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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.

168,742 papers · 148 categories

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1345 · Feb 202019922001200920172026
48 results for uncoupled no-regret

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 ↗

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.

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.

No-regret optimization for time-varying functions using uncertainty injection.

problem Optimizing time-varying functions with no-regret in bandit feedback.
method W-SparQ-GP-UCB, incorporating uncertainty injection and additional queries.
result Achieves no-regret with a vanishing number of additional queries per iteration.

No-regret learning with strategic experts, incentivized.

problem Online learning with strategic experts who misreport beliefs.
method Building on wagering mechanisms, we provide algorithms for no-regret and incentive compatibility in both full and partial information settings.
result Our algorithms achieve no regret and incentive compatibility for myopic experts, with comparable regret to classic no-regret algorithms and diminishing regret for forward-looking agents.

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.

No-regret learning fails to converge to Nash equilibria in mixed strategies.

problem Limiting behavior of mixed strategies in repeated games.
method Study of optimal no-regret learning algorithms for 2x2 competitive games.
result Limiting mixed strategies cannot converge to Nash equilibria under mean-based and monotonic updates.

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.

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 ↗

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 ↗

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 ↗

New insights link no-regret learning to online conformal prediction in adversarial settings.

problem Understanding the relationship between no-regret learning and online conformal prediction in adversarial environments.
method Analysis of existing algorithms and new connections between no-regret learning and conformal prediction.
result No-regret learning algorithms can provide group-conditional coverage guarantees in adversarial settings.

Paper proposes no-regret algorithms for private GP bandit optimization.

problem Private Gaussian process bandit optimization.
method Combines uniform kernel approximator with random perturbations for differentially private GP bandit algorithms.
result Provable no-regret algorithms for stationary kernel functions in two DP settings.

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 ↗

Paper explores rate-preserving reductions between Blackwell approachability and no-regret learning.

problem Tackles rate-preserving reductions between Blackwell approachability and no-regret learning.
method Studies fine-grained reductions and optimal rates of convergence.
result Shows that rate-preserving reductions do not always hold, but provides conditions for when they do.

Kernel-based function approximation improves reinforcement learning performance.

problem Average reward reinforcement learning in infinite horizon settings.
method Optimistic algorithm based on kernel ridge regression.
result No-regret performance guarantees and confidence intervals for kernel-based predictions.

New research shows no-regret learning is impossible in Markov games under certain assumptions.

problem Achieving no-regret learning in decentralized Markov games.
method Novel application of aggregation techniques from online learning to prove lower bounds.
result No polynomial-time algorithm exists for independent no-regret learning in general-sum Markov games.

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.

The paper tackles cooperative RL with function approximation, achieving near-optimal learning with limited communication.

problem Cooperative multi-agent reinforcement learning with function approximation.
method Careful message-passing and cooperative value iteration.
result Achieving near-optimal no-regret learning with limited communication in cooperative multi-agent settings.

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.

Paper analyzes GP-EI for Bayesian optimization with no regret and provides guidance on choosing incumbents.

problem Analyzing cumulative regret of GP-EI with different incumbents in noisy Bayesian optimization.
method Analyzes GP-EI with three incumbents (BPMI, BSPMI, BOI) in both SE and Matérn kernels, proving no-regret for BPMI and BSPMI.
result GP-EI with BPMI and BSPMI is a no-regret algorithm for both SE and Matérn kernels, providing theoretical guidance for choosing incumbents.

New algorithms achieve no-regret learning even with adversarial transitions and losses.

problem No-regret learning impossible with adversarial transitions and losses.
method Developed algorithms for adversarial Markov Decision Processes with smooth regret increase.
result Achieved O~(T+CextsfP)\widetilde{O}(\sqrt{T} + C^{ extsf{P}}) regret, with CextsfPC^{ extsf{P}} measuring adversarial transition function.

Paper proposes OPF policy for fair resource allocation with sublinear regret.

problem Fair resource allocation in an online setting against an unrestricted adversary.
method Online Proportional Fair (OPF) policy achieving approximate sublinear regret.
result OPF policy achieves cαc_α-approximate sublinear regret with cα1.445c_α \leq 1.445.

