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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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133267400533 · Jun 202019922001200920172026
48 results for switchback experiments

This paper analyzes switchback experiments in A/B testing, revealing key factors affecting their effectiveness.

problem Understanding the effectiveness of different switchback designs in A/B testing.
method Comprehensive comparative analysis of various switchback designs in Markovian environments, covering state-of-the-art RL estimators.
result The effectiveness of switchback designs depends on the size of the carryover effect and reward autocorrelations.

The paper tackles robust design selection for online experiments under uncertain interference mechanisms.

problem Designing experiments in ads, recommendations, and member-experience systems when interference mechanisms are unknown.
method Formulates the problem as robust design selection over uncertain exposure mechanisms. Compares designs by worst-case planning risk over an ambiguity set combining various factors.
result Develops a geometry-aware guarantee and robust selector theorem with excess-risk control, exact recovery under separation, and certified shortlists when the risk surface is flat.

A new method prioritizes and recycles experiences for better reinforcement learning.

problem Improving reinforcement learning efficiency by prioritizing and recycling experiences.
method Double-prioritized state-recycled (DPSR) experience replay.
result DPSR achieved state-of-the-art results in Atari games, outperforming original and prioritized methods.

This project combines recent advances in experience replay techniques, namely, Combined Experience Replay (CER), Prioritized Experience Replay (PER), and Hindsight Experience Replay (HER). We show the results of combinations of these techniques with DDPG and DQN methods. CER always adds the most recent experience to th…

2018-05-15abs ↗pdf ↗

This paper describes an improvement in Deep Q-learning called Reverse Experience Replay (also RER) that solves the problem of sparse rewards and helps to deal with reward maximizing tasks by sampling transitions successively in reverse order. On tasks with enough experience for training and enough Experience Replay mem…

2019-10-19abs ↗pdf ↗

Unified model optimizes experiment performance and reduces duration.

problem Balancing reward maximization and experiment termination.
method Unified model that considers both within-experiment and post-experiment outcomes.
result Familiar algorithms can optimize a broad class of objectives with proper parameter adjustment.

An important component of many Deep Reinforcement Learning algorithms is the Experience Replay which serves as a storage mechanism or memory of made experiences. These experiences are used for training and help the agent to stably find the perfect trajectory through the problem space. The classic Experience Replay howe…

2020-02-04abs ↗pdf ↗

New method designs experiments robustly for nonlinear estimation, improving parameter knowledge.

problem Designing robust experiments for nonlinear estimation under parametric uncertainty.
method Multi-stage robust optimization framework for sequential experiments.
result Identifies experiments better conducted early for improved parameter knowledge.

Optimal tests developed for sequential experiments with asymptotic properties.

problem Performing hypothesis tests after sequential experiments without prior design.
method Analyze asymptotic properties of sequential experiments; develop tests for Gaussian process observations.
result Asymptotic power function of any test can be matched by a specific test in a limit experiment.

Bayesian optimization for long-term outcomes using fast and slow experiments.

problem Optimizing long-term system effects with short-term misleading results.
method Combining fast and slow experiments for Bayesian optimization.
result Sequential optimization over large action spaces in a short time.

Two methods estimate effect size for online experiments, improving accuracy and efficiency.

problem Determining the correct effect size for online experiment duration.
method Two approaches: hierarchical models and utility theory.
result Proposed methods outperform baseline approaches in accuracy and efficiency.

Experience replay enables reinforcement learning agents to memorize and reuse past experiences, just as humans replay memories for the situation at hand. Contemporary off-policy algorithms either replay past experiences uniformly or utilize a rule-based replay strategy, which may be sub-optimal. In this work, we consid…

2019-06-19abs ↗pdf ↗

Study finds real-world datasets contain natural experiments that can improve model performance.

problem Detecting natural experiments in real-world datasets for causal inference.
method Synthetic graph simulation and feature selection based on causal links.
result Real-world datasets contain natural experiments that can be exploited for improved model performance.

Experience replay is widely used in deep reinforcement learning algorithms and allows agents to remember and learn from experiences from the past. In an effort to learn more efficiently, researchers proposed prioritized experience replay (PER) which samples important transitions more frequently. In this paper, we propo…

2019-05-25abs ↗pdf ↗

The paper improves reinforcement learning stability and efficiency with a new theoretical framework.

problem Stability and efficiency in reinforcement learning, especially in data-scarce scenarios.
method Theoretical framework using resampled UU- and VV-statistics to model experience replay, applied to policy evaluation and kernel ridge regression.
result Significant improvements in stability and efficiency, particularly in data-scarce scenarios.

