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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.

168,657 papers · 148 categories

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3947881,1811,575 · Jun 202019922001200920172026
48 results for Individual Learning

Social learning can make financial markets inefficient, but individual learning can fix this.

problem Inefficiencies in financial markets due to social learning.
method Study of the Minority Game model with social and individual learning mechanisms.
result Individual learning can rescue a population from the inefficiencies caused by social learning.

Fair representation learning provides an effective way of enforcing fairness constraints without compromising utility for downstream users. A desirable family of such fairness constraints, each requiring similar treatment for similar individuals, is known as individual fairness. In this work, we introduce the first met…

2020-02-24abs ↗pdf ↗

Deep learning models can infer individual trajectories from sparse data.

problem Learning individual dynamics from limited data points.
method Combining variational autoencoders (VAEs) with ordinary differential equations (ODEs) for dynamic modeling.
result Deep learning can recover individual trajectories from sparse data, but requires careful adaptation.

Paper proposes a method to optimize policies for diverse individuals using heterogeneous data.

problem Learning optimal policies for a heterogeneous population from pre-collected data.
method Individualized offline policy optimization framework for heterogeneous MDPs.
result The proposed P4L algorithm achieves a fast rate of average regret.

Paper introduces Functional Effects Models to account for individual heterogeneity in panel data.

problem Accounting for preference heterogeneity in panel data with machine learning.
method Functional Effects Models using gradient boosting decision trees and deep neural networks to learn individual-specific preference parameters.
result Functional Effects Models outperform traditional models in learning inter-individual heterogeneity and predictive performance.

The study analyzes the conflict between group fairness and individual fairness in machine learning.

problem The conflict between group fairness (optimal statistical parity) and individual fairness in machine learning.
method Established sufficient conditions for the compatibility between optimal statistical parity and individual fairness requirements.
result Identified regions along the Pareto frontier that satisfy individual fairness requirements.

Paper introduces a method to learn physics between digital twins using imperfect models.

problem Learning physics from imperfect data and low-fidelity models.
method Bayesian Hierarchical modeling with physics-informed Gaussian processes.
result Models learning between digital twins are less uncertain than independent models but not over-confident.

Develops verifiers to check if machine learning models treat similar individuals equally.

problem Ensuring fairness in machine learning models by checking if similar individuals are treated differently.
method Constructs verifiers for proving individual fairness of machine learning models, considering relaxations of the problem.
result Developed verifiers for linear and kernelized polynomial/radial basis function classifiers.

There has been much discussion recently about how fairness should be measured or enforced in classification. Individual Fairness [Dwork, Hardt, Pitassi, Reingold, Zemel, 2012], which requires that similar individuals be treated similarly, is a highly appealing definition as it gives strong guarantees on treatment of in…

2019-06-01abs ↗pdf ↗

Proposes a compensation mechanism for improving individual forecast confidence.

problem Difficult to assess the quality of individual probabilistic forecasts and their utilities.
method Compensation mechanism based on fair bets and online learning.
result The proposed mechanism cannot be exploited and ensures forecasted utility matches actual utility.

Photo-identification (photo-id) of dolphin individuals is a commonly used technique in ecological sciences to monitor state and health of individuals, as well as to study the social structure and distribution of a population. Traditional photo-id involves a laborious manual process of matching each dolphin fin photogra…

2019-01-09abs ↗pdf ↗

Nesterov's extrapolation improves convergence in nonsmooth optimization.

problem Improving convergence rate in nonsmooth convex optimization.
method Nesterov's extrapolation applied to projected subgradient methods.
result Nesterov's extrapolation optimizes individual convergence for nonsmooth problems.

Proposes a deep learning method for modeling dynamic individual-level latent trajectories with changing parameters.

problem Modeling longitudinal data with changing individual-level dynamics parameters.
method Combines deep learning for dimensionality reduction and differential equations for dynamic modeling, allowing different parameters for sub-periods.
result Successfully identifies dynamic parameters and predictors of resilience.

A distinction has been drawn in fair machine learning research between `group' and `individual' fairness measures. Many technical research papers assume that both are important, but conflicting, and propose ways to minimise the trade-offs between these measures. This paper argues that this apparent conflict is based on…

2019-12-14abs ↗pdf ↗

Bayesian meta-learning predicts Alzheimer's disease progression.

problem Predicting individual Alzheimer's disease progression from limited data.
method Bayesian meta-learning approach that dynamically predicts disease score distributions.
result Bayesian meta-learner outperforms single-task models and deterministic meta-learners, especially for long-term predictions.

