相关论文: Beyond ESG Scores: Learning Dynamic Constraints fo…

This paper presents a new stochastic relay-based extremum-seeking controller (ESC) for multi-input-single-output (MISO) systems. The goal of this work was to create an algorithm that is much simpler to configure than alternative approaches…

Real-world reinforcement learning often faces environment drift, but most existing methods rely on static entropy coefficients/target entropy, causing over-exploration during stable periods and under-exploration after drift, and leaving…

Industrial financial systems operate on temporal event sequences such as transactions, user actions, and system logs. While recent research emphasizes representation learning and large language models, production systems continue to rely…

Large Language Models (LLMs) are increasingly aligned with human preferences through Reinforcement Learning from Human Feedback (RLHF). Among RLHF methods, Group Relative Policy Optimization (GRPO) has gained attention for its simplicity…

In this paper, we propose a single-agent Monte Carlo based reinforced feature selection (MCRFS) method, as well as two efficiency improvement strategies, i.e., early stopping (ES) strategy and reward-level interactive (RI) strategy. Feature…

This study develops an inverse portfolio optimization framework for recovering latent investor preferences including risk aversion, transaction cost sensitivity, and ESG orientation from observed portfolio allocations. Using controlled…

A framework is introduced for sequentially solving convex stochastic minimization problems, where the objective functions change slowly, in the sense that the distance between successive minimizers is bounded. The minimization problems are…

Stochastic first-order methods for empirical risk minimization employ gradient approximations based on sampled data in lieu of exact gradients. Such constructions introduce noise into the learning dynamics, which can be corrected through…

Continued interest in sustainable investing calls for an axiomatic approach to measures of risk and reward that focus not only on financial returns, but also on measures of environmental and social sustainability, i.e. environmental,…

Multiple supervised learning scenarios are composed by a sequence of classification tasks. For instance, multi-task learning and continual learning aim to learn a sequence of tasks that is either fixed or grows over time. Existing…

DRL agents circumvent the issue of classic models in the sense that they do not make assumptions like the financial returns being normally distributed and are able to deal with any information like the ESG score if they are configured to…

Stochastic constraints, which incorporate both deterministic parameters and random variables, extend classical deterministic constraints by explicitly accounting for uncertainty. These constraints are increasingly prevalent in data science,…

Self-tuning algorithms that adapt the learning process online encourage more effective and robust learning. Among all the methods available, meta-gradients have emerged as a promising approach. They leverage the differentiability of the…

Federated learning faces critical challenges in balancing communication efficiency and model accuracy. One key issue lies in the approximation of update errors without incurring high computational costs. In this paper, we propose a…

Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

Integrating model-free and model-based approaches in reinforcement learning has the potential to achieve the high performance of model-free algorithms with low sample complexity. However, this is difficult because an imperfect dynamics…

When predictions are performative, the choice of which predictor to deploy influences the distribution of future observations. The overarching goal in learning under performativity is to find a predictor that has low \emph{performative…

A framework is introduced for actively and adaptively solving a sequence of machine learning problems, which are changing in bounded manner from one time step to the next. An algorithm is developed that actively queries the labels of the…

Feature Transformation is crucial for classic machine learning that aims to generate feature combinations to enhance the performance of downstream tasks from a data-centric perspective. Current methodologies, such as manual expert-driven…

We introduce Feasible Learning (FL), a sample-centric learning paradigm where models are trained by solving a feasibility problem that bounds the loss for each training sample. In contrast to the ubiquitous Empirical Risk Minimization (ERM)…