Optimal adaptive experiment for choosing best treatment with binary outcomes.

problem Choosing the best treatment from binary options in an adaptive experiment.
method Adaptive experiment with two phases: treatment allocation and choice. Neyman allocation method used.
result Neyman allocation is minimax and Bayes optimal, matching lower bounds for regret.

We study the task of retrieving relevant experiments given a query experiment. By experiment, we mean a collection of measurements from a set of `covariates' and the associated `outcomes'. While similar experiments can be retrieved by comparing available `annotations', this approach ignores the valuable information ava…

2014-02-19abs ↗pdf ↗

Expands Bayesian experiment design framework to account for model discrepancies.

problem Model misspecification in Bayesian optimal experiment design.
method Introduces Expected General Information Gain and Expected Discriminatory Information criteria.
result Demonstrates improved robustness and detection capabilities in experiment design.

ER-GNN uses experience replay to prevent GNNs from forgetting previous tasks.

problem Catastrophic forgetting in GNNs when learning multiple tasks sequentially.
method Experience Replay framework to store and replay knowledge from previous tasks.
result ER-GNN effectively mitigates catastrophic forgetting in GNNs.

New insights into experience replay in RL algorithms.

problem Understanding the impact of replay capacity and replay ratio in Q-learning.
method Systematic and extensive analysis of experience replay in Q-learning methods, focusing on replay capacity and replay ratio.
result Greater replay capacity significantly improves performance for certain algorithms, while other techniques offer limited benefit.

Policy gradient reinforcement learning (RL) algorithms have achieved impressive performance in challenging learning tasks such as continuous control, but suffer from high sample complexity. Experience replay is a commonly used approach to improve sample efficiency, but gradient estimators using past trajectories typica…

2020-02-17abs ↗pdf ↗

Paper uses transfer learning and Bayesian optimization to reduce DNA sequence design experiments.

problem Designing many similar DNA sequences for specific applications is expensive and time-consuming.
method Combines transfer learning with Bayesian optimization to reduce experiment count.
result Total number of experiments can be significantly reduced by sharing information between tasks.

The paper clusters hypergraphs to find diverse and experienced groups based on past experiences.

problem Finding diverse and experienced groups with respect to past experiences.
method Regularized edge-based hypergraph clustering objective with a 2-approximation algorithm.
result Demonstrates an efficient 2-approximation algorithm for clustering hypergraphs.

The scientific method relies on the iterated processes of inference and inquiry. The inference phase consists of selecting the most probable models based on the available data; whereas the inquiry phase consists of using what is known about the models to select the most relevant experiment. Optimizing inquiry involves …

2010-08-29abs ↗pdf ↗

iDAD uses neural networks to quickly adapt experiments without likelihoods.

problem Performing adaptive experiments in real-time with implicit models.
method iDAD learns a design policy network upfront to make quick design decisions.
result iDAD can make design decisions in milliseconds, unlike traditional BOED approaches.

CEA augments reinforcement learning by generating counterfactual experiences.

problem Challenges in reinforcement learning, especially out-of-distribution and inefficient exploration.
method CEA uses variational autoencoders to model state transitions and introduces randomness for non-stationarity. It expands learning data through counterfactual inference.
result CEA outperforms SOTA algorithms in diverse environments.

New BO methods exploit parallel experiments, reducing search time and improving solution quality.

problem Limitation of Bayesian optimization in exploiting parallel experiments.
method Propose new parallel BO paradigms that exploit the structure of the system to partition the design space.
result Significantly reduce search time and increase probability of finding global solutions.

We investigate the combination of actor-critic reinforcement learning algorithms with uniform large-scale experience replay and propose solutions for two challenges: (a) efficient actor-critic learning with experience replay (b) stability of off-policy learning where agents learn from other agents behaviour. We employ …

2019-09-25abs ↗pdf ↗

VRER selectively reuses past observations to reduce variance in policy optimization.

problem Lack of effective experience replay for accelerating policy optimization in complex systems.
method Variance Reduction Experience Replay (VRER) framework that selectively reuses informative samples.
result VRER reduces gradient variance and improves policy learning over state-of-the-art algorithms.

Paper proposes a method to use in silico experiments with foundation models to reduce sample size.

problem Costly and uncertain randomized experiments.
method Integrates predictions from multiple foundation models with experimental data.
result Estimator offers substantial precision gains, equivalent to a 20% reduction in sample size.

Inertial confinement fusion (ICF) experiments are designed using computer simulations that are approximations of reality, and therefore must be calibrated to accurately predict experimental observations. In this work, we propose a novel nonlinear technique for calibrating from simulations to experiments, or from low fi…

2018-12-14abs ↗pdf ↗