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.
Codebook for Institutional Grammar 2.0 simplifies policy encoding.
Probabilistic grammars improve equation discovery from data.
We study a formalization of the grammar induction problem that models sentences as being generated by a compound probabilistic context-free grammar. In contrast to traditional formulations which learn a single stochastic grammar, our grammar's rule probabilities are modulated by a per-sentence continuous latent variabl…
From a young age humans learn to use grammatical principles to hierarchically combine words into sentences. Action grammars is the parallel idea, that there is an underlying set of rules (a "grammar") that govern how we hierarchically combine actions to form new, more complex actions. We introduce the Action Grammar Re…
We propose an approach that connects recurrent networks with different orders of hidden interaction with regular grammars of different levels of complexity. We argue that the correspondence between recurrent networks and formal computational models gives understanding to the analysis of the complicated behaviors of rec…
AlphaCFG discovers alpha factors using grammar-guided search.
Future predictions on sequence data (e.g., videos or audios) require the algorithms to capture non-Markovian and compositional properties of high-level semantics. Context-free grammars are natural choices to capture such properties, but traditional grammar parsers (e.g., Earley parser) only take symbolic sentences as i…
We propose a new statistical model for computational linguistics. Rather than trying to estimate directly the probability distribution of a random sentence of the language, we define a Markov chain on finite sets of sentences with many finite recurrent communicating classes and define our language model as the invarian…
The task of translating between programming languages differs from the challenge of translating natural languages in that programming languages are designed with a far more rigid set of structural and grammatical rules. Previous work has used a tree-to-tree encoder/decoder model to take advantage of the inherent tree s…
Proposes a method to train neural networks directly on compressed text data.
We introduce a general method to extract knowledge from a recurrent neural network (Long Short Term Memory) that has learnt to detect if a given input sequence is valid or not, according to an unknown generative automaton. Based on the clustering of the hidden states, we explain how to build and validate an automaton t…
We present an approach to make molecular optimization more efficient. We infer a hypergraph replacement grammar from the ChEMBL database, count the frequencies of particular rules being used to expand particular nonterminals in other rules, and use these as conditional priors for the policy model. Simulating random mol…
To convey neural network architectures in publications, appropriate visualizations are of great importance. While most current deep learning papers contain such visualizations, these are usually handcrafted just before publication, which results in a lack of a common visual grammar, significant time investment, errors,…
Recurrent neural network grammars (RNNG) are generative models of language which jointly model syntax and surface structure by incrementally generating a syntax tree and sentence in a top-down, left-to-right order. Supervised RNNGs achieve strong language modeling and parsing performance, but require an annotated corpu…
TES-AE uses tree grammars to speed up autoencoding for tree data.
Molecular optimization aims to discover novel molecules with desirable properties. Two fundamental challenges are: (i) it is not trivial to generate valid molecules in a controllable way due to hard chemical constraints such as the valency conditions, and (ii) it is often costly to evaluate a property of a novel molecu…
We seek to automate the design of molecules based on specific chemical properties. Our primary contributions are a simpler method for generating SMILES strings guaranteed to be chemically valid, using a combination of a new context-free grammar for SMILES and additional masking logic; and casting the molecular property…
Proposes a framework for compositional generalization in language models.
Spectral regularization simplifies sequence models by focusing on grammatical simplicity.
Loops in surfaces and chord diagrams are studied with graph factorizations and grammars.
Time series anomaly detection is an important task, with applications in a broad variety of domains. Many approaches have been proposed in recent years, but often they require that the length of the anomalies be known in advance and provided as an input parameter. This limits the practicality of the algorithms, as such…
Traditional Linear Genetic Programming (LGP) algorithms are based only on the selection mechanism to guide the search. Genetic operators combine or mutate random portions of the individuals, without knowing if the result will lead to a fitter individual. Probabilistic Model Building Genetic Programming (PMB-GP) methods…
Paper closes neural-symbolic learning loop with grammar model and back-search algorithm.
A framework infers causal direction from symbolic sequences using compression measures.
