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.
New algorithms reduce costly feature collection in bandits.
Extends deep learning for hierarchical data to improve classification accuracy.
Graph Neural Networks improve machine learning on relational databases.
A faster graph kernel using optical random features.
This paper considers the problem of removing costly features from a Bayesian network classifier. We want the classifier to be robust to these changes, and maintain its classification behavior. To this end, we propose a closeness metric between Bayesian classifiers, called the expected classification agreement (ECA). Ou…
Compressive Sensing (CS) theory asserts that sparse signal reconstruction is possible from a small number of linear measurements. Although CS enables low-cost linear sampling, it requires non-linear and costly reconstruction. Recent literature works show that compressive image classification is possible in CS domain wi…
We study the problem of structured prediction under test-time budget constraints. We propose a novel approach applicable to a wide range of structured prediction problems in computer vision and natural language processing. Our approach seeks to adaptively generate computationally costly features during test-time in ord…
We introduce a novel apprenticeship learning algorithm to learn an expert's underlying reward structure in off-policy model-free \emph{batch} settings. Unlike existing methods that require a dynamics model or additional data acquisition for on-policy evaluation, our algorithm requires only the batch data of observed ex…
Improved ranking method for scarce data with feature info.
Interleaved RNNs detect fraud without costly features.
We study a classification problem where each feature can be acquired for a cost and the goal is to optimize a trade-off between the expected classification error and the feature cost. We revisit a former approach that has framed the problem as a sequential decision-making problem and solved it by Q-learning with a line…
New feature selection methods improve uplift modeling accuracy.
Patent lawsuits are costly and time-consuming. An ability to forecast a patent litigation and time to litigation allows companies to better allocate budget and time in managing their patent portfolios. We develop predictive models for estimating the likelihood of litigation for patents and the expected time to litigati…
New methods prioritize acquiring confounding features for efficient treatment effect estimation.
Sparse random features improve accuracy in data-scarce settings.
Feature engineering is one of the most costly aspects of developing effective machine learning models, and that cost is even greater in specialized problem domains, like malware classification, where expert skills are necessary to identify useful features. Recent work, however, has shown that deep learning models can b…
A novel method for feature selection using a reparameterized logitNormal distribution.
Prior domain knowledge can greatly help to learn generative models. However, it is often too costly to hard-code prior knowledge as a specific model architecture, so we often have to use general-purpose models. In this paper, we propose a method to incorporate prior knowledge of feature relations into the learning of g…
Improved CAEs reduce training time and enhance generalization.
The paper examines the potential of deep learning to support decisions in financial risk management. We develop a deep learning model for predicting whether individual spread traders secure profits from future trades. This task embodies typical modeling challenges faced in risk and behavior forecasting. Conventional ma…
Study improves feature acquisition for static settings in AFAPE.
AICO tests feature significance in machine learning models.
This work focuses on a specific classification problem, where the information about a sample is not readily available, but has to be acquired for a cost, and there is a per-sample budget. Inspired by real-world use-cases, we analyze average and hard variations of a directly specified budget. We postulate the problem in…
Improves algorithm selection for thousands of candidates using dyadic features.
NM-PPG optimizes adaptive feature acquisition in POMDPs for better predictions.
Study improves CAD diagnosis accuracy by selecting significant features.
Random feature method approximates operators with theoretical guarantees and reduced computation.
Proposes a new method to selectively access privileged information in reinforcement learning.
Machine learning has become pervasive in multiple domains, impacting a wide variety of applications, such as knowledge discovery and data mining, natural language processing, information retrieval, computer vision, social and health informatics, ubiquitous computing, etc. Two essential problems of machine learning are …
In many learning settings, it is beneficial to augment the main features with pairwise interactions. Such interaction models can be often enhanced by performing variable selection under the so-called strong hierarchy constraint: an interaction is non-zero only if its associated main features are non-zero. Existing conv…
New approach uses secants to improve sensor placement and feature selection for nonlinear systems.
Bayesian TNKMs automatically infer model complexity and feature relevance.
DDLK uses deep learning to find important features in models.
Regulations impose idiosyncratic capital and funding costs for holding derivatives. Capital requirements are costly because derivatives desks are risky businesses; funding is costly in part because regulations increase the minimum funding tenor. Idiosyncratic costs mean no single measure makes derivatives martingales f…
Monitoring gas turbine combustors health, in particular, early detecting abnormal behaviors and incipient faults, is critical in ensuring gas turbines operating efficiently and in preventing costly unplanned maintenance. One popular means of detecting combustor abnormalities is through continuously monitoring exhaust g…
Bayesian approach improves Shapley value estimation efficiency.
Machine learning classifies Parkinson's Disease stages from walker sensors data.
Paper proposes efficient algorithms for bandit problems with costly sampling.
Previous work shows that adversarially robust generalization requires larger sample complexity, and the same dataset, e.g., CIFAR-10, which enables good standard accuracy may not suffice to train robust models. Since collecting new training data could be costly, we focus on better utilizing the given data by inducing t…
Simplifies decision-making during medical exams with cost-efficient feature acquisition.
A novel validation method improves feature importance analysis in subject-specific ML models.
This work proposes a robust ensemble method for decision trees that resists adversarial attacks.
SISR improves feature attribution in complex payoff schemes.
In most real-world settings such as recommender systems, finance, and healthcare, collecting useful information is costly and requires an active choice on the part of the decision maker. The decision-maker needs to learn simultaneously what observations to make and what actions to take. This paper incorporates the info…
Sensor data has been playing an important role in machine learning tasks, complementary to the human-annotated data that is usually rather costly. However, due to systematic or accidental mis-operations, sensor data comes very often with a variety of missing values, resulting in considerable difficulties in the follow-…
Transfer learning assumes classifiers of similar tasks share certain parameter structures. Unfortunately, modern classifiers uses sophisticated feature representations with huge parameter spaces which lead to costly transfer. Under the impression that changes from one classifier to another should be ``simple'', an effi…
Bayesian optimization tackles mixed discrete-continuous problems with Gaussian processes.
Layout hotpot detection is one of the main steps in modern VLSI design. A typical hotspot detection flow is extremely time consuming due to the computationally expensive mask optimization and lithographic simulation. Recent researches try to facilitate the procedure with a reduced flow including feature extraction, tra…