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 study the problem of recovering the structure underlying large Gaussian graphical models or, more generally, partial correlation graphs. In high-dimensional problems it is often too costly to store the entire sample covariance matrix. We propose a new input model in which one can query single entries of the covarian…
Solving sequential decision prediction problems, including those in imitation learning settings, requires mitigating the problem of covariate shift. The standard approach, DAgger, relies on capturing expert behaviour in all states that the agent reaches. In real-world settings, querying an expert is costly. We propose …
A classical problem in causal inference is that of matching, where treatment units need to be matched to control units based on covariate information. In this work, we propose a method that computes high quality almost-exact matches for high-dimensional categorical datasets. This method, called FLAME (Fast Large-scale …
Learning predictive models from small high-dimensional data sets is a key problem in high-dimensional statistics. Expert knowledge elicitation can help, and a strong line of work focuses on directly eliciting informative prior distributions for parameters. This either requires considerable statistical expertise or is l…
Active learning selects high-quality examples for text-to-SQL systems.
problem Efficiently annotate large language models for text-to-SQL systems.
method Formalizes example selection as a constrained experimental design problem over semantic query embeddings, proposing a stratified greedy algorithm that maximizes heteroscedastic mutual information.
result Proposed method significantly reduces labeling effort while maintaining high text-to-SQL retrieval accuracy.
Prediction in a small-sized sample with a large number of covariates, the "small n, large p" problem, is challenging. This setting is encountered in multiple applications, such as precision medicine, where obtaining additional samples can be extremely costly or even impossible, and extensive research effort has recentl…
We study the problem of high-dimensional sparse mean estimation in the presence of an ε-fraction of adversarial outliers. Prior work obtained sample and computationally efficient algorithms for this task for identity-covariance subgaussian distributions. In this work, we develop the first efficient algorithms for rob…
The paper proposes a method to analyze categorical feature interactions in large datasets using graph covariance and LLMs.
problem Analyzing complex datasets with numerous categorical features and timestamps.
method Binarization of categorical features using one-hot encoding, computation of graph covariance, identifying significant feature pairs, and using LLMs to generate explanations.
result The method identifies meaningful feature pairs and potential data stories underlying categorical feature interactions.
We consider a query-based data acquisition problem for binary classification of unknown labels, which has diverse applications in communications, crowdsourcing, recommender systems and active learning. To ensure reliable recovery of unknown labels with as few number of queries as possible, we consider an effective quer…
We consider the problem of adaptively PAC-learning a probability distribution P's mode by querying an oracle for information about a sequence of i.i.d. samples X1,X2,… generated from P. We consider two different query models: (a) each query is an index i for which the oracle reveals…
We study the query complexity of a learner-private sequential learning problem, motivated by the privacy and security concerns due to eavesdropping that arise in practical applications such as pricing and Federated Learning. A learner tries to estimate an unknown scalar value, by sequentially querying an external datab…
Source coding is the canonical problem of data compression in information theory. In a locally encodable source coding, each compressed bit depends on only few bits of the input. In this paper, we show that a recently popular model of semi-supervised clustering is equivalent to locally encodable source coding. In this …
Answering complex logical queries on large-scale incomplete knowledge graphs (KGs) is a fundamental yet challenging task. Recently, a promising approach to this problem has been to embed KG entities as well as the query into a vector space such that entities that answer the query are embedded close to the query. Howeve…
In this paper we study the adaptive learnability of decision trees of depth at most d from membership queries. This has many applications in automated scientific discovery such as drugs development and software update problem. Feldman solves the problem in a randomized polynomial time algorithm that asks $\tilde O(2^…
We study black-box attacks on machine learning classifiers where each query to the model incurs some cost or risk of detection to the adversary. We focus explicitly on minimizing the number of queries as a major objective. Specifically, we consider the problem of attacking machine learning classifiers subject to a budg…