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.
Contextual bandit algorithms provide principled online learning solutions to balance the exploitation-exploration trade-off in various applications such as recommender systems. However, the learning speed of the traditional contextual bandit algorithms is often slow due to the need for extensive exploration. This poses…
We introduce the study of fairness in multi-armed bandit problems. Our fairness definition can be interpreted as demanding that given a pool of applicants (say, for college admission or mortgages), a worse applicant is never favored over a better one, despite a learning algorithm's uncertainty over the true payoffs. We…
The medoid of a set of n points is the point in the set that minimizes the sum of distances to other points. It can be determined exactly in O(n^2) time by computing the distances between all pairs of points. Previous works show that one can significantly reduce the number of distance computations needed by adaptively …
Optimization is commonly employed to determine the content of web pages, such as to maximize conversions on landing pages or click-through rates on search engine result pages. Often the layout of these pages can be decoupled into several separate decisions. For example, the composition of a landing page may involve dec…
Multiple machine learning and prediction models are often used for the same prediction or recommendation task. In our recent work, where we develop and deploy airline ancillary pricing models in an online setting, we found that among multiple pricing models developed, no one model clearly dominates other models for all…
Study examines cash conversion cycle in manufacturing firms, finding negative relationships with profitability and size.
problem Understanding cash conversion cycle in manufacturing firms and its impact on profitability and size.
method Empirical study of 30 manufacturing firms in Dhaka Stock Exchanges, categorizing them into six industries, analyzing industry averages and relationships with size and profitability.
result Negative relationship between cash conversion cycle and profitability, especially ROE; negative relationship with firm size in terms of net sales.
We propose a flexible framework that deals with both singer conversion and singers vocal technique conversion. The proposed model is trained on non-parallel corpora, accommodates many-to-many conversion, and leverages recent advances of variational autoencoders. It employs separate encoders to learn disentangled latent…
Conversion prediction plays an important role in online advertising since Cost-Per-Action (CPA) has become one of the primary campaign performance objectives in the industry. Unlike click prediction, conversions have different types in nature, and each type may be associated with different decisive factors. In this pap…
Generalized Linear Bandits (GLBs), a natural extension of the stochastic linear bandits, has been popular and successful in recent years. However, existing GLBs scale poorly with the number of rounds and the number of arms, limiting their utility in practice. This paper proposes new, scalable solutions to the GLB probl…
The goal of online display advertising is to entice users to "convert" (i.e., take a pre-defined action such as making a purchase) after clicking on the ad. An important measure of the value of an ad is the probability of conversion. The focus of this paper is the development of a computationally efficient, accurate, a…
We study the problem of offline learning in automated decision systems under the contextual bandits model. We are given logged historical data consisting of contexts, (randomized) actions, and (nonnegative) rewards. A common goal is to evaluate what would happen if different actions were taken in the same contexts, so …
Schedule-free SGD is optimal for nonconvex optimization problems.
problem Nonconvex optimization in neural networks.
method Developed a general framework for online-to-nonconvex conversion, which converts schedule-free SGD into an effective nonconvex optimization algorithm.
result Schedule-free SGD achieves optimal iteration complexity for nonsmooth, nonconvex optimization problems.
We present a voice conversion solution using recurrent sequence to sequence modeling for DNNs. Our solution takes advantage of recent advances in attention based modeling in the fields of Neural Machine Translation (NMT), Text-to-Speech (TTS) and Automatic Speech Recognition (ASR). The problem consists of converting be…
This paper proposes a voice conversion (VC) method using sequence-to-sequence (seq2seq or S2S) learning, which flexibly converts not only the voice characteristics but also the pitch contour and duration of input speech. The proposed method, called ConvS2S-VC, has three key features. First, it uses a model with a fully…
Extracting relevant information from medical conversations and providing it to doctors and patients might help in addressing doctor burnout and patient forgetfulness. In this paper, we focus on extracting the Medication Regimen (dosage and frequency for medications) discussed in a medical conversation. We frame the pro…
We address the problem of speech act recognition (SAR) in asynchronous conversations (forums, emails). Unlike synchronous conversations (e.g., meetings, phone), asynchronous domains lack large labeled datasets to train an effective SAR model. In this paper, we propose methods to effectively leverage abundant unlabeled …