arXiv subjects

Philipp J. Schneider

Publications and source records attributed to Philipp J. Schneider.

6 recordsLinked to original sources

arXiv2026

Adversarial Training for Deep Hedging in Nonstationary Markets

Deep hedging learns trading policies from historical or simulated market trajectories, yet under nonstationarity these training paths may not represent future market conditions. We propose WRAP (Wasserstein-Reweighting Adversarial Perturbation), a drift-aware adversarial training framework derived from a two-budget distributionally robust optimization (DRO) formulation. The formulation is anchored to a weighted empirical reference distribution whose fixed baseline weights are chosen to balance sampling uncertainty against temporal drift. Around this reference distribution, the ambiguity set addresses two complementary forms of distributional misspecification by allowing an adversary to reweight the observed trajectories subject to a $ϕ$-divergence constraint and perturb their paths subject to an optimal-transport (OT) constraint. We derive a joint first-order expansion in which the leading-order increase over the nominal expected loss decomposes into a reweighting contribution determined by the dispersion of hedging losses across trajectories and a transport contribution determined by the sensitivity of the loss to path perturbations. This expansion yields an explicit finite-dimensional adversarial attack that replaces the distributional inner supremum with a tractable first-order approximation. Across stationary and nonstationary Heston dynamics and a generalized affine diffusion (GAD), the experiments show complementary benefits from reweighting and transport, with joint adversarial training providing the largest gains under nonstationarity.

cs.LG↗

arXiv2026

Learning to Make Friends: Coaching LLM Agents toward Emergent Social Ties

Can large language model (LLM) agents reproduce the complex social dynamics that characterize human online behavior -- shaped by homophily, reciprocity, and social validation -- and what memory and learning mechanisms enable such dynamics to emerge? We present a multi-agent LLM simulation framework in which agents repeatedly interact, evaluate one another, and adapt their behavior through in-context learning accelerated by a coaching signal. To model human social behavior, we design behavioral reward functions that capture core drivers of online engagement, including social interaction, information seeking, self-presentation, coordination, and emotional support. These rewards align agent objectives with empirically observed user motivations, enabling the study of how network structures and group formations emerge from individual decision-making. Our experiments show that coached LLM agents develop stable interaction patterns and form emergent social ties, yielding network structures that mirror properties of real online communities. By combining behavioral rewards with in-context adaptation, our framework establishes a principled testbed for investigating collective dynamics in LLM populations and reveals how artificial agents may approximate or diverge from human-like social behavior.

cs.AI↗

arXiv2026

Beyond Content: Behavioral Policies Reveal Actors in Information Operations

The detection of online influence operations -- coordinated campaigns by malicious actors to spread narratives -- has traditionally depended on content analysis or network features. These approaches are increasingly brittle as generative models produce convincing text, platforms restrict access to behavioral data, and actors migrate to less-regulated spaces. We introduce a platform-agnostic framework that identifies malicious actors from their behavioral policies by modeling user activity as sequential decision processes. We apply this approach to 12,064 Reddit users, including 99 accounts linked to the Russian Internet Research Agency in Reddit's 2017 transparency report, analyzing over 38 million activity steps from 2015-2018. Activity-based representations, which model how users act rather than what they post, consistently outperform content models in detecting malicious accounts. When distinguishing trolls -- users engaged in coordinated manipulation -- from ordinary users, policy-based classifiers achieve a median macro-F1 of 94.9\%, compared to 91.2\% for text embeddings. Policy features also enable earlier detection from short traces and degrade more gracefully under evasion strategies or data corruption. These findings show that behavioral dynamics encode stable, discriminative signals of manipulation on Reddit's IRA-linked campaign, and point to resilient detection strategies in the era of synthetic content and limited data access.

cs.SI↗

arXiv2026

Efficient Best-of-Both-Worlds Algorithms for Contextual Combinatorial Semi-Bandits

We introduce the first best-of-both-worlds algorithm for contextual combinatorial semi-bandits that simultaneously guarantees $\widetilde{\mathcal{O}}(\sqrt{T})$ regret in the adversarial regime and $\widetilde{\mathcal{O}}(\ln T)$ regret in the corrupted stochastic regime. Our approach builds on the Follow-the-Regularized-Leader (FTRL) framework equipped with a Shannon entropy regularizer, yielding a flexible method that admits efficient implementations. Beyond regret bounds, we tackle the practical bottleneck in FTRL (or, equivalently, Online Stochastic Mirror Descent) arising from the high-dimensional projection step encountered in each round of interaction. By leveraging the Karush-Kuhn-Tucker conditions, we transform the $K$-dimensional convex projection problem into a single-variable root-finding problem, dramatically accelerating each round. Empirical evaluations demonstrate that this combined strategy not only attains the attractive regret bounds of best-of-both-worlds algorithms but also delivers substantial per-round speed-ups, making it well-suited for large-scale, real-time applications.

stat.ML↗

arXiv2026

Soft-Radial Projection for Constrained End-to-End Learning

Integrating hard constraints into deep learning is essential for safety-critical systems. Yet existing constructive layers that project predictions onto constraint boundaries face a fundamental bottleneck: gradient saturation. By collapsing exterior points onto lower-dimensional surfaces, standard orthogonal projections induce rank-deficient Jacobians, which nullify gradients orthogonal to active constraints and hinder optimization. We introduce Soft-Radial Projection, a differentiable reparameterization layer that circumvents this issue through a radial mapping from Euclidean space into the interior of the feasible set. This construction guarantees strict feasibility while preserving a full-rank Jacobian almost everywhere, thereby preventing the optimization stalls typical of boundary-based methods. We theoretically prove that the architecture retains the universal approximation property and empirically show improved convergence behavior and solution quality over state-of-the-art optimization- and projection-based baselines.

cs.LG↗

arXiv2025

Behavioral Homophily in Social Media via Inverse Reinforcement Learning: A Reddit Case Study

Online communities play a critical role in shaping societal discourse and influencing collective behavior in the real world. The tendency for people to connect with others who share similar characteristics and views, known as homophily, plays a key role in the formation of echo chambers which further amplify polarization and division. Existing works examining homophily in online communities traditionally infer it using content- or adjacency-based approaches, such as constructing explicit interaction networks or performing topic analysis. These methods fall short for platforms where interaction networks cannot be easily constructed and fail to capture the complex nature of user interactions across the platform. This work introduces a novel approach for quantifying user homophily. We first use an Inverse Reinforcement Learning (IRL) framework to infer users' policies, then use these policies as a measure of behavioral homophily. We apply our method to Reddit, conducting a case study across 5.9 million interactions over six years, demonstrating how this approach uncovers distinct behavioral patterns and user roles that vary across different communities. We further validate our behavioral homophily measure against traditional content-based homophily, offering a powerful method for analyzing social media dynamics and their broader societal implications. We find, among others, that users can behave very similarly (high behavioral homophily) when discussing entirely different topics like soccer vs e-sports (low topical homophily), and that there is an entire class of users on Reddit whose purpose seems to be to disagree with others.

cs.SI↗