in the real world. A state-of-the-art method of Gaussian process classification (GPC) with privileged information is GPC+, which incorporates privileged information into a noise term of the likelihood. A drawback o…
Many policy gradient methods are variants of Actor-Critic (AC), where a value function (critic) is learned to facilitate updating the parameterized policy (actor). The update to the actor involves a log-likelihood update weighted by the action-values, with the addition of entropy regularization for soft variants. In th…
Soft labeling impacts OOD detection in neural networks.
Simple model-based reinforcement learning outperforms model-free methods in complex tasks.
Soft cells fill space without gaps, derived from minimal surfaces and deformed using edge bending.
We present a fully nonparametric method to estimate the value function, via simulation, in the context of expected infinite-horizon discounted rewards for Markov chains. Estimating such value functions plays an important role in approximate dynamic programming and applied probability in general. We incorporate "soft in…
The problem of estimating a high-dimensional sparse vector from an observation in i.i.d. Gaussian noise is considered. The performance is measured using squared-error loss. An empirical Bayes shrinkage estimator, derived using a Bernoulli-Gaussian prior, is analyzed and compared with the…
ASBART accelerates Soft BART for faster Bayesian regression.
In this paper, a sparse Markov decision process (MDP) with novel causal sparse Tsallis entropy regularization is proposed.The proposed policy regularization induces a sparse and multi-modal optimal policy distribution of a sparse MDP. The full mathematical analysis of the proposed sparse MDP is provided.We first analyz…
Unified approach optimizes neural network training for various metrics.
Margin maximization in the hard-margin sense, proposed as feature elimination criterion by the MFE-LO method, is combined here with data radius utilization to further aim to lower generalization error, as several published bounds and bound-related formulations pertaining to lowering misclassification risk (or error) pe…
Generalizes soft noncommutative schemes to flag varieties.
We study the sparse entropy-regularized reinforcement learning (ERL) problem in which the entropy term is a special form of the Tsallis entropy. The optimal policy of this formulation is sparse, i.e.,~at each state, it has non-zero probability for only a small number of actions. This addresses the main drawback of the …
A crucial problem in learning disentangled image representations is controlling the degree of disentanglement during image editing, while preserving the identity of objects. In this work, we propose a simple yet effective model with the encoder-decoder architecture to address this challenge. To encourage disentanglemen…
Paper proposes a new loss function for conditional models using soft targets.
Introduces Soft-SVM for binary classification bridging logistic and SVM.
Soft-constrained PINN solves ODEs with minimal data, improving efficiency and robustness.
Deep model learns from labeled and unlabeled data for industrial soft sensing.
This paper addresses two crucial problems of learning disentangled image representations, namely controlling the degree of disentanglement during image editing, and balancing the disentanglement strength and the reconstruction quality. To encourage disentanglement, we devise a distance covariance based decorrelation re…
We discuss an autoencoder model in which the encoding and decoding functions are implemented by decision trees. We use the soft decision tree where internal nodes realize soft multivariate splits given by a gating function and the overall output is the average of all leaves weighted by the gating values on their path. …
This paper introduces TNTK to study infinite soft tree ensembles.
Improves deep neural networks using soft labels through alternating minimization.
The paper develops a multi-unit soft sensing model for virtual flow meters that improves few-shot learning.
In this article supervised learning problems are solved using soft rule ensembles. We first review the importance sampling learning ensembles (ISLE) approach that is useful for generating hard rules. The soft rules are then obtained with logistic regression from the corresponding hard rules. In order to deal with the p…
Recently, deep learning becomes the main focus of machine learning research and has greatly impacted many important fields. However, deep learning is criticized for lack of interpretability. As a successful unsupervised model in deep learning, the autoencoder embraces a wide spectrum of applications, yet it suffers fro…