When society maintains a competitive system to promote an abstract goal, competition by necessity relies on imperfect proxy measures. For instance profit is used to measure value to consumers, patient volumes to measure hospital performance, or the Journal Impact Factor to measure scientific value. Here we note that \t…
The NIPS 2018 Adversarial Vision Challenge is a competition to facilitate measurable progress towards robust machine vision models and more generally applicable adversarial attacks. This document is an updated version of our competition proposal that was accepted in the competition track of 32nd Conference on Neural In…
NeurIPS 2020 competition seeks to predict deep learning generalization.
problem Understanding and predicting generalization in deep learning models.
method Propose complexity measures to accurately predict generalization performance.
result A robust complexity measure could improve deep learning reliability.
Paper characterizes star-shaped risk measures and their properties.
problem Characterizing risk measures in the presence of liquidity risk and competitive delegation.
method Characterization of star-shaped risk measures, study of their properties.
result Star-shaped risk measures include all practically used risk measures.
Machine learning competition predicts spacecraft collision risks.
problem Predicting future collision risks between orbiting satellites.
method Machine learning models trained on satellite collision data.
result Models accurately predicted collision risks with high precision.
Bayesian rating system for large competitions improves prediction and efficiency.
problem Rating systems for large, competitive events like online programming contests.
method Developed a Bayesian rating system for many participants, proving robustness and runtime.
result The system outperforms existing systems in accuracy and computation speed.
Study shows startup competition and investor network influence fundraising success at different stages.
problem Misunderstanding of fundraising success factors across startup stages.
method Used Word2Vec for competition measures and Graph Neural Networks for investor network analysis.
result Startup competition is crucial for early-stage fundraising, while growth-stage fundraising is influenced by investor network features.
The paper addresses how to complete incomplete risk markets by iteratively enhancing welfare.
problem How to complete incomplete risk markets to enhance welfare.
method Iterative mechanism to complete the market while monotonically enhancing welfare.
result Iterative completion of incomplete risk markets can enhance welfare.
Politicians world-wide frequently promise a better life for their citizens. We find that the probability that a country will increase its {\it per capita} GDP ({\it gdp}) rank within a decade follows an exponential distribution with decay constant λ = 0.12 λ= 0.12 λ = 0.12 . We use the Corruption Perceptions Index (CPI) and the Global …
Study completes financial markets in complex models without external probabilities.
problem Completing financial markets in models without exogenous probability measures.
method Obtained a necessary and sufficient condition for market extension.
result A condition for market extension in complex models is established.
Study shows Elo models fail to accurately measure transitive strength in competitive games.
problem Elo models fail to correctly identify the transitive component in real-world competitive games.
method Investigated the challenge of identifying the transitive component in games, proposed an extension of the Elo score.
result Disc ranking system assigns two scores: skill and consistency.
Paper develops a fractal dimension-based generalization measure.
problem Developing a robust generalization measure for machine learning models.
method Analyzes decision boundaries using fractal dimension concept.
result Developed a generalization measure based on fractal dimension.
The understanding of the type of inhibitory interaction plays an important role in drug design. Therefore, researchers are interested to know whether a drug has competitive or non-competitive interaction to particular protein targets. Method: to analyze the interaction types we propose factorization method Macau which …
Sentiment analysis (SA) is a task related to understanding people's feelings in written text; the starting point would be to identify the polarity level (positive, neutral or negative) of a given text, moving on to identify emotions or whether a text is humorous or not. This task has been the subject of several researc…
FLAIR measures LP competitiveness in AMMs, improving LP performance evaluations.
problem LP returns are affected by both market risk and competitive strategies.
method Introduces FLAIR metric to quantify LP competitiveness and assesses its impact on LP returns.
result FLAIR captures dynamic behavior of LPs and differentiates between active provisioning strategies.
The study analyzes games and social hierarchies, incorporating luck and depth of competition.
problem Analyzing patterns of wins and losses in games and social hierarchies.
method Generalized probabilistic models incorporating luck and depth of competition.
result Social competition tends to be deeper with many distinct levels, but there is often a chance of upset victories.
A new method for analyzing product competition using low-dimensional embeddings.
problem Computational challenges in studying product-level competition for millions of products.
method Product2Vec, a method based on representation learning algorithm Word2Vec.
result The method produces more accurate demand forecasts and price elasticities compared to state-of-the-art models.
