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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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13253850 · May 202619922001200920172026
48 results for Monotone GAMI

GAMI-Net improves neural network interpretability while maintaining accuracy.

problem Lack of interpretability in neural network models.
method GAMI-Net is a disentangled feedforward network with multiple additive subnetworks designed for capturing main effects and pairwise interactions, considering sparsity, heredity, and marginal clarity.
result GAMI-Net achieves superior interpretability and competitive prediction accuracy compared to explainable boosting machine and other models.

New ML algorithms improve model interpretability without sacrificing performance.

problem Lack of interpretability in complex machine learning models.
method Developed new algorithms based on fANOVA framework, including GAMI-Lin-T and GAMI-Net.
result GAMI-Lin-T and GAMI-Net perform comparably to EBM and better in interpretability.

The study designs inherently interpretable machine learning models for high-risk sectors.

problem The need for transparent and explainable machine learning models in regulated industries.
method Qualitative template based on feature effects and model architecture constraints for assessing inherent interpretability.
result Demonstrates the design and evaluation of an interpretable ReLU DNN model for predicting credit default.

The paper addresses monotonicity in machine learning models for fairness and accountability.

problem Ensuring fairness and accountability in transparent machine learning models.
method Study of three types of monotonicity (individual, weak pairwise, strong pairwise) and propose monotonic groves of neural additive models.
result Monotonic groves of neural additive models maintain transparency, accountability, and fairness.

Probit Monotone BART estimates binary outcomes using monotonic functions.

problem Estimating conditional mean functions for binary outcomes with monotonicity constraints.
method Proposes a new BART variant that incorporates monotonicity constraints for binary outcomes.
result Allows for more precise estimation of monotonic functions in binary outcome models.

Monotone neural networks can approximate and interpolate functions efficiently.

problem Understanding the efficiency and expressiveness of monotone neural networks.
method Solving the monotone interpolation problem using depth-4 networks and comparing size bounds with arbitrary networks.
result Monotone neural networks can approximate and interpolate functions efficiently, but may require exponential size in high dimensions.

Study examines explainable machine learning for monotonic models, finding Integrated gradients better for strong monotonicity.

problem Applying explainable machine learning to science-informed models.
method Proposed axioms for monotonicity, tested Shapley value and Integrated gradients methods.
result Integrated gradients provides better explanations for strong monotonicity.

Learning performance can show non-monotonic behavior. That is, more data does not necessarily lead to better models, even on average. We propose three algorithms that take a supervised learning model and make it perform more monotone. We prove consistency and monotonicity with high probability, and evaluate the algorit…

2019-11-25abs ↗pdf ↗

Nonnegative matrix factorization (NMF) factorizes a non-negative matrix into product of two non-negative matrices, namely a signal matrix and a mixing matrix. NMF suffers from the scale and ordering ambiguities. Often, the source signals can be monotonous in nature. For example, in source separation problem, the source…

2015-05-01abs ↗pdf ↗

In [S. Basu, A. Gabrielov, N. Vorobjov, Semi-monotone sets. arXiv:1004.5047v2 (2011)] we defined semi-monotone sets, as open bounded sets, definable in an o-minimal structure over the reals, and having connected intersections with all translated coordinate cones in R^n. In this paper we develop this theory further by d…

2012-01-02abs ↗pdf ↗

We prove three new monotonicity formulas for manifolds with a lower Ricci curvature bound and show that they are connected to rate of convergence to tangent cones. In fact, we show that the derivative of each of these three monotone quantities is bounded from below in terms of the Gromov-Hausdorff distance to the neare…

2011-11-21abs ↗pdf ↗

The paper evaluates the importance of monotonicity in AI fairness across various fields.

problem Ensuring fairness in AI applications across criminology, education, health care, and finance.
method Theoretical reasoning, simulation, and extensive empirical analysis of monotonic neural additive models (MNAMs).
result Monotonicity is essential for fairness in AI ethics and society, especially in criminology, education, health care, and finance.

We introduce large scale analogues of topological monotone and light maps, which we call coarsely monotone and coarsely light maps respectively. We show that these two classes of maps constitute a factorization system on the coarse category. We also show how coarsely monotone maps arise from a reflection in a similar w…

2016-07-08abs ↗pdf ↗

A local monotonicity formula for the Yang-Mills-Higgs flow on GG-bundles over Rn\mathbb{R}^{n} (n>4n>4) is proved. It is shown that the monotone quantity coïncides on certain self-similar solutions with that appearing in existing non-local monotonicity formulæ for the Yang-Mills and Yang-Mills-Higgs flows.

2015-06-05abs ↗pdf ↗

This paper benchmarks monotone-constrained models for credit PD across datasets and finds constraints are mostly costless.

problem Aligning machine learning model behavior with domain knowledge in credit risk.
method Benchmarked monotone-constrained versus unconstrained gradient boosting models across five datasets and three libraries, defining the Price of Monotonicity (PoM) as the relative change in AUC.
result Monotonicity constraints are almost costless on large datasets and most costly on smaller datasets, with PoM ranging from essentially zero to about 2.9 percent.

Study on pairwise counter-monotonicity, a type of negative dependence.

problem Understanding and quantifying extremal negative dependence structures.
method Established stochastic representation and invariance property; showed implications and connections.
result Pairwise counter-monotonicity implies negative association and joint mix dependence.

