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 method calibrates Gaussian product experts for better predictions.
Proposes a new method for uncertainty estimation in neural networks.
Committee neural network models improve accuracy and enable active learning for interatomic potentials.
Heuristic tools from statistical physics have been used in the past to locate the phase transitions and compute the optimal learning and generalization errors in the teacher-student scenario in multi-layer neural networks. In this contribution, we provide a rigorous justification of these approaches for a two-layers ne…
REALITrees uses a Rashomon ensemble approach for active learning in sparse decision trees.
This paper investigates and evaluates support vector machine active learning algorithms for use with imbalanced datasets, which commonly arise in many applications such as information extraction applications. Algorithms based on closest-to-hyperplane selection and query-by-committee selection are combined with methods …
New voting strategies show committee-based consensus can scale efficiently.
Heteroscedastic regression considering the varying noises among observations has many applications in the fields like machine learning and statistics. Here we focus on the heteroscedastic Gaussian process (HGP) regression which integrates the latent function and the noise function together in a unified non-parametric B…
To scale Gaussian processes (GPs) to large data sets we introduce the robust Bayesian Committee Machine (rBCM), a practical and scalable product-of-experts model for large-scale distributed GP regression. Unlike state-of-the-art sparse GP approximations, the rBCM is conceptually simple and does not rely on inducing or …
In order to scale standard Gaussian process (GP) regression to large-scale datasets, aggregation models employ factorized training process and then combine predictions from distributed experts. The state-of-the-art aggregation models, however, either provide inconsistent predictions or require time-consuming aggregatio…
This research tackles image classification with noise, proposing committees of CNNs.
The study examines how board diversity and CSR committee composition affect corporate governance and financial performance.
This paper improves active learning by using robust divergences for committee disagreement.
This paper considers a portfolio trading strategy formulated by algorithms in the field of machine learning. The profitability of the strategy is measured by the algorithm's capability to consistently and accurately identify stock indices with positive or negative returns, and to generate a preferred portfolio allocati…
In this work, we describe a framework that unifies many different interactive learning tasks. We present a generalization of the {\it query-by-committee} active learning algorithm for this setting, and we study its consistency and rate of convergence, both theoretically and empirically, with and without noise.
Active learning is a powerful approach to analyzing data effectively. We show that the feasibility of active learning depends crucially on the choice of measure with respect to which the query is being optimized. The standard information gain, for example, does not permit an accurate evaluation with a small committee, …
We present the Bayesian Echo Chamber, a new Bayesian generative model for social interaction data. By modeling the evolution of people's language usage over time, this model discovers latent influence relationships between them. Unlike previous work on inferring influence, which has primarily focused on simple temporal…
Active learning improves SR by proposing experiments in data-limited settings.
By mid 2004, the Basel Committee on Banking Supervision (BCBS) is epected to launch its final recommendations on minimum capital requirements in the banking industry. Although there is the intention to arrive at capital charges which concur with economic intuition, the risk weight formulas proposed by the committee wil…
It is of fundamental importance to find algorithms obtaining optimal performance for learning of statistical models in distributed and communication limited systems. Aiming at characterizing the optimal strategies, we consider learning of Gaussian Processes (GPs) in distributed systems as a pivotal example. We first ad…
In this paper we implement a Local Linear Regression Ensemble Committee (LOLREC) to predict 1-day-ahead returns of 453 assets form the S&P500. The estimates and the historical returns of the committees are used to compute the weights of the portfolio from the 453 stock. The proposed method outperforms benchmark portfol…
Machine learning (ML) techniques are enjoying rapidly increasing adoption. However, designing and implementing the systems that support ML models in real-world deployments remains a significant obstacle, in large part due to the radically different development and deployment profile of modern ML methods, and the range …
This paper critiques the Standardized Measurement Approach (SMA) for operational risk and recommends maintaining Advanced Measurement Approach (AMA).
Current Neural Architecture Search techniques can suffer from a few shortcomings, including high computational cost, excessive bias from the search space, conceptual complexity or uncertain empirical benefits over random search. In this paper, we present ImmuNeCS, an attempt at addressing these issues with a method tha…
Statistical mechanics explains learning in large neural networks near interpolation.
The principle of peer review is central to the evaluation of research, by ensuring that only high-quality items are funded or published. But peer review has also received criticism, as the selection of reviewers may introduce biases in the system. In 2014, the organizers of the ``Neural Information Processing Systems\r…
Automates standards design through machine learning.
FedSight AI predicts federal funds rate using LLMs and multi-agent reasoning.
Prediction models in mobility and transportation maintenance systems have been dramatically improved through using machine learning methods. This paper proposes novel machine learning models for intelligent road inspection. The traditional road inspection systems based on the pavement condition index (PCI) are often as…
Recently, Basel Committee for Banking Supervision proposed to replace all approaches, including Advanced Measurement Approach (AMA), for operational risk capital with a simple formula referred to as the Standardised Measurement Approach (SMA). This paper discusses and studies the weaknesses and pitfalls of SMA such as …
The paper introduces a new method to improve model generalization by routing model copies through permutations.
This research assesses uncertainty quantification and sensitivity analysis for DTs in nuclear fuel performance.
Nonlinear MCMC improves Bayesian machine learning sampling.
The paper presents a novel, principled approach to train recurrent neural networks from the Reservoir Computing family that are robust to missing part of the input features at prediction time. By building on the ensembling properties of Dropout regularization, we propose a methodology, named DropIn, which efficiently t…
A new methodology for incorporating LGD correlation effects into the Basel II risk weight functions is introduced. This methodology is based on modelling of LGD and default event with a single loss variable. The resulting formulas for capital charges are numerically compared to the current proposals by the Basel Commit…
Machine learning techniques improve Bayesian computation for complex data.
Shear stress distribution prediction in open channels is of utmost importance in hydraulic structural engineering as it directly affects the design of stable channels. In this study, at first, a series of experimental tests were conducted to assess the shear stress distribution in prismatic compound channels. The shear…
Proved a combinatorial conjecture in machine learning.
A novel Laplace-approximated Bayesian Tensor Network Kernel Machine (LA-TNKM) provides principled uncertainty estimates.
Bayesian nonparametric machine learning improves instrumental variable inference.
Bayesian approach to selecting data for machine learning.
The paper revisits and improves on a Bayesian relevance vector machine method for small sample sizes.
Unified Bayesian Optimization framework for model selection balancing effectiveness and training efficiency.
Product Kanerva Machines dynamically combine smaller models for better memory organization.
The paper connects three machine learning methods to reduce generalization errors.
Bayesian Optimization improves machine learning for detecting network attacks.
Paper proposes fully Bayesian approach for RVM classification, improving accuracy especially in imbalanced data.
Bayesian uncertainty quantification is flawed, according to new research.