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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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156311467622 · Jun 202019922001200920172026
48 results for stated preferences

Investor optimizes portfolio under dynamic risk preferences.

problem Optimizing investment under uncertain future risk attitudes.
method Developed a general equilibrium framework and solved for subgame-perfect equilibrium policies.
result Equilibrium policies include a novel hedging component to counteract anticipated risk aversion changes.

In preference-based reinforcement learning (RL), an agent interacts with the environment while receiving preferences instead of absolute feedback. While there is increasing research activity in preference-based RL, the design of formal frameworks that admit tractable theoretical analysis remains an open challenge. Buil…

2019-08-04abs ↗pdf ↗

A new, computationally friendly formula for a class of risk-averse preferences.

problem Characterizing a class of risk-averse preferences called uniformly weighted divergence preferences.
method Introducing a new formula that characterizes UWDP as the translation-invariant hull of state-independent expected utility.
result UWDP are the translation-invariant hull of state-independent expected utility over L0L^0.

New method adapts to user preferences dynamically, improving recommendation models.

problem Current recommendation models lack dynamic adaptation to changing user preferences.
method Preference Discerning with LLM-Enhanced Generative Retrieval
result Mender achieves state-of-the-art performance in adapting to evolving user preferences.

Reinforcement learning (RL) agents optimize only the features specified in a reward function and are indifferent to anything left out inadvertently. This means that we must not only specify what to do, but also the much larger space of what not to do. It is easy to forget these preferences, since these preferences are …

2019-02-12abs ↗pdf ↗

The definition of preferences assigned to individuals is a concept that concerns many disciplines, from economics, with the search of an acceptable outcome for an ensemble of individuals, to decision making an analysis of vote systems. We are concerned in the phenomena of good selection and economic fairness. In Arrow'…

2006-09-12abs ↗pdf ↗

AI assistants often give convincing but incorrect responses to match user beliefs.

problem Sycophancy in AI assistants that use human feedback.
method Examined five AI assistants across four tasks, analyzed human preference data, and compared model outputs against preference models.
result Sycophancy is a general behavior of AI assistants, driven in part by human preference judgments.

In this paper, we investigate the impact of diverse user preference on learning under the stochastic multi-armed bandit (MAB) framework. We aim to show that when the user preferences are sufficiently diverse and each arm can be optimal for certain users, the O(log T) regret incurred by exploring the sub-optimal arms un…

2019-01-23abs ↗pdf ↗

The paper sorts big data by revealed preferences, improving consumer and policy decisions.

problem Sorting diverse consumer preferences for big data objects like colleges.
method Endogenous weighting of revealed preferences, considering spillover effects.
result Consistent steady-state solution to counterbalance equilibrium.

We state the problem of inverse reinforcement learning in terms of preference elicitation, resulting in a principled (Bayesian) statistical formulation. This generalises previous work on Bayesian inverse reinforcement learning and allows us to obtain a posterior distribution on the agent's preferences, policy and optio…

2011-04-29abs ↗pdf ↗

SPPO optimizes language model alignment by treating preferences as a game and achieving state-of-the-art performance.

problem Capturing intransitivity and irrationality in human preferences for accurate language model alignment.
method Self-play-based approach to identify Nash equilibrium policy through iterative policy updates.
result SPPO achieves state-of-the-art win-rate of 28.53% on AlpacaEval 2.0 without external supervision.

The paper defines and characterizes conditional nonlinear expectations.

problem Defining and characterizing conditional nonlinear expectations.
method Embedding in decision theory, using state-dependent preferences, and continuous utility representation.
result Consistent backward conditional projections are characterized by the Sure-Thing Principle.

This work compares human feedback methods for reward learning in bandits.

problem Understanding how human feedback affects the performance of reward learning methods.
method Theoretical comparison of human feedback approaches in offline contextual bandits.
result Human bias and uncertainty in feedback modeling impact the theoretical guarantees of reward learning methods.

Study on learning strategies in matching markets with uncertain preferences.

problem Decision-making in scarcity of shared resources with unknown agent preferences.
method Representation of preferences in a reproducing kernel Hilbert space, learning algorithm for uncertainty.
result Optimal strategies derived to maximize agents' expected payoffs, with stability and fairness properties.

Bayesian optimization with preference learning using monotonic neural networks.

problem Optimizing complex systems with multiple conflicting objectives.
method Proposes a neural network ensemble for utility surrogate modeling, leveraging monotonicity.
result Demonstrates superior performance compared to existing methods.

CnGAN generates synthetic user preferences for non-overlapped users in cross-network recommender systems.

problem Cross-network recommender solutions ignore non-overlapped users, limiting their applicability.
method Multi-task learning, encoder-GAN architecture, user-based pairwise loss function.
result Generated user preferences improve recommendations for non-overlapped users, achieving superior performance.

Agents learn state ambiguity from non-linear sensor data using Gaussian approximations.

problem Learning state representation from non-linear sensor data.
method Second-order Taylor approximation of Gaussian distribution for non-linear measurement functions.
result Induces a preference for states based on inferability from observations.

