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.
A method for unsupervised contextual anomaly detection is proposed using a cross-linked pair of Variational Auto-Encoders for assigning a normality score to an observation. The method enables a distinct separation of contextual from behavioral attributes and is robust to the presence of anomalous or novel contextual at…
The impressive performance of neural networks on natural language processing tasks attributes to their ability to model complicated word and phrase compositions. To explain how the model handles semantic compositions, we study hierarchical explanation of neural network predictions. We identify non-additivity and contex…
We propose a contextual bandit based model to capture the learning and social welfare goals of a web platform in the presence of myopic users. By using payments to incentivize these agents to explore different items/recommendations, we show how the platform can learn the inherent attributes of items and achieve a subli…
Attributed graphs, which contain rich contextual features beyond just network structure, are ubiquitous and have been observed to benefit various network analytics applications. Graph structure optimization, aiming to find the optimal graphs in terms of some specific measures, has become an effective computational tool…
In general, anomaly detection is the problem of distinguishing between normal data samples with well defined patterns or signatures and those that do not conform to the expected profiles. Financial transactions, customer reviews, social media posts are all characterized by relational information. In these networks, fra…
Outlier detection plays an essential role in many data-driven applications to identify isolated instances that are different from the majority. While many statistical learning and data mining techniques have been used for developing more effective outlier detection algorithms, the interpretation of detected outliers do…
The bundle approach and n-contextuality reveal quantum model contextuality.
problem Understanding contextuality in quantum models using topology.
method Using the bundle approach, we describe contextuality as the non-existence of global sections in the measure bundle. We introduce n-contextuality to explore model dependence on scenario topology.
result Quantum theory and GHZ models exhibit all levels of n-contextuality, showing contextuality is related to holonomy group non-triviality.
Mobile gaming has emerged as a promising market with billion-dollar revenues. A variety of mobile game platforms and services have been developed around the world. One critical challenge for these platforms and services is to understand user churn behavior in mobile games. Accurate churn prediction will benefit many st…
We propose a new contextual-compositional neural network layer that handles out-of-vocabulary (OOV) words in natural language processing (NLP) tagging tasks. This layer consists of a model that attends to both the character sequence and the context in which the OOV words appear. We show that our model learns to generat…
A graph is a powerful concept for representation of relations between pairs of entities. Data with underlying graph structure can be found across many disciplines and there is a natural desire for understanding such data better. Deep learning (DL) has achieved significant breakthroughs in a variety of machine learning …
Transformers model contextual relations using probabilistic measures, revealing their expressive power.
problem Lack of clear understanding of Transformer's ability to model contextual relations.
method Introduced a measure-theoretic framework connecting softmax attention and entropy-regularized optimal transport.
result Transformer architectures can approximate arbitrary contextual relations, and the choice of normalization affects how these relations are represented.
Thompson Sampling bounds for contextual bandits with sub-Gaussian rewards.
problem Improving the performance of Thompson Sampling in contextual bandits with sub-Gaussian rewards.
method Proved comprehensive bounds on Thompson Sampling expected cumulative regret based on mutual information and lifted information ratio for sub-Gaussian rewards.
result Explicit regret bounds for various contextual bandit scenarios.
We consider the stochastic linear (multi-armed) contextual bandit problem with the possibility of hidden simple multi-armed bandit structure in which the rewards are independent of the contextual information. Algorithms that are designed solely for one of the regimes are known to be sub-optimal for the alternate regime…
Contextual bandit algorithms provide principled online learning solutions to balance the exploitation-exploration trade-off in various applications such as recommender systems. However, the learning speed of the traditional contextual bandit algorithms is often slow due to the need for extensive exploration. This poses…