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.
CPR models complex decision processes by breaking them into context-specific policies, improving interpretability and accuracy.
Introduces CStrees for modeling context-specific causal models from observational and interventional data.
NOTMAD estimates context-specific Bayesian networks without breaking datasets.
Generative neural nets learn deep policies conditioned on goals.
Scalable method learns context-specific models for hundreds of variables.
Log-linear models are the popular workhorses of analyzing contingency tables. A log-linear parameterization of an interaction model can be more expressive than a direct parameterization based on probabilities, leading to a powerful way of defining restrictions derived from marginal, conditional and context-specific ind…
Build accurate DNN models requires training on large labeled, context specific datasets, especially those matching the target scenario. We believe advances in wireless localization, working in unison with cameras, can produce automated annotation of targets on images and videos captured in the wild. Using pedestrian an…
Study optimal and equitable encouragement policies for treatment adherence.
New classifiers account for context-specific independences.
Paper uses RL to optimize ICU load during COVID-19.
New DR-IC estimator reduces bias and variance in OPE.
CausalRegNet generates accurate data for gene perturbation experiments, improving CSL methods.
A new HMM model captures kernel dependencies using context-specific Bayesian networks.
Paper tackles transfer RL under unobserved context, developing methods to reduce bias.
Learning the Markov network structure from data is a problem that has received considerable attention in machine learning, and in many other application fields. This work focuses on a particular approach for this purpose called independence-based learning. Such approach guarantees the learning of the correct structure …
Pref-SHAP explains preferences using Shapley values.
We present a method for learning the parameters of a Bayesian network with prior knowledge about the signs of influences between variables. Our method accommodates not just the standard signs, but provides for context-specific signs as well. We show how the various signs translate into order constraints on the network …
The Dynamic Chain Event Graph (DCEG) is able to depict many classes of discrete random processes exhibiting asymmetries in their developments and context-specific conditional probabilities structures. However, paradoxically, this very generality has so far frustrated its wide application. So in this paper we develop an…
The paper introduces new Bayesian network classifiers for better classification accuracy.
Bayesian model identifies three types of travelers adapting to feedback.
We consider the task of Inverse Reinforcement Learning in Contextual Markov Decision Processes (MDPs). In this setting, contexts, which define the reward and transition kernel, are sampled from a distribution. In addition, although the reward is a function of the context, it is not provided to the agent. Instead, the a…
Theory of graphical models has matured over more than three decades to provide the backbone for several classes of models that are used in a myriad of applications such as genetic mapping of diseases, credit risk evaluation, reliability and computer security, etc. Despite of their generic applicability and wide adoptan…
New algorithms minimize simple and cumulative regret in contextual bandits.
Identifying context-specific entity networks from aggregated data is an important task, arising often in bioinformatics and neuroimaging. Computationally, this task can be formulated as jointly estimating multiple different, but related, sparse Undirected Graphical Models (UGM) from aggregated samples across several co…
Neural networks improve pricing and hedging of complex financial claims.
Competency questions help experts select best clustering for energy data.
Proposes BehavDT model for context-aware user behavior prediction.
This work investigates how context should be taken into account when performing continuous authentication of a smartphone user based on touchscreen and accelerometer readings extracted from swipe gestures. The study is conducted on the publicly available HMOG dataset consisting of 100 study subjects performing pre-defi…
Collaborative filtering is a rapidly advancing research area. Every year several new techniques are proposed and yet it is not clear which of the techniques work best and under what conditions. In this paper we conduct a study comparing several collaborative filtering techniques -- both classic and recent state-of-the-…
OTSS learns personalized decision weights from logged decisions and outputs.
Tractable yet expressive density estimators are a key building block of probabilistic machine learning. While sum-product networks (SPNs) offer attractive inference capabilities, obtaining structures large enough to fit complex, high-dimensional data has proven challenging. In this paper, we present random sum-product …
This paper introduces a new probabilistic architecture called Sum-Product Graphical Model (SPGM). SPGMs combine traits from Sum-Product Networks (SPNs) and Graphical Models (GMs): Like SPNs, SPGMs always enable tractable inference using a class of models that incorporate context specific independence. Like GMs, SPGMs p…
With the rising number of interconnected devices and sensors, modeling distributed sensor networks is of increasing interest. Recurrent neural networks (RNN) are considered particularly well suited for modeling sensory and streaming data. When predicting future behavior, incorporating information from neighboring senso…
Contextualized ML learns context-dependent effects using deep learning.
Enhanced route planning with probabilistic prediction and uncertainty sets.
We compare various extensions of the Bradley-Terry model and a hierarchical Poisson log-linear model in terms of their performance in predicting the outcome of soccer matches (win, draw, or loss). The parameters of the Bradley-Terry extensions are estimated by maximizing the log-likelihood, or an appropriately penalize…
Machine learning (ML) is increasingly deployed in real world contexts, supplying actionable insights and forming the basis of automated decision-making systems. While issues resulting from biases pre-existing in training data have been at the center of the fairness debate, these systems are also affected by technical a…
We introduce a new family of graphical models that consists of graphs with possibly directed, undirected and bidirected edges but without directed cycles. We show that these models are suitable for representing causal models with additive error terms. We provide a set of sufficient graphical criteria for the identifica…
Motivation: Cell-biological processes are regulated through a complex network of interactions between genes and their products. The processes, their activating conditions, and the associated transcriptional responses are often unknown. Organism-wide modeling of network activation can reveal unique and shared mechanisms…
Proposes a neural network for contextual regression.
Large language models based on transformers have achieved great empirical successes. However, as they are deployed more widely, there is a growing need to better understand their internal mechanisms in order to make them more reliable. These models appear to store vast amounts of knowledge from their training data, and…
The paper tackles learning varying DAG structures based on contextual features.
We introduce a novel class of labeled directed acyclic graph (LDAG) models for finite sets of discrete variables. LDAGs generalize earlier proposals for allowing local structures in the conditional probability distribution of a node, such that unrestricted label sets determine which edges can be deleted from the underl…
The study characterizes kernel spaces on hyperspheres, impacting cubature algorithms.
A new method scores contextual Markov networks without assuming chordality.
A Dynamic Chain Event Graph (DCEG) provides a rich tree-based framework for modelling a dynamic process with highly asymmetric developments. An N Time-Slice DCEG (NT-DCEG) is a useful subclass of the DCEG class that exhibits a specific type of periodicity in its supporting tree graph and embodies a time-homogeneity ass…
Datasets with hundreds of variables and many missing values are commonplace. In this setting, it is both statistically and computationally challenging to detect true predictive relationships between variables and also to suppress false positives. This paper proposes an approach that combines probabilistic programming, …
Proposes a non-conjugate model selection method for chain event graphs.