arXiv:2603.18938v1 Announce Type: cross Abstract: We study contextual bandits with finitely many actions in which the reward of each arm follows a single-index model with an arm-specific index parameter and an unknown nonparametric link function. We consider a regime in…
arXiv:2603.18079v1 Announce Type: new Abstract: Large Language Model (LLM) agents have shown strong results on multi-turn tool-use tasks, yet they operate in isolation during training, failing to leverage experiences accumulated across episodes. Existing experience-augmented methods address this by organizing trajectories…
arXiv:2603.19147v1 Announce Type: cross Abstract: In this paper, we study a nonconvex, nonsmooth, and non-Lipschitz generalized symmetric matrix factorization model that unifies a broad class of matrix factorization formulations arising in machine learning, image science, engineering, and related areas. We…
arXiv:2603.18083v1 Announce Type: new Abstract: Conventional federated learning (FL) frameworks often suffer from training degradation due to data uncertainty and heterogeneity across local clients. Probabilistic approaches such as Bayesian neural networks (BNNs) can mitigate this issue by explicitly modeling uncertainty,…
arXiv:2406.00153v5 Announce Type: replace Abstract: Learned optimizers (LOs) have the potential to significantly reduce the wall-clock training time of neural networks. However, they can struggle to optimize unseen tasks (meta-generalize), especially when training networks wider than those seen during meta-training.…
arXiv:2603.18088v1 Announce Type: new Abstract: Constraints are essential for stabilizing reinforcement learning fine-tuning (RFT) and preventing degenerate outputs, yet they inherently conflict with the optimization objective because stronger constraints limit the ability of a fine-tuned model to discover better solutions.…
arXiv:2508.07473v3 Announce Type: replace Abstract: In Online Convex Optimization (OCO), when the stochastic gradient has a finite variance, many algorithms provably work and guarantee a sublinear regret. However, limited results are known if the gradient estimate has a heavy tail,…
arXiv:2603.18107v1 Announce Type: new Abstract: Deep learning models in quantitative finance often operate as black boxes, lacking interpretability and failing to incorporate fundamental economic principles such as no-arbitrage constraints. This paper introduces ARTEMIS (Arbitrage-free Representation Through Economic Models and Interpretable…
arXiv:2601.05770v2 Announce Type: replace Abstract: Algorithm extraction aims to synthesize executable programs directly from models trained on algorithmic tasks, enabling de novo algorithm discovery without relying on human-written code. However, applying this paradigm to Transformer is hindered by representation entanglement…
arXiv:2603.18111v1 Announce Type: new Abstract: Contrastive learning methods for time series anomaly detection (TSAD) heavily depend on the quality of negative sample construction. However, existing strategies based on random perturbations or pseudo-anomaly injection often struggle to simultaneously preserve temporal semantic…
