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.
DPBD simplifies labeling functions through interactive demonstrations.
New approach generates better synthetic data for neural program synthesis.
New framework combines semi-supervised data programming with subset selection for improved text classification.
Probabilistic programming languages represent complex data with intermingled models in a few lines of code. Efficient inference algorithms in probabilistic programming languages make possible to build unified frameworks to compute interesting probabilities of various large, real-world problems. When the structure of mo…
We propose design guidelines for a probabilistic programming facility suitable for deployment as a part of a production software system. As a reference implementation, we introduce Infergo, a probabilistic programming facility for Go, a modern programming language of choice for server-side software development. We argu…
We develop a technique for generalising from data in which models are samplers represented as program text. We establish encouraging empirical results that suggest that Markov chain Monte Carlo probabilistic programming inference techniques coupled with higher-order probabilistic programming languages are now sufficien…
This abstract extends on the previous work (arXiv:1407.2646, arXiv:1606.00075) on program induction using probabilistic programming. It describes possible further steps to extend that work, such that, ultimately, automatic probabilistic program synthesis can generalise over any reasonable set of inputs and outputs, in …
Unlike traditional programs (such as operating systems or word processors) which have large amounts of code, machine learning tasks use programs with relatively small amounts of code (written in machine learning libraries), but voluminous amounts of data. Just like developers of traditional programs debug errors in the…
This paper reviews recent advances in the field of optimization under uncertainty via a modern data lens, highlights key research challenges and promise of data-driven optimization that organically integrates machine learning and mathematical programming for decision-making under uncertainty, and identifies potential r…
Probabilistic programming languages (PPLs) are a powerful modeling tool, able to represent any computable probability distribution. Unfortunately, probabilistic program inference is often intractable, and existing PPLs mostly rely on expensive, approximate sampling-based methods. To alleviate this problem, one could tr…
Programming by example is the problem of synthesizing a program from a small set of input / output pairs. Recent works applying machine learning methods to this task show promise, but are typically reliant on generating synthetic examples for training. A particular challenge lies in generating meaningful sets of inputs…
We present a program synthesis-oriented dataset consisting of human written problem statements and solutions for these problems. The problem statements were collected via crowdsourcing and the program solutions were extracted from human-written solutions in programming competitions, accompanied by input/output examples…
Inspector Gadget uses crowdsourcing and data programming to label industrial images efficiently.
Optimizes intervention design for causal discovery using integer programming.
Program synthesis is the task of automatically generating a program consistent with a specification. Recent years have seen proposal of a number of neural approaches for program synthesis, many of which adopt a sequence generation paradigm similar to neural machine translation, in which sequence-to-sequence models are …
Scarcity of labeled data is a bottleneck for supervised learning models. A paradigm that has evolved for dealing with this problem is data programming. An existing data programming paradigm allows human supervision to be provided as a set of discrete labeling functions (LF) that output possibly noisy labels to input in…
Program or process is an integral part of almost every IT/OT system. Can we trust the identity/ID (e.g., executable name) of the program? To avoid detection, malware may disguise itself using the ID of a legitimate program, and a system tool (e.g., PowerShell) used by the attackers may have the fake ID of another commo…
CrossBeam learns to search more efficiently in program synthesis.
ProGraML uses graph-based machine learning to improve program optimization and analysis.
The paper fits cash management models to data using stochastic and linear programming.
Data-driven optimization improves mean-variance portfolios by penalizing norms.
Large labeled training sets are the critical building blocks of supervised learning methods and are key enablers of deep learning techniques. For some applications, creating labeled training sets is the most time-consuming and expensive part of applying machine learning. We therefore propose a paradigm for the programm…
PClean automates Bayesian data cleaning for specific datasets.
We improve optimization for data with varying variance.
The increasing inclusion of Machine Learning (ML) models in safety critical systems like autonomous cars have led to the development of multiple model-based ML testing techniques. One common denominator of these testing techniques is their assumption that training programs are adequate and bug-free. These techniques on…
Cascading flows improve variational inference in structured programs.
What is a systematic way to efficiently apply a wide spectrum of advanced ML programs to industrial scale problems, using Big Models (up to 100s of billions of parameters) on Big Data (up to terabytes or petabytes)? Modern parallelization strategies employ fine-grained operations and scheduling beyond the classic bulk-…
Programming has been an important skill for researchers and practitioners in computer science and other related areas. To learn basic programing skills, a long-time systematic training is usually required for beginners. According to a recent market report, the computer software market is expected to continue expanding …
Program comprehension is a fundamental task in software development and maintenance processes. Software developers often need to understand a large amount of existing code before they can develop new features or fix bugs in existing programs. Being able to process programming language code automatically and provide sum…
The health outcomes of high-need patients can be substantially influenced by the degree of patient engagement in their own care. The role of care managers includes that of enrolling patients into care programs and keeping them sufficiently engaged in the program, so that patients can attain various goals. The attainmen…
Gradient estimation techniques applied to programs with randomness in high energy physics.
We propose a new method (implemented in an R-program) to simulate long-range daily stock-price data. The program reproduces various stylized facts much better than various parametric models from the extended GARCH-family. In particular, the empirically observed changes in unconditional variance are truthfully mirrored …
The paper uses clustering and integer programming to optimize stock selection for investment funds.
Probabilistic techniques are central to data analysis, but different approaches can be difficult to apply, combine, and compare. This paper introduces composable generative population models (CGPMs), a computational abstraction that extends directed graphical models and can be used to describe and compose a broad class…
The goal of program synthesis is to automatically generate programs in a particular language from corresponding specifications, e.g. input-output behavior. Many current approaches achieve impressive results after training on randomly generated I/O examples in limited domain-specific languages (DSLs), as with string tra…
Probabilistic modeling enables combining domain knowledge with learning from data, thereby supporting learning from fewer training instances than purely data-driven methods. However, learning probabilistic models is difficult and has not achieved the level of performance of methods such as deep neural networks on many …
Neural programming involves training neural networks to learn programs, mathematics, or logic from data. Previous works have failed to achieve good generalization performance, especially on problems and programs with high complexity or on large domains. This is because they mostly rely either on black-box function eval…
Efficiently constructs prediction bands with minimal assumptions.
This paper presents an acceleration framework for packing linear programming problems where the amount of data available is limited, i.e., where the number of constraints m is small compared to the variable dimension n. The framework can be used as a black box to speed up linear programming solvers dramatically, by two…
Most of Markov Chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) algorithms in existing probabilistic programming systems suboptimally use only model priors as proposal distributions. In this work, we describe an approach for training a discriminative model, namely a neural network, in order to approximate the …
We extend probabilistic programming to handle conditioning on marginal distributions.
Framework synthesizes programs for simulating complex models and estimating parameters.
We introduce a method for using deep neural networks to amortize the cost of inference in models from the family induced by universal probabilistic programming languages, establishing a framework that combines the strengths of probabilistic programming and deep learning methods. We call what we do "compilation of infer…
Faster algorithms for structured SVMs reduce computation time.
A new method speeds up community detection in graphs.
Novel framework for uncertainty quantification in neurosymbolic programs.
Method estimates dataset utility via minimal program length proxy.
Fixed-parameter tractability of private synthetic data generation