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.
Improved bounds for continuous functions in online learning.
problem Generalizing mistake-bound model to continuous real-valued functions.
method Investigating the class of absolutely continuous functions with bounded derivative, proving bounds on prediction errors.
result Proved that for 1<p<2 with p=1+ε, the bound on the worst-case sum of the pth powers of prediction errors is $Θ(ε^{-rac{1}{2}})$, independent of q.
The distributional perspective on reinforcement learning (RL) has given rise to a series of successful Q-learning algorithms, resulting in state-of-the-art performance in arcade game environments. However, it has not yet been analyzed how these findings from a discrete setting translate to complex practical application…
Given a subset S of vertices of an undirected graph G, the cut-improvement problem asks us to find a subset S that is similar to A but has smaller conductance. A very elegant algorithm for this problem has been given by Andersen and Lang [AL08] and requires solving a small number of single-commodity maximum flow comput…
Recently, neural networks trained as optimizers under the "learning to learn" or meta-learning framework have been shown to be effective for a broad range of optimization tasks including derivative-free black-box function optimization. Recurrent neural networks (RNNs) trained to optimize a diverse set of synthetic non-…
We consider the problem of computing the best-fitting ReLU with respect to square-loss on a training set when the examples have been drawn according to a spherical Gaussian distribution (the labels can be arbitrary). Let opt<1 be the population loss of the best-fitting ReLU. We prove: 1. Finding a ReLU wit…
In this paper, we propose scalable methods for maximizing a regularized submodular function f=g−ℓ expressed as the difference between a monotone submodular function g and a modular function ℓ. Indeed, submodularity is inherently related to the notions of diversity, coverage, and representativeness. In p…
A collection of the accepted abstracts for the Machine Learning for Health (ML4H) workshop at NeurIPS 2019. This index is not complete, as some accepted abstracts chose to opt-out of inclusion.
We study the most practical problem setup for evaluating adversarial robustness of a machine learning system with limited access: the hard-label black-box attack setting for generating adversarial examples, where limited model queries are allowed and only the decision is provided to a queried data input. Several algori…
We study distributed computing of the truncated singular value decomposition problem. We develop an algorithm that we call \texttt{LocalPower} for improving communication efficiency. Specifically, we uniformly partition the dataset among m nodes and alternate between multiple (precisely p) local power iterations an…
The ubiquitous use of machine learning algorithms brings new challenges to traditional database problems such as incremental view update. Much effort is being put in better understanding and debugging machine learning models, as well as in identifying and repairing errors in training datasets. Our focus is on how to as…
The paper mentioned in the title introduces the entropic value at risk. I give some extra comments and using the general theory make a relation with some commonotone risk measures.
Item recommendation is the task of predicting a personalized ranking on a set of items (e.g. websites, movies, products). In this paper, we investigate the most common scenario with implicit feedback (e.g. clicks, purchases). There are many methods for item recommendation from implicit feedback like matrix factorizatio…
We study the problem of {\em properly} learning large margin halfspaces in the agnostic PAC model. In more detail, we study the complexity of properly learning d-dimensional halfspaces on the unit ball within misclassification error α⋅OPTγ+ε, where OPTγ is the optimal γ-margin error r…
Recurrent neural networks (RNN) have been successfully applied to various sequential decision-making tasks, natural language processing applications, and time-series predictions. Such networks are usually trained through back-propagation through time (BPTT) which is prohibitively expensive, especially when the length o…