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.
Paper presents a universal baseline for binary prediction models.
Previous work has shown the unreliability of existing algorithms in the batch Reinforcement Learning setting, and proposed the theoretically-grounded Safe Policy Improvement with Baseline Bootstrapping (SPIBB) fix: reproduce the baseline policy in the uncertain state-action pairs, in order to control the variance on th…
Paper proposes a sequential statistical test for comparing imitation learning policies with near-optimal stopping.
Objective: To determine the completeness of argumentative steps necessary to conclude effectiveness of an algorithm in a sample of current ML/AI supervised learning literature. Data Sources: Papers published in the Neural Information Processing Systems (NeurIPS, née NIPS) journal where the official record showed a 2017…
Learning from triplet comparison data has been extensively studied in the context of metric learning, where we want to learn a distance metric between two instances, and ordinal embedding, where we want to learn an embedding in an Euclidean space of the given instances that preserves the comparison order as well as pos…
Evaluation of Bayesian deep learning (BDL) methods is challenging. We often seek to evaluate the methods' robustness and scalability, assessing whether new tools give `better' uncertainty estimates than old ones. These evaluations are paramount for practitioners when choosing BDL tools on-top of which they build their …
Paper compares two local explanation methods for machine learning models.
GNNRank uses neural networks to learn global rankings from competition match data.
Novel neural models have been proposed in recent years for learning under domain shift. Most models, however, only evaluate on a single task, on proprietary datasets, or compare to weak baselines, which makes comparison of models difficult. In this paper, we re-evaluate classic general-purpose bootstrapping approaches …
Active learning improves ordering of items with contextual attributes.
FedML aims to improve FL research by providing a library and benchmark.
In this paper, we disseminate a new handwritten digits-dataset, termed Kannada-MNIST, for the Kannada script, that can potentially serve as a direct drop-in replacement for the original MNIST dataset. In addition to this dataset, we disseminate an additional real world handwritten dataset (with images), which we …
Deep metric learning (DML) is a popular approach for images retrieval, solving verification (same or not) problems and addressing open set classification. Arguably, the most common DML approach is with triplet loss, despite significant advances in the area of DML. Triplet loss suffers from several issues such as collap…
Pref-SHAP explains preferences using Shapley values.
We propose to improve trust region policy search with normalizing flows policy. We illustrate that when the trust region is constructed by KL divergence constraints, normalizing flows policy generates samples far from the 'center' of the previous policy iterate, which potentially enables better exploration and helps av…
We introduce new online and batch algorithms that are robust to data with missing features, a situation that arises in many practical applications. In the online setup, we allow for the comparison hypothesis to change as a function of the subset of features that is observed on any given round, extending the standard se…
Extracting and detecting spike activities from the fluorescence observations is an important step in understanding how neuron systems work. The main challenge lies in that the combination of the ambient noise with dynamic baseline fluctuation, often contaminates the observations, thereby deteriorating the reliability o…
We provide new approximation guarantees for greedy low rank matrix estimation under standard assumptions of restricted strong convexity and smoothness. Our novel analysis also uncovers previously unknown connections between the low rank estimation and combinatorial optimization, so much so that our bounds are reminisce…
Event sequences can be modeled by temporal point processes (TPPs) to capture their asynchronous and probabilistic nature. We propose an intensity-free framework that directly models the point process distribution by utilizing normalizing flows. This approach is capable of capturing highly complex temporal distributions…
FHBI enhances generalization in Bayesian inference with iterative steps in functional spaces.
Patients initially diagnosed with early mild cognitive impairment (eMCI) are known to be a clinically heterogeneous group with very subtle patterns of brain atrophy. To examine the boarders between normal controls (NC) and eMCI, Magnetic Resonance Imaging (MRI) was extensively used as a non-invasive imaging modality to…
RL agents outperform baselines in asset allocation.
Paper formalizes continual semi-supervised anomaly detection, showing promising results.
Clustering is a central approach for unsupervised learning. After clustering is applied, the most fundamental analysis is to quantitatively compare clusterings. Such comparisons are crucial for the evaluation of clustering methods as well as other tasks such as consensus clustering. It is often argued that, in order to…
PDO optimizes LLM prompts without labels, improving performance.
A training-free conformal interval is a mandatory baseline for probabilistic time-series forecasting.
Standard optimizers perform as well as LARS and LAMB at large batch sizes.
Deep neural network architectures have traditionally been designed and explored with human expertise in a long-lasting trial-and-error process. This process requires huge amount of time, expertise, and resources. To address this tedious problem, we propose a novel algorithm to optimally find hyperparameters of a deep n…
Duel-Evolve uses LLM self-preferences for test-time optimization of discrete outputs.
Bitcoin price prediction models fail to outperform a simple 'today's price' baseline, especially at longer horizons.
This work compares OmniAnomaly with PCA for MTSAD, finding PCA can match or outperform OmniAnomaly.
We develop an end-to-end deep learning-based anomaly detection model for temporal data in transportation networks. The proposed EVT-LSTM model is derived from the popular LSTM (Long Short-Term Memory) network and adopts an objective function that is based on fundamental results from EVT (Extreme Value Theory). We compa…
New linear algorithms improve wSVMs for multiclass probability estimation.
In this paper we consider the collaborative ranking setting: a pool of users each provides a small number of pairwise preferences between possible items; from these we need to predict preferences of the users for items they have not yet seen. We do so by fitting a rank score matrix to the pairwise data, and pro…
Nested Slice Sampling accelerates Nested Sampling for GPU acceleration.
New RL method improves robustness across various conditions.
Paper introduces a benchmark for predicting bankruptcy from text data.
A new framework evaluates LLMs by considering judge reliability.
Pipeline combines ETF preprocessing with tabular model for cross-modal inference.
Active learning optimizes correlation clustering by querying the most informative pairwise comparisons.
We address the problem of combining sequence models of symbolic music with user defined constraints. For typical models this is non-trivial as only the conditional distribution of each symbol given the earlier symbols is available, while the constraints correspond to arbitrary times. Previously this has been addressed …
Modeling the probability distribution of rows in tabular data and generating realistic synthetic data is a non-trivial task. Tabular data usually contains a mix of discrete and continuous columns. Continuous columns may have multiple modes whereas discrete columns are sometimes imbalanced making the modeling difficult.…
We present a deep reinforcement learning approach to minimizing the execution cost of neural network computation graphs in an optimizing compiler. Unlike earlier learning-based works that require training the optimizer on the same graph to be optimized, we propose a learning approach that trains an optimizer offline an…
A novel RNN model with shuffled hidden states.
WICA improves ICA results with a new method.
Online Streaming Feature Selection (OSFS) is a sequential learning problem where individual features across all samples are made available to algorithms in a streaming fashion. In this work, firstly, we assert that OSFS's main assumption of having data from all the samples available at runtime is unrealistic and introd…
Upper Confidence Bound (UCB) method is arguably the most celebrated one used in online decision making with partial information feedback. Existing techniques for constructing confidence bounds are typically built upon various concentration inequalities, which thus lead to over-exploration. In this paper, we propose a n…
In recent years there has been an increased interest in statistical analysis of data with multiple types of relations among a set of entities. Such multi-relational data can be represented as multi-layer graphs where the set of vertices represents the entities and multiple types of edges represent the different relatio…