DORIS algorithm achieves no-regret learning in Markov games with adversarial opponents.

problem Decentralized policy learning in Markov games with nonstationary opponents.
method DORIS algorithm using optimistic hyperpolicy mirror descent.
result Achieves K\sqrt{K}-regret in general function approximation.

A method for safe online classification reduces test costs while maintaining low error rates.

problem Sequential testing for binary disease outcomes with unknown logistic model parameters.
method Joint estimation of logistic parameter and feature distribution with a conservative threshold.
result Achieves target error with high probability and requires minimal excess tests.

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 ↗

R2-B2 optimizes game interactions with recursive reasoning.

problem Optimizing interactions between boundedly rational agents with unknown payoff functions.
method Recursive Reasoning-Based Bayesian Optimization (R2-B2) for repeated games.
result R2-B2 achieves faster asymptotic convergence to no regret than non-recursive methods.

OMWU shows last iterate convergence in convex-concave games.

problem Optimizing in constrained min-max optimization landscapes.
method OMWU (Optimistic Multiplicative-Weights Update) in the no-regret online learning framework.
result OMWU exhibits last iterate convergence for convex-concave games, generalizing previous results.

A new mechanism reduces expert belief regret in online forecasting.

problem Minimizing expert belief regret in strategic forecasting.
method Developed a no-regret mechanism for non-myopic experts using online I-ELF.
result Achieved ildeO(TN) ilde{O}(\sqrt{T N}) regret for full-information setting.

We consider the use of no-regret algorithms to compute equilibria for particular classes of convex-concave games. While standard regret bounds would lead to convergence rates on the order of O(T1/2)O(T^{-1/2}), recent work \citep{RS13,SALS15} has established O(1/T)O(1/T) rates by taking advantage of a particular class of optimi…

2018-05-17abs ↗pdf ↗

Counterfactual Regret Minimization (CFR) has found success in settings like poker which have both terminal states and perfect recall. We seek to understand how to relax these requirements. As a first step, we introduce a simple algorithm, local no-regret learning (LONR), which uses a Q-learning-like update rule to allo…

2019-10-07abs ↗pdf ↗

This paper tackles no-regret learning for fair multi-agent social welfare optimization.

problem Maximizing social welfare in a fair manner for multiple agents.
method Developed algorithms for stochastic and adversarial multi-agent settings, proving regret bounds and tightness.
result Achieved no-regret learning for fair multi-agent social welfare optimization in various settings.

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 ↗

This paper proposes a new portfolio allocation method using LLMs to outperform traditional strategies.

problem Persistent tradeoff between risk and return in portfolio management.
method Follow-the-leader approach with sentiment-based trade filtering and LLM-driven hedging.
result Empirical results show a 69% increase in annualized returns and 119% in Sharpe ratio compared to SPY buy-and-hold.

New concept of proper-calibeating extends classic calibrated forecasts to proper scoring rules.

problem Defining and extending calibrated forecasts to proper scoring rules.
method Extending the concepts of calibrated and calibeating forecasts to proper scoring rules and proving their properties.
result Proper-calibration always implies calibration, but proper-calibeating does not necessarily imply calibeating.

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 ↗

Many prediction domains, such as ad placement, recommendation, trajectory prediction, and document summarization, require predicting a set or list of options. Such lists are often evaluated using submodular reward functions that measure both quality and diversity. We propose a simple, efficient, and provably near-optim…

2013-05-11abs ↗pdf ↗

We consider a family of learning strategies for online optimization problems that evolve in continuous time and we show that they lead to no regret. From a more traditional, discrete-time viewpoint, this continuous-time approach allows us to derive the no-regret properties of a large class of discrete-time algorithms i…

2014-01-27abs ↗pdf ↗

The paper tackles robust policy learning from multiple data sources.

problem Learning a policy that generalizes across diverse settings from multiple heterogeneous data sources.
method Proposes a minimax regret optimization objective and a policy learning algorithm combining doubly robust offline policy evaluation and no-regret learning.
result Achieves minimal worst-case mixture regret up to a moderated vanishing rate of the total data across all sources.