New diagnostics detect variability in individual risk estimates from machine learning models in healthcare.

problem Variability in individual risk estimates from machine learning models in healthcare, leading to unreliable treatment decisions.
method Proposed evaluation framework using empirical prediction interval width and empirical decision flip rate diagnostics.
result Randomness in optimization and initialization can lead to substantial individual-level variability in risk estimates, affecting clinical decisions.

We study an online learning problem subject to the constraint of individual fairness, which requires that similar individuals are treated similarly. Unlike prior work on individual fairness, we do not assume the similarity measure among individuals is known, nor do we assume that such measure takes a certain parametric…

2020-02-13abs ↗pdf ↗

Develops a statistical learning framework for personalized asset allocation.

problem Continuous-action decision-making with a large number of characteristics.
method Discretization approach with generalized penalties for penalized regression.
result Improves financial well-being with individualized optimal asset allocation.

Two simple methods learn fair metrics from data to improve fairness in ML tasks.

problem Lack of widely accepted fair metrics for many ML tasks hinders individual fairness adoption.
method Presented two simple ways to learn fair metrics from various data types.
result Fair training with learned metrics improves fairness on three ML tasks.

Randomized predictions ensure fair and accurate individual calibration in machine learning.

problem Systematic bias in typical calibration methods leads to unfair predictions for certain subgroups.
method Randomization of predictions to enforce individual calibration, trading off bias with variance.
result Randomized regression functions are more calibrated for arbitrary subgroups and achieve higher utility.

The article presents methods to select models from behavioral learning data, with applications to contextual bandits.

problem Model selection for behavioral learning data, especially in non-stationary environments.
method Two model selection methods: a general hold-out procedure and an AIC-type criterion, adapted for non-stationary dependent data.
result Theoretical error bounds for these methods are close to those of the standard i.i.d. case.

We discuss training techniques, objectives and metrics toward personalization of deep learning models. In machine learning, personalization addresses the goal of a trained model to target a particular individual by optimizing one or more performance metrics, while conforming to certain constraints. To personalize, we i…

2019-09-06abs ↗pdf ↗

Optimizes contrastive learning with individualized temperatures for better performance on imbalanced datasets.

problem The common practice of using a global temperature parameter ignores the varying semantic similarity across different anchor data.
method Proposes a new robust contrastive loss inspired by distributionally robust optimization (DRO) and an efficient stochastic algorithm for automatic temperature individualization.
result Our method automatically learns a suitable temperature for each sample, improving performance on imbalanced datasets.

The paper tackles individual fairness in ML models, developing statistical methods to detect bias.

problem Detecting and measuring violations of individual fairness in machine learning models.
method Formalizing the problem as adversarial attack, developing inference tools for the adversarial cost function.
result Statistical methods to assess and test hypotheses of model fairness with non-coverage error rate control.

A new method models individual survival curves using conditional normalizing flows.

problem Precise per-individual predictions in survival analysis.
method Conditional normalizing flows for flexible and individualized survival distributions.
result Efficient estimation of individual survival curves without overfitting.

The causal effect of a treatment can vary from person to person based on their individual characteristics and predispositions. Mining for patterns of individual-level effect differences, a problem known as heterogeneous treatment effect estimation, has many important applications, from precision medicine to recommender…

2019-01-31abs ↗pdf ↗

Classifiers that achieve demographic balance by explicitly using protected attributes such as race or gender are often politically or culturally controversial due to their lack of individual fairness, i.e. individuals with similar qualifications will receive different outcomes. Individually and group fair decision crit…

2019-09-03abs ↗pdf ↗

RISE learns decisions with sensitive variables, improving worst-case outcomes.

problem Uncertainty and bias in decisions due to delayed sensitive variable data.
method Incorporates sensitive variables offline but not at deployment, using quantile or infimum optimization.
result Improves worst-case outcomes for individuals affected by unavailable sensitive variables.

We present a new approach for transferring knowledge from groups to individuals that comprise them. We evaluate our method in text, by inferring the ratings of individual sentences using full-review ratings. This approach, which combines ideas from transfer learning, deep learning and multi-instance learning, reduces t…

2014-11-12abs ↗pdf ↗

Develops methods for near-optimal personalized treatment recommendations.

problem Assigning optimal treatments to patients based on individual characteristics.
method Outcome weighted learning framework to estimate near-optimal alternative individualized treatment recommendations (A-ITR).
result Consistency of proposed methods and upper bound for risk between optimal and estimated recommendations.