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.
ContextFlow++ improves generative models by conditioning on mixed-variable contexts.
Direct contextual policy search methods learn to improve policy parameters and simultaneously generalize these parameters to different context or task variables. However, learning from high-dimensional context variables, such as camera images, is still a prominent problem in many real-world tasks. A naive application o…
In many cases, feature selection is often more complicated than identifying a single subset of input variables that would together explain the output. There may be interactions that depend on contextual information, i.e., variables that reveal to be relevant only in some specific circumstances. In this setting, the con…
Optimally explores dynamical systems with varying properties using context inference.
Scalable method learns context-specific models for hundreds of variables.
OCEAN infers online task identities from context variables.
Bayesian optimization tackles uncertainty in context variables.
Enhances neural processes for better context handling.
Transformers can handle endogeneity in linear regression using IV methods.
Method discovers local independence in systems with continuous variables.
This paper introduces and develops a novel variable importance score function in the context of ensemble learning and demonstrates its appeal both theoretically and empirically. Our proposed score function is simple and more straightforward than its counterpart proposed in the context of random forest, and by avoiding …
Context-aware recommender systems (CARS) have gained increasing attention due to their ability to utilize contextual information. Compared to traditional recommender systems, CARS are, in general, able to generate more accurate recommendations. Latent factors approach accounts for a large proportion of CARS. Recently, …
MQTransformer improves forecast accuracy with context-aware attention.
Proposes a new model for context-dependent decision-making.
We study a formalization of the grammar induction problem that models sentences as being generated by a compound probabilistic context-free grammar. In contrast to traditional formulations which learn a single stochastic grammar, our grammar's rule probabilities are modulated by a per-sentence continuous latent variabl…
In this paper we develop a general conceptual approach to the problem of existence of action-angle variables for dynamical systems, which establishes and uses the fundamental conservation property of associated torus actions: anything which is preserved by the system is also preserved by the associated torus actions. T…
SCHA-VAE generates novel data from limited examples using hierarchical context aggregation.
Most of the JavaScript code deployed in the wild has been minified, a process in which identifier names are replaced with short, arbitrary and meaningless names. Minified code occupies less space, but also makes the code extremely difficult to manually inspect and understand. This paper presents Context2Name, a deep le…
Within a supervised classification framework, labeled data are used to learn classifier parameters. Prior to that, it is generally required to perform dimensionality reduction via feature extraction. These preprocessing steps have motivated numerous research works aiming at recovering latent variables in an unsupervise…
Bayesian Context Trees improve change-point detection in discrete data.
A new gradient estimator reduces variance near boundaries for binary latent variables.
New method learns exogenous variable distributions for better causal optimization.
State variables are easily the most subtle dimension of sequential decision problems. This is especially true in the context of active learning problems (bandit problems") where decisions affect what we observe and learn. We describe our canonical framework that models {\it any} sequential decision problem, and present…
Timer-XL predicts multidimensional time series using a unified Transformer approach.
POSCMs extend SCMs for causal modeling with latent contexts.
New classifiers account for context-specific independences.
New invariants for RNA foldings and stuck links defined.
We present a Bayesian nonparametric framework for multilevel clustering which utilizes group-level context information to simultaneously discover low-dimensional structures of the group contents and partitions groups into clusters. Using the Dirichlet process as the building block, our model constructs a product base-m…
Parallel recordings of neural spike counts have revealed the existence of context-dependent noise correlations in neural populations. Theories of population coding have also shown that such correlations can impact the information encoded by neural populations about external stimuli. Although studies have shown that the…
A serious problem in learning probabilistic models is the presence of hidden variables. These variables are not observed, yet interact with several of the observed variables. Detecting hidden variables poses two problems: determining the relations to other variables in the model and determining the number of states of …
MCPCA analyzes shared factors across multiple data contexts.
New model predicts drug effects across various cell types using causal imputation.
New model tackles causal bandits with dependent variables.
Out of nearly 70,000 bills introduced in the U.S. Congress from 2001 to 2015, only 2,513 were enacted. We developed a machine learning approach to forecasting the probability that any bill will become law. Starting in 2001 with the 107th Congress, we trained models on data from previous Congresses, predicted all bills …
E2Tree explains random forest models in regression tasks.
NOTMAD estimates context-specific Bayesian networks without breaking datasets.
In this study, we propose an automatic learning method for variables selection based on Lasso in epidemiology context. One of the aim of this approach is to overcome the pretreatment of experts in medicine and epidemiology on collected data. These pretreatment consist in recoding some variables and to choose some inter…
Complex systems may contain heterogeneous types of variables that interact in a multi-level and multi-scale manner. In this context, high-level layers may considered as groups of variables interacting in lower-level layers. This is particularly true in biology, where, for example, genes are grouped in pathways and two …
Introduces neural network for interval-censored survival analysis.
In this paper, we face the problem of simulating discrete random variables with general and varying distributions in a scalable framework, where fully parallelizable operations should be preferred. The new paradigm is inspired by the context of discrete choice models. Compared to classical algorithms, we add paralleliz…
A mathematical paradox shows secant planes don't always form a tangent plane, but some analogies hold with a specific vector product.
New method tackles confounded bandit problems with dual instrumental variables.
Valid p-value for bounded random variables without distributional assumptions.
Bayesian context trees capture complex dependencies in categorical sequences.
A new HMM model captures kernel dependencies using context-specific Bayesian networks.
Many real-world optimization problems require significant resources for objective function evaluations. This is a challenge to evolutionary algorithms, as it limits the number of available evaluations. One solution are surrogate models, which replace the expensive objective. A particular issue in this context are hiera…
Geometric phases describe how in a continuous-time dynamical system the displacement of a variable (called phase variable) can be related to other variables (shape variables) undergoing a cyclic motion, according to an area rule. The aim of this paper is to show that geometric phases can exist also for discrete-time sy…
Paper studies linear CMDPs, improving sample complexity for both models.