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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.

169,051 papers · 148 categories

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180359539718 · Jun 202019922001200920182026
48 results for unknown functions

AI agent learns to handle unknown unknown states in reinforcement learning.

problem Handling unexpected, previously unseen states in reinforcement learning.
method Proposes EMDP-GA model with NIVE approach to expand value functions.
result Asymptotically consistent regret and comparable computational complexity.

A new GP framework for discovering unknown functions and hypergraph structure.

problem Discovering unknown functions and hypergraph structure in data.
method Interpretable Gaussian Process framework for Type 3 problems.
result Polynomial complexity for data-driven discovery of unknown functions and hypergraph structure.

Proposes a new model for high-dimensional data analysis with unknown link function.

problem Estimating link function, component functions, and variable interactions in high-dimensional data.
method Generalized Sparse Additive Model with Unknown Link Function (GSAMUL) using B-spline basis and MLP network for link estimation, with 2,1\ell_{2,1}-norm regularizer for variable selection.
result Can realize both variable selection and hidden interaction.

Algorithm learns similarities to optimize bandit decisions in unknown metric space.

problem Optimizing decisions in unknown metric space with nonparametric reward functions.
method Data-driven similarities for adaptive partitioning of context-arm space.
result Regret bounds highlight algorithm's dependence on reward functions' local geometry.

New algorithms for generalized linear bandits with unknown reward functions.

problem Misspecification of reward functions in existing bandit algorithms.
method Introducing single index bandits, proposing STOR, ESTOR, and GSTOR algorithms.
result Achieved nearly optimal regret bound of ildeOT(T) ilde{O}_T(\sqrt{T}).

New method for fair resource allocation in AI-aware networks with unknown utility functions.

problem Fair resource allocation in AI-aware communication networks with unknown utility functions.
method Distributed, data-driven bilevel optimization approach to learn surrogate utility functions.
result The proposed algorithm learns from data to autotune surrogate utility functions for unknown utility functions.

A new estimator for evaluating policies in unknown environments.

problem Evaluating policies when both logging policy and value function are unknown.
method Doubly-Robust (DR) off-policy evaluation (OPE) estimator, DRUnknown, that estimates both the logging policy and value function.
result DRUnknown achieves the smallest asymptotic variance and is optimal when both models are correctly specified.

The paper projects unknown manifolds onto hyperspheres for efficient function approximation.

problem Function approximation from data on unknown manifolds with added errors.
method Projects unknown manifold onto hypersphere and uses localized spherical polynomial kernels.
result Optimal rates of approximation for rough functions are given.

No-regret BO algorithm adapts hyperparameters to optimize unknown functions.

problem Misspecification of hyperparameters in BO leads to poor local optima.
method Adapts hyperparameters online to expand function class and converge to optimum.
result First provably no-regret BO algorithm with unknown hyperparameters.

Directly approximates functions on unknown data manifolds without complex computations.

problem Function approximation on unknown data-defined manifolds with conservative results from traditional methods.
method Direct approach using graph Laplacian and local approximation techniques without eigen-decomposition or atlas.
result Universal estimates for smooth functions without prior knowledge of the target function.

This article considers algorithmic and statistical aspects of linear regression when the correspondence between the covariates and the responses is unknown. First, a fully polynomial-time approximation scheme is given for the natural least squares optimization problem in any constant dimension. Next, in an average-case…

2017-05-19abs ↗pdf ↗

Bayesian optimization tackles unknown search spaces with automatic expansion.

problem Bayesian optimization in unknown search spaces is challenging.
method Proposes a systematic volume expansion strategy to find points close to the objective function maximum without specifying parameters.
result Derives analytic expressions for expansion triggers and sizes, achieving epsilon-accuracy after a finite number of iterations.

Develops robust MDPs for unknown disturbances with performance guarantees.

problem Unknown disturbance distribution in MDPs.
method Empirical distribution, sublevel set of distance function, weak convergence, concentration inequality.
result Robust optimal value function converges to true optimal value function with increasing sample sizes.

New method optimizes portfolio weights as functions, outperforming traditional approaches.

problem Optimizing portfolio weights in mean-variance models.
method Functional optimization approach, treating weights as functions of past values.
result Gradient-ascent algorithms can solve functional optimization problems for mean-variance portfolio management.

New method optimizes costly functions with unknown costs and budget constraints.

problem Optimizing functions with unknown and heterogeneous evaluation costs under a budget constraint.
method Budgeted multi-step expected improvement acquisition function.
result Our method outperforms existing approaches in various synthetic and real problems.

