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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.

168,694 papers · 148 categories

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3857711,1561,541 · Jun 202019922001200920172026
48 results for uncoupled learning

Uncoupled regression is the problem to learn a model from unlabeled data and the set of target values while the correspondence between them is unknown. Such a situation arises in predicting anonymized targets that involve sensitive information, e.g., one's annual income. Since existing methods for uncoupled regression …

2019-05-31abs ↗pdf ↗

Paper establishes identifiability and achievability for causal representation learning.

problem Identifying and recovering latent causal models and variables from observational and interventional data.
method Establishes identifiability and achievability using uncoupled interventions and a recovery algorithm.
result Guaranteed perfect recovery of latent causal model and variables under uncoupled interventions.

New algorithms converge faster to Nash equilibrium in zero-sum games with bandit feedback.

problem Learning in zero-sum games with bandit feedback without communication.
method Developed two uncoupled algorithms achieving optimal rate of Ω(T1/4)Ω(T^{-1/4}).
result Achieved optimal rate of Ω(T1/4)Ω(T^{-1/4}) for convergence of policy profiles to Nash equilibrium.

Efficient algorithm converges to Nash equilibrium in bilinear problems with bandit feedback.

problem Learning dynamics in bilinear saddle-point problems with bandit feedback.
method Uncoupled learning algorithm combining experimental design and FTRL with a tailored regularizer.
result Last-iterate convergence rate of ildeO(T1/4) ilde{O}(T^{-1/4}) in high probability.

New method learns functions without paired data using mediating variables.

problem Learning functions without paired input-output data.
method Mediated Uncoupled Learning: Predicting h(U)h(U) to approximate YY.
result Statistical consistency and error bounds of the proposed method.

Multi-domain translation seeks to learn a probabilistic coupling between marginal distributions that reflects the correspondence between different domains. We assume that data from different domains are generated from a shared latent representation based on a structural equation model. Under this assumption, we show th…

2019-02-09abs ↗pdf ↗

Isotonic regression is a standard problem in shape-constrained estimation where the goal is to estimate an unknown nondecreasing regression function ff from independent pairs (xi,yi)(x_i, y_i) where E[yi]=f(xi),i=1,n\mathbb{E}[y_i]=f(x_i), i=1, \ldots n. While this problem is well understood both statistically and computationally, much l…

2018-06-27abs ↗pdf ↗

Node2Grids uncouples GCN training for large graphs, saving memory and computation.

problem GCNs' coupled training framework limits flexibility and scalability for large-scale graphs.
method Node2Grids maps coupled graph data into independent grid-like data for efficient processing.
result Node2Grids achieves comparable results to GCNs while saving memory and computation.

We study Dirac-harmonic maps from surfaces to manifolds with torsion, which is motivated from the superstring action considered in theoretical physics. We discuss analytic and geometric properties of such maps and outline an existence result for uncoupled solutions.

2014-05-20abs ↗pdf ↗

We prove existence results for Dirac-harmonic maps using index theoretical tools. They are mainly interesting if the source manifold has dimension 1 or 2 modulo 8. Our solutions are uncoupled in the sense that the underlying map between the source and target manifolds is a harmonic map.

2011-10-06abs ↗pdf ↗

A new model for simulating cloth manipulation in robots, accurate to within 1cm.

problem Accurately simulating cloth manipulation in robots, especially in moderate stress environments.
method A continuous, isometric strain model for textiles, treating them as inextensible surfaces with only isometric motions. Aerodynamic effects are incorporated through virtual uncoupling of mass.
result Simulations are accurate to within 1cm compared to real-world manipulation, even with coarse meshes.

Optimistic Hedge achieves optimal regret bounds in two-player zero-sum games.

problem Achieving optimal regret bounds for optimistic Hedge in two-player zero-sum games.
method Refined regret analysis and optimization problem formulation.
result Optimistic Hedge achieves O(logmlogn)O(\sqrt{\log m \log n}) regret bounds, matching upper and lower bounds.

We classify quasilinear systems in Riemann invariants whose characteristic webs are linearizable on every solution. Although the linearizability of an individual web is a rather nontrivial differential constraint, the requirement of linearizability of characteristic webs on all solutions imposes simple second-order con…

2016-06-07abs ↗pdf ↗

Agents learn and control complex mechanical systems through shared memories.

problem Controlling multi-joint dynamical systems.
method Coupled autoregressive active inference agents using Bayesian filtering and minimizing expected free energy.
result Demonstrated learning and control of a double mass-spring-damper system.

The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications in physics, but also in insurance, finance and economics. A definition is given for a class of stochastic integrals driven by a CTRW, that includes the Ito and Stratonovich cases. An uncoupled CTRW with zero-mean jumps is…

2008-02-26abs ↗pdf ↗

Motivated by the sigma model limit of multicomponent Ginzburg-Landau theory, a version of the Faddeev-Skyrme model is considered in which the scalar field is coupled dynamically to a one-form field called the supercurrent. This coupled model is investigated in the general setting where physical space is an oriented Rie…

2008-12-08abs ↗pdf ↗

We propose a set of convex low rank inducing norms for a coupled matrices and tensors (hereafter coupled tensors), which shares information between matrices and tensors through common modes. More specifically, we propose a mixture of the overlapped trace norm and the latent norms with the matrix trace norm, and then, w…

2017-05-15abs ↗pdf ↗

In this article, we show how the scaling symmetry of the SABR model can be utilized to efficiently price European options. For special kinds of payoffs, the complexity of the problem is reduced by one dimension. For more generic payoffs, instead of solving the 1+2 dimensional SABR PDE, it is sufficient to solve NVN_V u…

2013-08-03abs ↗pdf ↗

Study best-response learning dynamics in zero-sum polymatrix games under full and minimal information settings.

problem Learning dynamics in zero-sum polymatrix games under different information settings.
method Two-timescale learning dynamics combining smoothed best-response updates and TD-learning for estimating local payoff functions.
result Polynomial-time finite-sample guarantees for convergence to an ε-Nash equilibrium in the minimal information case.

