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Starting from the Avellaneda-Stoikov framework, we consider a market maker who wants to optimally set bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders she receives depend not only on…

Trading and Market Microstructure · Quantitative Finance 2020-06-29 Diego Zabaljauregui , Luciano Campi

Learning to reach goal states and learning diverse skills through mutual information (MI) maximization have been proposed as principled frameworks for self-supervised reinforcement learning, allowing agents to acquire broadly applicable…

Machine Learning · Computer Science 2021-06-04 Jongwook Choi , Archit Sharma , Honglak Lee , Sergey Levine , Shixiang Shane Gu

Posterior collapse plagues VAEs for text, especially for conditional text generation with strong autoregressive decoders. In this work, we address this problem in variational neural machine translation by explicitly promoting mutual…

Computation and Language · Computer Science 2019-09-23 Arya D. McCarthy , Xian Li , Jiatao Gu , Ning Dong

Reinforcement learning (RL) plays a central role in improving the reasoning and alignment of large language models, yet its efficiency critically depends on how training data are selected. Existing online selection strategies predominantly…

Machine Learning · Computer Science 2026-03-03 Xinyu Zhou , Boyu Zhu , Haotian Zhang , Huiming Wang , Zhijiang Guo

Estimating the mutual information from samples from a joint distribution is a challenging problem in both science and engineering. In this work, we realize a variational bound that generalizes both discriminative and generative approaches.…

Machine Learning · Statistics 2023-06-05 Marco Federici , David Ruhe , Patrick Forré

Renormalization is an essential technique in field-theoretic descriptions of natural phenomena, where the absence of a UV-complete description yields an abundance of divergent quantities. While the renormalization prescription has been…

High Energy Physics - Theory · Physics 2025-11-14 Brenden Bowen , Albert Farah , Spasen Chaykov , Nishant Agarwal

We are working to develop automated intelligent agents, which can act and react as learning machines with minimal human intervention. To accomplish this, an intelligent agent is viewed as a question-asking machine, which is designed by…

Machine Learning · Statistics 2015-06-03 N. K. Malakar , K. H. Knuth , D. J. Lary

Multimodal sentiment analysis (MSA) is a fundamental complex research problem due to the heterogeneity gap between different modalities and the ambiguity of human emotional expression. Although there have been many successful attempts to…

Machine Learning · Computer Science 2022-07-05 Jiahao Zheng , Sen Zhang , Xiaoping Wang , Zhigang Zeng

Mutual information is widely used, in a descriptive way, to measure the stochastic dependence of categorical random variables. In order to address questions such as the reliability of the descriptive value, one must consider…

Machine Learning · Computer Science 2007-07-13 Marcus Hutter , Marco Zaffalon

While Shannon's mutual information has widespread applications in many disciplines, for practical applications it is often difficult to calculate its value accurately for high-dimensional variables because of the curse of dimensionality.…

Information Theory · Computer Science 2018-04-02 Wentao Huang , Kechen Zhang

In this paper we focus on the estimation of mutual information from finite samples $(\mathcal{X}\times\mathcal{Y})$. The main concern with estimations of mutual information is their robustness under the class of transformations for which it…

Data Analysis, Statistics and Probability · Physics 2020-02-04 Nicholas Carrara , Jesse Ernst

This paper presents a theoretical framework unifying AIXI -- a model of universal AI -- with variational empowerment as an intrinsic drive for exploration. We build on the existing framework of Self-AIXI -- a universal learning agent that…

Artificial Intelligence · Computer Science 2025-03-05 Yusuke Hayashi , Koichi Takahashi

Estimating mutual information (MI) is a fundamental task in data science and machine learning. Existing estimators mainly rely on either highly flexible models (e.g., neural networks), which require large amounts of data, or overly…

Machine Learning · Computer Science 2025-10-27 Yanzhi Chen , Zijing Ou , Adrian Weller , Michael U. Gutmann

While post-training has successfully improved large language models (LLMs) across a variety of domains, these gains heavily rely on human-labeled data or external verifiers. Existing data has already been exploited, and new data is…

Machine Learning · Computer Science 2026-05-29 Hyunji Nam , Haoran Li , Natasha Jaques

Entropy maximization and free energy minimization are general physical principles for modeling the dynamics of various physical systems. Notable examples include modeling decision-making within the brain using the free-energy principle,…

The marginal maximum a posteriori probability (MAP) estimation problem, which calculates the mode of the marginal posterior distribution of a subset of variables with the remaining variables marginalized, is an important inference problem…

Machine Learning · Statistics 2013-07-19 Qiang Liu , Alexander Ihler

We derive upper bounds on the generalization error of a learning algorithm in terms of the mutual information between its input and output. The bounds provide an information-theoretic understanding of generalization in learning problems,…

Machine Learning · Computer Science 2017-11-07 Aolin Xu , Maxim Raginsky

We study inverse reinforcement learning (IRL) and imitation learning (IM), the problems of recovering a reward or policy function from expert's demonstrated trajectories. We propose a new way to improve the learning process by adding a…

Machine Learning · Computer Science 2022-08-23 The Viet Bui , Tien Mai , Patrick Jaillet

All reinforcement learning algorithms must handle the trade-off between exploration and exploitation. Many state-of-the-art deep reinforcement learning methods use noise in the action selection, such as Gaussian noise in policy gradient…

Machine Learning · Computer Science 2018-04-05 Trevor Barron , Oliver Obst , Heni Ben Amor

Model-based reinforcement learning (RL) algorithms allow us to combine model-generated data with those collected from interaction with the real system in order to alleviate the data efficiency problem in RL. However, designing such…

Machine Learning · Computer Science 2020-06-25 Yinlam Chow , Brandon Cui , MoonKyung Ryu , Mohammad Ghavamzadeh
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