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 introduce a fully probabilistic framework of consumer product choice based on quality assessment. It allows us to capture many aspects of marketing such as partial information asymmetry, quality differentiation, and product placement in a supermarket.
Ranking data arises in a wide variety of application areas but remains difficult to model, learn from, and predict. Datasets often exhibit multimodality, intransitivity, or incomplete rankings---particularly when generated by humans---yet popular probabilistic models are often too rigid to capture such complexities. In…
We analyze the problem of learning a single user's preferences in an active learning setting, sequentially and adaptively querying the user over a finite time horizon. Learning is conducted via choice-based queries, where the user selects her preferred option among a small subset of offered alternatives. These queries …
Decision making based on behavioral and neural observations of living systems has been extensively studied in brain science, psychology, and other disciplines. Decision-making mechanisms have also been experimentally implemented in physical processes, such as single photons and chaotic lasers. The findings of these exp…
We address the problem of {\it adaptivity} in the framework of reproducing kernel Hilbert space (RKHS) regression. More precisely, we analyze estimators arising from a linear regularization scheme $g_\lam$. In practical applications, an important task is to choose the regularization parameter $\lam$ appropriately, i.e.…
Motivated by the scarcity of accurate payoff feedback in practical applications of game theory, we examine a class of learning dynamics where players adjust their choices based on past payoff observations that are subject to noise and random disturbances. First, in the single-player case (corresponding to an agent tryi…
Model financial network dynamics to avoid systemic risk.
problem Emergence of systemic risk in financial networks.
method Derive solutions of random fixed point equations, analyze replicator dynamics, derive conditions for evolutionary stable strategies, verify with simulations.
result Emerging strategies converge to an attractor of an ODE, avoiding systemic risk.
An active learner is given a hypothesis class, a large set of unlabeled examples and the ability to interactively query labels to an oracle of a subset of these examples; the goal of the learner is to learn a hypothesis in the class that fits the data well by making as few label queries as possible. This work addresses…
LaMP neural networks model label interactions for multi-label classification.
problem Efficiently modeling label interactions in multi-label classification.
method Label Message Passing (LaMP) Neural Networks, treating labels as nodes on a graph, compute hidden representations conditioned on input using attention-based message passing.
result Significantly outperforms state-of-the-art multi-label classification models on seven real-world datasets.
An important problem in multi-label classification is to capture label patterns or underlying structures that have an impact on such patterns. This paper addresses one such problem, namely how to exploit hierarchical structures over labels. We present a novel method to learn vector representations of a label space give…
Zero-shot learning transfers knowledge from seen classes to novel unseen classes to reduce human labor of labelling data for building new classifiers. Much effort on zero-shot learning however has focused on the standard multi-class setting, the more challenging multi-label zero-shot problem has received limited attent…
This paper uses Bayesian networks to analyze label correlations for improving multi-label classifier chains.
problem Improving multi-label classifier chain performance by discovering label correlations and determining the label order.
method Bayesian network (BN) to model label correlations, scoring function to evaluate BN structure, heuristic algorithm to optimize BN, topological sorting to derive label order.
result The proposed BNCC method enhances multi-label classifier chain performance through optimized label order and correlation analysis.
DM2L tackles missing labels in multi-label learning by modeling local and global rank structures.
problem Missing labels in multi-label learning.
method DM2L imposes local low-rank structures and global high-rank structures on predictions of instances from the same and different labels, respectively.
result DM2L outperforms state-of-the-art methods in multi-label learning with missing labels.
It is challenging to handle a large volume of labels in multi-label learning. However, existing approaches explicitly or implicitly assume that all the labels in the learning process are given, which could be easily violated in changing environments. In this paper, we define and study streaming label learning (SLL), i.…
We describe a nonparametric topic model for labeled data. The model uses a mixture of random measures (MRM) as a base distribution of the Dirichlet process (DP) of the HDP framework, so we call it the DP-MRM. To model labeled data, we define a DP distributed random measure for each label, and the resulting model genera…
This paper presents privileged multi-label learning (PrML) to explore and exploit the relationship between labels in multi-label learning problems. We suggest that for each individual label, it cannot only be implicitly connected with other labels via the low-rank constraint over label predictors, but also its performa…