Many real-world analytics problems involve two significant challenges: prediction and optimization. Due to the typically complex nature of each challenge, the standard paradigm is predict-then-optimize. By and large, machine learning tools are intended to minimize prediction error and do not account for how the predict…
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.
Trend · papers per month
Paper proposes SPO paradigm for better portfolio optimization in real markets.
This study explains and mitigates inflated returns and turnover in SPO-based portfolio optimization.
This paper improves risk bounds and calibration for smart predict-then-optimize method.
SPO optimizes LLMs by eliminating group-based baselines and variance issues.
Stochastic particle-optimization sampling (SPOS) is a recently-developed scalable Bayesian sampling framework that unifies stochastic gradient MCMC (SG-MCMC) and Stein variational gradient descent (SVGD) algorithms based on Wasserstein gradient flows. With a rigorous non-asymptotic convergence theory developed recently…
Develops active learning method for linear optimization with margin-based criterion.
New loss function handles uncertain constraints in CSLO problems.
We consider the space of differential operators acting between - and -densities defined on endowed with its standard contact structure. This contact structure allows one to define a filtration on which is finer than the classical one, obtained by writting a differen…
A new autoregressive SPO method improves decision-making for dependent data.
The predict-then-optimize framework is fundamental in many practical settings: predict the unknown parameters of an optimization problem, and then solve the problem using the predicted values of the parameters. A natural loss function in this environment is to consider the cost of the decisions induced by the predicted…
Proposes BU-SPO method to improve text classification robustness.
The paper optimizes portfolios by selecting financial ratios via PCA for better value investment.
In this paper, we show that the Lie superalgebra is into the intersection of Lie superalgebra of contact vector fields and the Lie superalgebra of projective vector fields . We use mainly the embedding used by P. Mathonet and F. Radoux in "\textit{ …
dboost optimizes prediction models for convex cone problems.
Decision trees improve decision-making by optimizing predictions of unknown parameters.
We analyse perception and memory, using mathematical models for knowledge graphs and tensors, to gain insights into the corresponding functionalities of the human mind. Our discussion is based on the concept of propositional sentences consisting of \textit{subject-predicate-object} (SPO) triples for expressing elementa…
In this paper, we generalize the known results on the super circles and . We construct the fine equivariant quantization on the super circle for . The equivariant Lie superalgebra is $\spo(2|n)$ which is constituted of the contact projective vector fields on . In orde…
Particle-optimization-based sampling (POS) is a recently developed effective sampling technique that interactively updates a set of particles. A representative algorithm is the Stein variational gradient descent (SVGD). We prove, under certain conditions, SVGD experiences a theoretical pitfall, {\it i.e.}, particles te…
New method identifies latent treatment effects from proxy models.
Improves drug properties using a novel LLM and reinforcement learning.
A smart method predicts and optimizes decisions online with resource constraints.
RL models outperform traditional methods in certain market conditions.
The paper proposes new interpretability paradigms to improve model faithfulness.
The 1950's foundational literature on rational mechanics exhibits two somewhat distinct paradigms to the representation of continuous distributions of defects in solids. In one paradigm, the fundamental objects are geometric structures on the body manifold, e.g., an affine connection and a Riemannian metric, which repr…
This review explores resampling techniques for imbalanced binary classification.
Combines cost-sensitive and Neyman-Pearson paradigms for better binary classification.
We present two paradigms relating algebraic, topological and quantum computational statistics for the topological model for quantum computation. In particular we suggest correspondences between the computational power of topological quantum computers, computational complexity of link invariants and images of braid grou…
New method optimizes policies without assuming known link functions between preferences and rewards.
The goal of machine learning is to provide solutions which are trained by data or by experience coming from the environment. Many training algorithms exist and some brilliant successes were achieved. But even in structured environments for machine learning (e.g. data mining or board games), most applications beyond the…
This work tackles missing annotations in large sensor datasets.
In school, a teacher plays an important role in various classroom teaching patterns. Likewise to this human learning activity, the learning using privileged information (LUPI) paradigm provides additional information generated by the teacher to 'teach' learning models during the training stage. Therefore, this novel le…
In this paper, simple mathematical models from Control Theory are applied to three very important economic paradigms, namely (a) minimum wages in self-regulating markets, (b) market-versus-true values and currency rates, and (c) government spending and taxation levels. Analytical solutions are provided in all three par…
This research compares masked diffusion models to autoregressive language models, focusing on architectural differences.
DFFL tackles federated learning with heterogeneous objectives and constraints.
There are two major paradigms of white-box adversarial attacks that attempt to impose input perturbations. The first paradigm, called the fix-perturbation attack, crafts adversarial samples within a given perturbation level. The second paradigm, called the zero-confidence attack, finds the smallest perturbation needed …
Paper classifies institutions based on credit, debit, and funding adjustment paradigms.
Brain computer interfaces (BCI) enable direct communication with a computer, using neural activity as the control signal. This neural signal is generally chosen from a variety of well-studied electroencephalogram (EEG) signals. For a given BCI paradigm, feature extractors and classifiers are tailored to the distinct ch…
MapLUR uses deep learning on map images to estimate NO2 pollution, outperforming traditional methods.
Thanks to the advances in machine learning, data-driven analysis tools have become valuable solutions for various applications. However, there still remain essential challenges to develop effective data-driven methods because of the need to acquire a large amount of data and to have sufficient computing power to handle…
Scarcity of labeled data is a bottleneck for supervised learning models. A paradigm that has evolved for dealing with this problem is data programming. An existing data programming paradigm allows human supervision to be provided as a set of discrete labeling functions (LF) that output possibly noisy labels to input in…
Data science models, although successful in a number of commercial domains, have had limited applicability in scientific problems involving complex physical phenomena. Theory-guided data science (TGDS) is an emerging paradigm that aims to leverage the wealth of scientific knowledge for improving the effectiveness of da…
When it comes to clustering nonconvex shapes, two paradigms are used to find the most suitable clustering: minimum cut and maximum density. The most popular algorithms incorporating these paradigms are Spectral Clustering and DBSCAN. Both paradigms have their pros and cons. While minimum cut clusterings are sensitive t…
This study combines two different learning paradigms, k-nearest neighbor (k-NN) rule, as memory-based learning paradigm and relevance vector machines (RVM), as statistical learning paradigm. This combination is performed in kernel space and is called k-relevance vector (k-RV). The purpose is to improve the performance …
We consider the standard contact structure on the supercircle, S^{1|1}, and the supergroups E(1|1), Aff(1|1) and SpO(2|1) of contactomorphisms, defining the Euclidean, affine and projective geometry respectively. Using the new notion of (p|q)-transitivity, we construct in synthetic fashion even and odd invariants chara…
Adjoined Networks trains both base and compressed networks together for efficient model compression.
New approach to counterfactual reasoning avoids demographic interventions.
This paper is concerned with a recently developed paradigm for population-based optimization, termed particle filter optimization (PFO). This paradigm is attractive in terms of coherence in theory and easiness in mathematical analysis and interpretation. Current PFO algorithms only work for single-objective optimizatio…