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.
Optimizes neural networks with blackbox solvers using Time-cost Regularization.
New method improves blackbox attack transferability by perturbing feature hierarchy.
We present a new algorithm ASEBO for optimizing high-dimensional blackbox functions. ASEBO adapts to the geometry of the function and learns optimal sets of sensing directions, which are used to probe it, on-the-fly. It addresses the exploration-exploitation trade-off of blackbox optimization with expensive blackbox qu…
CoNES optimizes blackbox functions using convex optimization and information geometry.
Proposes a query-efficient blackbox attack method.
Novel method for scalable neural network-based blackbox optimization.
Deep learning models trained using massive amounts of data tend to capture one view of the data and its associated mapping. Different deep learning models built on the same training data may capture different views of the data based on the underlying techniques used. For explaining the decisions arrived by blackbox dee…
EGORSE optimizes high-dimensional problems using random and supervised embeddings.
ControlSHAP stabilizes Shapley value approximations using control variates.
InterpretML is an open-source Python package which exposes machine learning interpretability algorithms to practitioners and researchers. InterpretML exposes two types of interpretability - glassbox models, which are machine learning models designed for interpretability (ex: linear models, rule lists, generalized addit…
Achieving fusion of deep learning with combinatorial algorithms promises transformative changes to artificial intelligence. One possible approach is to introduce combinatorial building blocks into neural networks. Such end-to-end architectures have the potential to tackle combinatorial problems on raw input data such a…
Open-source Vizier optimizes complex systems for Google and beyond.
PyXAB is a Python library for X-armed bandits and online optimization.
Improved stability and generalization for blackbox learned optimizers.
Rank-based metrics are some of the most widely used criteria for performance evaluation of computer vision models. Despite years of effort, direct optimization for these metrics remains a challenge due to their non-differentiable and non-decomposable nature. We present an efficient, theoretically sound, and general met…
Despite advances in scalable models, the inference tools used for Gaussian processes (GPs) have yet to fully capitalize on developments in computing hardware. We present an efficient and general approach to GP inference based on Blackbox Matrix-Matrix multiplication (BBMM). BBMM inference uses a modified batched versio…
Private learning of Gaussian Mixture Models without boundedness assumptions.
No free lunch theorems show all algorithms perform equally under uniform distribution.
End-to-end trainable graph matching using improved combinatorial solvers.
We tackle the blackbox issue of deep neural networks in the settings of reinforcement learning (RL) where neural agents learn towards maximizing reward gains in an uncontrollable way. Such learning approach is risky when the interacting environment includes an expanse of state space because it is then almost impossible…
Interest in derivative-free optimization (DFO) and "evolutionary strategies" (ES) has recently surged in the Reinforcement Learning (RL) community, with growing evidence that they can match state of the art methods for policy optimization problems in Robotics. However, it is well known that DFO methods suffer from proh…
Unified framework for realizable and agnostic learning.
Adversarial perturbations fool deepfake detectors with high accuracy.
IETNet identifies important channels for MVTS classification.
SureMap estimates model performance across subpopulations efficiently.
The ability to interpret machine learning models has become increasingly important now that machine learning is used to inform consequential decisions. We propose an approach called model extraction for interpreting complex, blackbox models. Our approach approximates the complex model using a much more interpretable mo…
Imputation-Powered Inference improves subpopulation efficiency in missing data settings.
Distributional reinforcement learning (distributional RL) has seen empirical success in complex Markov Decision Processes (MDPs) in the setting of nonlinear function approximation. However, there are many different ways in which one can leverage the distributional approach to reinforcement learning. In this paper, we p…
Counterfactual post-hoc interpretability approaches have been proven to be useful tools to generate explanations for the predictions of a trained blackbox classifier. However, the assumptions they make about the data and the classifier make them unreliable in many contexts. In this paper, we discuss three desirable pro…
Recent developments have established the vulnerability of deep reinforcement learning to policy manipulation attacks via intentionally perturbed inputs, known as adversarial examples. In this work, we propose a technique for mitigation of such attacks based on addition of noise to the parameter space of deep reinforcem…
New method tracks shifts in infinite-armed bandits without prior knowledge.
As convolutional neural networks (CNNs) enable state-of-the-art computer vision applications, their high energy consumption has emerged as a key impediment to their deployment on embedded and mobile devices. Towards efficient image classification under hardware constraints, prior work has proposed adaptive CNNs, i.e., …
Artificial Intelligence (AI) can now automate the algorithm selection, feature engineering, and hyperparameter tuning steps in a machine learning workflow. Commonly known as AutoML or AutoAI, these technologies aim to relieve data scientists from the tedious manual work. However, today's AutoAI systems often present on…
We present an information-theoretic framework for sequential adaptive compressed sensing, Info-Greedy Sensing, where measurements are chosen to maximize the extracted information conditioned on the previous measurements. We show that the widely used bisection approach is Info-Greedy for a family of -sparse signals b…
New adversarial attack method based on deep feature distributions.
Joint state and parameter estimation is a core problem for dynamic Bayesian networks. Although modern probabilistic inference toolkits make it relatively easy to specify large and practically relevant probabilistic models, the silver bullet---an efficient and general online inference algorithm for such problems---remai…
Bayesian optimization (BO) aims to minimize a given blackbox function using a model that is updated whenever new evidence about the function becomes available. Here, we address the problem of BO under partially right-censored response data, where in some evaluations we only obtain a lower bound on the function value. T…
Framework reconstructs missing spatio-temporal data for extreme value prediction.
Engineers widely use Gaussian process regression framework to construct surrogate models aimed to replace computationally expensive physical models while exploring design space. Thanks to Gaussian process properties we can use both samples generated by a high fidelity function (an expensive and accurate representation …
BO method improved by density-ratio estimation for better efficiency and scalability.
Evolution Strategies (ES) are a powerful class of blackbox optimization techniques that recently became a competitive alternative to state-of-the-art policy gradient (PG) algorithms for reinforcement learning (RL). We propose a new method for improving accuracy of the ES algorithms, that as opposed to recent approaches…
We propose a new class of structured methods for Monte Carlo (MC) sampling, called DPPMC, designed for high-dimensional nonisotropic distributions where samples are correlated to reduce the variance of the estimator via determinantal point processes. We successfully apply DPPMCs to problems involving nonisotropic distr…
New method explains predictive uncertainty by focusing on second-order effects.
Bayesian optimization (BO) and its batch extensions are successful for optimizing expensive black-box functions. However, these traditional BO approaches are not yet ideal for optimizing less expensive functions when the computational cost of BO can dominate the cost of evaluating the blackbox function. Examples of the…
Develops methods for making deep learning models more interpretable by answering counterfactual questions.
GPEX interprets deep neural networks without strict assumptions.
The rapid digital transformation without security considerations has resulted in the rise of global-scale cyberattacks. The first line of defense against these attacks are Network Intrusion Detection Systems (NIDS). Once deployed, however, these systems work as blackboxes with a high rate of false positives with no mea…
New method tests tree models without causing computational pressure.