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.
Previous work has questioned the conditions under which the decision regions of a neural network are connected and further showed the implications of the corresponding theory to the problem of adversarial manipulation of classifiers. It has been proven that for a class of activation functions including leaky ReLU, neur…
We show that for neural network functions that have width less or equal to the input dimension all connected components of decision regions are unbounded. The result holds for continuous and strictly monotonic activation functions as well as for the ReLU activation function. This complements recent results on approxima…
In the recent literature the important role of depth in deep learning has been emphasized. In this paper we argue that sufficient width of a feedforward network is equally important by answering the simple question under which conditions the decision regions of a neural network are connected. It turns out that for a cl…
The lack of interpretability remains a barrier to the adoption of deep neural networks. Recently, tree regularization has been proposed to encourage deep neural networks to resemble compact, axis-aligned decision trees without significant compromises in accuracy. However, it may be unreasonable to expect that a single …
The goal of this paper is to analyze the geometric properties of deep neural network classifiers in the input space. We specifically study the topology of classification regions created by deep networks, as well as their associated decision boundary. Through a systematic empirical investigation, we show that state-of-t…
Study on inventory management under uncertainty using smooth ambiguity preference.
problem Managing inventory under Knightian uncertainty with smooth ambiguity preference.
method Demonstrates continuous-time smooth ambiguity as the infinitesimal limit of Kalman-Bucy filtering with recursive robust utility. Solves forward-backward stochastic differential equations with quadratic growth to determine cost function. Derives value function and optimal control policy using variational inequalities and viscosity solutions. Transforms problem into two-dimensional singular control.
result Ambiguity drives decision-makers to act earlier, reducing the continuation region.
A central challenge in reinforcement learning is discovering effective policies for tasks where rewards are sparsely distributed. We postulate that in the absence of useful reward signals, an effective exploration strategy should seek out {\it decision states}. These states lie at critical junctions in the state space …
A deep neural network (DNN) with piecewise linear activations can partition the input space into numerous small linear regions, where different linear functions are fitted. It is believed that the number of these regions represents the expressivity of the DNN. This paper provides a novel and meticulous perspective to l…
Decision trees are a popular technique in statistical data classification. They recursively partition the feature space into disjoint sub-regions until each sub-region becomes homogeneous with respect to a particular class. The basic Classification and Regression Tree (CART) algorithm partitions the feature space using…
Construction of tight confidence regions and intervals is central to statistical inference and decision making. This paper develops new theory showing minimum average volume confidence regions for categorical data. More precisely, consider an empirical distribution p generated from n iid real…
Deep reinforcement learning (DeepRL) agents surpass human-level performance in many tasks. However, the direct mapping from states to actions makes it hard to interpret the rationale behind the decision-making of the agents. In contrast to previous a-posteriori methods for visualizing DeepRL policies, in this work, we …
Accurate real-time monitoring systems of influenza outbreaks help public health officials make informed decisions that may help save lives. We show that information extracted from cloud-based electronic health records databases, in combination with machine learning techniques and historical epidemiological information,…
In this paper we propose a synergistic melting of neural networks and decision trees (DT) we call neural decision trees (NDT). NDT is an architecture a la decision tree where each splitting node is an independent multilayer perceptron allowing oblique decision functions or arbritrary nonlinear decision function if more…
Attribution methods provide insights into the decision-making of machine learning models like artificial neural networks. For a given input sample, they assign a relevance score to each individual input variable, such as the pixels of an image. In this work we adapt the information bottleneck concept for attribution. B…
The paper develops methods for constructing confidence regions for regression functions in binary classification.
problem Building distribution-free confidence regions for regression functions in binary classification.
method Resampling test and empirical risk minimization approach for model classes with finite pseudo-dimensions and inverse Lipschitz parameterizations.
result Strong uniform consistency and exponential probably approximately correct bounds on the L2 sizes of the regions.
Optimal wind farm placement using quantile constraints for better power output.
problem Optimizing wind farm placement to maximize power output considering spatial and temporal wind speed correlations.
method Used a probabilistic neural network with ReLU activation functions to reformulate constraints as linear ones, embedding them into a two-stage stochastic optimization problem.
result The constraint learning approach outperforms classical methods, especially for risk-averse investors.
The predict-then-optimize framework is fundamental in many practical settings: predict the unknown parameters of an optimization problem, and then solve the problem using the predicted values of the parameters. A natural loss function in this environment is to consider the cost of the decisions induced by the predicted…
Local robustness ensures that a model classifies all inputs within an ℓ2-ball consistently, which precludes various forms of adversarial inputs. In this paper, we present a fast procedure for checking local robustness in feed-forward neural networks with piecewise-linear activation functions. Such networks partit…