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 consider the problem of belief aggregation: given a group of individual agents with probabilistic beliefs over a set of uncertain events, formulate a sensible consensus or aggregate probability distribution over these events. Researchers have proposed many aggregation methods, although on the question of which is be…
Belief networks are a new, potentially important, class of knowledge-based models. ARCO1, currently under development at the Atlantic Richfield Company (ARCO) and the University of Southern California (USC), is the most advanced reported implementation of these models in a financial forecasting setting. ARCO1's underly…
RL agents fail to generalize to unseen environments, even when dynamics are similar.
problem RL agents fail to generalize to unseen environments despite similar dynamics.
method Analyzed policy learning in POMDPs, formalized training dynamics as instances, and introduced a shared belief representation over an ensemble of specialized policies.
result Maximizing rewards induces instance-specific policies that are suboptimal on the training set.
We use a cluster ensemble to determine the number of clusters, k, in a group of data. A consensus similarity matrix is formed from the ensemble using multiple algorithms and several values for k. A random walk is induced on the graph defined by the consensus matrix and the eigenvalues of the associated transition proba…
To devise efficient solutions for approximating a mean partition in consensus clustering, Dimitriadou et al. [3] presented a necessary condition of optimality for a consensus function based on least square distances. We show that their result is pivotal for deriving interesting properties of consensus clustering beyond…
Modularity is a popular measure of community structure. However, maximizing the modularity can lead to many competing partitions, with almost the same modularity, that are poorly correlated with each other. It can also produce illusory "communities" in random graphs where none exist. We address this problem by using th…
We present here an introduction to Brainstorming approach, that was recently proposed as a consensus meta-learning technique, and used in several practical applications in bioinformatics and chemoinformatics. The consensus learning denotes heterogeneous theoretical classification method, where one trains an ensemble of…
A novel framework for consensus clustering is presented which has the ability to determine both the number of clusters and a final solution using multiple algorithms. A consensus similarity matrix is formed from an ensemble using multiple algorithms and several values for k. A variety of dimension reduction techniques …
The distribution of price returns for a class of uncorrelated diffusive dynamics is considered. The basic assumptions are (1) that there is a "consensus" value associated with a stock, and (2) that the rate of diffusion depends on the deviation of the stock price from the consensus value. We find an analytical expressi…
The present paper considers distributed consensus algorithms that involve N agents evolving on a connected compact homogeneous manifold. The agents track no external reference and communicate their relative state according to a communication graph. The consensus problem is formulated in terms of the extrema of a cost f…
Suppose that multiple experts (or learning algorithms) provide us with alternative Bayesian network (BN) structures over a domain, and that we are interested in combining them into a single consensus BN structure. Specifically, we are interested in that the consensus BN structure only represents independences all the g…
This paper considers the problem of detection in distributed networks in the presence of data falsification (Byzantine) attacks. Detection approaches considered in the paper are based on fully distributed consensus algorithms, where all of the nodes exchange information only with their neighbors in the absence of a fus…