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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.

168,695 papers · 148 categories

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62123185246 · Jun 202019922001200920172026
48 results for value-based stability reduction

New methods estimate transport-growth pairs in unbalanced optimal transport.

problem Statistical guarantees for Monge-type estimation in unbalanced optimal transport remain limited.
method Developed two estimators for transport-growth pairs under different setups.
result Achieved minimax optimal rate for estimation of transport-growth pairs.

Overparameterized models generalize well in offline contextual bandits, but policy-based algorithms struggle.

problem The performance gap between value-based and policy-based algorithms in offline contextual bandits with overparameterized models.
method Analysis of action-stability in objectives and formal proofs of regret bounds.
result The performance gap is due to action-stability of objectives, with value-based objectives being stable and policy-based objectives unstable.

The paper evaluates company investment value using machine learning models.

problem Evaluating the investment value of companies based on machine learning.
method Data mining, feature selection, cross-validation, stacking model, Bayesian Ridge Regression.
result The RMSE of the final model is 3.047, indicating improved stability and generalization.

New issue found in value-based reinforcement learning for stochastic environments.

problem Value-based reinforcement learning struggles with stochastic state transitions.
method Demonstrated using a multiobjective Markov Decision Process (MOMDP).
result Approaches may converge to Pareto-dominated solutions instead of optimal ones.

We give a systematic treatment of the stability theory for action of a real reductive Lie group G on a topological space. More precisely, we introduce an abstract setting for actions of non-compact real reductive Lie groups on topological spaces that admit functions similar to the Kempf-Ness function. The point of this…

2016-10-17abs ↗pdf ↗

This work explores representation complexity in RL paradigms, revealing model-based RL as the easiest task.

problem Investigating the representation complexity gap among model-based, policy-based, and value-based RL.
method Demonstrated through analysis of Markov decision processes (MDPs) and introduced new classes of MDPs.
result Representation complexity hierarchy: model-based RL > policy-based RL > value-based RL.

A hierarchical approach improves classification accuracy in large datasets.

problem Improving classification accuracy in large datasets with high dimensionality.
method Hierarchical subspace learning to scale manifold learning methods.
result Average 5% increase in classification accuracy.

The basic financial purpose of a firm is to maximize its value. An inventory management system should also contribute to realization of this basic aim. Many current asset management models currently found in financial management literature were constructed with the assumption of book profit maximization as basic aim. H…

2013-01-16abs ↗pdf ↗

The paper develops stability criteria for real reductive Lie groups acting on manifolds.

problem Analyzing stability of real reductive Lie group actions on manifolds.
method Introduced a gradient map and maximal weight function to characterize stability conditions.
result Characterized stability, semistability, and polystability using numerical criteria.

This paper improves reinforcement learning policies in a scalable way.

problem Ensuring monotonic policy improvement in entropy-regularized RL.
method Derives an entropy-aware lower bound and proposes a novel RL algorithm.
result Demonstrates effectiveness in continuous-state tasks using a linear function approximator.

G. Tian and S.K. Donaldson formulated a conjecture relating GIT stability of a polarized algebraic variety to the existence of a Kahler metric of constant scalar curvature. In [Don02] Donaldson partially confirmed it in the case of projective toric varieties. In this paper we extend Donaldson's results and computations…

2003-11-26abs ↗pdf ↗

Value functions struggle to represent transition dynamics, impacting statistical efficiency.

problem Limited representational power of value functions in capturing transition dynamics.
method Case studies of various reinforcement learning problems to explore the limitations of value-based methods.
result Value-based methods can be as efficient as model-based ones in some cases but severely underperform in others due to information loss.

This work ensures stability in POD basis interpolation for pMOR in hyperelasticity.

problem Stability of POD basis interpolation on Grassmann manifolds for pMOR in hyperelasticity.
method Stability conditions derived from Grassmannian Exponential map and principal angles.
result Explicit stability conditions for practical pMOR applications and non-monotonic error behavior.

In this paper we study the relative Chow and KK-stability of toric manifolds in the toric sense. First, we give a criterion for relative KK-stability and instability of toric Fano manifolds in the toric sense. The reduction of relative Chow stability on toric manifolds will be investigated using the Hibert-Mumford cr…

2016-02-26abs ↗pdf ↗

Tutorial on optimizing diffusion model samples for specific metrics.

problem Optimizing diffusion model samples for specific downstream metrics.
method Review and exploration of inference-time guidance and alignment methods.
result Unified perspective on inference-time algorithms and novel methods.

