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.
LLE produces unwanted results without regularization, which can be prevented with regularization.
We propose a novel approach to achieving invariance for deep neural networks in the form of inducing amnesia to unwanted factors of data through a new adversarial forgetting mechanism. We show that the forgetting mechanism serves as an information-bottleneck, which is manipulated by the adversarial training to learn in…
A statistical framework for removing unwanted data domains in machine learning.
Selective removal of data subsets can efficiently unlearn unwanted distributions.
Sexual harassment in academia is often a hidden problem because victims are usually reluctant to report their experiences. Recently, a web survey was developed to provide an opportunity to share thousands of sexual harassment experiences in academia. Using an efficient approach, this study collected and investigated mo…
This article studies the financial time series data processing for machine learning. It introduces the most frequent scaling methods, then compares the resulting stationarity and preservation of useful information for trend forecasting. It proposes an empirical test based on the capability to learn simple data relation…
New method removes unwanted information from representations efficiently.
We propose improving the privacy properties of a dataset by publishing only a strategically chosen "core-set" of the data containing a subset of the instances. The core-set allows strong performance on primary tasks, but forces poor performance on unwanted tasks. We give methods for both linear models and neural networ…
In deep reinforcement learning (RL), adversarial attacks can trick an agent into unwanted states and disrupt training. We propose a system called Robust Student-DQN (RS-DQN), which permits online robustness training alongside Q networks, while preserving competitive performance. We show that RS-DQN can be combined with…
Solving tasks in Reinforcement Learning is no easy feat. As the goal of the agent is to maximize the accumulated reward, it often learns to exploit loopholes and misspecifications in the reward signal resulting in unwanted behavior. While constraints may solve this issue, there is no closed form solution for general co…
Estimation in generalized linear models (GLM) is complicated by the presence of constraints. One can handle constraints by maximizing a penalized log-likelihood. Penalties such as the lasso are effective in high dimensions, but often lead to unwanted shrinkage. This paper explores instead penalizing the squared distanc…
Paper develops a neural-fuzzy controller for GPS-intelligent buoys.
As machine learning (ML) increasingly affects people and society, awareness of its potential unwanted consequences has also grown. To anticipate, prevent, and mitigate undesirable downstream consequences, it is critical that we understand when and how harm might be introduced throughout the ML life cycle. In this paper…
We use the P&L on a particular class of swaps, representing variance and higher moments for log returns, as estimators in our empirical study on the S&P500 that investigates the factors determining variance and higher-moment risk premia. This class is the discretisation invariant sub-class of swaps with Neuberger's agg…
Generative adversarial networks fix aliasing issues by making signals continuous.
We investigate the problem of learning representations that are invariant to certain nuisance or sensitive factors of variation in the data while retaining as much of the remaining information as possible. Our model is based on a variational autoencoding architecture with priors that encourage independence between sens…
The paper detects and identifies bias in data using a counterfactual approach.
This paper improves wind power prediction via weather forecast-contextualized Long Short-Term Memory Neural Network (LSTM) models. Initially, only wind power data was fed to a generic LSTM, but this model performed poorly, with erratic and naive behavior observed on even low-variance data sections. To address this issu…
Computer generated academic papers have been used to expose a lack of thorough human review at several computer science conferences. We assess the problem of classifying such documents. After identifying and evaluating several quantifiable features of academic papers, we apply methods from machine learning to build a b…
Many modern Artificial Intelligence (AI) systems make use of data embeddings, particularly in the domain of Natural Language Processing (NLP). These embeddings are learnt from data that has been gathered "from the wild" and have been found to contain unwanted biases. In this paper we make three contributions towards me…
An algorithm finds optimal covariates for blocking in randomized experiments.
Paper presents neural network-based change-point detection methods.
This paper proposes a method for machine learning from unlabeled data in the form of a time-series. The mapping that is learned is shown to extract slowly evolving information that would be useful for control applications, while efficiently filtering out unwanted, higher-frequency noise. The method consists of training…
New methods correct spectral distortions using known analyte concentrations.
Neural networks require a careful design in order to perform properly on a given task. In particular, selecting a good activation function (possibly in a data-dependent fashion) is a crucial step, which remains an open problem in the research community. Despite a large amount of investigations, most current implementat…
Extends Demographic Parity for fairer wage predictions with expert knowledge.
"Overlearning" means that a model trained for a seemingly simple objective implicitly learns to recognize attributes and concepts that are (1) not part of the learning objective, and (2) sensitive from a privacy or bias perspective. For example, a binary gender classifier of facial images also learns to recognize races…
Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into low rank and sparse components, the latter representing unwanted outliers. Althoug…
A new RL framework handles autocorrelated actions for better learning and stability.
Quantile normalisation is a popular normalisation method for data subject to unwanted variations such as images, speech, or genomic data. It applies a monotonic transformation to the feature values of each sample to ensure that after normalisation, they follow the same target distribution for each sample. Choosing a "g…
This paper addresses the mode collapse for generative adversarial networks (GANs). We view modes as a geometric structure of data distribution in a metric space. Under this geometric lens, we embed subsamples of the dataset from an arbitrary metric space into the l2 space, while preserving their pairwise distance distr…
New distributed EnKF method for non-sequential assimilation of large datasets.
In this work, we present direction-of-arrival (DoA) estimation algorithms based on the Krylov subspace that effectively exploit prior knowledge of the signals that impinge on a sensor array. The proposed multi-step knowledge-aided iterative conjugate gradient (CG) (MS-KAI-CG) algorithms perform subtraction of the unwan…
We tackle the blackbox issue of deep neural networks in the settings of reinforcement learning (RL) where neural agents learn towards maximizing reward gains in an uncontrollable way. Such learning approach is risky when the interacting environment includes an expanse of state space because it is then almost impossible…
Machine learning algorithms are optimized to model statistical properties of the training data. If the input data reflects stereotypes and biases of the broader society, then the output of the learning algorithm also captures these stereotypes. In this paper, we initiate the study of gender stereotypes in {\em word emb…
Recent advances in Representation Learning and Adversarial Training seem to succeed in removing unwanted features from the learned representation. We show that demographic information of authors is encoded in -- and can be recovered from -- the intermediate representations learned by text-based neural classifiers. The …
Paper removes sensitive data from IoT and Big Data for privacy.
Study shows increased VRE penetration reduces electricity prices and volatility.
New method reduces bias in NLI models using ensemble adversarial training.
Regions of high-dimensional input spaces that are underrepresented in training datasets reduce machine-learnt classifier performance, and may lead to corner cases and unwanted bias for classifiers used in decision making systems. When these regions belong to otherwise well-represented classes, their presence and negati…
Paper analyzes CycleGAN solutions and symmetries.
Automatic speech emotion recognition provides computers with critical context to enable user understanding. While methods trained and tested within the same dataset have been shown successful, they often fail when applied to unseen datasets. To address this, recent work has focused on adversarial methods to find more g…
Revised ct-SNE improves t-SNE for visualizing data beyond labels.
RB-Modulation trains free diffusion models without external adapters.
New method identifies root causes in presence of latent confounding.
Researchers validate ML scenario generators by checking dependencies and detecting memorization effects.
Prevents sensitive data generation in diffusion models using labeled and unlabeled data.
Advocates focusing on utility functions to avoid unfair outcomes.