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.
New method accounts for hidden context in preference learning for RLHF models.
A new HMM model captures kernel dependencies using context-specific Bayesian networks.
Direct approach for handling contextual bandits with latent state dynamics.
Random Transformers behave like polynomial models in ICL with asymptotic growth.
A serious problem in learning probabilistic models is the presence of hidden variables. These variables are not observed, yet interact with several of the observed variables. Detecting hidden variables poses two problems: determining the relations to other variables in the model and determining the number of states of …
We break down transformer embeddings into interpretable components revealing hidden geometric structures.
The objective of this paper is to investigate how noisy and incomplete observations can be integrated in the process of building a reduced-order model. This problematic arises in many scientific domains where there exists a need for accurate low-order descriptions of highly-complex phenomena, which can not be directly …
New method for causal effect estimation with hidden confounders.
We introduce a stochastic contextual bandit model where at each time step the environment chooses a distribution over a context set and samples the context from this distribution. The learner observes only the context distribution while the exact context realization remains hidden. This allows for a broad range of appl…
Paper addresses hidden faces in configuration space integrals for embeddings.
Context-aware recommender systems (CARSs) apply sensing and analysis of user context in order to provide personalized services. Adding context to a recommendation model is challenging, since the addition of context may increases both the dimensionality and sparsity of the model. Recent research has shown that modeling …
The paper introduces a tensor-based approach to improve neural models' aggregation of structural context.
The problem of human activity recognition is central for understanding and predicting the human behavior, in particular in a prospective of assistive services to humans, such as health monitoring, well being, security, etc. There is therefore a growing need to build accurate models which can take into account the varia…
Improves TTS accuracy by correcting context-dependent units.
New method estimates HMM hidden states efficiently.
The study compares clustering risk in Hidden Markov and i.i.d. models, showing the Bayes classifier is nearly optimal.
Mobile context determination is an important step for many context aware services such as location-based services, enterprise policy enforcement, building or room occupancy detection for power or HVAC operation, etc. Especially in enterprise scenarios where policies (e.g., attending a confidential meeting only when the…
The results of data mining endeavors are majorly driven by data quality. Throughout these deployments, serious show-stopper problems are still unresolved, such as: data collection ambiguities, data imbalance, hidden biases in data, the lack of domain information, and data incompleteness. This paper is based on the prem…
We consider a planning problem where the dynamics and rewards of the environment depend on a hidden static parameter referred to as the context. The objective is to learn a strategy that maximizes the accumulated reward across all contexts. The new model, called Contextual Markov Decision Process (CMDP), can model a cu…
Permutation of any two hidden units yields invariant properties in typical deep generative neural networks. This permutation symmetry plays an important role in understanding the computation performance of a broad class of neural networks with two or more hidden units. However, a theoretical study of the permutation sy…
Study tail risk aggregation under dependence uncertainty.
Recent studies have introduced end-to-end TTS, which integrates the production of context and acoustic features in statistical parametric speech synthesis. As a result, a single neural network replaced laborious feature engineering with automated feature learning. However, little is known about what types of context in…
Algorithm BGLM-OFU minimizes regret in combinatorial causal bandits with binary models.
Supervised training of neural networks for classification is typically performed with a global loss function. The loss function provides a gradient for the output layer, and this gradient is back-propagated to hidden layers to dictate an update direction for the weights. An alternative approach is to train the network …
DWTS uses observational data to improve clinical trial efficiency.
Hidden Markov jump processes are an attractive approach for modeling clinical disease progression data because they are explainable and capable of handling both irregularly sampled and noisy data. Most applications in this context consider time-homogeneous models due to their relative computational simplicity. However,…
UWM-JEPA predicts future scenarios in belief space, improving accuracy in partially observed environments.
Counterfactual evaluation of novel treatment assignment functions (e.g., advertising algorithms and recommender systems) is one of the most crucial causal inference problems for practitioners. Traditionally, randomized controlled trials (A/B tests) are performed to evaluate treatment assignment functions. However, such…
NFM improves deep learning by selectively processing hidden states.
Transformers learn to generalize unseen tasks by composing self-attention layers.
Understanding why and how certain neural networks outperform others is key to guiding future development of network architectures and optimization methods. To this end, we introduce a novel visualization algorithm that reveals the internal geometry of such networks: Multislice PHATE (M-PHATE), the first method designed…
Uncertainty in economics still poses some fundamental problems illustrated, e.g., by the Allais and Ellsberg paradoxes. To overcome these difficulties, economists have introduced an interesting distinction between 'risk' and 'ambiguity' depending on the existence of a (classical Kolmogorovian) probabilistic structure m…
Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such data. A new approach for time series modeling is proposed in this paper. It cons…
Respiratory infections and chronic respiratory diseases impose a heavy health burden worldwide. Coughing is one of the most common symptoms of many such infections, and can be indicative of flare-ups of chronic respiratory diseases. Whether at a clinical or public health level, the capacity to identify bouts of coughin…
Multi-output Gaussian processes (MOGP) are probability distributions over vector-valued functions, and have been previously used for multi-output regression and for multi-class classification. A less explored facet of the multi-output Gaussian process is that it can be used as a generative model for vector-valued rando…
We consider Markov models of stochastic processes where the next-step conditional distribution is defined by a kernel density estimator (KDE), similar to Markov forecast densities and certain time-series bootstrap schemes. The KDE Markov models (KDE-MMs) we discuss are nonlinear, nonparametric, fully probabilistic repr…
Novel framework for systemic risk analysis in financial markets.
Compressed LLM embeddings improve noisy regression tasks without overfitting.
Using supervised machine learning approaches to recognize human activities from on-body wearable accelerometers generally requires a large amount of labelled data. When ground truth information is not available, too expensive, time consuming or difficult to collect, one has to rely on unsupervised approaches. This pape…
ASK-NN detects distribution drifts in LLM-generated text.
In this paper, we explore ordinal classification (in the context of deep neural networks) through a simple modification of the squared error loss which not only allows it to not only be sensitive to class ordering, but also allows the possibility of having a discrete probability distribution over the classes. Our formu…
Distribution mismatches between the data seen at training and at application time remain a major challenge in all application areas of machine learning. We study this problem in the context of machine listening (Task 1b of the DCASE 2019 Challenge). We propose a novel approach to learn domain-invariant classifiers in a…
New SQ lower bounds for NGCA without requiring chi-squared condition.
TTT improves model adaptation to test data, especially for nonlinear models.
This paper introduces a new approach to finding knots and links with hidden symmetries using "hidden extensions", a class of hidden symmetries defined here. We exhibit a family of tangle complements in the ball whose boundaries have symmetries with hidden extensions, then we further extend these to hidden symmetries of…
The paper constructs minimizers for deep learning networks and analyzes their geometric structure.
A conceptual framework for cluster analysis from the viewpoint of p-adic geometry is introduced by describing the space of all dendrograms for n datapoints and relating it to the moduli space of p-adic Riemannian spheres with punctures using a method recently applied by Murtagh (2004b). This method embeds a dendrogram …
Proposes DWMD for better matching of hidden representations across domains.