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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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142284425567 · Jun 202019922001200920172026
48 results for sparse decision dynamics

The paper tackles reward-relevance in offline RL with sparse decision dynamics.

problem Offline reinforcement learning with sparse decision dynamics and estimation sparsity.
method Reward-filtered least-squares policy evaluation using thresholded lasso.
result The method provides theoretical guarantees with sample complexity dependent on sparse component size.

Proposes pT-Learning for optimal dynamic treatment regimes in mHealth.

problem Challenges in learning optimal dynamic treatment regimes with large intervention options and infinite time horizon.
method Proximal Temporal consistency Learning (pT-Learning) framework for adaptively adjusting between deterministic and stochastic policies.
result Minimax estimator avoids double sampling issue and can incorporate off-policy data.

Study dynamic batch learning in high-dimensional sparse linear bandits.

problem Dynamic batch learning in high-dimensional sparse linear contextual bandits under batch constraints.
method Characterized fundamental learning limits via regret lower bound and provided matching upper bound.
result Prescribed an optimal scheme for dynamic batch learning in high-dimensional sparse linear contextual bandits.

MAESTRO improves multimodal learning for dynamic time series with adaptive attention and robustness.

problem Challenges in multimodal learning, especially in healthcare and daily living.
method Dynamic intra- and cross-modal interactions, symbolic tokenization, adaptive attention budgeting, sparse cross-modal attention, MoE mechanism.
result Average relative improvements of 4% and 8% over existing multimodal and multivariate approaches, respectively, under complete observations.

New measure SEV shows non-sparse models can still have low decision sparsity.

problem Non-sparse models can still make accurate decisions based on a few features.
method Introduced Sparse Explanation Value (SEV) to measure decision sparsity, not overall model sparsity.
result Many non-sparse models have low decision sparsity, as measured by SEV.

UCB-TQL learns from multiple tasks with shared dynamics and adapts to task-specific variations.

problem Transfer reinforcement learning with composite MDPs where tasks share core dynamics but have sparse differences.
method UCB-TQL, a novel transfer RL algorithm for composite MDPs.
result Achieved a regret bound of ildeO(eH5N) ilde{O}(\sqrt{eH^5N}) that scales independently of the ambient dimension.

Study identifies latent variables and models from spacecraft data.

problem Learning reliable models from spacecraft data with complex relationships.
method Inductive bias inspired by controllable canonical forms for sparse, input-dependent latent variables.
result Identifies latent variables up to scaling and determines dynamic models up to transformations for linear and affine systems.

Sparse oblique decision tree improves security rules for renewable power systems.

problem Identifying secure operating conditions in power systems with high renewable energy.
method Sparse weighted oblique decision tree to learn and embed linear security rules.
result The method significantly increases secure states and reduces solution time.

Improves content allocation in educational platforms with sparse data.

problem Imbalanced content allocation and delayed convergence in adaptive strategies.
method Introduces WAPTS, an algorithm that refines Thompson Sampling for data-sparse environments.
result Demonstrates earlier and more reliable identification of promising treatments.

Decision forests, including Random Forests and Gradient Boosting Trees, have recently demonstrated state-of-the-art performance in a variety of machine learning settings. Decision forests are typically ensembles of axis-aligned decision trees; that is, trees that split only along feature dimensions. In contrast, many r…

2015-06-10abs ↗pdf ↗

Optimal sparse recovery with decision stumps achieves strong feature selection guarantees.

problem Sparse recovery of active features from high-dimensional data.
method Analysis of single-depth decision trees (decision stumps) for feature selection in linear regression.
result Tight sample performance guarantees for O(slogp)O(s \log p), improving upon previous bounds.

In this paper we propose an algorithm that builds sparse decision DAGs (directed acyclic graphs) from a list of base classifiers provided by an external learning method such as AdaBoost. The basic idea is to cast the DAG design task as a Markov decision process. Each instance can decide to use or to skip each base clas…

2012-06-27abs ↗pdf ↗

The study reveals decision trees' limitations in fitting data from additive models, proving a generalization lower bound.

problem Understanding the generalization performance of decision trees on additive models.
method Analyzing decision tree algorithms with sparse additive models, proving generalization lower bounds.
result Generalization lower bounds for decision trees on sparse additive models are much worse than minimax rates.

A new method for estimating joint value functions in multi-scene reinforcement learning.

problem High variance in samples for policy gradient computations in multi-scene environments.
method Sparse attention mechanism over multiple value function hypotheses to approximate the true joint value function.
result Significant improvements in reward scores and enhanced navigation efficiency across OpenAI ProcGen environments.

New pruning methods improve dynamic sparse training performance.

problem Improving dynamic sparse training performance.
method Design and empirical analysis of pruning criteria.
result Most pruning methods yield similar results, but magnitude-based pruning performs best in low-density regimes.

