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Weak Collocation Regression for Inferring Stochastic Dynamics with Lévy Noise
In this work, we propose a Weak Collocation Regression (WCR) to explicitly reveal unknown stochastic dynamical systems, i. e., the Stochastic Differential Equation (SDE) with both $\alpha$-stable L\'{e}vy noise and Gaussian noise, from discrete aggregate data.
Which LLM to Play? Convergence-Aware Online Model Selection with Time-Increasing Bandits
In this paper, we propose a time-increasing bandit algorithm TI-UCB, which effectively predicts the increase of model performances due to finetuning and efficiently balances exploration and exploitation in model selection.
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