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Adaptive Learning via Off-Model Training and Importance Sampling for Fully Non-Markovian Optimal Stochastic Control. Complete version

arXiv.org Machine Learning

This paper studies continuous-time stochastic control problems whose controlled states are fully non-Markovian and depend on unknown model parameters. Such problems arise naturally in path-dependent stochastic differential equations, rough-volatility hedging, and systems driven by fractional Brownian motion. Building on the discrete skeleton approach developed in earlier work, we propose a Monte Carlo learning methodology for the associated embedded backward dynamic programming equation. Our main contribution is twofold. First, we construct explicit dominating training laws and Radon--Nikodym weights for several representative classes of non-Markovian controlled systems. This yields an off-model training architecture in which a fixed synthetic dataset is generated under a reference law, while the dynamic programming operators associated with a target model are recovered by importance sampling. Second, we use this structure to design an adaptive update mechanism under parametric model uncertainty, so that repeated recalibration can be performed by reweighting the same training sample rather than regenerating new trajectories. For fixed parameters, we establish non-asymptotic error bounds for the approximation of the embedded dynamic programming equation via deep neural networks. For adaptive learning, we derive quantitative estimates that separate Monte Carlo approximation error from model-risk error. Numerical experiments illustrate both the off-model training mechanism and the adaptive importance-sampling update in structured linear-quadratic examples.




These 59 post-holiday Amazon deals drop kitchen and home upgrades for clearance prices

Popular Science

Save big on robot vacuums, air fryers, air purifiers, kitchen appliances, and tons of other devices to improve your home life. We may earn revenue from the products available on this page and participate in affiliate programs. You survived the holidays, and now you're holding the most powerful post-season artifact: an Amazon gift card. Instead of spending it on a random pile of impulse buys, put it toward upgrades that make your home cleaner, cozier, and easier to live in. If you didn't get what you wanted under the tree, now is the time to get it for yourself.


The fight to see clearly through big tech's echo chambers

The Guardian

'The encroachment of technology can feel inevitable.' 'The encroachment of technology can feel inevitable.' The fight to see clearly through big tech's echo chambers Today, I'm mulling over whether to upgrade my iPhone 11 Pro. How to see through Silicon Valley's narrative The encroachment of technology can feel inevitable. It may have always, but increasingly it's a perception bolstered by big tech's own friendly media bubble. But at the same time as big tech's echo chambers are growing louder, so do critical voices from within.


Quantum Fourier Transform Based Kernel for Solar Irrandiance Forecasting

arXiv.org Machine Learning

This study proposes a Quantum Fourier Transform (QFT)-enhanced quantum kernel for short-term time-series forecasting. Exogenous predictors are incorporated by convexly fusing feature-specific kernels. For both quantum and classical models, the only tuned quantities are the feature-mixing weights and the KRR ridge α; classical hyperparameters (γ, r, d) are fixed, with the same validation set size for all models. Experiments are conducted on a noiseless simulator (5 qubits; window length L=32). Limitations and ablations are discussed, and paths toward NISQ execution are outlined. Introduction Quantum Machine Learning (QML) is an emerging discipline that combines the principles of quantum physics with traditional machine learning (ML) to exploit the distinctive characteristics of quantum systems, including superposition and entanglement phenomena [1]. This distinction facilitates the expeditious execution of certain tasks [2], such as classification and dimensionality reduction, where QML has demonstrated significant acceleration [3]. QML applications have extended to time-series data, leveraging quantum phenomena to model complex temporal dependencies. The goal is to enhance the results of traditional tasks by performing computations on qubits, which can process data more efficiently than classical bits [4, 5]. For example, Thakkar et al. [6] demonstrated that quantum machine-learning methods could enhance financial forecasting by improving both churn prediction and credit-risk assessment. Likewise, Kea et al. [7] developed a hybrid quantum-classical Long Short-Term Memory (QLSTM) to improve stock-price forecasting by leveraging quantum data encoding and high-dimensional quantum representations.


To unearth their past, Amazonian people turn to 'a language white men understand'

Science

The site, a few kilometers from her own hut in Ipatsé, a Kuikuro village in the Xingu Indigenous territory, was once the backyard of her great-grandparents' house. As she scrapes the brown earth with a trowel, she soon spots a black ceramic shard. It is only about the size of her palm, and this is her first day ever on an archaeological excavation. But she immediately recognizes what the object once was. "It's an alato," she says, showing the piece to a group of archaeologists and other Kuikuro who have gathered to watch the excavation in the village of Anitahagu. An alato, Yamána explains, is a large pan used to cook beiju, a white flatbread made with yucca flour that's eaten almost every day in her village. Her grandmother still has one in the backyard fire pit where she prepares most meals, just as countless Kuikuro women did before her. This alato likely belonged to her great-grandmother on her mother's side.




JurisTCU: A Brazilian Portuguese Information Retrieval Dataset with Query Relevance Judgments

arXiv.org Artificial Intelligence

This paper introduces JurisTCU, a Brazilian Portuguese dataset for legal information retrieval (LIR). The dataset is freely available and consists of 16,045 jurisprudential documents from the Brazilian Federal Court of Accounts, along with 150 queries annotated with relevance judgments. It addresses the scarcity of Portuguese-language LIR datasets with query relevance annotations. The queries are organized into three groups: real user keyword-based queries, synthetic keyword-based queries, and synthetic question-based queries. Relevance judgments were produced through a hybrid approach combining LLM-based scoring with expert domain validation. We used JurisTCU in 14 experiments using lexical search (document expansion methods) and semantic search (BERT-based and OpenAI embeddings). We show that the document expansion methods significantly improve the performance of standard BM25 search on this dataset, with improvements exceeding 45% in P@10, R@10, and nDCG@10 metrics when evaluating short keyword-based queries. Among the embedding models, the OpenAI models produced the best results, with improvements of approximately 70% in P@10, R@10, and nDCG@10 metrics for short keyword-based queries, suggesting that these dense embeddings capture semantic relationships in this domain, surpassing the reliance on lexical terms. Besides offering a dataset for the Portuguese-language IR research community, suitable for evaluating search systems, the results also contribute to enhancing a search system highly relevant to Brazilian citizens.