Differential ML combines AAD with ML for fast, accurate financial derivatives pricing and risk management.
arXiv research
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.
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New method reduces errors in pricing and sensitivities for discontinuous payoffs.
This research enhances ML models using gradient information from neural networks.
This guide simplifies applying differential privacy to machine learning models.
New sampling scheme improves ML accuracy in physics simulations.
Companies increasingly expose machine learning (ML) models trained over sensitive user data to untrusted domains, such as end-user devices and wide-access model stores. We present Sage, a differentially private (DP) ML platform that bounds the cumulative leakage of training data through models. Sage builds upon the ric…
Classical Machine Learning (ML) pipelines often comprise of multiple ML models where models, within a pipeline, are trained in isolation. Conversely, when training neural network models, layers composing the neural models are simultaneously trained using backpropagation. We argue that the isolated training scheme of ML…
We review the current state of automatic differentiation (AD) for array programming in machine learning (ML), including the different approaches such as operator overloading (OO) and source transformation (ST) used for AD, graph-based intermediate representations for programs, and source languages. Based on these insig…
Machine learning (ML) models trained by differentially private stochastic gradient descent (DP-SGD) have much lower utility than the non-private ones. To mitigate this degradation, we propose a DP Laplacian smoothing SGD (DP-LSSGD) to train ML models with differential privacy (DP) guarantees. At the core of DP-LSSGD is…
Paper introduces probabilistic approach to CO layers in ML.
New insights into ML models' accuracy and generalization for scientific problems.
MLS improves feature selection for imbalanced data.
The paper tackles individual fairness in ML models, developing statistical methods to detect bias.
A fundamental object in a hyperbolic 3-manifold M is its convex core C(M), defined as the smallest closed non-empty convex subset of M. We investigate the way the geometry of the boundary S of C(M) varies as we vary the hyperbolic metric of M. Thurston observed that the intrinsic metric of S is hyperbolic, and that its…
Decisions by Machine Learning (ML) models have become ubiquitous. Trusting these decisions requires understanding how algorithms take them. Hence interpretability methods for ML are an active focus of research. A central problem in this context is that both the quality of interpretability methods as well as trust in ML…
Gaussian DP improves reporting of ML algorithms' differential privacy guarantees.
We identify a strong equivalence between neural network based machine learning (ML) methods and the formulation of statistical data assimilation (DA), known to be a problem in statistical physics. DA, as used widely in physical and biological sciences, systematically transfers information in observations to a model of …
We present a taxonomy of research on Machine Learning (ML) applied to enhance simulations together with a catalog of some activities. We cover eight patterns for the link of ML to the simulations or systems plus three algorithmic areas: particle dynamics, agent-based models and partial differential equations. The patte…
New DP mechanisms improve ML privacy-utility-computational tradeoffs.
Proposes a game-theoretic framework for ML trust regulation.
Expert augmentation improves hybrid model generalization.
Recently, machine learning (ML) has established itself in various worldwide benchmarking competitions in computational biology, including Critical Assessment of Structure Prediction (CASP) and Drug Design Data Resource (D3R) Grand Challenges. However, the intricate structural complexity and high ML dimensionality of bi…
Aim: To review how machine learning (ML) is applied to imaging biomarkers in neuro-oncology, in particular for diagnosis, prognosis, and treatment response monitoring. Materials and Methods: The PubMed and MEDLINE databases were searched for articles published before September 2018 using relevant search terms. The sear…
New method calibrates noise for attack risk, improving ML model accuracy.
Systematic review of ML explainability in process mining.
Enhances XGBoost for better uncertainty quantification in ML predictions.
Machine unlearning can compromise privacy, study shows.
Framework detects tipping points in complex systems using ML.
This thesis enhances ML reliability by selectively abstaining from predictions when uncertain.
This paper investigates the autonomous control of massive unmanned aerial vehicles (UAVs) for mission-critical applications (e.g., dispatching many UAVs from a source to a destination for firefighting). Achieving their fast travel and low motion energy without inter-UAV collision under wind perturbation is a daunting c…
Traditional differential privacy is independent of the data distribution. However, this is not well-matched with the modern machine learning context, where models are trained on specific data. As a result, achieving meaningful privacy guarantees in ML often excessively reduces accuracy. We propose Bayesian differential…
FedHDPrivacy uses DP to improve FL in IoT, maintaining high accuracy.
New loss function reduces outage probability in ML-assisted resource allocation.
NeuralMD accelerates protein-ligand binding simulations 1Kx faster.
The paper investigates causal relationships in heart failure prediction using machine learning.
Large capacity machine learning (ML) models are prone to membership inference attacks (MIAs), which aim to infer whether the target sample is a member of the target model's training dataset. The serious privacy concerns due to the membership inference have motivated multiple defenses against MIAs, e.g., differential pr…
Paper improves KNN-Shapley for privacy-friendly data valuation.
Inverse problems are pervasive mathematical methods in inferring knowledge from observational and experimental data by leveraging simulations and models. Unlike direct inference methods, inverse problem approaches typically require many forward model solves usually governed by Partial Differential Equations (PDEs). Thi…
Machine learning (ML) has become a commodity in our every-day lives. We routinely ask ML empowered smartphones to suggest lovely food places or to guide us through a strange place. ML methods have also become standard tools in many fields of science and engineering. A plethora of ML applications transform human lives a…
Develops ML method for solving financial equations.
The rise of Big Data has led to new demands for Machine Learning (ML) systems to learn complex models with millions to billions of parameters, that promise adequate capacity to digest massive datasets and offer powerful predictive analytics thereupon. In order to run ML algorithms at such scales, on a distributed clust…
The DoD needs a robust process to evaluate AI/ML model performance and robustness.
Simplifying machine learning (ML) application development, including distributed computation, programming interface, resource management, model selection, etc, has attracted intensive interests recently. These research efforts have significantly improved the efficiency and the degree of automation of developing ML mode…
A review of ML and DL for ecological data analysis.
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 …
Machine-learning (ML) hardware and software system demand is burgeoning. Driven by ML applications, the number of different ML inference systems has exploded. Over 100 organizations are building ML inference chips, and the systems that incorporate existing models span at least three orders of magnitude in power consump…
AI methods are energy-intensive, but efficiency alone isn't enough for sustainability.
A rigorous ML pipeline for binary classification in biomedical studies, focusing on pancreatic cancer.