相关论文: Adaptive strategy in Kelly's horse races model

Penalization schemes like Lasso or ridge regression are routinely used to regress a response of interest on a high-dimensional set of potential predictors. Despite being decisive, the question of the relative strength of penalization is…

In this paper we introduce adaptation mechanism based on genetic algorithms in minority games. If agents find their performances too low, they modify their strategies in hope to improve their performances and become more successful. One aim…

We study online reinforcement learning in average-reward stochastic games (SGs). An SG models a two-player zero-sum game in a Markov environment, where state transitions and one-step payoffs are determined simultaneously by a learner and an…

In this paper, we consider the problem of prediction with expert advice in dynamic environments. We choose tracking regret as the performance metric and develop two adaptive and efficient algorithms with data-dependent tracking regret…

We develop a new approach to obtaining high probability regret bounds for online learning with bandit feedback against an adaptive adversary. While existing approaches all require carefully constructing optimistic and biased loss…

The games of prediction with expert advice are considered in this paper. We present some modification of Kalai and Vempala algorithm of following the perturbed leader for the case of unrestrictedly large one-step gains. We show that in…

We study how we can adapt a predictor to a non-stationary environment with advises from multiple experts. We study the problem under complete feedback when the best expert changes over time from a decision theoretic point of view. Proposed…

Regret has been established as a foundational concept in online learning, and likewise has important applications in the analysis of learning dynamics in games. Regret quantifies the difference between a learner's performance against a…

Adaptation is the holy grail of intelligence, but even the best AI models lack the adaptability of toddlers. In spite of great progress, little is known about the mechanisms by which machines can learn to adapt as fast as humans and…

We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed to change with time. We introduce an…

Estimating conditional independence graphs from high-dimensional Gaussian data is challenging because methods must detect relevant edges while rigorously controlling statistical errors. We propose a Bayesian framework based on a prior…

The world is not static: This causes real-world time series to change over time through external, and potentially disruptive, events such as macroeconomic cycles or the COVID-19 pandemic. We present an adaptive sampling strategy that…

In a competitive game scenario, a set of agents have to learn decisions that maximize their goals and minimize their adversaries' goals at the same time. Besides dealing with the increased dynamics of the scenarios due to the opponents'…

The high sample complexity of reinforcement learning challenges its use in practice. A promising approach is to quickly adapt pre-trained policies to new environments. Existing methods for this policy adaptation problem typically rely on…

Evolutionary game theory assumes that players replicate a highly scored player's strategy through genetic inheritance. However, when learning occurs culturally, it is often difficult to recognize someone's strategy just by observing the…

We propose a deep learning approach to probabilistic forecasting of macroeconomic and financial time series. Being able to learn complex patterns from a data rich environment, our approach is useful for a decision making that depends on…

Every interaction of a living organism with its environment involves the placement of a bet. Armed with partial knowledge about a stochastic world, the organism must decide its next step or near-term strategy, an act that implicitly or…

Behavioral Finance has become a challenge to the scientific community. Based on the assumption that behavioral aspects of investors may explain some features of the Stock Market, we propose an agent based model to study quantitatively this…

Machine learning practitioners invest significant manual and computational resources in finding suitable learning rates for optimization algorithms. We provide a probabilistic motivation, in terms of Gaussian inference, for popular…

Training large language models faces frequent interruptions due to various faults, demanding robust fault-tolerance. Existing backup-free methods, such as redundant computation, dynamic parallelism, and data rerouting, each incur…