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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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1122 · Sep 201919922001200920172026
20 results for value-learning

New kernels capture both local and non-local interactions efficiently.

problem Designing kernels that capture both local and non-local interactions while remaining computationally tractable.
method Spectral truncation kernels based on CC^*-algebra.
result Spectral truncation kernels induce interactions across the data function domain and reduce computational cost.

Vector-valued learning, where the output space admits a vector-valued structure, is an important problem that covers a broad family of important domains, e.g. multi-task learning and transfer learning. Using local Rademacher complexity and unlabeled data, we derive novel semi-supervised excess risk bounds for general v…

2019-09-11abs ↗pdf ↗

The novel unseen classes can be formulated as the extreme values of known classes. This inspired the recent works on open-set recognition \cite{Scheirer_2013_TPAMI,Scheirer_2014_TPAMIb,EVM}, which however can have no way of naming the novel unseen classes. To solve this problem, we propose the Extreme Value Learning (E…

2017-05-28abs ↗pdf ↗

We present a framework to derive risk bounds for vector-valued learning with a broad class of feature maps and loss functions. Multi-task learning and one-vs-all multi-category learning are treated as examples. We discuss in detail vector-valued functions with one hidden layer, and demonstrate that the conditions under…

2016-06-05abs ↗pdf ↗

Unified minimax value interval for off-policy evaluation and optimization.

problem Overcoming the exponential variance in off-policy evaluation and policy optimization.
method Unified minimax value interval using marginalized importance weights.
result Unified value interval with double robustness, valid when either value-function or importance-weight class is well specified.

Explains agent behavior through intended outcomes in reinforcement learning.

problem Proving impossibility of general post-hoc explanations in reinforcement learning.
method Derives local explanations based on intention for Q-function approximations, proving consistency with learned Q-values.
result Demonstrates the necessity of collecting information during training for accurate explanations.

Eikonal-Constrained QRL improves goal-reaching in reinforcement learning.

problem Reward design and out-of-distribution generalization in reinforcement learning.
method Eikonal-Constrained Quasimetric Reinforcement Learning (Eik-QRL) using the Eikonal PDE.
result Eik-QRL achieves state-of-the-art performance in offline goal-conditioned navigation and manipulation tasks.

Wasserstein gradient boosting predicts probability distributions for supervised learning.

problem Distribution-valued supervised learning where outputs are probability distributions.
method Fits a new weak learner to Wasserstein gradients of loss functionals of probability distributions.
result Superior performance in probabilistic prediction compared to existing methods.

New bounds show complex neural networks need many queries to learn.

problem Learning non-polynomial activation functions with Gaussian marginals.
method Gradient boosting procedure to amplify lower bounds on SQ dimension of neural networks.
result Statistical-query lower bounds for ReLU regression with 2ncε2^{n^c} ε queries.

Physics-informed GCRL tackles sparse feedback learning with hybrid dynamics.

problem Sparse feedback learning with high-dimensional, hybrid, or contact-dependent dynamics.
method Introduces physics-informed inductive biases into goal-conditioned value learning.
result Contact-rich manipulation tasks degrade existing Pi-GCRL methods.

A new MARL framework for community-based cooperation with transfer and active exploration.

problem Flexible coordination patterns in multi-agent systems with community structures.
method Community-based multi-agent reinforcement learning with transfer and active exploration.
result Provably convergent actor-critic algorithms for structured information sharing and transfer learning.

This paper tackles distribution shift in model-based offline RL, proposing a shifts-aware reward method.

problem Distribution shift challenges model-based offline RL by distorting value estimation and policy optimization.
method The paper disentangles the problem into model bias and policy shift, proposing a shifts-aware reward through probabilistic inference.
result The proposed shifts-aware reward method effectively mitigates distribution shift and improves policy optimization.

Improved RL algorithm for robustness against parameter mismatches.

problem Learning robust control policies against parameter mismatches between training and testing environments.
method Formulated as DR-RL problem, proposed RPVL algorithm for tabular episodic learning with four divergences.
result Achieved ildeO(SAH5) ilde{\mathcal{O}}(|\mathcal{S}||\mathcal{A}| H^{5}) sample complexity uniformly better than existing results.

Study risk-sensitive reinforcement learning with entropic risk measures and generative models.

problem Risk-sensitive reinforcement learning in discounted MDPs with recursive entropic risk measures.
method Introduced Model-Based ERM QQ-Value Iteration (MB-RS-QVI) and derived PAC bounds on sample complexity for value and policy learning.
result PAC bounds show exponential dependence on β/(1γ)|β|/(1-γ), with tight bounds in SS and AA.

FreDN separates trends and periodicities in non-stationary time series forecasts.

problem Spectral entanglement and computational burden in frequency-domain methods for non-stationary time series.
method FreDN introduces a learnable Frequency Disentangler module to separate trend and periodic components directly in the frequency domain, and uses a ReIm Block to reduce complexity.
result FreDN outperforms state-of-the-art methods by up to 10% on long-term forecasting benchmarks.

Study risk-sensitive reinforcement learning with optimized certainty equivalents.

problem Risk-sensitive reinforcement learning in finite discounted MDPs.
method Analyzed a simple model-based approach and derived PAC sample complexity bounds.
result Established tight sample complexity bounds for value and policy learning.

Double descent in transfer learning explained for linear regression problems.

problem Understanding generalization errors in transferring parameters between overparameterized linear regression tasks.
method Analytical characterization of generalization error in terms of transfer learning factors.
result Generalization error follows a two-dimensional double descent trend controlled by transfer learning factors.

New method cleans cross-covariance matrices for better financial forecasting.

problem Asymptotically optimal cross-covariance cleaners fail in real-world, time-varying markets.
method Physics-informed neural network that learns from empirical singular values.
result Trained model outperforms analytical cleaners in out-of-sample cross-covariance prediction.