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.
SBO uses dual voting to build consensus in noisy feedback settings.
Purpose - This paper seeks to take a cautionary stance to the impact of the marketing mix on customer satisfaction, via a case study deriving consensus rankings for benchmarking on selected retail stores in Malaysia. Design/methodology/approach - The ELECTRE I model is used in deriving consensus rankings via multicrite…
A method for consensus prediction from probabilistic classifier outputs.
Preventing early progression of epilepsy and so the severity of seizures requires an effective diagnosis. Epileptic transients indicate the ability to develop seizures but humans overlook such brief events in an electroencephalogram (EEG) what compromises patient treatment. Traditionally, training of the EEG event dete…
New algorithms for collaborative reinforcement learning with limited communication.
We present a novel variation of online kernel machines in which we exploit a consensus based optimization mechanism to guide the evolution of decision functions drawn from a reproducing kernel Hilbert space, which efficiently models the observed stationary process.
We study the explore-exploit tradeoff in distributed cooperative decision-making using the context of the multiarmed bandit (MAB) problem. For the distributed cooperative MAB problem, we design the cooperative UCB algorithm that comprises two interleaved distributed processes: (i) running consensus algorithms for estim…
We consider the problem of decentralized consensus optimization, where the sum of smooth and strongly convex functions are minimized over distributed agents that form a connected network. In particular, we consider the case that the communicated local decision variables among nodes are quantized in order to all…
In this paper I empirically investigate prediction markets for binary options. Advocates of prediction markets have suggested that asset prices are consistent estimators of the "true" probability of a state of the world being realized. I test whether the market reaches a "consensus." I find little evidence for converge…
Novel IRL method identifies suboptimal medical decisions in ICU data.
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…
This paper studies the decentralized optimization and learning problem where multiple interconnected agents aim to learn an optimal decision function defined over a reproducing kernel Hilbert space by jointly minimizing a global objective function, with access to their own locally observed dataset. As a non-parametric …
WISCA generates consensus explanations from conflicting model-agnostic interpretability methods.
New method uses nested optimal transport for financial time series evaluation.
Bayesian consensus improves accuracy of forecasts from miscalibrated sources.
Deep neural networks have achieved remarkable success in various challenging tasks. However, the black-box nature of such networks is not acceptable to critical applications, such as healthcare. In particular, the existence of adversarial examples and their overgeneralization to irrelevant, out-of-distribution inputs w…
Bayesian framework for online consensus prediction from expert feedback.
In distributed machine learning, where agents collaboratively learn from diverse private data sets, there is a fundamental tension between consensus and optimality. In this paper, we build on recent algorithmic progresses in distributed deep learning to explore various consensus-optimality trade-offs over a fixed commu…
Paper analyzes convergence of decentralized algorithms with noise and bias.
ARCO-BO optimizes multi-agent design under heterogeneity, improving efficiency and performance.
CB-APM uses analyst consensus as a bottleneck to interpret stock returns.
Paper proves PI consensus algorithm converges exponentially under restricted secant inequality.
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…
A new algorithm reduces communication in decentralized optimization.
Consensus clustering fuses diverse basic partitions (i.e., clustering results obtained from conventional clustering methods) into an integrated one, which has attracted increasing attention in both academic and industrial areas due to its robust and effective performance. Tremendous research efforts have been made to t…
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…
New method to evaluate visual explanations from neural networks.
Adversaries can manipulate cooperative MARL networks.
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 …
Determinantal consensus clustering improves clustering robustness.
CoHiRF extends clustering methods to handle high-dimensional data efficiently.
SX-GeoTree improves spatially coherent explanations in geospatial regression trees.
IMPACC improves consensus clustering for bioinformatics data.
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…
Consensus dimension reduction combines multiple visualizations to identify shared patterns.
New approach for distributed online optimization of non-convex losses with sublinear regret.
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…
There is a consensus that human and non-human subjects experience temporal distortions in many stages of their perceptual and decision-making systems. Similarly, intertemporal choice research has shown that decision-makers undervalue future outcomes relative to immediate ones. Here we combine techniques from informatio…
Study on consensus formation in manifolds with curvature constraints.
Despite a growing literature on explaining neural networks, no consensus has been reached on how to explain a neural network decision or how to evaluate an explanation. Our contributions in this paper are twofold. First, we investigate schemes to combine explanation methods and reduce model uncertainty to obtain a sing…
New Ising models improve consensus clustering on specialized hardware.
Algorithm reduces decision-making errors in multi-agent bandit problems.
Deep learning has demonstrated abilities to learn complex structures, but they can be restricted by available data. Recently, Consensus Networks (CNs) were proposed to alleviate data sparsity by utilizing features from multiple modalities, but they too have been limited by the size of labeled data. In this paper, we ex…
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…
Crowdlab uses classifiers to estimate consensus labels and annotator quality.
A new framework for clustering high-dimensional data using vertical shards.
This study models FOMC policy decisions using debate-based LLMs.