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.
We discuss two parameterizations of models for marginal independencies for discrete distributions which are representable by bi-directed graph models, under the global Markov property. Such models are useful data analytic tools especially if used in combination with other graphical models. The first parameterization, i…
Applying neural-networks on Question Answering has gained increasing popularity in recent years. In this paper, I implemented a model with Bi-directional attention flow layer, connected with a Multi-layer LSTM encoder, connected with one start-index decoder and one conditioning end-index decoder. I introduce a new end-…
By establishing a connection between bi-directional Helmholtz machines and information theory, we propose a generalized Helmholtz machine. Theoretical and experimental results show that given \textit{shallow} architectures, the generalized model outperforms the previous ones substantially.
BiHRNN predicts inflation by leveraging hierarchical structure and bidirectional RNNs.
problem Accurate inflation forecasting is challenging due to dynamic factors and the layered structure of the Consumer Price Index.
method Bi-directional Hierarchical Recurrent Neural Network (BiHRNN) model that uses bidirectional information flow between levels and informative constraints on RNN parameters.
result BiHRNN significantly outperforms traditional RNN models in forecasting accuracy.
Graphical models with bi-directed edges (<->) represent marginal independence: the absence of an edge between two vertices indicates that the corresponding variables are marginally independent. In this paper, we consider maximum likelihood estimation in the case of continuous variables with a Gaussian joint distributio…
The covariance graph (aka bi-directed graph) of a probability distribution p is the undirected graph G where two nodes are adjacent iff their corresponding random variables are marginally dependent in p. In this paper, we present a graphical criterion for reading dependencies from G, under the assumption that $…
Bi-directional LSTMs are a powerful tool for text representation. On the other hand, they have been shown to suffer various limitations due to their sequential nature. We investigate an alternative LSTM structure for encoding text, which consists of a parallel state for each word. Recurrent steps are used to perform lo…
Confidentiality of patient information is an essential part of Electronic Health Record System. Patient information, if exposed, can cause a serious damage to the privacy of individuals receiving healthcare. Hence it is important to remove such details from physician notes. A system is proposed which consists of a deep…
With a sharp rise in fluency and users of "Hinglish" in linguistically diverse country, India, it has increasingly become important to analyze social content written in this language in platforms such as Twitter, Reddit, Facebook. This project focuses on using deep learning techniques to tackle a classification problem…
New method learns from either positive or negative feedback alone.
problem Limited applicability of existing preference optimization methods in scenarios with only unpaired feedback.
method Decouples learning from positive and negative feedback, using expectation-maximization (EM) to optimize probability of positive outcomes and explicitly incorporate negative examples.
result Stable learning from negative feedback alone demonstrated.
In this paper, we propose a stochastic investment model for actuarial use in South Africa by modelling price inflation rates, share dividends, long term and short-term interest rates for the period 1960-2018 and inflation-linked bonds for the period 2000-2018. Possible bi-directional relations between the economic seri…
We replace the Hidden Markov Model (HMM) which is traditionally used in in continuous speech recognition with a bi-directional recurrent neural network encoder coupled to a recurrent neural network decoder that directly emits a stream of phonemes. The alignment between the input and output sequences is established usin…
User preferences for items can be inferred from either explicit feedback, such as item ratings, or implicit feedback, such as rental histories. Research in collaborative filtering has concentrated on explicit feedback, resulting in the development of accurate and scalable models. However, since explicit feedback is oft…
Recently, a technique called Layer-wise Relevance Propagation (LRP) was shown to deliver insightful explanations in the form of input space relevances for understanding feed-forward neural network classification decisions. In the present work, we extend the usage of LRP to recurrent neural networks. We propose a specif…
Realistic music generation has always remained as a challenging problem as it may lack structure or rationality. In this work, we propose a deep learning based music generation method in order to produce old style music particularly JAZZ with rehashed melodic structures utilizing a Bi-directional Long Short Term Memory…
The work investigates deep generative models, which allow us to use training data from one domain to build a model for another domain. We propose the Variational Bi-domain Triplet Autoencoder (VBTA) that learns a joint distribution of objects from different domains. We extend the VBTAs objective function by the relativ…
Recommender systems recommend items more accurately by analyzing users' potential interest on different brands' items. In conjunction with users' rating similarity, the presence of users' implicit feedbacks like clicking items, viewing items specifications, watching videos etc. have been proved to be helpful for learni…
The problem of feedback equivalence for control systems is considered. An algebra of differential invariants and criteria for the feedback equivalence for regular control systems are found.
We present a study on reinforcement learning (RL) from human bandit feedback for sequence-to-sequence learning, exemplified by the task of bandit neural machine translation (NMT). We investigate the reliability of human bandit feedback, and analyze the influence of reliability on the learnability of a reward estimator,…
We propose a generalization of the best arm identification problem in stochastic multi-armed bandits (MAB) to the setting where every pull of an arm is associated with delayed feedback. The delay in feedback increases the effective sample complexity of standard algorithms, but can be offset if we have access to partial…