Improved model accuracy can reduce overall user accuracy in competitive markets.
problem The impact of model competition on overall user accuracy.
method Defined a model of competition for classification tasks and used data representations to study the effect of scale.
result Improving data representation quality can decrease overall predictive accuracy across users (social welfare) in a competitive market.
The goal of this study is to determine which strategic model, either IO or RBV, allows firms to generate the highest performance on a competitive market. Contrasting with classical studies that mobilize analyses as VARCOMP, we deploy a multi-agent system simulating the behavior of firms adopting RBV or IO strategic mod…
New method uses kernel Stein discrepancy for measure transport without strict continuity constraints.
problem Minimizing Kullback-Leibler divergence for posterior approximation.
method Proposes minimizing kernel Stein discrepancy instead of Kullback-Leibler divergence.
result Demonstrates consistency and competitiveness of the new method.
New algorithm handles bandit problems under translations and scales.
problem Adversarial multi-armed bandit problems with arbitrary translations and scales.
method Innovative online algorithm invariant to translations and scales, using universal prediction.
result Second-order regret bounds, unaffected by affine transformations of losses.
The paper develops algorithms for competitive RL in partially observable MGs.
problem Challenges in reinforcement learning with function approximation and partial observability.
method Proposes posterior sampling methods for self-play and adversarial learning in zero-sum MGs.
result Developed algorithms achieve low regret bounds scaling sublinearly with GEC and episode number.
The paper improves competitive and dynamic regret bounds for smoothed online learning.
problem Smoothed online learning with hitting and switching costs.
method Optimization problems to minimize hitting cost, dynamic regret modification of existing algorithms.
result Improved competitive and dynamic regret bounds for various function classes.
Paper introduces variance-based measures for second-order uncertainty quantification in classification problems.
problem Uncertainty in machine learning predictions and decision-making.
method Second-order uncertainty quantification using variance-based measures.
result Variance-based measures effectively quantify uncertainty on a class-based level and are competitive with entropy-based measures.
We consider the class of risk measures associated with optimized certainty equivalents. This class includes several popular examples, such as CV@R and monotone mean-variance. Numerical schemes are developed for the computation of these risk measures using Fourier transform methods. This leads, in particular, to a very …
New algorithms prove self-play can be effective in competitive RL.
problem Proving self-play algorithms' effectiveness in competitive reinforcement learning.
method Introduced Value Iteration with Upper/Lower Confidence Bound (VI-ULCB) and explore-then-exploit algorithms.
result Achieved regret bounds of i l d e O ( T ) ilde{\mathcal{O}}(\sqrt{T}) i l d e O ( T ) and i l d e O ( T 2 / 3 ) ilde{\mathcal{O}}(T^{2/3}) i l d e O ( T 2/3 ) . The paper simplifies complex jump-diffusion markets to complete models.
problem Pricing and hedging derivatives in incomplete jump-diffusion markets.
method Filtration reduction to a complete market, then consistency to original market.
result A unique equivalent martingale measure is obtained for pricing.
This paper demonstrates dynamic hyper-parameter setting, for deep neural network training, using Mutual Information (MI). The specific hyper-parameter studied in this paper is the learning rate. MI between the output layer and true outcomes is used to dynamically set the learning rate of the network through the trainin…
The study compares M6 competitors' performance to industry benchmarks and discusses incentives for investment managers.
problem Investors seek to understand the performance and skill of M6 competitors beyond the competition's metrics.
method Comparative analysis using financial metrics, factor models, and new strategies.
result Most competitors do not generate significant out-performance compared to industry benchmarks, but some show skill in recent performance.
New approach for algorithms that learn predictors to improve performance.
problem Improving algorithm performance by learning better predictions.
method Identify functional dependence and apply online learning techniques.
result Improved results in various online settings with simpler analysis.
Study of insurer games with model uncertainty in reinsurance and investment strategies.
problem Model uncertainty and competitive insurers' performance under worst-case scenarios.
method Formulated robust mean-field game for non-linear system, derived closed-form solutions.
result Relative concerns lead to new hedging terms in investment and reinsurance strategies.
This study uses complex networks to analyze influential spreaders and their effects on different market sectors.
problem Existing methods failed to distinguish between positive and negative influences of market sectors.
method LIEST (Local Influential Effects for Specific Target) method using complex network analysis.
result LIEST effectively distinguishes positive and negative influences of market sectors during different periods.