New method learns dynamics from sparse data using geometric constraints.

problem Learning dynamics from sparse, undersampled data.
method Reformulates inference as a stochastic control problem, using geometry-driven path augmentation.
result Accurately recovers stochastic dynamics from extremely undersampled data.

REALITrees uses a Rashomon ensemble approach for active learning in sparse decision trees.

problem Active learning reduces labeling costs by selecting informative samples, but current methods often sacrifice model diversity and direct characterization of the hypothesis space.
method REALITrees constructs a committee of all near-optimal sparse decision tree models using a Rashomon Set and a Gibbs posterior to weight them by empirical risk.
result REALITrees outperforms randomized ensembles, especially in noisy environments, by leveraging expanded model multiplicity.

Probabilistic NDVI forecasting from sparse satellite data.

problem Challenges in short-term NDVI forecasting due to sparse and irregular satellite data.
method Probabilistic forecasting framework using historical NDVI and meteorological observations, with temporal-distance weighted quantile loss and extreme-weather feature engineering.
result The proposed method outperforms baselines on pointwise and probabilistic evaluation metrics.

Novel algorithm reduces feature inclusion in online decision-making.

problem Optimizing decision-making for personalized user experiences with fairness.
method Online Batched Sequential Inclusion (OBSI) algorithm for sequential feature inclusion.
result OBSI outperforms other algorithms in terms of regret, relevance of features, and compute.

Paper addresses regret minimization and inference in high-dimensional online decision-making.

problem Regret minimization and statistical inference in high-dimensional online decision-making.
method Integrates ε-greedy bandit algorithm with hard thresholding for sparse bandit parameters and debiasing method for inference.
result Achieves either O(T1/2)O(T^{1/2}) regret or O(T1/2)O(T^{1/2})-consistent inference, with trade-off between exploration and exploitation.

New techniques improve the accuracy of identifying nonlinear systems from noisy data.

problem Identifying nonlinear dynamical systems from noisy state measurements.
method Comparative study of local and global smoothing techniques to denoise state measurements and improve sparse regression methods.
result Global smoothing methods outperform local methods in improving the accuracy of governing equation recovery.

We consider the problem of modeling multivariate time series with parsimonious dynamical models which can be represented as sparse dynamic Bayesian networks with few latent nodes. This structure translates into a sparse plus low rank model. In this paper, we propose a Gaussian regression approach to identify such a mod…

2015-03-25abs ↗pdf ↗

Parsimonious Dynamic Mode Decomposition selects sparse modes robustly.

problem Manual tuning of sparsity parameters in traditional DMD.
method Time-delay embedding and Orthogonal Matching Pursuit.
result Autonomously determines optimally sparse subset of modes.

LD-EnSF speeds up data assimilation with sparse observations.

problem Efficiently assimilate sparse and noisy data into complex dynamical systems.
method LD-EnSF uses latent dynamics networks and history-aware LSTM encoders to process sparse observations without full-space simulations.
result Achieves significant speedups over existing methods while maintaining high accuracy.

Improved SINDy autoencoder for identifying noisy dynamical systems.

problem Robust identification of noisy dynamical systems from data.
method Incorporates noise-separating neural network structures into SINDy autoencoder architecture.
result Accurately recovers latent dynamics and estimates measurement noise from noisy observations.

Neural networks have achieved state of the art performance across a wide variety of machine learning tasks, often with large and computation-heavy models. Inducing sparseness as a way to reduce the memory and computation footprint of these models has seen significant research attention in recent years. In this paper, w…

2020-01-14abs ↗pdf ↗

Despite the importance of sparsity signal models and the increasing prevalence of high-dimensional streaming data, there are relatively few algorithms for dynamic filtering of time-varying sparse signals. Of the existing algorithms, fewer still provide strong performance guarantees. This paper examines two algorithms f…

2015-07-22abs ↗pdf ↗

A nonparametric Bayesian sparse graph linear dynamical system (SGLDS) is proposed to model sequentially observed multivariate data. SGLDS uses the Bernoulli-Poisson link together with a gamma process to generate an infinite dimensional sparse random graph to model state transitions. Depending on the sparsity pattern of…

2018-02-21abs ↗pdf ↗

This research develops an evolutionary approach to discover non-Gaussian stochastic dynamical systems.

problem Discovering explicit governing equations of stochastic dynamical systems with Lévy noise from data.
method ESSR approach using genetic programming, sparse regression, and nonlocal Kramers-Moyal formulas.
result The approach effectively extracts non-Gaussian stochastic dynamical systems from sample path data.

The paper analyzes dynamics of momentum in high dimensions with sparse updates.

problem Theoretical analysis of momentum dynamics in high-dimensional sparse settings.
method Theoretical analysis of two models: least squares with sparse inputs and logistic regression with a rare class.
result Characterization of high-dimensional limits of momentum dynamics and phase structure.