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 propose a voted dual averaging method for online classification problems with explicit regularization. This method employs the update rule of the regularized dual averaging (RDA) method, but only on the subsequence of training examples where a classification error is made. We derive a bound on the number of mistakes…
We study the problem of efficient online multiclass linear classification with bandit feedback, where all examples belong to one of K classes and lie in the d-dimensional Euclidean space. Previous works have left open the challenge of designing efficient algorithms with finite mistake bounds when the data is linear…
Machine learning models are vulnerable to adversarial examples: small changes to images can cause computer vision models to make mistakes such as identifying a school bus as an ostrich. However, it is still an open question whether humans are prone to similar mistakes. Here, we address this question by leveraging recen…
We introduce a conceptually simple and effective method to quantify the similarity between relations in knowledge bases. Specifically, our approach is based on the divergence between the conditional probability distributions over entity pairs. In this paper, these distributions are parameterized by a very simple neural…
Motivated by social balance theory, we develop a theory of link classification in signed networks using the correlation clustering index as measure of label regularity. We derive learning bounds in terms of correlation clustering within three fundamental transductive learning settings: online, batch and active. Our mai…
For a number of reasons, computational intelligence and machine learning methods have been largely dismissed by the professional community. The reasons for this are numerous and varied, but inevitably amongst the reasons given is that the systems designed often do not perform as expected by their designers. The reasons…
Class labels are often imperfectly observed, due to mistakes and to genuine ambiguity among classes. We propose a new semi-supervised deep generative model that explicitly models noisy labels, called the Mislabeled VAE (M-VAE). The M-VAE can perform better than existing deep generative models which do not account for l…
We classify all closed non-orientable P2-irreducible 3-manifolds with complexity up to 7, fixing two mistakes in our previous complexity-up-to-6 classification. We show that there is no such manifold with complexity less than 6, five with complexity 6 (the four flat ones and the filling of the Gieseking manifold, which…
Using Jeff Holman's comments in Quantitative Finance to illustrate 4 critical errors students should learn to avoid: 1) Mistaking tails (4th moment) for volatility (2nd moment), 2) Missing Jensen's Inequality, 3) Analyzing the hedging wihout the underlying, 4) The necessity of a numeraire in finance.
Despite being very effective in several classification tasks, Dynamic Ensemble Selection (DES) techniques can select classifiers that classify all samples in the region of competence as being from the same class. The Frienemy Indecision REgion DES (FIRE-DES) tackles this problem by pre-selecting classifiers that correc…
We investigate the problem of active learning on a given tree whose nodes are assigned binary labels in an adversarial way. Inspired by recent results by Guillory and Bilmes, we characterize (up to constant factors) the optimal placement of queries so to minimize the mistakes made on the non-queried nodes. Our query se…
Online learning makes sequence of decisions with partial data arrival where next movement of data is unknown. In this paper, we have presented a new technique as multiple times weight updating that update the weight iteratively forsame instance. The proposed technique analyzed with popular state-of-art algorithms from …
This note corrects the mistakes in the splicing formulas of the paper "Floer homology and splicing knot complements". The mistakes are the result of the incorrect assumption that for a knot K inside a homology sphere Y, the involution on the knot Floer homology of K which corresponds to moving the basepoints by o…
John Morgan and G,Tian pointed out a mistake in the concluding argument for our paper entitled "C1 in [2] is zero", which was recently published in arXiv:1512.02098. We hereby acknowledge this mistake and correct the computation, leading to the conclusion that C1 is non-zero and that their reference [2] does inde…
We present very efficient active learning algorithms for link classification in signed networks. Our algorithms are motivated by a stochastic model in which edge labels are obtained through perturbations of a initial sign assignment consistent with a two-clustering of the nodes. We provide a theoretical analysis within…