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 for privately learning decision lists and halfspaces.
In this paper we introduce a novel family of decision lists consisting of highly interpretable models which can be learned efficiently in a greedy manner. The defining property is that all rules are oriented in the same direction. Particular examples of this family are decision lists with monotonically decreasing (or i…
A new method explains RNNs by decision lists over skipgrams, improving explanation fidelity and interpretability.
Decision makers, such as doctors and judges, make crucial decisions such as recommending treatments to patients, and granting bails to defendants on a daily basis. Such decisions typically involve weighting the potential benefits of taking an action against the costs involved. In this work, we aim to automate this task…
The paper calculates how much data is needed to learn decision lists in the presence of evasion attacks.
Decision makers, such as doctors and judges, make crucial decisions such as recommending treatments to patients, and granting bails to defendants on a daily basis. Such decisions typically involve weighting the potential benefits of taking an action against the costs involved. In this work, we aim to automate this task…
We aim to produce predictive models that are not only accurate, but are also interpretable to human experts. Our models are decision lists, which consist of a series of if...then... statements (e.g., if high blood pressure, then stroke) that discretize a high-dimensional, multivariate feature space into a series of sim…
We present the design and implementation of a custom discrete optimization technique for building rule lists over a categorical feature space. Our algorithm produces rule lists with optimal training performance, according to the regularized empirical risk, with a certificate of optimality. By leveraging algorithmic bou…
Online purchase decisions in organizations can go through a complex journey with multiple agents involved in the decision making process. Depending on the product being purchased, and the organizational structure, the process may involve employees who first conduct market research, and then influence decision makers wh…
NeuRules learns interpretable rule lists from data without pre-discretization.
Interpretable classifiers have recently witnessed an increase in attention from the data mining community because they are inherently easier to understand and explain than their more complex counterparts. Examples of interpretable classification models include decision trees, rule sets, and rule lists. Learning such mo…
New statistical models for predicting ranked preferences from partial orders.
As the use of black-box models becomes ubiquitous in high stake decision-making systems, demands for fair and interpretable models are increasing. While it has been shown that interpretable models can be as accurate as black-box models in several critical domains, existing fair classification techniques that are interp…
Decision trees are ubiquitous in machine learning for their ease of use and interpretability. Yet, these models are not typically employed in reinforcement learning as they cannot be updated online via stochastic gradient descent. We overcome this limitation by allowing for a gradient update over the entire tree that i…
Young investors, especially students, dominate Indonesian stock exchanges.
Decision trees improve performance in various fields.
Proposes Deep Scenes for interaction-aware scene understanding in reinforcement learning for autonomous driving.
Study shows long-term debt impacts financial growth of non-financial firms listed at Nairobi Securities Exchange.
Black-box explanation is the problem of explaining how a machine learning model -- whose internal logic is hidden to the auditor and generally complex -- produces its outcomes. Current approaches for solving this problem include model explanation, outcome explanation as well as model inspection. While these techniques …
Recommender systems play a crucial role in mitigating the problem of information overload by suggesting users' personalized items or services. The vast majority of traditional recommender systems consider the recommendation procedure as a static process and make recommendations following a fixed strategy. In this paper…
Proposes a new method to explain model predictions for consumer recourse.
This paper optimizes slate decision systems for large action spaces.
Machine learning outperforms crowd investors in predicting loan defaults and investment returns.
In this paper we propose an algorithm that builds sparse decision DAGs (directed acyclic graphs) from a list of base classifiers provided by an external learning method such as AdaBoost. The basic idea is to cast the DAG design task as a Markov decision process. Each instance can decide to use or to skip each base clas…
Study assesses short-term debt's impact on non-financial firms' financial growth.
New model improves website ranking by considering user choices as a whole.
Unified method for local GBDT feature contributions.
Research connects machine learning and robust statistics under weakly structured data.
Simplifies complex RL policies by ranking important decisions.
Machine learning algorithms are now frequently used in sensitive contexts that substantially affect the course of human lives, such as credit lending or criminal justice. This is driven by the idea that `objective' machines base their decisions solely on facts and remain unaffected by human cognitive biases, discrimina…
This article reviews forecasting theory and practice.
Characterizes the sample complexity of list regression tasks.
Recent developments in deep reinforcement learning are concerned with creating decision-making agents which can perform well in various complex domains. A particular approach which has received increasing attention is multi-agent reinforcement learning, in which multiple agents learn concurrently to coordinate their ac…
Surveying risk measures for handling uncertainty in various fields.
The outcome of a functional genomics pipeline is usually a partial list of genomic features, ranked by their relevance in modelling biological phenotype in terms of a classification or regression model. Due to resampling protocols or just within a meta-analysis comparison, instead of one list it is often the case that …
The paper proposes a method to evaluate ML models for subjective inference, focusing on sentence toxicity.
This study assesses how share capital affects financial growth of non-financial firms listed at NSE.
Paper tackles high-accuracy list-decodable learning for mean estimation.
This work characterizes when a hypothesis class can be k-list learned.
S-SIRUS explains RF for spatial data, improving accuracy and interpretability.
Investigates principles of generalization in list learning, refutes sample compression conjecture.
The paper examines the Chinese market reaction to the ADR issue by comparing returns and their stochastic variances of the Chinese firms cross-listed in the U.S. stock market. First, It was implemented capital asset pricing model (CAPM) to determine expected returns A and N shares. The CAPM provided with a methodology …
New method combines score lists using joint CDFs, improving computation.
Introduction. Case Based Reasoning (CBR) is an emerg- ing decision making paradigm in medical research where new cases are solved relying on previously solved similar cases. Usually, a database of solved cases is provided, and every case is described through a set of attributes (inputs) and a label (output). Extracting…
Study on list learning with noisy data, showing limits and some learnable cases.
New RL algorithm ensures stable, replicable policies.
Research on predicting with lists of labels, characterizing learnability and providing algorithms.
In a stock market, the price fluctuations are interactive, that is, one listed company can influence others. In this paper, we seek to study the influence relationships among listed companies by constructing a directed network on the basis of Chinese stock market. This influence network shows distinct topological prope…