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.
Paper improves CMAB regret bounds by reducing batch-size dependency.
Graph-Triggered Bandits unify rested and restless bandits with graph-defined arm interactions.
We analyze the regret of combinatorial Thompson sampling (CTS) for the combinatorial multi-armed bandit with probabilistically triggered arms under the semi-bandit feedback setting. We assume that the learner has access to an exact optimization oracle but does not know the expected base arm outcomes beforehand. When th…
New algorithm for contextual combinatorial bandits with probabilistic arm triggering.
We study combinatorial multi-armed bandit with probabilistically triggered arms (CMAB-T) and semi-bandit feedback. We resolve a serious issue in the prior CMAB-T studies where the regret bounds contain a possibly exponentially large factor of , where is the minimum positive probability that an arm is trigg…
Influence maximization, adaptive routing, and dynamic spectrum allocation all require choosing the right action from a large set of alternatives. Thanks to the advances in combinatorial optimization, these and many similar problems can be efficiently solved given an environment with known stochasticity. In this paper, …
In this paper, we study the combinatorial multi-armed bandit problem (CMAB) with probabilistically triggered arms (PTAs). Under the assumption that the arm triggering probabilities (ATPs) are positive for all arms, we prove that a class of upper confidence bound (UCB) policies, named Combinatorial UCB with exploration …
Study improves CTS's approximation regret for combinatorial bandits.
Motivated by cognitive radios, stochastic multi-player multi-armed bandits gained a lot of interest recently. In this class of problems, several players simultaneously pull arms and encounter a collision - with 0 reward - if some of them pull the same arm at the same time. While the cooperative case where players maxim…
Neural backdoor attack is emerging as a severe security threat to deep learning, while the capability of existing defense methods is limited, especially for complex backdoor triggers. In the work, we explore the space formed by the pixel values of all possible backdoor triggers. An original trigger used by an attacker …
Voice-triggered smart assistants often rely on detection of a trigger-phrase before they start listening for the user request. Mitigation of false triggers is an important aspect of building a privacy-centric non-intrusive smart assistant. In this paper, we address the task of false trigger mitigation (FTM) using a nov…
MISA detects Trojan triggers in neural networks at inference time.
Common event-triggered state estimation (ETSE) algorithms save communication in networked control systems by predicting agents' behavior, and transmitting updates only when the predictions deviate significantly. The effectiveness in reducing communication thus heavily depends on the quality of the dynamics models used …
New graph feedback model for bandits with improved regret bounds.
PHAZE framework uses zkML and hashing for fast, verifiable LHC trigger decisions.
Backdoor attacks make models predict a specific class near triggers, smoothing their decision function.
We consider the problem of building a state representation model for control, in a continual learning setting. As the environment changes, the aim is to efficiently compress the sensory state's information without losing past knowledge, and then use Reinforcement Learning on the resulting features for efficient policy …
BadGD identifies gradient descent vulnerabilities through strategic backdoor attacks.
Corporate defaults may be triggered by some major market news or events such as financial crises or collapses of major banks or financial institutions. With a view to develop a more realistic model for credit risk analysis, we introduce a new type of reduced-form intensity-based model that can incorporate the impacts o…
We describe the design of a voice trigger detection system for smart speakers. In this study, we address two major challenges. The first is that the detectors are deployed in complex acoustic environments with external noise and loud playback by the device itself. Secondly, collecting training examples for a specific k…
In classical Hawkes process, the baseline intensity and triggering kernel are assumed to be a constant and parametric function respectively, which limits the model flexibility. To generalize it, we present a fully Bayesian nonparametric model, namely Gaussian process modulated Hawkes process and propose an EM-variation…
This paper uses advanced math to price special insurance bonds.
The problem of resource allocation of nonlinear networked control systems is investigated, where, unlike the well discussed case of triggering for stability, the objective is optimal triggering. An approximate dynamic programming approach is developed for solving problems with fixed final times initially and then it is…
We propose a method to reduce false voice triggers of a speech-enabled personal assistant by post-processing the hypothesis lattice of a server-side large-vocabulary continuous speech recognizer (LVCSR) via a neural network. We first discuss how an estimate of the posterior probability of the trigger phrase can be obta…
In this paper we discuss the issue of computation of the bilateral credit valuation adjustment (CVA) under rating triggers, and in presence of ratings-linked margin agreements. Specifically, we consider collateralized OTC contracts, that are subject to rating triggers, between two parties -- an investor and a counterpa…
The commercialization of deep learning creates a compelling need for intellectual property (IP) protection. Deep neural network (DNN) watermarking has been proposed as a promising tool to help model owners prove ownership and fight piracy. A popular approach of watermarking is to train a DNN to recognize images with ce…
In this paper, we propose and analyze SPARQ-SGD, which is an event-triggered and compressed algorithm for decentralized training of large-scale machine learning models. Each node can locally compute a condition (event) which triggers a communication where quantized and sparsified local model parameters are sent. In SPA…
ET-GP-UCB optimizes time-varying functions without knowing change rates.
The causal effect of a treatment can vary from person to person based on their individual characteristics and predispositions. Mining for patterns of individual-level effect differences, a problem known as heterogeneous treatment effect estimation, has many important applications, from precision medicine to recommender…
In this paper, we investigate the non-stationary combinatorial semi-bandit problem, both in the switching case and in the dynamic case. In the general case where (a) the reward function is non-linear, (b) arms may be probabilistically triggered, and (c) only approximate offline oracle exists \cite{wang2017improving}, o…
We study a bad arm existing checking problem in which a player's task is to judge whether a positive arm exists or not among given K arms by drawing as small number of arms as possible. Here, an arm is positive if its expected loss suffered by drawing the arm is at least a given threshold. This problem is a formalizati…
New algorithms for streaming bandits with limited memory.
Study best arm identification in restless Markov multi-armed bandits with state-dependent transitions.
Paper tackles identifying an odd arm in a multi-armed bandit with restless Markov processes and trembling hand.
Modyn automates continuous ML model training on growing datasets.
Improved theoretical guarantees for Top Two algorithms.
New algorithm for competing influence spread in unknown networks.
We address the M-best-arm identification problem in multi-armed bandits. A player has a limited budget to explore K arms (M<K), and once pulled, each arm yields a reward drawn (independently) from a fixed, unknown distribution. The goal is to find the top M arms in the sense of expected reward. We develop an algorithm …
Sequential screening and dynamic regret in multi-armed bandits with arriving arms
Paper tackles good arm identification in stochastic bandits.
We consider the best-arm identification problem in multi-armed bandits, which focuses purely on exploration. A player is given a fixed budget to explore a finite set of arms, and the rewards of each arm are drawn independently from a fixed, unknown distribution. The player aims to identify the arm with the largest expe…
A novel algorithm reduces communication costs in federated best arm identification.
New algorithms identify best arm with less pulls, adapting to arm covariances.
Study best arm identification in restless bandits with unknown TPMs.
New method for identifying best arm in batched multi-armed bandit problems.
Optimal best-arm identification with known number of optimal arms.
We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a generalized upper-confidence-bound (UCB) algorithm that identifies certain arms as $non-c…
Paper tackles outlier detection in multi-armed bandits, achieving high accuracy with reduced exploration costs.