New estimator improves off-policy evaluation for large action spaces.
problem Conventional importance-weighting approaches suffer from excessive variance in off-policy evaluation for large discrete action spaces.
method Proposes OffCEM estimator based on conjunct effect model (CEM), applying importance weighting only to action clusters and using model-based reward estimation for residual effects.
result Proposed estimator is unbiased under local correctness condition, providing substantial improvements in OPE especially with many actions.
Bayesian deep learning predicts satellite collisions.
problem Space debris poses planetary risk.
method Bayesian deep learning with LSTM networks.
result Predicts conjunction event evolution with uncertainties.
We consider a Black-Scholes market in which a number of stocks and an index are traded. The simplified Capital Asset Pricing Model is the conjunction of the usual Capital Asset Pricing Model, or CAPM, and the statement that the appreciation rate of the index is equal to its squared volatility plus the interest rate. (T…
Cross-sectional signatures of market panic were recently discussed on daily time scales in [1], extended here to a study of cross-sectional properties of stocks on intra-day time scales. We confirm specific intra-day patterns of dispersion and kurtosis, and find that the correlation across stocks increases in times of …
Space debris warnings follow a predictable pattern, allowing timely satellite maneuvers.
problem Estimating when fresh information about space debris will arrive.
method Statistical learning model of the message arrival process, specifically a Bayesian Poisson process.
result The average prediction error for the next message arrival time is smaller than baseline predictions.
Typical spoken language understanding systems provide narrow semantic parses using a domain-specific ontology. The parses contain intents and slots that are directly consumed by downstream domain applications. In this work we discuss expanding such systems to handle compound entities and intents by introducing a domain…
Query2box embeds complex queries as boxes to handle logical operations in large KGs.
problem Handling complex logical queries on large-scale incomplete knowledge graphs.
method Embed KG entities and queries into a vector space as boxes, handling conjunctions as intersections and disjunctions through Disjunctive Normal Form.
result Query2box achieves up to 25% relative improvement over state-of-the-art methods.
In many healthcare settings, intuitive decision rules for risk stratification can help effective hospital resource allocation. This paper introduces a novel variant of decision tree algorithms that produces a chain of decisions, not a general tree. Our algorithm, α-Carving Decision Chain (ACDC), sequentially carves o…
We examine how recently documented, fundamental phenomena in deep learning models subject to pruning are affected by changes in the pruning procedure. Specifically, we analyze differences in the connectivity structure and learning dynamics of pruned models found through a set of common iterative pruning techniques, to …
Yield curve modeling is an essential problem in finance. In this work, we explore the use of Bayesian statistical methods in conjunction with Nelson-Siegel model. We present the hierarchical Bayesian model for the parameters of the Nelson-Siegel yield function. We implement the MAP estimates via BFGS algorithm in rstan…
New method estimates treatment effects over time with unobserved confounders.
problem Estimating treatment effects from observational data with unobserved confounders.
method Sequential Deconfounder using Gaussian process latent variable model.
result Unbiased estimates of individualized treatment responses over time.
We propose a novel exponentially-modified Gaussian (EMG) mixture residual model. The EMG mixture is well suited to model residuals that are contaminated by a distribution with positive support. This is in contrast to commonly used robust residual models, like the Huber loss or ℓ1, which assume a symmetric contami…
We propose the Gaussian attention model for content-based neural memory access. With the proposed attention model, a neural network has the additional degree of freedom to control the focus of its attention from a laser sharp attention to a broad attention. It is applicable whenever we can assume that the distance in t…
This paper introduces the combinatorial Boolean model (CBM), which is defined as the class of linear combinations of conjunctions of Boolean attributes. This paper addresses the issue of learning CBM from labeled data. CBM is of high knowledge interpretability but naïve learning of it requires exponentially large compu…
Numerous empirical evidence has corroborated that the noise plays a crucial rule in effective and efficient training of neural networks. The theory behind, however, is still largely unknown. This paper studies this fundamental problem through training a simple two-layer convolutional neural network model. Although trai…
Restricted Boltzmann Machines (RBMs) are one of the fundamental building blocks of deep learning. Approximate maximum likelihood training of RBMs typically necessitates sampling from these models. In many training scenarios, computationally efficient Gibbs sampling procedures are crippled by poor mixing. In this work w…
Bayesian model for discrete data with conditional transformations.
problem Handling discrete ordinal and count data with excess zeros.
method Bayesian framework with conditional transformation functions and modular MCMC algorithm.
result Flexible modeling of linear and nonlinear covariate effects for ordinal and count data.