We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for interpretable priors and principled quantification of hierarchical uncertainty. W…

2019-05-30abs ↗pdf ↗

Classical Hurwitz numbers count branched covers of the Riemann sphere with prescribed ramification data, or equivalently, factorisations in the symmetric group with prescribed cycle structure data. Monotone Hurwitz numbers restrict the enumeration by imposing a further monotonicity condition on such factorisations. In …

2014-08-18abs ↗pdf ↗

Study derives new equation for reserves in non-monotone information scenarios.

problem Modeling reserves in situations where information is not always increasing.
method Infinitesimal approach to derive generalized stochastic Thiele equation.
result New equation allows for information discarding and solves open problems.

Study on MMV in jump-diffusion models resolves MV's non-monotonicity issues.

problem Non-monotonicity and free cash flow stream problems in MV preferences.
method Explicit solution for MMV preferences in jump-diffusion models, proving non-negative potential measures.
result MMV resolves MV's non-monotonicity and free cash flow stream issues.

In this paper we generalize the monotonicity formulas of [C] for manifolds with nonnegative Ricci curvature. Monotone quantities play a key role in analysis and geometry; see, e.g., [A], [CM1] and [GL] for applications of monotonicity to uniqueness. Among the applications here is that level sets of Green's function on …

2012-09-20abs ↗pdf ↗

The paper investigates quantitative rigidity using Colding's monotonicity formulas for Ricci curvature.

problem Quantifying rigidity in manifolds with nonnegative Ricci curvature.
method Investigates pinching of Colding's monotone functionals and constructs kk-splitting functions.
result Quantitative control of splitting functions by pinching at independent points controls the distance to the nearest cone.

We propose learning deep models that are monotonic with respect to a user-specified set of inputs by alternating layers of linear embeddings, ensembles of lattices, and calibrators (piecewise linear functions), with appropriate constraints for monotonicity, and jointly training the resulting network. We implement the l…

2017-09-19abs ↗pdf ↗

We prove monotonicity of a parabolic frequency on manifolds. This is a parabolic analog of Almgren's frequency function. Remarkably we get monotonicity on all manifolds and no curvature assumption is needed. When the manifold is Euclidean space and the drift operator is the Ornstein-Uhlenbeck operator this can been see…

2020-02-25abs ↗pdf ↗

The study finds monotonic properties of harmonic functions on 3-manifolds with a flat end.

problem Understanding harmonic functions on 3-manifolds with specific ends.
method Derives monotonic properties of positive harmonic functions on 3-manifolds with nonnegative scalar curvature and asymptotically flat ends.
result Rigidity characterization of spatial Schwarzschild manifolds with two ends.

New models ensure monotonicity in preference learning, improving accuracy especially with limited data.

problem Failure of widely used preference learning models to maintain monotonicity.
method Proposed Linear Generalized Bradley-Terry models with Diffusion Priors.
result New models improve accuracy, especially with limited data.

We investigate monotonicity properties of pp-harmonic vector bundle-valued kk-forms by studying the energy-momentum tensor associated with such a form. As a consequence, we obtain a unified proof of the monotonicity formulæ for pp-harmonic maps and Yang-Mills connections, proving a monotonicity formula for pp-Yang-…

2015-06-10abs ↗pdf ↗

Under certain topological assumptions, we show that two monotone Lagrangian submanifolds embedded in the standard symplectic vector space with the same monotonicity constant cannot link one another and that, individually, their smooth knot type is determined entirely by the homotopy theoretic data which classifies the …

2012-11-28abs ↗pdf ↗

Researchers propose a non-monotone quantum natural gradient for quantum systems.

problem Applying natural gradient methods to quantum systems without monotonicity.
method Introducing a non-monotone quantum natural gradient (QNG) and demonstrating its superiority over conventional QNG.
result Non-monotone QNG outperforms conventional QNG in terms of convergence speed.

Study learns a neuron with non-monotonic activation functions.

problem Learning a single neuron with non-monotonic activation functions.
method Gradient descent (GD) with conditions on activation function and input distribution.
result Learnability of non-monotonic activation functions is established without monotonicity assumption.

Study shows configuration spaces' homological dimension increases monotonically.

problem Understanding the homological properties of configuration spaces of manifolds.
method Analyzing the homological monotonicity of unordered configuration spaces of manifolds.
result Homological dimension of configuration spaces increases monotonically in each degree.

In this paper, we establish a general monotonicity formula of the following elliptic system $$ Δu_i+f_i(u_1,...,u_m)=0 \quad {\rm in} Ω, \label{0.1} $$ where ΩRnΩ\subset\subset \mathbb{R}^n is a bounded domain, (fi(u1,...,um))=F(u)(f_i(u_1,...,u_m))=\nabla F(\vec{u}), and F(u)F(\vec{u}) is a given smooth function of u=(u1,...,um)\vec{u}=(u_1,...,u_m)

2005-10-10abs ↗pdf ↗

Non-affine aggregation rules cannot preserve monotonicity in convex learning.

problem Designing non-affine aggregation rules that maintain monotonicity in convex learning.
method Proving that monotonicity of aggregated gradients is preserved only if the aggregation rule is positively affine.
result Non-affine aggregation prevents steady convergence and substantially degrades algorithmic stability.