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Algorithmic trading refers to executing buy and sell orders for specific assets based on automatically identified trading opportunities. Strategies based on reinforcement learning (RL) have demonstrated remarkable capabilities in addressing…

交易与市场微观结构 · 定量金融 2024-07-03 Xi Cheng , Jinghao Zhang , Yunan Zeng , Wenfang Xue

Training data are usually limited or heterogeneous in many chemical and biological applications. Existing machine learning models for chemistry and materials science fail to consider generalizing beyond training domains. In this article, we…

机器学习 · 计算机科学 2023-10-31 Fang Wu , Nicolas Courty , Shuting Jin , Stan Z. Li

Attaining prototypical features to represent class distributions is well established in representation learning. However, learning prototypes online from streaming data proves a challenging endeavor as they rapidly become outdated, caused…

计算机视觉与模式识别 · 计算机科学 2021-10-20 Matthias De Lange , Tinne Tuytelaars

This paper develops a computational framework for Multi-Period Martingale Optimal Transport (MMOT), addressing convergence rates, algorithmic efficiency, and financial calibration. Our contributions include: (1) Theoretical analysis: We…

计算金融 · 定量金融 2026-04-21 Sri Sairam Gautam B

Motivated by robust dynamic resource allocation in operations research, we study the \textit{Online Learning to Transport} (OLT) problem where the decision variable is a probability measure, an infinite-dimensional object. We draw…

机器学习 · 计算机科学 2022-11-21 Wenxuan Guo , YoonHaeng Hur , Tengyuan Liang , Christopher Ryan

Optimal Transport (OT) naturally arises in many machine learning applications, yet the heavy computational burden limits its wide-spread uses. To address the scalability issue, we propose an implicit generative learning-based framework…

机器学习 · 计算机科学 2019-06-26 Yujia Xie , Minshuo Chen , Haoming Jiang , Tuo Zhao , Hongyuan Zha

Optimal transport has been an essential tool for reconstructing dynamics from complex data. With the increasingly available multifaceted data, a system can often be characterized across multiple spaces. Therefore, it is crucial to maintain…

最优化与控制 · 数学 2024-06-06 Zixuan Cang , Yanxiang Zhao

Imitation learning holds tremendous promise in learning policies efficiently for complex decision making problems. Current state-of-the-art algorithms often use inverse reinforcement learning (IRL), where given a set of expert…

机器人学 · 计算机科学 2023-02-22 Siddhant Haldar , Vaibhav Mathur , Denis Yarats , Lerrel Pinto

Online continual learning (OCL) seeks to learn new tasks from data streams that appear only once, while retaining knowledge of previously learned tasks. Most existing methods rely on replay, focusing on enhancing memory retention through…

机器学习 · 计算机科学 2024-12-25 Sihao Liu , Yibo Yang , Xiaojie Li , David A. Clifton , Bernard Ghanem

Many learning tasks involve multi-modal data streams, where continuous data from different modes convey a comprehensive description about objects. A major challenge in this context is how to efficiently interpret multi-modal information in…

机器学习 · 计算机科学 2020-07-24 Amila Silva , Shanika Karunasekera , Christopher Leckie , Ling Luo

Multi-modal recommendation systems, which integrate diverse types of information, have gained widespread attention in recent years. However, compared to traditional collaborative filtering-based multi-modal recommendation systems, research…

信息检索 · 计算机科学 2023-08-15 Wei Ji , Xiangyan Liu , An Zhang , Yinwei Wei , Yongxin Ni , Xiang Wang

Optimal transport aligns samples across distributions by minimizing the transportation cost between them, e.g., the geometric distances. Yet, it ignores coherence structure in the data such as clusters, does not handle outliers well, and…

机器学习 · 计算机科学 2023-05-31 Ching-Yao Chuang , Stefanie Jegelka , David Alvarez-Melis

Recent years have witnessed growing interests in online incremental learning. However, there are three major challenges in this area. The first major difficulty is concept drift, that is, the probability distribution in the streaming data…

机器学习 · 计算机科学 2022-01-06 Si-si Zhang , Jian-wei Liu , Xin Zuo

Topic modeling is a key component in unsupervised learning, employed to identify topics within a corpus of textual data. The rapid growth of social media generates an ever-growing volume of textual data daily, making online topic modeling…

机器学习 · 计算机科学 2025-10-23 Federica Granese , Benjamin Navet , Serena Villata , Charles Bouveyron

Optimal transport (OT) theory underlies many emerging machine learning (ML) methods nowadays solving a wide range of tasks such as generative modeling, transfer learning and information retrieval. These latter works, however, usually build…

机器学习 · 统计学 2021-12-03 Quang Huy Tran , Hicham Janati , Ievgen Redko , Rémi Flamary , Nicolas Courty

Online adaptive model reduction efficiently reduces numerical models of transport-dominated problems by updating reduced spaces over time, which leads to nonlinear approximations on latent manifolds that can achieve a faster error decay…

数值分析 · 数学 2023-07-28 Rodrigo Singh , Wayne Isaac Tan Uy , Benjamin Peherstorfer

Sampling from diffusion probabilistic models (DPMs) can be viewed as a piecewise distribution transformation, which generally requires hundreds or thousands of steps of the inverse diffusion trajectory to get a high-quality image. Recent…

计算机视觉与模式识别 · 计算机科学 2023-07-24 Zezeng Li , ShengHao Li , Zhanpeng Wang , Na Lei , Zhongxuan Luo , Xianfeng Gu

Offline-to-online reinforcement learning harnesses the stability of offline pretraining and the flexibility of online fine-tuning. A key challenge lies in the non-stationary distribution shift between offline datasets and the evolving…

机器学习 · 计算机科学 2026-05-15 Letian Yang , Xu Liu , Yiqiang Lu , Jian Liu , Weiqiang Wang , Shuai Li

Recent studies have proposed different methods to improve multilingual word representations in contextualized settings including techniques that align between source and target embedding spaces. For contextualized embeddings, alignment…

计算与语言 · 计算机科学 2026-03-20 Sawsan Alqahtani , Garima Lalwani , Yi Zhang , Salvatore Romeo , Saab Mansour

This thesis examines self-attention training through the lens of Optimal Transport (OT) and develops an OT-based alternative for tabular classification. The study tracks intermediate projections of the self-attention layer during training…

机器学习 · 统计学 2026-02-19 Alessandro Quadrio , Antonio Candelieri
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