While great progress has been made at making neural networks effective across a wide range of visual tasks, most models are surprisingly vulnerable. This frailness takes the form of small, carefully chosen perturbations of their input, known as adversarial examples, which represent a security threat for learned vision …
We investigate connections between information-theoretic and estimation-theoretic quantities in vector Poisson channel models. In particular, we generalize the gradient of mutual information with respect to key system parameters from the scalar to the vector Poisson channel model. We also propose, as another contributi…
Study on list learning with noisy data, showing limits and some learnable cases.
problem Learning from noisy data in a list learning context.
method Inspired by coding theory, extends list learning model to study sparse conjunctions and parities/majors.
result Sparse conjunctions can be efficiently list learned under certain conditions, but parities and majors cannot be efficiently learned.
This paper presents a new family of backpropagation-free neural architectures, Gated Linear Networks (GLNs). What distinguishes GLNs from contemporary neural networks is the distributed and local nature of their credit assignment mechanism; each neuron directly predicts the target, forgoing the ability to learn feature…
For a learning task, data can usually be collected from different sources or be represented from multiple views. For example, laboratory results from different medical examinations are available for disease diagnosis, and each of them can only reflect the health state of a person from a particular aspect/view. Therefor…
Bayesian Context Trees model improves financial time series forecasting.
problem Modeling and forecasting financial time series with volatility asymmetries.
method Hierarchical Bayesian framework for tree-based mixture models with AR/ARCH base models.
result BCT-X framework outperforms state-of-the-art techniques in forecasting accuracy and computational efficiency.
A simple regularization technique speeds up training of Neural ODEs.
problem Training Neural ODEs is computationally expensive.
method Randomly sampling the end time of the ODE during training.
result Significantly decreases training time and improves performance.
This paper introduces a new method to better understand financial market causality.
problem Lack of comprehensive understanding of distributional causality in financial markets.
method Combines piecewise quantile regression with a piecewise linear embedding scheme.
result Uncovered significant tail-tail causal effects and substantial causal asymmetry in cryptocurrency return series.
Machine learning competition predicts spacecraft collision risks.
problem Predicting future collision risks between orbiting satellites.
method Machine learning models trained on satellite collision data.
result Models accurately predicted collision risks with high precision.
Paper proposes ensemble distillation for well-calibrated structured prediction.
problem Well-calibrated predictions are hard to achieve in structured prediction.
method Ensemble distillation framework for structured prediction.
result Ensemble distillation produces well-calibrated models with similar performance and calibration benefits to ensembles.
We present a general numerical approach for learning unknown dynamical systems using deep neural networks (DNNs). Our method is built upon recent studies that identified the residue network (ResNet) as an effective neural network structure. In this paper, we present a generalized ResNet framework and broadly define res…
GMED edits stored examples to improve continual learning.
problem Catastrophic forgetting in task-free continual learning.
method Gradient-based memory editing of stored examples.
result GMED-edited examples help prevent forgetting.
Develops a new GLM framework for claims reserving with adaptive estimation.
problem Accurate assessment of claims reserves with dynamic and dependent claim activity.
method Multivariate evolutionary GLM framework with adaptive particle filtering algorithm.
result Adaptive estimation of evolving factors improves claims reserve accuracy.
A Bayesian network is a graphical model that encodes probabilistic relationships among variables of interest. When used in conjunction with statistical techniques, the graphical model has several advantages for data analysis. One, because the model encodes dependencies among all variables, it readily handles situations…
TMLE improves causal effect estimation in missing data scenarios with various positivity violations.
problem Estimating causal effects in studies with missing data and positivity violations.
method Targeted Maximum Likelihood Estimation (TMLE) with various missing data methods.
result Complete cases with TMLE incorporating an outcome-missingness model exhibit lower bias and greater robustness against positivity violations.
