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.
A new model for latent class analysis with weighted responses.
A new model estimates mixed memberships for categorical data with weighted responses.
Proposes a method for generating prediction intervals in dose-response models using conformal prediction.
New method decomposes local projections to reveal historical drivers of estimates.
Proposes a method to estimate causal effects of continuous treatments using instrumental variables.
A family of parsimonious Gaussian cluster-weighted models is presented. This family concerns a multivariate extension to cluster-weighted modelling that can account for correlations between multivariate responses. Parsimony is attained by constraining parts of an eigen-decomposition imposed on the component covariance …
DFR models dynamic distributional data with weighted Fréchet means.
The study uses response theory to understand RNNs processing input signals.
Paper develops methods to estimate derivative of dose-response curve for continuous treatments.
Deep Neural Networks are robust to minor perturbations of the learned network parameters and their minor modifications do not change the overall network response significantly. This allows space for model stealing, where a malevolent attacker can steal an already trained network, modify the weights and claim the new ne…
Proposes a new random forest weighted local Fréchet regression method.
Bayesian approach for multivariate density regression of complex data.
A new test validates ensemble models against the null hypothesis.
Many problems that appear in biomedical decision making, such as diagnosing disease and predicting response to treatment, can be expressed as binary classification problems. The costs of false positives and false negatives vary across application domains and receiver operating characteristic (ROC) curves provide a visu…
In this article, we propose a novel probabilistic framework to improve the accuracy of a weighted majority voting algorithm. In order to assign higher weights to the classifiers which can correctly classify hard-to-classify instances, we introduce the Item Response Theory (IRT) framework to evaluate the samples' diffic…
New method predicts nonfactuality in LLM responses using semantic isotropy.
Proposes methods to correct bias and missing data in regression models.
Estimates personalized treatment response curves using covariates.
Information in neural networks is represented as weighted connections, or synapses, between neurons. This poses a problem as the primary computational bottleneck for neural networks is the vector-matrix multiply when inputs are multiplied by the neural network weights. Conventional processing architectures are not well…
The paper improves random forest models for non-Gaussian responses.
We consider the problem of estimating a sparse multi-response regression function, with an application to expression quantitative trait locus (eQTL) mapping, where the goal is to discover genetic variations that influence gene-expression levels. In particular, we investigate a shrinkage technique capable of capturing a…
Hyperparameter optimization can be formulated as a bilevel optimization problem, where the optimal parameters on the training set depend on the hyperparameters. We aim to adapt regularization hyperparameters for neural networks by fitting compact approximations to the best-response function, which maps hyperparameters …
In the multiple linear regression setting, we propose a general framework, termed weighted orthogonal components regression (WOCR), which encompasses many known methods as special cases, including ridge regression and principal components regression. WOCR makes use of the monotonicity inherent in orthogonal components …
The vast majority of current machine learning algorithms are designed to predict single responses or a vector of responses, yet many types of response are more naturally organized as matrices or higher-order tensor objects where characteristics are shared across modes. We present a new machine learning algorithm BaTFLE…
Method integrates functional data into neural networks for better interpretability.
New analysis shows how cross-entropy training shapes attention in transformers.
Nonparametric estimation of the conditional distribution of a response given high-dimensional features is a challenging problem. It is important to allow not only the mean but also the variance and shape of the response density to change flexibly with features, which are massive-dimensional. We propose a multiscale dic…
A new algorithm solves signed Fréchet regression on manifolds with bounded curvature.
Improved hypernetwork for efficient neural network hyperparameter tuning.
We introduce an autoregressive-type model of prices in financial market taking into account the self-modulation effect. We find that traders are mainly using strategies with weighted feedbacks of past prices. These feedbacks are responsible for the slow diffusion in short times, apparent trends and power law distributi…
Proposes a new method to improve regression models with reweighted samples.
Proposes a new method for rank-consistent ordinal regression without weight-sharing constraints.
Hyperflux models pruning as a system to reveal weight importance.
Among interpretable machine learning methods, the class of Generalised Additive Neural Networks (GANNs) is referred to as Self-Explaining Neural Networks (SENN) because of the linear dependence on explicit functions of the inputs. In binary classification this shows the precise weight that each input contributes toward…
Recent studies have revealed a number of striking dependence patterns in high frequency stock price dynamics characterizing probabilistic interrelation between two consequent price increments x (push) and y (response) as described by the bivariate probability distribution P(x,y) [1,2,3,4]. There are two properties, the…
With the rapid scaling up of deep neural networks (DNNs), extensive research studies on network model compression such as weight pruning have been performed for improving deployment efficiency. This work aims to advance the compression beyond the weights to neuron activations. We propose the joint regularization techni…
Whatever information a deep neural network has gleaned from training data is encoded in its weights. How this information affects the response of the network to future data remains largely an open question. Indeed, even defining and measuring information entails some subtleties, since a trained network is a determinist…
In this paper, we propose a novel learning framework for the problem of domain transfer learning. We map the data of two domains to one single common space, and learn a classifier in this common space. Then we adapt the common classifier to the two domains by adding two adaptive functions to it respectively. In the com…
Kernel functions in support vector machines (SVM) are needed to assess the similarity of input samples in order to classify these samples, for instance. Besides standard kernels such as Gaussian (i.e., radial basis function, RBF) or polynomial kernels, there are also specific kernels tailored to consider structure in t…
Neural networks with learned biases can approximate any function.
Despite tremendous progress in outlier detection research in recent years, the majority of existing methods are designed only to detect unconditional outliers that correspond to unusual data patterns expressed in the joint space of all data attributes. Such methods are not applicable when we seek to detect conditional …
SHIFT improves robustness in estimating dose-response functions with heavy-tailed contamination.
TransNet improves community detection on target networks using privacy-preserved source networks.
Recent developments in linear system identification have proposed the use of non-parameteric methods, relying on regularization strategies, to handle the so-called bias/variance trade-off. This paper introduces an impulse response estimator which relies on an -type regularization including a rank-penalty derive…
A new method for clustering functional data outperforms existing methods.
Study examines how body segments respond to random vibrations.
Hybrid deep learning model predicts urban floods with high accuracy.
New method for scalable learning of IRT models from large datasets.