SafeMIL learns safer policies by avoiding risky behavior from non-preferred trajectories.

problem Learning safe imitation policies from non-preferred trajectories in risky environments.
method SafeMIL uses Multiple Instance Learning to learn a cost function from non-preferred trajectories.
result SafeMIL learns a safer policy that avoids non-preferred behaviors without sacrificing reward performance.

Paper tackles regret bounds and exploration complexity for multi-objective reinforcement learning with picky preferences.

problem Formalizing multi-objective reinforcement learning with adversarial preferences.
method Model-based algorithm with nearly optimal regret bound and preference-free exploration.
result Achieves nearly minimax optimal regret bound and nearly optimal trajectory complexity.

Paper addresses reward hacking in preference optimization, proposing POWER-DL to improve AI alignment.

problem Reward hacking problem in preference optimization, leading to undesired behaviors.
method POWER-DL combines robust reward maximization and dynamic label updates to mitigate reward hacking.
result POWER-DL consistently outperforms state-of-the-art methods on alignment benchmarks.

Develops M2 model for next-basket recommendation considering user preferences, item popularity, and transition patterns.

problem Next-basket recommendation problem considering user preferences, item popularity, and transition patterns.
method Mixed model with preferences, popularities, and transitions (M2) using ed-Trans for transition patterns among items.
result Significantly outperforms state-of-the-art methods on all datasets in all tasks, with up to 22.1% improvement.

Most decision theories, including expected utility theory, rank dependent utility theory and cumulative prospect theory, assume that investors are only interested in the distribution of returns and not in the states of the economy in which income is received. Optimal payoffs have their lowest outcomes when the economy …

2013-08-29abs ↗pdf ↗

In this paper we propose an approach to preference elicitation that is suitable to large configuration spaces beyond the reach of existing state-of-the-art approaches. Our setwise max-margin method can be viewed as a generalization of max-margin learning to sets, and can produce a set of "diverse" items that can be use…

2016-04-20abs ↗pdf ↗

PGRec improves recommendation by modeling user-item preferences as a graph and embedding it for better predictions.

problem Sparse user-item data in recommender systems.
method PGRec models user-item preferences as a PrefGraph, then uses deep learning and factorization to embed and predict user preferences.
result PGRec outperforms state-of-the-art methods by up to 3.2% in NDCG@10.

Paper proposes a new RLHF framework for human preference learning.

problem Handling dependent online human preference outcomes with dynamic contexts.
method Two-stage algorithm with εε-greedy followed by exploitation; anti-concentration inequalities and matrix martingale concentration techniques.
result Our method achieves optimal regret bound and asymptotic normality of estimators.

Enhances robo-advisors with client investment preference inference.

problem Accurately inferring clients' investment preferences from past activities.
method Stochastic control framework with continuous-time model and discounting scheme.
result Proves sufficient conditions for client investment preference identifiability.

New framework for reinforcement learning with adversarial preferences in tabular MDPs.

problem Learning from preferences rather than direct rewards in MDPs with adversarial settings.
method Developed PbMDPs framework, established lower bounds, and proposed algorithms for regret minimization.
result Achieved regret bounds of Ω((H2SK)1/3T2/3)Ω( (H^2 S K)^{1/3} T^{2/3} ) for PbMDPs with Borda scores.

New model recommends stocks considering individual preferences and diversification.

problem Inaccurate stock price predictions and ignoring investment theories.
method Portfolio Temporal Graph Network Recommender (PfoTGNRec) incorporating diversification-enhancing sampling.
result PfoTGNRec outperforms state-of-the-art models in real-world data.

Improved SAC with AWMP for better control tasks.

problem Discontinuous and non-smooth optimal policies in reinforcement learning.
method Advantage Weighted Mixture Policy (AWMP) for SAC, learning state-specific weights.
result SAC with AWMP outperforms SAC in four control tasks.

Generates low-dimensional node vectors for graphs with privacy while preserving structural preferences.

problem Publishing graph node vectors can leak sensitive individual information.
method SE-PrivGEmb, a skip-gram based technique with a unified noise tolerance mechanism and negative sampling probabilities.
result Our method outperforms existing methods in structural equivalence and link prediction tasks.

We propose a scalable Bayesian preference learning method for jointly predicting the preferences of individuals as well as the consensus of a crowd from pairwise labels. Peoples' opinions often differ greatly, making it difficult to predict their preferences from small amounts of personal data. Individual biases also m…

2019-12-04abs ↗pdf ↗

Study on investment strategy for agents with periodic preferences and discounting.

problem Investment decisions by agents with periodic S-shaped preferences and present bias.
method Infinite-horizon, continuous-time portfolio selection problem with quasi-hyperbolic discounting.
result Time-consistent planning strategy can be formulated as an equilibrium to a static mean field game.

Introduces RPU to explain randomization preference in dynamic settings.

problem Explains preference for randomization in dynamic investment problems.
method Introduces recursive perturbed utility (RPU) to incorporate randomization preference.
result Proves RPU-optimal portfolio policy is Gaussian and can be expressed in closed form.