A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
New AIM algorithm optimizes exploration-exploitation in bandits.
In Bayesian statistics, many problems can be expressed as the evaluation of the expectation of a quantity of interest with respect to the posterior distribution. Standard Monte Carlo method is often not applicable because the encountered posterior distributions cannot be sampled directly. In this case, the most popular…
New algorithm improves materials discovery using max K-Armed Bandit.
AIM models explain deep learning in attention layers, offering solvable insights.
The paper introduces a method for fitting complex models using simulation and optimization.
Morpheo is a transparent and secure machine learning platform collecting and analysing large datasets. It aims at building state-of-the art prediction models in various fields where data are sensitive. Indeed, it offers strong privacy of data and algorithm, by preventing anyone to read the data, apart from the owner an…
We aim to create the highest possible quality of treatment-control matches for categorical data in the potential outcomes framework. Matching methods are heavily used in the social sciences due to their interpretability, but most matching methods do not pass basic sanity checks: they fail when irrelevant variables are …
Generalised Bayesian learning algorithms are increasingly popular in machine learning, due to their PAC generalisation properties and flexibility. The present paper aims at providing a self-contained survey on the resulting PAC-Bayes framework and some of its main theoretical and algorithmic developments.
The problem of optimizing unknown costly-to-evaluate functions has been studied for a long time in the context of Bayesian Optimization. Algorithms in this field aim to find the optimizer of the function by asking only a few function evaluations at locations carefully selected based on a posterior model. In this paper,…
CausalBench aims to advance causal learning research with a transparent platform.
Paper develops a new algorithm to find shortest paths on surfaces.
With the increasing volume of data in the world, the best approach for learning from this data is to exploit an online learning algorithm. Online ensemble methods are online algorithms which take advantage of an ensemble of classifiers to predict labels of data. Prediction with expert advice is a well-studied problem i…
C3T-Budget optimizes drug efficacy in dose-finding trials with budget and safety constraints.
Subspace clustering aims to find groups of similar objects (clusters) that exist in lower dimensional subspaces from a high dimensional dataset. It has a wide range of applications, such as analysing high dimensional sensor data or DNA sequences. However, existing algorithms have limitations in finding clusters in non-…
Imitation Learning is a sequential task where the learner tries to mimic an expert's action in order to achieve the best performance. Several algorithms have been proposed recently for this task. In this project, we aim at proposing a wide review of these algorithms, presenting their main features and comparing them on…
The aim of this paper is to discuss some applications of general topology in computer algorithms including modeling and simulation, and also in computer graphics and image processing. While the progress in these areas heavily depends on advances in computing hardware, the major intellectual achievements are the algorit…
Paper explores different models for fake news detection.
In machine learning and data mining, linear models have been widely used to model the response as parametric linear functions of the predictors. To relax such stringent assumptions made by parametric linear models, additive models consider the response to be a summation of unknown transformations applied on the predict…
We consider the thresholding bandit problem, whose goal is to find arms of mean rewards above a given threshold , with a fixed budget of trials. We introduce LSA, a new, simple and anytime algorithm that aims to minimize the aggregate regret (or the expected number of mis-classified arms). We prove that our algo…
The goal of this project is to introduce and present a machine learning application that aims to improve the quality of life of people in Singapore. In particular, we investigate the use of machine learning solutions to tackle the problem of traffic congestion in Singapore. In layman's terms, we seek to make Singapore …
This tutorial reviews offline RL methods and challenges in deep learning.
The aim of this paper is to discuss the use of Haar scattering networks, which is a very simple architecture that naturally supports a large number of stacked layers, yet with very few parameters, in a relatively broad set of pattern recognition problems, including regression and classification tasks. This architecture…
Proposes FedPop for personalised federated learning with uncertainty quantification.
Research aims to ensure fair classification across explicit and implicit sensitive features.
Study forecasts Bitcoin prices using ML algorithms.
New adaptive stepsize method for stochastic approximation converges to target point.
This study uses deep learning to improve the accuracy of raw data denoising in ProtoDUNE experiments.
This article reviews recent advances in convex optimization algorithms for Big Data, which aim to reduce the computational, storage, and communications bottlenecks. We provide an overview of this emerging field, describe contemporary approximation techniques like first-order methods and randomization for scalability, a…
A very simple heuristic approach to the unfolding problem will be described. An iterative algorithm starts with an empty histogram and every iteration aims to add one entry to this histogram. The entry to be added is selected according to a criteria which includes a test and a regularization. After a relatively s…
This paper considers a distributed reinforcement learning problem in which a network of multiple agents aim to cooperatively maximize the globally averaged return through communication with only local neighbors. A randomized communication-efficient multi-agent actor-critic algorithm is proposed for possibly unidirectio…
Paper studies Time Series Extrinsic Regression, improving on existing methods.
Study evaluates three ML models for high-frequency trading.
Improves multi-objective learning by adapting to local subintervals.
Owing to the recent advances in "Big Data" modeling and prediction tasks, variational Bayesian estimation has gained popularity due to their ability to provide exact solutions to approximate posteriors. One key technique for approximate inference is stochastic variational inference (SVI). SVI poses variational inferenc…
New approach improves classification guarantees by focusing on direction rather than regression risk.
BAICS identifies best arm with fairness constraints on subpopulations.
In many domains, collecting sufficient labeled training data for supervised machine learning requires easily accessible but noisy sources, such as crowdsourcing services or tagged Web data. Noisy labels occur frequently in data sets harvested via these means, sometimes resulting in entire classes of data on which learn…
Recently Brendle-Huisken introduced a fully nonlinear flow . Their aim was to extend the surgery algorithm of Huisken-Sinestrari, into the Riemannian setting. The aim of this paper is to go through the details on how to perform neck detection for a closed, embedded hypersurface in undergoing…
This work aims at recovering signals that are sparse on graphs. Compressed sensing offers techniques for signal recovery from a few linear measurements and graph Fourier analysis provides a signal representation on graph. In this paper, we leverage these two frameworks to introduce a new Lasso recovery algorithm on gra…
In this paper we introduce a new classification algorithm called Optimization of Distributions Differences (ODD). The algorithm aims to find a transformation from the feature space to a new space where the instances in the same class are as close as possible to one another while the gravity centers of these classes are…
This review article surveys data augmentation MCMC algorithms.
We aim to predict whether an employee of a company will leave or not, using the k-Nearest Neighbors algorithm. We use evaluation of employee performance, average monthly hours at work and number of years spent in the company, among others, as our features. Other approaches to this problem include the use of ANNs, decis…
Crowdsourcing utilizes the wisdom of crowds for collective classification via information (e.g., labels of an item) provided by labelers. Current crowdsourcing algorithms are mainly unsupervised methods that are unaware of the quality of crowdsourced data. In this paper, we propose a supervised collective classificatio…
New Bitcoin coin selection method improves cost savings.
In this paper, we aim at providing an introduction to the gradient descent based optimization algorithms for learning deep neural network models. Deep learning models involving multiple nonlinear projection layers are very challenging to train. Nowadays, most of the deep learning model training still relies on the back…
Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining, etc. This article aims to provide a comprehensive survey and a structural under…
Deep RL learns optimal trading strategies.
Combines expert models using Kullback-Leibler divergence to create a combined model.