arXiv research

This is the Proceedings of the 2016 ICML Workshop on Human Interpretability in Machine Learning (WHI 2016), which was held in New York, NY, June 23, 2016. Invited speakers were Susan Athey, Rich Caruana, Jacob Feldman, Percy Liang, and Hanna Wallach.

This is the Proceedings of NIPS 2016 Workshop on Interpretable Machine Learning for Complex Systems, held in Barcelona, Spain on December 9, 2016

Corrects conditions in Fissler and Ziegel's 2016 paper.

This is the Proceedings of the ICML Workshop on #Data4Good: Machine Learning in Social Good Applications, which was held on June 24, 2016 in New York.

The accuracy of the household electricity consumption forecast is vital in taking better cost effective and energy efficient decisions. In order to design accurate, proper and efficient forecasting model, characteristics of the series have to been analyzed. The source of time series data comes from Online Enerjisa Syst…

We present proofs of classical results in Poisson geometry using techniques from Dirac geometry. This article is based on mini-courses at the Poisson summer school in Geneva, June 2016, and at the workshop "Quantum Groups and Gravity" at the University of Waterloo, April 2016.

A framework traces ideology changes on social media during the 2016 U.S. election.

Study reveals why polls were inaccurate in 2016 US election.

As part of the 2016 public evaluation challenge on Detection and Classification of Acoustic Scenes and Events (DCASE 2016), the second task focused on evaluating sound event detection systems using synthetic mixtures of office sounds. This task, which follows the `Event Detection - Office Synthetic' task of DCASE 2013,…

Training of discrete latent variable models remains challenging because passing gradient information through discrete units is difficult. We propose a new class of smoothing transformations based on a mixture of two overlapping distributions, and show that the proposed transformation can be used for training binary lat…

Predicting the prices of stocks at any stock market remains a quest for many investors and researchers. Those who trade at the stock market tend to use technical, fundamental or time series analysis in their predictions. These methods usually guide on trends and not the exact likely prices. It is for this reason that A…

Weight normalization and reparametrized gradient descent adaptively regularize weights and converge to minimum l2 norm solutions.

In the present paper we prove Liouville-type theorems: non-existence theorems for conformal mappings of complete Riemannian manifolds. In addition, we give an application of these results to the theory of conharmonic transformations. A part of these results was announced in our reports on the conferences "Differential …

This is a write-up of the author's talk in the conference "Algebraic Geometry in East Asia 2016" held at the University of Tokyo in January 2016. We give a survey on a series of papers of the author and his collaborators Daniel Pomerleano and Kazushi Ueda where we show how Strominger-Yau-Zaslow (SYZ) transforms can be …

We refute Taleb's claim that election forecasts are arbitrage-violating.

This research evaluates the performance of an Artificial Neural Network based prediction system that was employed on the Shanghai Stock Exchange for the period 21-Sep-2016 to 11-Oct-2016. It is a follow-up to a previous paper in which the prices were predicted and published before September 21. Stock market price predi…

We describe the 1st place winning approach for the CIKM Cup 2016 Challenge. In this paper, we provide an approach to reasonably identify same users across multiple devices based on browsing logs. Our approach regards a candidate ranking problem as pairwise classification and utilizes an unsupervised neural feature ense…

This paper explores the recently proposed Graph Convolutional Network architecture proposed in (Kipf & Welling, 2016) The key points of their work is summarized and their results are reproduced. Graph regularization and alternative graph convolution approaches are explored. I find that explicit graph regularization was…

Mutual information minimum spanning trees are used to explore nonlinear dependencies on Brazilian equity network in the periods from June/01/2015 to January/26/2016, in which Brazil was under the government of President Dilma Rousseff, and from January/27/2016 to September/08/2016 which includes the government transiti…

In this paper, we use the house price data ranging from January 2004 to October 2016 to predict the average house price of November and December in 2016 for each district in Beijing, Shanghai, Guangzhou and Shenzhen. We apply Autoregressive Integrated Moving Average model to generate the baseline while LSTM networks to…

This paper presents the Intelligent Voice (IV) system submitted to the NIST 2016 Speaker Recognition Evaluation (SRE). The primary emphasis of SRE this year was on developing speaker recognition technology which is robust for novel languages that are much more heterogeneous than those used in the current state-of-the-a…

Chernozhukov, Chetverikov, Demirer, Duflo, Hansen, and Newey (2016) provide a generic double/de-biased machine learning (DML) approach for obtaining valid inferential statements about focal parameters, using Neyman-orthogonal scores and cross-fitting, in settings where nuisance parameters are estimated using a new gene…

This chapter is based on lectures on Randomized Numerical Linear Algebra from the 2016 Park City Mathematics Institute summer school on The Mathematics of Data.

The paper proves formulas for capillary surfaces and applies them to inequalities and area estimates.

This is an expanded version of the lecture course the second author gave at Winterbraids VI in Lille in February 2016. Version 2: revision incorporating referee remarks.

