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.
Paper proposes efficient AL algorithms for optimizing product performance under environmental variability.
problem Optimizing product performance under varying environmental conditions.
method Formulated as Bayesian Quadrature Optimization problems for probabilistic threshold robustness measure using Gaussian Process model.
result Proposed algorithms provide credible intervals for probabilistic threshold robustness measure and demonstrate efficiency in real-world applications.
Data-driven anomaly detection methods typically build a model for the normal behavior of the target system, and score each data instance with respect to this model. A threshold is invariably needed to identify data instances with high (or low) scores as anomalies. This presents a practical limitation on the applicabili…
This project explores several Machine Learning methods to predict movie genres based on plot summaries. Naive Bayes, Word2Vec+XGBoost and Recurrent Neural Networks are used for text classification, while K-binary transformation, rank method and probabilistic classification with learned probability threshold are employe…
We study the problem of robust linear regression with response variable corruptions. We consider the oblivious adversary model, where the adversary corrupts a fraction of the responses in complete ignorance of the data. We provide a nearly linear time estimator which consistently estimates the true regression vector, e…
The stochastic block model is one of the oldest and most ubiquitous models for studying clustering and community detection. In an exciting sequence of developments, motivated by deep but non-rigorous ideas from statistical physics, Decelle et al. conjectured a sharp threshold for when community detection is possible in…
Neural networks are becoming increasingly prevalent in software, and it is therefore important to be able to verify their behavior. Because verifying the correctness of neural networks is extremely challenging, it is common to focus on the verification of other properties of these systems. One important property, in pa…
We present a methodology for probabilistic load forecasting that is based on lasso (least absolute shrinkage and selection operator) estimation. The model considered can be regarded as a bivariate time-varying threshold autoregressive(AR) process for the hourly electric load and temperature. The joint modeling approach…
We consider the problem of clustering noisy high-dimensional data points into a union of low-dimensional subspaces and a set of outliers. The number of subspaces, their dimensions, and their orientations are unknown. A probabilistic performance analysis of the thresholding-based subspace clustering (TSC) algorithm intr…
With deep neural networks providing state-of-the-art machine learning models for numerous machine learning tasks, quantifying the robustness of these models has become an important area of research. However, most of the research literature merely focuses on the \textit{worst-case} setting where the input of the neural …
We consider the problem of sparsity-constrained M-estimation when both explanatory and response variables have heavy tails (bounded 4-th moments), or a fraction of arbitrary corruptions. We focus on the k-sparse, high-dimensional regime where the number of variables d and the sample size n are related through $…
The support recovery problem consists of determining a sparse subset of a set of variables that is relevant in generating a set of observations, and arises in a diverse range of settings such as compressive sensing, and subset selection in regression, and group testing. In this paper, we take a unified approach to supp…
The existence of adversarial examples has led to considerable uncertainty regarding the trust one can justifiably put in predictions produced by automated systems. This uncertainty has, in turn, lead to considerable research effort in understanding adversarial robustness. In this work, we take first steps towards separ…
The thresholded feature has recently emerged as an extremely efficient, yet rough empirical approximation, of the time-consuming sparse coding inference process. Such an approximation has not yet been rigorously examined, and standard dictionaries often lead to non-optimal performance when used for computing thresholde…
Most current clustering based anomaly detection methods use scoring schema and thresholds to classify anomalies. These methods are often tailored to target specific data sets with "known" number of clusters. The paper provides a streaming clustering and anomaly detection algorithm that does not require strict arbitrary…