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.
Improves interpretability of neural network intermediate layers by making concept activations more robust and effective.
problem Challenges in interpreting neural network decisions and learning in intermediate layers due to opacity and shared interactions.
method Proposes A-CAV to increase effectiveness and employs Gram-Schmidt process to improve robustness.
result Significant improvement in recall rate of concept images from 18.35% to 76.83% for VGG16, with reduced variance in recall across different random seeds.
In this article we revisit the definition of Precision-Recall (PR) curves for generative models proposed by Sajjadi et al. (arXiv:1806.00035). Rather than providing a scalar for generative quality, PR curves distinguish mode-collapse (poor recall) and bad quality (poor precision). We first generalize their formulation …
In order to maximize detection precision rate as well as the recall rate, this paper proposes an in-vehicle multi-source fusion scheme in Keyword Spotting (KWS) System for vehicle applications. Vehicle information, as a new source for the original system, is collected by an in-vehicle data acquisition platform while th…
Classifiers trained on data sets possessing an imbalanced class distribution are known to exhibit poor generalisation performance. This is known as the imbalanced learning problem. The problem becomes particularly acute when we consider incremental classifiers operating on imbalanced data streams, especially when the l…
We analyze a model of learning and belief formation in networks in which agents follow Bayes rule yet they do not recall their history of past observations and cannot reason about how other agents' beliefs are formed. They do so by making rational inferences about their observations which include a sequence of independ…
We obtain expressions for the shear and the vorticity tensors of perfect-fluid spacetimes, in terms of the divergence of the Weyl tensor. For such spacetimes, we prove that if the gradient of the energy density is parallel to the velocity, then either the expansion rate is zero, or the vorticity vanishes. This statemen…
We consider a network of agents that aim to learn some unknown state of the world using private observations and exchange of beliefs. At each time, agents observe private signals generated based on the true unknown state. Each agent might not be able to distinguish the true state based only on her private observations.…
Graphical models have gained a lot of attention recently as a tool for learning and representing dependencies among variables in multivariate data. Often, domain scientists are looking specifically for differences among the dependency networks of different conditions or populations (e.g. differences between regulatory …
We show that many machine learning goals, such as improved fairness metrics, can be expressed as constraints on the model's predictions, which we call rate constraints. We study the problem of training non-convex models subject to these rate constraints (or any non-convex and non-differentiable constraints). In the non…
For information retrieval and binary classification, we show that precision at the top (or precision at k) and recall at the top (or recall at k) are maximised by thresholding the posterior probability of the positive class. This finding is a consequence of a result on constrained minimisation of the cost-sensitive exp…
In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the Fβ score, area under the precision-recall curve, Precision at K, and more. The maximization of many of these metrics can be expressed as a con…
The optimal ranking score between precision and recall is rarely F1 and can be found using specific methods.
problem Finding a meaningful and optimal compromise between precision and recall scores.
method Established a shortest path between precision- and recall-induced rankings, framed the problem as an optimization problem, and provided theoretical tools to find the optimal β.
result F1 and its skew-insensitive version are not optimal tradeoffs between precision and recall scores.
Short sales are regarded as negative purchases in textbook asset pricing theory. In reality, however, the symmetry between purchases and short sales is broken by a variety of costs and risks peculiar to the latter. We formulate an optimal stopping model in which the decision to cover a short position is affected by two…
Despite the tremendous progress in the estimation of generative models, the development of tools for diagnosing their failures and assessing their performance has advanced at a much slower pace. Recent developments have investigated metrics that quantify which parts of the true distribution is modeled well, and, on the…
In this article we propose a novel ranking algorithm, referred to as HierLPR, for the multi-label classification problem when the candidate labels follow a known hierarchical structure. HierLPR is motivated by a new metric called eAUC that we design to assess the ranking of classification decisions. This metric, associ…