Smooth calibration improves forecast reliability even with leaked information.

problem Improving forecast reliability with leaked information.
method Combining nearby forecasts to ensure smooth calibration, which can be guaranteed by deterministic procedures.
result Smooth calibration can be guaranteed by deterministic procedures even with leaked forecasts, and it yields uncoupled finite-memory dynamics in games.

A novel framework for consensus clustering is presented which has the ability to determine both the number of clusters and a final solution using multiple algorithms. A consensus similarity matrix is formed from an ensemble using multiple algorithms and several values for k. A variety of dimension reduction techniques …

2014-08-05abs ↗pdf ↗

We investigate the joint description of the interest-rate term stuctures of Italy and an AAA-rated European country by mean of a --here proposed-- correlated CIR-like bivariate model where one of the state variables is interpreted as a benchmark risk-free rate and the other as a credit spread. The model is constructed …

2008-07-24abs ↗pdf ↗

New algorithm infers trajectories from partial observations using optimal transport.

problem Inferring trajectories from partial observations of coupled systems.
method Extends MFL algorithm to latent SDEs using observable state space models and partial observations.
result Experiments show significant outperformance over latent-free baseline.

Study adversarial classification with data corruption up to ε, deriving geometric flows.

problem Optimizing classifiers against adversarial data corruption.
method Variational analysis, geometric flows, mean curvature equations.
result Rigorous proof of initial value problem for small ε, global minimizer of adversarial problem.

Improved penalty-based methods for bilevel optimization with reduced complexity.

problem Suboptimal complexity in solving bilevel optimization problems with large penalty terms.
method Novel penalty reformulation that decouples upper and lower-level variables, enabling larger step sizes and reduced iteration complexity.
result PBGD-Free algorithm that avoids inner loops for coupled constraint BLO problems, with reduced iteration complexity.

A novel time series imputation technique using tSMOTE for handling missing data.

problem Handling missing observations in irregular time series data.
method Time Sliced Synthetic Minority Oversampling Technique (tSMOTE) generalizing SMOTE for time series imputation.
result Improvement in classification accuracy for imputed data compared to standard imputation methods.

The paper maps time-series onto networks to reveal hidden joint information.

problem Extract hidden joint information from uncorrelated time-series.
method Discretize time-series amplitudes, map onto networks, measure coupling deviations, and compare with Gaussian distributions.
result Markets may possess joint patterns even if initially uncorrelated.

Meta-learning improves neural networks by adapting learning algorithms.

problem Conventional AI approaches solve tasks from scratch, but meta-learning aims to improve the learning algorithm.
method Meta-learning adapts a learning algorithm based on multiple learning episodes.
result Meta-learning can tackle deep learning challenges like data and computation bottlenecks.

New method uses bi-level optimization to learn useful representations for imitation learning.

problem Learning useful representations for multiple tasks in imitation learning settings.
method Formulates representation learning as a bi-level optimization problem.
result Bi-level optimization framework provides sample complexity benefits for imitation learning.

Study Whittle index learning algorithms for restless bandits with constant stepsizes.

problem Optimizing decisions in restless multi-armed bandits with constant stepsizes.
method Developed Q-learning algorithms with constant stepsizes for index learning in restless bandits, extending to DQN and function approximations.
result The algorithms learn the Whittle index effectively.

New unsupervised learning technique learns independent kernels for better machine learning tasks.

problem Improving unsupervised representation learning for machine learning tasks.
method Stacking convolutional transforms using alternating proximal minimization scheme.
result DCTL outperforms shallow version CTL on benchmark datasets.

New self-imitation learning method improves performance in continuous control tasks.

problem Improving off-policy learning in continuous control tasks.
method Proposes a n-step lower bound to generalize lower-bound Q-learning and introduces a new family of self-imitation learning algorithms.
result n-step lower bound Q-learning achieves a better trade-off between bias and contraction rate, leading to improved performance.

Deep reinforcement learning finds optimal learning policies for adaptive systems.

problem Finding individualized learning plans for learners with unknown latent traits.
method Formulated as a Markov decision process, applied deep Q-learning with a transition model estimator.
result The algorithm efficiently discovers optimal learning policies with small data sets.

Study batch reinforcement learning methods for personalized medical treatments.

problem Batch reinforcement learning for personalized medical treatments.
method Direct policy learning and model-based learning approaches.
result Model-based learning is impossible with finite model classes but feasible with relaxed conditions.

A new meta-meta classification method tackles few-shot learning tasks.

problem Learning with limited data in small-data settings.
method Designing an ensemble of learners for a large set of problems, then learning how to combine them for a new problem.
result Meta-meta classification outperforms traditional meta-learning and ensembling approaches in one-shot learning tasks.