Between 2003 and 2015 the prices of apartments in Hong Kong (adjusted for inflation) increased by a factor of 3.8. This is much higher than in the United States prior to the so-called subprime crisis of 2007. The analysis of this speculative episode confirms the mechanism and regularities already highlighted by the pre…

Data analysis with log-periodical parametrization of the Brent oil price dynamics has allowed to estimate (very approximately) the date when the dashing collapse of the Brent oil price will achieve the absolute minimum level (corresponding to the so-called singularity point), after which there will occur a rather rapid…

In [Tohoku Math. J. 62 (2010), 45--53] the second author showed that, except for a few cases, the order $N$ of a cyclic group of self-homeomorphisms of a closed orientable topological surface $S_g$ of genus $g \geq 2$ determines the group up to a topological conjugation, provided that $N\geq 3g$. The first author et al…

In recent times, the use of separable convolutions in deep convolutional neural network architectures has been explored. Several researchers, most notably (Chollet, 2016) and (Ghosh, 2017) have used separable convolutions in their deep architectures and have demonstrated state of the art or close to state of the art pe…

This paper defines systematic value investing as an empirical optimization problem. Predictive modeling is introduced as a systematic value investing methodology with dynamic and optimization features. A predictive modeling process is demonstrated using financial metrics from Gray & Carlisle and Buffett & Clark. A 31-y…

These are lecture notes on Floer and Rabinowitz-Floer homology written for a graduate course at UNICAMP August-December 2016 and a mini-course held at IMPA in August 2017.

We consider two stage estimation with a non-parametric first stage and a generalized method of moments second stage, in a simpler setting than (Chernozhukov et al. 2016). We give an alternative proof of the theorem given in (Chernozhukov et al. 2016) that orthogonal second stage moments, sample splitting and $n^{1/4}$-…

We give a complete classification of conformally covariant differential operators between the spaces of $i$-forms on the sphere $S^n$ and $j$-forms on the totally geodesic hypersphere $S^{n-1}$. Moreover, we find explicit formulæ for these new matrix-valued operators in the flat coordinates in terms of basic operators …

Based on the Log-Periodic Power Law (LPPL) methodology, with the universal preferred scaling factor $λ\approx 2$, the negative bubble on the oil market in 2014-2016 has been detected. Over the same period a positive bubble on the so called commodity currencies expressed in terms of the US dollar appears to take place w…

We present a novel k-way high-dimensional graphical model called the Generalized Root Model (GRM) that explicitly models dependencies between variable sets of size k > 2---where k = 2 is the standard pairwise graphical model. This model is based on taking the k-th root of the original sufficient statistics of any univa…

New interpolation methods outperform Gaussian smoothing in derivative-free optimization.

In this paper, a Wide Learning architecture is proposed that attempts to automate the feature engineering portion of the machine learning (ML) pipeline. Feature engineering is widely considered as the most time consuming and expert knowledge demanding portion of any ML task. The proposed feature recommendation approach…

We combine fine-grained spatially referenced census data with the vote outcomes from the 2016 US presidential election. Using this dataset, we perform ecological inference using distribution regression (Flaxman et al, KDD 2015) with a multinomial-logit regression so as to model the vote outcome Trump, Clinton, Other / …

Learning in models with discrete latent variables is challenging due to high variance gradient estimators. Generally, approaches have relied on control variates to reduce the variance of the REINFORCE estimator. Recent work (Jang et al. 2016, Maddison et al. 2016) has taken a different approach, introducing a continuou…

The paper details local forms of morphisms in colored supermanifolds.

We generalize the notion of monetary value measures developed with category theory in [Adachi, 2014] by extending their base category from the category \c{hi} to the category of probability spaces Prob introduced in [Adachi and Ryu, 2016].

EBR improves NMT by re-ranking samples drawn from MLE-trained models.

Embeddings of knowledge graphs have received significant attention due to their excellent performance for tasks like link prediction and entity resolution. In this short paper, we are providing a comparison of two state-of-the-art knowledge graph embeddings for which their equivalence has recently been established, i.e…

Permutations and matchings are core building blocks in a variety of latent variable models, as they allow us to align, canonicalize, and sort data. Learning in such models is difficult, however, because exact marginalization over these combinatorial objects is intractable. In response, this paper introduces a collectio…

We develop a robust framework for pricing and hedging of derivative securities in discrete-time financial markets. We consider markets with both dynamically and statically traded assets and make minimal measurability assumptions. We obtain an abstract (pointwise) Fundamental Theorem of Asset Pricing and Pricing--Hedgin…

Neural Information Processing Systems (NIPS) is a top-tier annual conference in machine learning. The 2016 edition of the conference comprised more than 2,400 paper submissions, 3,000 reviewers, and 8,000 attendees. This represents a growth of nearly 40% in terms of submissions, 96% in terms of reviewers, and over 100%…

We study the problem of maximizing a monotone submodular function subject to a cardinality constraint $k$, with the added twist that a number of items $τ$ from the returned set may be removed. We focus on the worst-case setting considered in (Orlin et al., 2016), in which a constant-factor approximation guarantee was g…

Biologically plausible learning algorithms can match BP on large datasets.