We address the problem of general supervised learning when data can only be accessed through an (indefinite) similarity function between data points. Existing work on learning with indefinite kernels has concentrated solely on binary/multi-class classification problems. We propose a model that is generic enough to hand…
We consider the problem of designing a sparse Gaussian process classifier (SGPC) that generalizes well. Viewing SGPC design as constructing an additive model like in boosting, we present an efficient and effective SGPC design method to perform a stage-wise optimization of a predictive loss function. We introduce new me…
Bayesian approach sparsifies neural networks efficiently.
problem Efficiently pruning neural networks to save resources.
method Sparsifiability via the Marginal likelihood (SpaM) framework.
result Prunes neural networks effectively without significant loss in performance.
It is becoming increasingly important to understand the vulnerability of machine learning models to adversarial attacks. In this paper we study the feasibility of robust learning from the perspective of computational learning theory, considering both sample and computational complexity. In particular, our definition of…
Normalization techniques have only recently begun to be exploited in supervised learning tasks. Batch normalization exploits mini-batch statistics to normalize the activations. This was shown to speed up training and result in better models. However its success has been very limited when dealing with recurrent neural n…
We obtain an expression for the curvature of the Lie group SDiffM and use it to derive Lukatskii's formula for the case where M is locally Euclidean. We discuss qualitatively some previous findings for SDiffS2 in conjunction with our result.
The article classifies cubiquitous sublattices and applies them to branched covers.
problem Understanding cubiquitous sublattices as obstructions to rational homology 4-balls.
method Developed a geometric Wu obstruction to classify cubiquitous sublattices and applied it to branched covers.
result Completely classified which sublattices with orthogonal bases are cubiquitous.
In this work, we introduce a new method for imitation learning from video demonstrations. Our method, Relational Mimic (RM), improves on previous visual imitation learning methods by combining generative adversarial networks and relational learning. RM is flexible and can be used in conjunction with other recent advanc…
We propose a method based on finite mixture models for classifying a set of observations into number of different categories. In order to demonstrate the method, we show how the component densities for the mixture model can be derived by using the maximum entropy method in conjunction with conservation of Pythagorean m…
Multi-step ahead forecasting is still an open challenge in time series forecasting. Several approaches that deal with this complex problem have been proposed in the literature but an extensive comparison on a large number of tasks is still missing. This paper aims to fill this gap by reviewing existing strategies for m…
Paper proposes consistent estimators for learning to defer decisions to experts.
problem Learning algorithms often ignore expert decision-making in practical scenarios.
method Reduction to cost sensitive learning, novel surrogate loss for consistent estimation.
result Effective approach demonstrated on various tasks, showing consistency.
We prove that there are examples of finitely generated groups G together with group ring elements Q \in \bbQ G for which the von Neumann dimension \dim_{LG}\ker Q is irrational, so (in conjunction with other known results) answering a question of Atiyah.
The paper introduces closed-form expressions for interpreting Tsetlin Machines.
problem Interpreting complex Tsetlin Machines with a large number of clauses.
method Developed closed-form expressions for local and global interpretability of Tsetlin Machines.
result The expressions enable real-time feature importance assessment and data clustering.
Optimizes experimental design using synthetic controls for better outcomes.
problem Estimating average treatment effects in studies with pre-treatment data.
method Mixed-integer programming for selecting treated and control units and weights.
result Improves mean squared error and statistical power compared to simple alternatives.
We follow the main stocks belonging to the New York Stock Exchange and to Nasdaq from 2003 to 2012, through years of normality and of crisis, and study the dynamics of networks built on two measures expressing relations between those stocks: correlation, which is symmetric and measures how similar two stocks behave, an…
Deep metric learning has been demonstrated to be highly effective in learning semantic representation and encoding information that can be used to measure data similarity, by relying on the embedding learned from metric learning. At the same time, variational autoencoder (VAE) has widely been used to approximate infere…