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Revealing economic facts: LLMs know more than they say
Buckmann, Marcus, Nguyen, Quynh Anh, Hill, Edward
During training, generative large language models (LLMs) are exposed to vast amounts of information, including data relevant to economic modelling, such as geospatial statistics and firm-level financial metrics. If LLMs can effectively retrieve and utilise this knowledge, they could reduce dependence on external data sources that are time-consuming to access, clean, and merge, or that incur financial costs. Moreover, if LLMs accurately represent data, they could support downstream tasks like data imputation and outlier detection. In this study, we evaluate whether and how LLMs can be used for typical economic data processes. Not all knowledge within an LLM may be explicit and retrievable in natural language by prompting the model.
Transfer Q-learning
Chen, Elynn, Li, Sai, Jordan, Michael I.
Time-inhomogeneous finite-horizon Markov decision processes (MDP) are frequently employed to model decision-making in dynamic treatment regimes and other statistical reinforcement learning (RL) scenarios. These fields, especially healthcare and business, often face challenges such as high-dimensional state spaces and time-inhomogeneity of the MDP process, compounded by insufficient sample availability which complicates informed decision-making. To overcome these challenges, we investigate knowledge transfer within time-inhomogeneous finite-horizon MDP by leveraging data from both a target RL task and several related source tasks. We have developed transfer learning (TL) algorithms that are adaptable for both batch and online $Q$-learning, integrating valuable insights from offline source studies. The proposed transfer $Q$-learning algorithm contains a novel {\em re-targeting} step that enables {\em cross-stage transfer} along multiple stages in an RL task, besides the usual {\em cross-task transfer} for supervised learning. We establish the first theoretical justifications of TL in RL tasks by showing a faster rate of convergence of the $Q^*$-function estimation in the offline RL transfer, and a lower regret bound in the offline-to-online RL transfer under stage-wise reward similarity and mild design similarity across tasks. Empirical evidence from both synthetic and real datasets is presented to evaluate the proposed algorithm and support our theoretical results.
Finite Time Analysis of Constrained Natural Critic-Actor Algorithm with Improved Sample Complexity
Panda, Prashansa, Bhatnagar, Shalabh
Recent studies have increasingly focused on non-asymptotic convergence analyses for actor-critic (AC) algorithms. One such effort introduced a two-timescale critic-actor algorithm for the discounted cost setting using a tabular representation, where the usual roles of the actor and critic are reversed. However, only asymptotic convergence was established there. Subsequently, both asymptotic and non-asymptotic analyses of the critic-actor algorithm with linear function approximation were conducted. In our work, we introduce the first natural critic-actor algorithm with function approximation for the long-run average cost setting and under inequality constraints. We provide the non-asymptotic convergence guarantees for this algorithm. Our analysis establishes optimal learning rates and we also propose a modification to enhance sample complexity. We further show the results of experiments on three different Safety-Gym environments where our algorithm is found to be competitive in comparison with other well known algorithms.
A Equivalence of G-B
In our notation, the model in Dasgupta et al. [4] would have score function F As presented in Dasgupta et al. Although the model was proposed and analyzed in Dasgupta et al. Remark 2. Note that the mean of The proof is by direct calculation. The following lemma will be helpful in proving the next part. Given a threshold T, temperature hyperparameters,, there exists and a bijection on the set of parameterizations {V!
Reinforcement Learning in hyperbolic space for multi-step reasoning
Xu, Tao, Lee, Dung-Yang, Xiong, Momiao
Multi-step reasoning is a fundamental challenge in artificial intelligence, with applications ranging from mathematical problem-solving to decision-making in dynamic environments. Reinforcement Learning (RL) has shown promise in enabling agents to perform multi-step reasoning by optimizing long-term rewards. However, conventional RL methods struggle with complex reasoning tasks due to issues such as credit assignment, high-dimensional state representations, and stability concerns. Recent advancements in Transformer architectures and hyperbolic geometry have provided novel solutions to these challenges. This paper introduces a new framework that integrates hyperbolic Transformers into RL for multi-step reasoning. The proposed approach leverages hyperbolic embeddings to model hierarchical structures effectively. We present theoretical insights, algorithmic details, and experimental results that include Frontier Math and nonlinear optimal control problems. Compared to RL with vanilla transformer, the hyperbolic RL largely improves accuracy by (32%~44%) on FrontierMath benchmark, (43%~45%) on nonlinear optimal control benchmark, while achieving impressive reduction in computational time by (16%~32%) on FrontierMath benchmark, (16%~17%) on nonlinear optimal control benchmark. Our work demonstrates the potential of hyperbolic Transformers in reinforcement learning, particularly for multi-step reasoning tasks that involve hierarchical structures.
Information-Computation Gaps in Quantum Learning via Low-Degree Likelihood
Chen, Sitan, Gong, Weiyuan, Haferkamp, Jonas, Quek, Yihui
In a variety of physically relevant settings for learning from quantum data, designing protocols that can computationally efficiently extract information remains largely an art, and there are important cases where we believe this to be impossible, that is, where there is an information-computation gap. While there is a large array of tools in the classical literature for giving evidence for average-case hardness of statistical inference problems, the corresponding tools in the quantum literature are far more limited. One such framework in the classical literature, the low-degree method, makes predictions about hardness of inference problems based on the failure of estimators given by low-degree polynomials. In this work, we extend this framework to the quantum setting. We establish a general connection between state designs and low-degree hardness. We use this to obtain the first information-computation gaps for learning Gibbs states of random, sparse, non-local Hamiltonians. We also use it to prove hardness for learning random shallow quantum circuit states in a challenging model where states can be measured in adaptively chosen bases. To our knowledge, the ability to model adaptivity within the low-degree framework was open even in classical settings. In addition, we also obtain a low-degree hardness result for quantum error mitigation against strategies with single-qubit measurements. We define a new quantum generalization of the planted biclique problem and identify the threshold at which this problem becomes computationally hard for protocols that perform local measurements. Interestingly, the complexity landscape for this problem shifts when going from local measurements to more entangled single-copy measurements. We show average-case hardness for the "standard" variant of Learning Stabilizers with Noise and for agnostically learning product states.
Dynamic Spectral Clustering with Provable Approximation Guarantee
This paper studies clustering algorithms for dynamically evolving graphs $\{G_t\}$, in which new edges (and potential new vertices) are added into a graph, and the underlying cluster structure of the graph can gradually change. The paper proves that, under some mild condition on the cluster-structure, the clusters of the final graph $G_T$ of $n_T$ vertices at time $T$ can be well approximated by a dynamic variant of the spectral clustering algorithm. The algorithm runs in amortised update time $O(1)$ and query time $o(n_T)$. Experimental studies on both synthetic and real-world datasets further confirm the practicality of our designed algorithm.
Entropy and the Kullback-Leibler Divergence for Bayesian Networks: Computational Complexity and Efficient Implementation
Bayesian networks (BNs) are a foundational model in machine learning and causal inference. Their graphical structure can handle high-dimensional problems, divide them into a sparse collection of smaller ones, underlies Judea Pearl's causality, and determines their explainability and interpretability. Despite their popularity, there are almost no resources in the literature on how to compute Shannon's entropy and the Kullback-Leibler (KL) divergence for BNs under their most common distributional assumptions. In this paper, we provide computationally efficient algorithms for both by leveraging BNs' graphical structure, and we illustrate them with a complete set of numerical examples. In the process, we show it is possible to reduce the computational complexity of KL from cubic to quadratic for Gaussian BNs.