Transformers capture combinatorial tasks with bounded error and logarithmic sample dependence.
arXiv research
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.
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Bayesian nonparametrics are a class of probabilistic models in which the model size is inferred from data. A recently developed methodology in this field is small-variance asymptotic analysis, a mathematical technique for deriving learning algorithms that capture much of the flexibility of Bayesian nonparametric infere…
We utilize a recently developed genetic algorithm, in conjunction with discrete wavelets, for carrying out successful forecasts of the trend in financial time series, that includes the NASDAQ composite index. Discrete wavelets isolate the local, small scale variations in these non-stationary time series, after which th…
A novel hypergraph partitioning method using tensor eigenvalue decomposition captures super-dyadic interactions.
New algorithm speeds up IRT model fitting for large datasets.
New algorithm learns invariant representations for robust neural networks.
In this paper we explore the usage of deep reinforcement learning algorithms to automatically generate consistently profitable, robust, uncorrelated trading signals in any general financial market. In order to do this, we present a novel Markov decision process (MDP) model to capture the financial trading markets. We r…
We present network embedding algorithms that capture information about a node from the local distribution over node attributes around it, as observed over random walks following an approach similar to Skip-gram. Observations from neighborhoods of different sizes are either pooled (AE) or encoded distinctly in a multi-s…
Proposes a partially linear structure to capture nonlinear relationships in mixture of experts models.
Diffusion Transformer captures spatial-temporal dependencies in sequential data.
Interactions such as double negation in sentences and scene interactions in images are common forms of complex dependencies captured by state-of-the-art machine learning models. We propose Mahé, a novel approach to provide Model-agnostic hierarchical éxplanations of how powerful machine learning models, such as deep ne…
New algorithms recover sparse tensor principal components efficiently.
This work develops secure distributed algorithms for machine learning to protect against data poisoning and network attacks.
We present ShapeVis, a scalable visualization technique for point cloud data inspired from topological data analysis. Our method captures the underlying geometric and topological structure of the data in a compressed graphical representation. Much success has been reported by the data visualization technique Mapper, th…
Proposes an adversarial algorithm to learn unbiased representations via HGR coefficient.
We present a solution to scale spectral algorithms for learning sequence functions. We are interested in the case where these functions are sparse (that is, for most sequences they return 0). Spectral algorithms reduce the learning problem to the task of computing an SVD decomposition over a special type of matrix call…
The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic. Recently, the stochastic action set Markov decision process (SAS-MDP) formulation has b…
New research shows graph embeddings fail to capture key network properties.
New algorithms optimize multiple tasks with shared similarities, reducing regret.
Captures data influence changes during training.
Multivariate boosted trees improve forecasting and control by capturing correlated predictions.
Dynamic topic models (DTMs) are very effective in discovering topics and capturing their evolution trends in time series data. To do posterior inference of DTMs, existing methods are all batch algorithms that scan the full dataset before each update of the model and make inexact variational approximations with mean-fie…
New MMM captures hierarchical marketing effects and sign restrictions.
We introduce a notion of algorithmic stability of learning algorithms---that we term \emph{argument stability}---that captures stability of the hypothesis output by the learning algorithm in the normed space of functions from which hypotheses are selected. The main result of the paper bounds the generalization error of…
Proposes a new method to explain complex machine learning models.
This work presents a novel approach for robust PCA with total variation regularization for foreground-background separation and denoising on noisy, moving camera video. Our proposed algorithm registers the raw (possibly corrupted) frames of a video and then jointly processes the registered frames to produce a decomposi…
Paper develops models for better HFT and algorithmic trading.
Unified algorithm for any -norm experimental design problems.
Statistical query (SQ) algorithms are algorithms that have access to an {\em SQ oracle} for the input distribution instead of i.i.d.~ samples from . Given a query function , the oracle returns an estimate of within some tolerance that roughly corresponds t…
DR-submodular continuous functions are important objectives with wide real-world applications spanning MAP inference in determinantal point processes (DPPs), and mean-field inference for probabilistic submodular models, amongst others. DR-submodularity captures a subclass of non-convex functions that enables both exact…
Future predictions on sequence data (e.g., videos or audios) require the algorithms to capture non-Markovian and compositional properties of high-level semantics. Context-free grammars are natural choices to capture such properties, but traditional grammar parsers (e.g., Earley parser) only take symbolic sentences as i…
The paper introduces a fast algorithm for learning and forecasting nonlinear dynamics from noisy time series data.
Pursuit-evasion is a multi-agent sequential decision problem wherein a group of agents known as pursuers coordinate their traversal of a spatial domain to locate an agent trying to evade them. Pursuit evasion problems arise in a number of import application domains including defense and route planning. Learning to opti…
ExDBN learns dynamic Bayesian networks using mixed-integer programming.
We consider the following multi-component sparse PCA problem: given a set of data points, we seek to extract a small number of sparse components with disjoint supports that jointly capture the maximum possible variance. These components can be computed one by one, repeatedly solving the single-component problem and def…
Spatial-temporal graph modeling is an important task to analyze the spatial relations and temporal trends of components in a system. Existing approaches mostly capture the spatial dependency on a fixed graph structure, assuming that the underlying relation between entities is pre-determined. However, the explicit graph…
Our everyday interactions with pervasive systems generate traces that capture various aspects of human behavior and enable machine learning algorithms to extract latent information about users. In this paper, we propose a machine learning interpretability framework that enables users to understand how these generated t…
Determinantal point processes (DPPs) have attracted significant attention as an elegant model that is able to capture the balance between quality and diversity within sets. DPPs are parameterized by a positive semi-definite kernel matrix. While DPPs have substantial expressive power, they are fundamentally limited by t…
Algorithm captures and refines features for efficient lifelong learning.
We present a novel algorithm, called Links, designed to perform online clustering on unit vectors in a high-dimensional Euclidean space. The algorithm is appropriate when it is necessary to cluster data efficiently as it streams in, and is to be contrasted with traditional batch clustering algorithms that have access t…
New copula-based models for binary outcomes capture complex interactions.
Learning image representations to capture fine-grained semantics has been a challenging and important task enabling many applications such as image search and clustering. In this paper, we present Graph-Regularized Image Semantic Embedding (Graph-RISE), a large-scale neural graph learning framework that allows us to tr…
Low-degree method fails to predict robust subspace recovery problem.
Bayesian approach for handling incomplete clinical data.
TSVQR captures heterogeneous and asymmetric data using quantile regression.
Polynomial-time algorithm estimates mean with bounded covariance using differential privacy.
A new method warps inputs to learn nonstationary kernels efficiently.
HappyMap improves fairness and learning across domains by generalizing multi-calibration.