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.
A new ensemble model uses simple hyper-rectangles to improve gradient boosting machine performance.
Fast BATLLNN speeds up verification of TLL NNs by 400x.
We consider the problem of learning a sparse rule model, a prediction model in the form of a sparse linear combination of rules, where a rule is an indicator function defined over a hyper-rectangle in the input space. Since the number of all possible such rules is extremely large, it has been computationally intractabl…
Given i.i.d samples from some unknown continuous density on hyper-rectangle , we attempt to learn a piecewise constant function that approximates this underlying density non-parametrically. Our density estimate is defined on a binary split of and built up sequentially according to discrepancy crite…
The paper analyzes Q-learning convergence rates with asynchronous updates.
Probability Density Estimation (PDE) is a multivariate discrimination technique based on sampling signal and background densities defined by event samples from data or Monte-Carlo (MC) simulations in a multi-dimensional phase space. In this paper, we present a modification of the PDE method that uses a self-adapting bi…
It has recently been shown that the problem of testing global convexity of polynomials of degree four is {strongly} NP-hard, answering an open question of N.Z. Shor. This result is minimal in the degree of the polynomial when global convexity is of concern. In a number of applications however, one is interested in test…
Bayesian nonparametric method partitions shapes using curves.
One-class Classification (OCC) is an area of machine learning which addresses prediction based on unbalanced datasets. Basically, OCC algorithms achieve training by means of a single class sample, with potentially some additional counter-examples. The current OCC models give satisfaction in terms of performance, but th…
Personalized pricing analytics is becoming an essential tool in retailing. Upon observing the personalized information of each arriving customer, the firm needs to set a price accordingly based on the covariates such as income, education background, past purchasing history to extract more revenue. For new entrants of t…
Answering complex logical queries on large-scale incomplete knowledge graphs (KGs) is a fundamental yet challenging task. Recently, a promising approach to this problem has been to embed KG entities as well as the query into a vector space such that entities that answer the query are embedded close to the query. Howeve…