Code generation maps a program description to executable source code in a programming language. Existing approaches mainly rely on a recurrent neural network (RNN) as the decoder. However, we find that a program contains significantly more tokens than a natural language sentence, and thus it may be inappropriate for RN…
The recent proliferation of richly structured probabilistic models raises the question of how to automatically determine an appropriate model for a dataset. We investigate this question for a space of matrix decomposition models which can express a variety of widely used models from unsupervised learning. To enable mod…
A new framework generates large hierarchical search spaces for neural architectures.
Automatic machine learning is an important problem in the forefront of machine learning. The strongest AutoML systems are based on neural networks, evolutionary algorithms, and Bayesian optimization. Recently AlphaD3M reached state-of-the-art results with an order of magnitude speedup using reinforcement learning with …
The verification problem for neural networks is verifying whether a neural network will suffer from adversarial samples, or approximating the maximal allowed scale of adversarial perturbation that can be endured. While most prior work contributes to verifying feed-forward networks, little has been explored for verifyin…
Data of sequential nature arise in many application domains in forms of, e.g. textual data, DNA sequences, and software execution traces. Different research disciplines have developed methods to learn sequence models from such datasets: (i) in the machine learning field methods such as (hidden) Markov models and recurr…
We introduce Markov substitute processes, a new model at the crossroad of statistics and formal grammars, and prove its main property : Markov substitute processes with a given support form an exponential family.
BOSS optimizes string inputs using string kernels and genetic algorithms.
The asymmetric price impact between the institutional purchases and sales of 32 liquid stocks in Chinese stock markets in year 2003 is carefully studied. We analyze the price impact in both drawup and drawdown trends with consecutive positive and negative daily price changes, and test the dependence of the price impact…
Deep generative models have been wildly successful at learning coherent latent representations for continuous data such as video and audio. However, generative modeling of discrete data such as arithmetic expressions and molecular structures still poses significant challenges. Crucially, state-of-the-art methods often …
Diffusion models learn hierarchical composition rules from data.
Study shows foreign institutional investment increases liquidity commonality in large Australian stocks.
Paper discusses how financial institutions' model risk management can benefit academic research.
Unified theory for neural scaling laws in hierarchically compositional data.
In this contribution we describe an approach to evolve composite covariance functions for Gaussian processes using genetic programming. A critical aspect of Gaussian processes and similar kernel-based models such as SVM is, that the covariance function should be adapted to the modeled data. Frequently, the squared expo…
This supplementary material aims to describe the proposed multi-label classification (MLC) search spaces based on the MEKA and WEKA softwares. First, we overview 26 MLC algorithms and meta-algorithms in MEKA, presenting their main characteristics, such as hyper-parameters, dependencies and constraints. Second, we revie…
Capsule networks improve at detecting changes in compositionality with routing.
The standard theory of coherent risk measures fails to consider individual institutions as part of a system which might itself experience instability and spread new sources of risk to the market participants. In compliance with an approach adopted by Shapley and Shubik (1969), this paper proposes a cooperative market g…
Genome-wide association studies (GWAS) offer new opportunities to identify genetic risk factors for Alzheimer's disease (AD). Recently, collaborative efforts across different institutions emerged that enhance the power of many existing techniques on individual institution data. However, a major barrier to collaborative…
Financial crime is a large and growing problem, in some way touching almost every financial institution. Financial institutions are the front line in the war against financial crime and accordingly, must devote substantial human and technology resources to this effort. Current processes to detect financial misconduct h…
Modern financial networks exhibit a high degree of interconnectedness and determining the causes of instability and contagion in financial networks is necessary to inform policy and avoid future financial collapse. In the American Economic Review, Elliott, Golub and Jackson proposed a simple model for capturing the dyn…
Many common sequential data sources, such as source code and natural language, have a natural tree-structured representation. These trees can be generated by fitting a sequence to a grammar, yielding a hierarchical ordering of the tokens in the sequence. This structure encodes a high degree of syntactic information, ma…
Activists align with large fund preferences for success.
HyFi cryptocurrencies backed by institutions show lower price risk than fully decentralized ones.