Proposes a sparse Naïve Bayes classifier to improve performance and interpretability.
problem Naïve Bayes assumes feature independence, which is violated in real data.
method Integrates feature correlation and performance measures for feature selection.
result Competitive results in accuracy, sparsity, and running times for balanced datasets.
A new diversification measure DQ derived from risk measures addresses limitations of existing indices.
problem Limitations of existing diversification indices in capturing tail heaviness and common shocks.
method DQs are defined based on a parametric family of risk measures, satisfying six axioms of diversification.
result DQs can properly capture tail heaviness and common shocks, improving portfolio selection.
The Madry Lab recently hosted a competition designed to test the robustness of their adversarially trained MNIST model. Attacks were constrained to perturb each pixel of the input image by a scaled maximal L ∞ L_\infty L ∞ distortion ε ε ε = 0.3. This discourages the use of attacks which are not optimized on the L ∞ L_\infty L ∞ dis…
Modeling physiological time-series in ICU is of high clinical importance. However, data collected within ICU are irregular in time and often contain missing measurements. Since absence of a measure would signify its lack of importance, the missingness is indeed informative and might reflect the decision making by the c…
Study copyright's impact on creative industries using AI-generated fonts.
problem Estimating supply and demand in creative industries with AI-generated content.
method Neural network embeddings, spatial regression, event-study analyses, structural model of supply and demand.
result Copyright can raise consumer welfare by encouraging product relocation.
Improved deep neural network generalization through noise resilience.
problem Understanding and predicting generalization error of deep neural networks.
method Noise resilience measures to predict generalization error.
result Secured 5th position in the PGDL competition at NeurIPS 2020.
This work derives closed-form expressions computing the expectation of co-presence and of number of co-occurrences of nodes on paths sampled from a network according to general path weights (a bag of paths). The underlying idea is that two nodes are considered as similar when they often appear together on (preferably s…
Algorithm provides online learning guarantees against general comparators in full and bandit feedback.
problem Adversarial online learning with data-dependent regret guarantees.
method Completely online algorithm with data-dependent regret guarantees for full and bandit feedback.
result Algorithm achieves expected performance against arbitrary comparator sequences in full and bandit feedback settings.
Paper develops multivariate time series similarity and distance measures.
problem Compensating for misalignments in multivariate time series data.
method Adapted Independent and Dependent DTW strategies to seven elastic similarity and distance measures.
result Each measure achieves highest accuracy on at least one dataset, supporting their value.
Study optimal investment strategies for competitive agents using Mean Field Games.
problem Optimizing portfolios with relative performance criteria.
method Mean Field Game framework applied to CRRA and CARA utility cases.
result Derivation of optimal investment and consumption strategies.
Deep Learning improves real-time question answering in MOOC forums.
problem Challenges in responding to questions in real-time in MOOC forums.
method Used Transformer-based contextual embedding mechanisms like BERT for real-time question answering.
result Automation reduced turn-around response time from 21 mins to 0.3 secs.
We study Smoothed Online Convex Optimization, a version of online convex optimization where the learner incurs a penalty for changing her actions between rounds. Given a Ω ( d ) Ω(\sqrt{d}) Ω ( d ) lower bound on the competitive ratio of any online algorithm, where d d d is the dimension of the action space, we ask under what conditio…
RI-based variable ranking and selection outperforms lasso in high-dimensional datasets.
problem Challenges in variable selection and model creation with correlated predictors.
method RI measures for feature ranking and selection, including CRI.Z.
result RI-based methods outperform lasso in high-dimensional datasets, especially with correlated predictors.
A new robust time series distance metric for k-NN classification.
problem Robustness against arbitrary data contamination in time series classification.
method Proposes a novel distance metric with worst-case O ( n log n ) \mathcal{O}(n\log n) O ( n log n ) complexity. result Demonstrates competitive classification accuracy in k-NN time series classification.
A new method compares image classifiers using adaptive sampling of natural images.
problem Evaluation of image classifiers on small, fixed test sets may not generalize to real-world images.
method Adaptive sampling from a large corpus of unlabeled images to maximize classifier discrepancies measured by WordNet hierarchy.
result Human labeling of model-dependent image sets reveals relative classifier performance.
Models analyze strategic risk-taking in continuous action games.
problem Strategic risk-taking dynamics in continuous action games.
method Normal form game, multi-player scenarios, regret minimization algorithms, numerical algorithm for calculation.
result Nash equilibrium also serves as a correlated equilibrium in continuous games.