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.
ODS improves adversarial attacks by maximizing output diversity.
Explains classic quantitative strategies and their workings.
Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO by transferring knowledge across multiple related black-box functions. In this …
Membership inference determines, given a sample and trained parameters of a machine learning model, whether the sample was part of the training set. In this paper, we derive the optimal strategy for membership inference with a few assumptions on the distribution of the parameters. We show that optimal attacks only depe…
Predictive modelling and supervised learning are central to modern data science. With predictions from an ever-expanding number of supervised black-box strategies - e.g., kernel methods, random forests, deep learning aka neural networks - being employed as a basis for decision making processes, it is crucial to underst…
We explore the use of Evolution Strategies (ES), a class of black box optimization algorithms, as an alternative to popular MDP-based RL techniques such as Q-learning and Policy Gradients. Experiments on MuJoCo and Atari show that ES is a viable solution strategy that scales extremely well with the number of CPUs avail…
Interpretable semi-supervised classifier for black-box models with two self-labeling strategies.
Stabilizing black-box algorithms through task-oriented randomization
RAAL optimizes black box function optimization with multifidelity models.
This work addresses the situation where a black-box model with good predictive performance is chosen over its interpretable competitors, and we show interpretability is still achievable in this case. Our solution is to find an interpretable substitute on a subset of data where the black-box model is overkill or nearly …
Note that this paper is superceded by "Black-Box Adversarial Attacks with Limited Queries and Information." Current neural network-based image classifiers are susceptible to adversarial examples, even in the black-box setting, where the attacker is limited to query access without access to gradients. Previous methods -…
Bayesian Algorithm Execution uses mutual information to infer properties of black-box functions efficiently.
The lack of interpretability often makes black-box models difficult to be applied to many practical domains. For this reason, the current work, from the black-box model input port, proposes to incorporate data-based prior information into the black-box soft-margin SVM model to enhance its interpretability. The concept …
A scalable portfolio approach speeds up Bayesian optimization for noisy functions.
We consider a trader who wants to direct his portfolio towards a set of acceptable wealths given by a convex risk measure. We propose a black-box algorithm, whose inputs are the joint law of stock prices and the convex risk measure, and whose outputs are the numerical values of initial capital requirement and the funct…
P-BO reduces black-box adversarial attacks by 10x with Bayesian optimization and function prior.
CR-FM-NES improves NES for high-dimensional optimization.
Black box discrete optimization (BBDO) appears in wide range of engineering tasks. Evolutionary or other BBDO approaches have been applied, aiming at automating necessary tuning of system parameters, such as hyper parameter tuning of machine learning based systems when being installed for a specific task. However, auto…
Many optimization methods for generating black-box adversarial examples have been proposed, but the aspect of initializing said optimizers has not been considered in much detail. We show that the choice of starting points is indeed crucial, and that the performance of state-of-the-art attacks depends on it. First, we d…
Develops transparent global models consistent with local explanations.
Paper proposes B3D method for black-box backdoor detection.
New action poisoning attacks improve LinUCB's performance by changing action signals.
This paper proposes a novel PGO framework to optimize systemic risk bailouts using neural networks.
Paper introduces active Bayesian method for assessing black-box classifiers efficiently.
We investigate how an adversary can optimally use its query budget for targeted evasion attacks against deep neural networks in a black-box setting. We formalize the problem setting and systematically evaluate what benefits the adversary can gain by using substitute models. We show that there is an exploration-exploita…
Recent studies have shown that adversarial examples in state-of-the-art image classifiers trained by deep neural networks (DNN) can be easily generated when the target model is transparent to an attacker, known as the white-box setting. However, when attacking a deployed machine learning service, one can only acquire t…
We study black-box attacks on machine learning classifiers where each query to the model incurs some cost or risk of detection to the adversary. We focus explicitly on minimizing the number of queries as a major objective. Specifically, we consider the problem of attacking machine learning classifiers subject to a budg…
LaMBO optimizes modular systems with switching costs, achieving better results than existing methods.
Deep neural networks (DNNs) have been found to be vulnerable to adversarial examples resulting from adding small-magnitude perturbations to inputs. Such adversarial examples can mislead DNNs to produce adversary-selected results. Different attack strategies have been proposed to generate adversarial examples, but how t…
SCBO tackles constrained optimization in high dimensions.
New black-box attack method improves GNN defense without needing training data.
Develops a method to find costly high-confidence errors in black box models.
OPAL optimizes labeling strategy for precise inference from uncertain models.
Bayesian optimization (BO) is an effective method of finding the global optima of black-box functions. Recently BO has been applied to neural architecture search and shows better performance than pure evolutionary strategies. All these methods adopt Gaussian processes (GPs) as surrogate function, with the handcraft sim…
Novel method for high-dimensional BO using CMA to define local regions.
Evolutionary Strategies optimize hyper-parameters for off-policy learning.
Paper proves optimality of doubly robust estimators for treatment effects.
Improves Bayesian optimisation for engineering design problems with many variables.
This paper simplifies deep ReLU networks into local linear models for better interpretability.
This work presents PESMOC, Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints, an information-based strategy for the simultaneous optimization of multiple expensive-to-evaluate black-box functions under the presence of several constraints. PESMOC can hence be used to solve a wide range…
New estimator optimizes black-box model errors in semiparametric estimation.
Paper generates natural adversarial examples for hyperspectral data.
We present a scalable, black box, perception-in-the-loop technique to find adversarial examples for deep neural network classifiers. Black box means that our procedure only has input-output access to the classifier, and not to the internal structure, parameters, or intermediate confidence values. Perception-in-the-loop…
DEceit constructs effective universal pixel-restricted perturbations for deep image classifiers.
Existing deep active learning algorithms achieve impressive sampling efficiency on natural language processing tasks. However, they exhibit several weaknesses in practice, including (a) inability to use uncertainty sampling with black-box models, (b) lack of robustness to labeling noise, and (c) lack of transparency. I…
Bayesian method for estimating quantile sets efficiently.
We report on a technique based on multi-agent games which has potential use in the prediction of future movements of financial time-series. A third-party game is trained on a black-box time-series, and is then run into the future to extract next-step and multi-step predictions. In addition to the possibility of identif…
As machine learning becomes an important part of many real world applications affecting human lives, new requirements, besides high predictive accuracy, become important. One important requirement is transparency, which has been associated with model interpretability. Many machine learning algorithms induce models diff…