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.
New framework for contesting algorithmic decisions, not just explaining them.
This paper discusses the gambling contest introduced in Seel & Strack (Gambling in contests, Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 375, Mar 2012.) and considers the impact of adding a penalty associated with failure to follow a winning strategy. The Seel & Strack model c…
Study optimal reward schemes for inducing desired player performance in risky contests.
In matrix factorization, available graph side-information may not be well suited for the matrix completion problem, having edges that disagree with the latent-feature relations learnt from the incomplete data matrix. We show that removing these edges improves prediction accuracy and scalability. We…
We introduce a two-player contest for evaluating the safety and robustness of machine learning systems, with a large prize pool. Unlike most prior work in ML robustness, which studies norm-constrained adversaries, we shift our focus to unconstrained adversaries. Defenders submit machine learning models, and try to achi…
Proposes a method for neural networks to learn causal relationships and humans to contest and modify them.
This paper presents regression models obtained from a process of blind prediction of peptide binding affinity from provided descriptors for several distinct datasets as part of the 2006 Comparative Evaluation of Prediction Algorithms (COEPRA) contest. This paper finds that kernel partial least squares, a nonlinear part…
Recently, sentiment analysis has received a lot of attention due to the interest in mining opinions of social media users. Sentiment analysis consists in determining the polarity of a given text, i.e., its degree of positiveness or negativeness. Traditionally, Sentiment Analysis algorithms have been tailored to a speci…
The Wikimedia Foundation has recently observed that newly joining editors on Wikipedia are increasingly failing to integrate into the Wikipedia editors' community, i.e. the community is becoming increasingly harder to penetrate. To sustain healthy growth of the community, the Wikimedia Foundation aims to quantitatively…
New algorithm selects variables from large datasets.
DisCoveR efficiently discovers declarative process models from event logs.
We introduce a new molecular dataset, named Alchemy, for developing machine learning models useful in chemistry and material science. As of June 20th 2019, the dataset comprises of 12 quantum mechanical properties of 119,487 organic molecules with up to 14 heavy atoms, sampled from the GDB MedChem database. The Alchemy…
The ICML 2013 Workshop on Challenges in Representation Learning focused on three challenges: the black box learning challenge, the facial expression recognition challenge, and the multimodal learning challenge. We describe the datasets created for these challenges and summarize the results of the competitions. We provi…
Paper improves financial trading models using GPU parallelism.
The study analyzes games and social hierarchies, incorporating luck and depth of competition.
Box Thirding identifies the best arm efficiently under limited samples.
With recent progress in algorithms and the availability of massive amounts of computation power, application of machine learning techniques is becoming a hot topic in the oil and gas industry. One of the most promising aspects to apply machine learning to the upstream field is the rock facies classification in reservoi…
ARFs generate plausible counterfactuals for models, improving model understanding.
Machine learning competitions such as those organized by Kaggle or KDD represent a useful benchmark for data science research. In this work, we present our winning solution to the Game Data Mining competition hosted at the 2017 IEEE Conference on Computational Intelligence and Games (CIG 2017). The contest consisted of…
This paper presents a general framework for studying diverse beliefs in dynamic economies. Within this general framework, the characterization of a central-planner general equilbrium turns out to be very easy to derive, and leads to a range of interesting applications. We show how for an economy with log investors hold…
Study predicts individual treatment effects in ride-sharing competitions.
This paper proposes a novel framework for fusing multi-temporal, multispectral satellite images and OpenStreetMap (OSM) data for the classification of local climate zones (LCZs). Feature stacking is the most commonly-used method of data fusion but does not consider the heterogeneity of multimodal optical images and OSM…
This paper investigates Shampoo's heuristics and decouples preconditioner updates.
We propose an original model for inferring team strengths using a Markov Random Field, which can be used to generate historical estimates of the offensive and defensive strengths of a team over time. This model was designed to be applied to sports such as soccer or hockey, in which contest outcomes take value in a limi…
We propose an alternative framework to existing setups for controlling false alarms when multiple A/B tests are run over time. This setup arises in many practical applications, e.g. when pharmaceutical companies test new treatment options against control pills for different diseases, or when internet companies test the…
Study analyzes neural network models to understand generalization performance.
In this paper we study some aspects of knots and links in lens spaces. Namely, if we consider lens spaces as quotient of the unit ball with suitable identification of boundary points, then we can project the links on the equatorial disk of , obtaining a regular diagram for them. In this contest, we obtai…
The New Yorker publishes a weekly captionless cartoon. More than 5,000 readers submit captions for it. The editors select three of them and ask the readers to pick the funniest one. We describe an experiment that compares a dozen automatic methods for selecting the funniest caption. We show that negative sentiment, hum…
Missing data is an expected issue when large amounts of data is collected, and several imputation techniques have been proposed to tackle this problem. Beneath classical approaches such as MICE, the application of Machine Learning techniques is tempting. Here, the recently proposed missForest imputation method has show…
New algorithms find all ε-good arms in stochastic bandits.
In retail, there are predictable yet dramatic time-dependent patterns in customer behavior, such as periodic changes in the number of visitors, or increases in customers just before major holidays. The current paradigm of multi-armed bandit analysis does not take these known patterns into account. This means that for a…
In this paper we study iterative procedures for stationary equilibria in games with large number of players. Most of learning algorithms for games with continuous action spaces are limited to strict contraction best reply maps in which the Banach-Picard iteration converges with geometrical convergence rate. When the be…
Look-ahead reasoning helps predict strategic user behavior on learning platforms.
Bitcoin fails to prove safe haven status during pandemic.
Big data, data science, deep learning, artificial intelligence are the key words of intense hype related with a job market in full evolution, that impose to adapt the contents of our university professional trainings. Which artificial intelligence is mostly concerned by the job offers? Which methodologies and technolog…
Bayesian rating system for large competitions improves prediction and efficiency.
Develops a framework to test excessive influence of small data subsets.
Improved ranking method for scarce data with feature info.
ML4CO uses machine learning to improve combinatorial optimization solvers.
FinRLlama wins FinRL Challenge 2024 by fine-tuning LLMs with market data.
Top 8 robotic vision systems tackled lifelong object recognition challenges.
We present a new modeling technique for solving the problem of ecological inference, in which individual-level associations are inferred from labeled data available only at the aggregate level. We model aggregate count data as arising from the Poisson binomial, the distribution of the sum of independent but not identic…
Researchers calibrate an adaptive Farmer-Joshi model to recover stylized facts in financial markets.
Proposes a new method to explain model predictions for consumer recourse.
In this paper we construct an -category associated to a Legendrian submanifold of jet spaces. Objects of the category are augmentations of the Chekanov algebra and the homology of the morphism spaces forms a new set of invariants of Legendrian submanifolds called the bilinearised Le…
EHR-MPC optimizes sepsis treatment using digital twins and inference-time control.
This paper proposes a new method for an optimized mapping of temporal variables, describing a temporal stream data, into the recently proposed NeuCube spiking neural network architecture. This optimized mapping extends the use of the NeuCube, which was initially designed for spatiotemporal brain data, to work on arbitr…
Thousands of first-millennium BCE ivory carvings have been excavated from Neo-Assyrian sites in Mesopotamia (primarily Nimrud, Khorsabad, and Arslan Tash) hundreds of miles from their Levantine production contexts. At present, their specific manufacture dates and workshop localities are unknown. Relying on subjective, …