Study investigates classification with unknown label noise in non-compact feature spaces.

problem Classification in the presence of unknown class-conditional label noise in non-compact feature spaces.
method Determines minimax optimal learning rates and presents an adaptive algorithm for classification.
result Optimal learning rates differ from those without label noise, displaying interesting threshold behavior.

Estimates functions on unknown manifolds using multiscale regression.

problem Regression on unknown low-dimensional manifolds embedded in high-dimensional spaces.
method Low-dimensional coordinates at multiple scales, local polynomial fitting, data-driven wavelet thresholding.
result Optimal learning rates for estimating functions with nonuniform regularity.

Neural-guided symbolic regression uses asymptotic constraints to find unknown functions.

problem Finding unknown functions from data points with additional mathematical constraints.
method A neural network generates expressions with desired leading powers, and Monte Carlo Tree Search optimizes the expressions.
result The system effectively finds unknown functions outside the training set compared to existing methods.

GACBO optimizes unknown causal graphs with interventions.

problem Optimizing a target variable on an unknown causal graph with interventions.
method Graph Agnostic Causal Bayesian Optimisation (GACBO) seeks to balance exploitation and exploration of causal structures and functions.
result GACBO outperforms baselines in simulated and real-world applications.

The paper presents a method to infer unknown forcing functions in differential equations using Gaussian processes and adjoints.

problem Inferring unknown forcing functions in differential equations from noisy observations.
method Using adjoint methods to efficiently infer Gaussian process (GP) driven differential equations, with truncated basis expansions of the GP kernel.
result Efficient Bayesian inference of forcing functions modeled as GPs using adjoints, with lower computation than MCMC methods.

New algorithm achieves data-dependent regret bounds in MDPs with unknown transitions.

problem Achieving best-of-both-worlds guarantees with data-dependent regret bounds in MDPs with unknown transitions.
method Optimistic follow-the-regularized-leader algorithm with new optimistic Q-function estimators and transition bonus.
result First-order, second-order, and path-length bounds with polylog(T) regret in the stochastic regime.

New BO method optimizes functions efficiently even with unknown hyperparameters.

problem Inaccurate estimation of Gaussian process hyperparameters degrades BO performance.
method Exploits multi-armed bandit and novel training loss function for consistent hyperparameter estimation.
result Sub-linear convergence to global optimum with unknown hyperparameters.

Solves inventory control with unknown demand trend using singular control.

problem Optimally managing inventory with an unknown demand trend.
method Formulates as a stochastic control problem under partial observation, solves equivalent separated problem using transition between formulations, and applies viscosity theory.
result Constructs an optimal control rule and shows bounded Lipschitz continuity of free boundaries.

Efficient algorithm for learning MDPs with unknown transitions and bandit feedback.

problem Learning in episodic finite-horizon MDPs with unknown transitions and bandit feedback.
method Proposes an efficient algorithm with ildeO(LXAT)\mathcal{ ilde{O}}(L|X|\sqrt{|A|T}) regret.
result Achieves ildeO(T)\mathcal{ ilde{O}}(\sqrt{T}) regret, matching previous work with full-information feedback.

Paper optimizes estimation of quadratic functionals in nonparametric IV models.

problem Optimal estimation of a nonlinear functional in ill-posed inverse regression.
method Adaptive, minimax estimation using leave-one-out, sieve NPIV estimator with data-driven sieve dimension selection.
result Adaptive estimator achieves minimax optimal rate in various ill-posed cases.

New method uses PINNs to solve complex PDEs with sparse measurements.

problem Joint estimation of source and parameters in advection-diffusion equations with limited data.
method Weighted adaptive approach based on neural tangent kernel of PINNs.
result Successful estimation of source function, velocity, and diffusion parameters.

Optimal pricing strategy for unknown valuation models with noisy feedback.

problem Minimizing regret in dynamic pricing with unknown valuation functions and noisy feedback.
method Proposes a minimax-optimal algorithm using discretization and data partitioning to handle unknown noise distribution and Lipschitz continuity of valuation functions.
result Achieves minimax-optimal regret bound matching the theoretical lower bound up to logarithmic factors.

New algorithm adapts to unknown smoothness in stochastic bandits with polynomial cost.

problem Adapting to unknown smoothness in stochastic bandits.
method Reconsidered Locatelli and Carpentier's lower bound, defined admissible rate functions, and developed a new algorithm.
result New algorithm matches minimal rate functions and provides polynomial cost of adaptation.

A novel GPUM constructs Gaussian Processes for unknown manifolds with probabilistic metrics.

problem High-dimensional data on unknown manifolds with non-Euclidean geometry.
method Bayesian Gaussian Processes latent variable models (BGPLVM), Riemannian geometry, probabilistic metric tensor, Brownian Motion.
result GPUM provides more accurate predictions on unknown manifolds compared to traditional methods.