Study of hyperkähler reduction on abelian varieties and toric manifolds.

problem Understanding hyperkähler reduction on specific manifolds.
method Lifts canonical Kähler reduction to hyperkähler, studies on abelian varieties and toric manifolds.
result Obtains decoupling result, variational characterisation, relation to KK-stability, and proves existence and uniqueness under suitable assumptions.

For feature selection and related problems, we introduce the notion of classification game, a cooperative game, with features as players and hinge loss based characteristic function and relate a feature's contribution to Shapley value based error apportioning (SVEA) of total training error. Our major contribution is ($…

2020-01-12abs ↗pdf ↗

Paper presents a novel method to assess boundedness and stability of nonlinear systems with variable delays.

problem Challenges in assessing boundedness and stability of vector nonlinear systems with variable delays and coefficients.
method Develops a novel framework to evaluate the evolution of solution norms in such systems by constructing scalar counterparts.
result Introduces new criteria for boundedness and stability and estimates the radii of containing balls for history functions.

Paper proposes an unsupervised feature selection algorithm with stability guarantees.

problem Feature selection for dimension reduction and interpretability.
method Proposes a novel unsupervised feature selection algorithm with stability guarantees.
result The algorithm has superior generalization performance and stable selected features.

We study the K-stability of a polarised variety with non-reductive automorphism group. We associate a canonical filtration of the co-ordinate ring to each variety of this kind, which destabilises the variety in several examples which we compute. We conjecture this holds in general. This is an algebro-geometric analogue…

2015-01-14abs ↗pdf ↗

Unified framework for CO problems using RL, providing optimal solutions and convergence guarantees.

problem Combinatorial optimization problems
method Unified framework of Markov decision processes (MDPs) and value-based reinforcement learning (RL) techniques
result RL techniques converge to approximate solutions with a guarantee on optimality gap

Study on reducing dimensionality in high-dimensional regression with kernel methods and stability analysis.

problem Analyzing errors in high-dimensional regression with dimensionality reduction and kernel regression.
method Derive a stability result for kernel regression with Wasserstein distance and apply it to PCA to deduce convergence rates.
result Two-step procedure yields useful convergence rates in semi-supervised settings.

Stochastic Q-learning tackles large action spaces with reduced computation.

problem Effective decision-making in complex environments with large discrete action spaces.
method Stochastic value-based RL approaches that consider a sublinear number of actions in each iteration.
result Stochastic Q-learning achieves near-optimal returns with significantly reduced computation time.

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.

New method turns optimization algorithms into uniformly stable learning algorithms for non-Euclidean norms.

problem Non-Euclidean norms in binary classification problems.
method Black-box reduction method using uniformly convex regularizers.
result Achieves optimal statistical risk bounds on excess risk for non-Euclidean norms.

We assess cluster stability by trimming extreme points and tracking data range reduction.

problem Assessing stability of one-dimensional clusters.
method Probabilistic method using diameter-shrinkage ratio to track data range reduction.
result Our method achieves higher accuracy than classical tests in small or noisy samples.

The study analyzes sharpness dynamics in neural networks, revealing mechanisms and conditions.

problem Understanding sharpness in neural network training.
method Fixed point analysis and edge of stability analysis in a simplified 2-layer linear network.
result Reveals mechanisms behind sharpness trends, conditions for edge of stability, and a period-doubling route to chaos.

RCLA reduces noise in topological data analysis, preserving essential structure.

problem Noise in large datasets obscures topological features in persistent homology.
method Grid-based RCLA integrates data reduction and denoising with a threshold parameter.
result RCLA provides a theoretical guarantee and automatic parameter selection.

Variance reduction techniques like SVRG provide simple and fast algorithms for optimizing a convex finite-sum objective. For nonconvex objectives, these techniques can also find a first-order stationary point (with small gradient). However, in nonconvex optimization it is often crucial to find a second-order stationary…

2019-05-01abs ↗pdf ↗

Pretraining reinforcement learning methods with demonstrations has been an important concept in the study of reinforcement learning since a large amount of computing power is spent on online simulations with existing reinforcement learning algorithms. Pretraining reinforcement learning remains a significant challenge i…

2019-05-09abs ↗pdf ↗