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.
Proposes a test to ensure predictive algorithms predict intended outcomes better than unintended ones.
Proposes a falsification framework to test algorithmic discriminant validity.
Locally Valid and Discriminative prediction intervals for deep learning models.
fairmodels tool detects and mitigates bias in machine learning models.
Optimized GAN discriminator using polyharmonic interpolation.
The Kalman filter (KF) is used in a variety of applications for computing the posterior distribution of latent states in a state space model. The model requires a linear relationship between states and observations. Extensions to the Kalman filter have been proposed that incorporate linear approximations to nonlinear m…
Paper introduces a method to improve survival model calibration without sacrificing discrimination.
As the issue of freshwater shortage is increasing daily, it is critical to take effective measures for water conservation. According to previous studies, device level consumption could lead to significant freshwater conservation. Existing water disaggregation methods focus on learning the signatures for appliances; how…
We propose a penalized likelihood method to jointly estimate multiple precision matrices for use in quadratic discriminant analysis and model based clustering. A ridge penalty and a ridge fusion penalty are used to introduce shrinkage and promote similarity between precision matrix estimates. Block-wise coordinate desc…
For mass spectra acquired from cancer patients by MALDI or SELDI techniques, automated discrimination between cancer types or stages has often been implemented by machine learnings. These techniques typically generate "black-box" classifiers, which are difficult to interpret biologically. We develop new and efficient s…
A new method quantifies feature-map discriminativeness for efficient pruning of deep neural networks.
Study tests if input gradients highlight discriminative features, finds they often fail.
Active learning method improves local model validity estimation.
This paper presents a novel clustering concept that is based on jointly learned nonlinear transforms (NTs) with priors on the information loss and the discrimination. We introduce a clustering principle that is based on evaluation of a parametric min-max measure for the discriminative prior. The decomposition of the pr…
Recent works propose using the discriminator of a GAN to filter out unrealistic samples of the generator. We generalize these ideas by introducing the implicit Metropolis-Hastings algorithm. For any implicit probabilistic model and a target distribution represented by a set of samples, implicit Metropolis-Hastings oper…
Recently generative models have focused on combining the advantages of variational autoencoders (VAE) and generative adversarial networks (GAN) for good reconstruction and generative abilities. In this work we introduce a novel hybrid architecture, Implicit Discriminator in Variational Autoencoder (IDVAE), that combine…
We study the problem of unsupervised domain adaptation, which aims to adapt classifiers trained on a labeled source domain to an unlabeled target domain. Many existing approaches first learn domain-invariant features and then construct classifiers with them. We propose a novel approach that jointly learn the both. Spec…
Maximum mean discrepancy (MMD) has been widely adopted in domain adaptation to measure the discrepancy between the source and target domain distributions. Many existing domain adaptation approaches are based on the joint MMD, which is computed as the (weighted) sum of the marginal distribution discrepancy and the condi…
This paper presents a new conditional GAN (named convex relaxing CGAN or crCGAN) to replicate the conventional constrained topology optimization algorithms in an extremely effective and efficient process. The proposed crCGAN consists of a generator and a discriminator, both of which are deep convolutional neural networ…
Interventional domain adaptation improves feature transferability by removing spurious correlations.
Structure-preserving GANs learn distributions with group symmetry efficiently.
In this paper, we investigate the underlying factor that leads to failure and success in the training of GANs. We study the property of the optimal discriminative function and show that in many GANs, the gradient from the optimal discriminative function is not reliable, which turns out to be the fundamental cause of fa…
The paper proposes a method to select clusters, models, and algorithms based on quadratic discriminant scores.
Principal component analysis (PCA) is widely used for feature extraction and dimensionality reduction, with documented merits in diverse tasks involving high-dimensional data. Standard PCA copes with one dataset at a time, but it is challenged when it comes to analyzing multiple datasets jointly. In certain data scienc…
This paper refines MMD for domain adaptation by balancing intra-class and inter-class distances.
Predicting the direction of assets have been an active area of study and a difficult task. Machine learning models have been used to build robust models to model the above task. Ensemble methods is one of them showing results better than a single supervised method. In this paper, we have used generative and discriminat…
Paper compares generative and discriminative models in uncertainty quantification.
Generic generation and manipulation of text is challenging and has limited success compared to recent deep generative modeling in visual domain. This paper aims at generating plausible natural language sentences, whose attributes are dynamically controlled by learning disentangled latent representations with designated…
Dimensionality reduction is an important operation in information visualization, feature extraction, clustering, regression, and classification, especially for processing noisy high dimensional data. However, most existing approaches preserve either the global or the local structure of the data, but not both. Approache…
Procedural content generation via machine learning (PCGML) is typically framed as the task of fitting a generative model to full-scale examples of a desired content distribution. This approach presents a fundamental tension: the more design effort expended to produce detailed training examples for shaping a generator, …
A new method detects unknown classes and adapts to extra dimensions in high-dimensional classification.
MILDA uses unlabelled data to compute LDA projections.
The paper analyzes an ensemble of randomly projected linear discriminants for high-dimensional data.
This article proposes a method for mathematical modeling of human movements related to patient exercise episodes performed during physical therapy sessions by using artificial neural networks. The generative adversarial network structure is adopted, whereby a discriminative and a generative model are trained concurrent…
Anomaly detection is often considered a challenging field of machine learning due to the difficulty of obtaining anomalous samples for training and the need to obtain a sufficient amount of training data. In recent years, autoencoders have been shown to be effective anomaly detectors that train only on "normal" data. G…
New methods for scoring function decomposition improve forecast evaluation.
This paper proposes a probabilistic neural network developed on the basis of time-series discriminant component analysis (TSDCA) that can be used to classify high-dimensional time-series patterns. TSDCA involves the compression of high-dimensional time series into a lower-dimensional space using a set of orthogonal tra…
This article carries out a large dimensional analysis of standard regularized discriminant analysis classifiers designed on the assumption that data arise from a Gaussian mixture model with different means and covariances. The analysis relies on fundamental results from random matrix theory (RMT) when both the number o…
Behavioral cloning reduces policy learning to supervised learning by training a discriminative model to predict expert actions given observations. Such discriminative models are non-causal: the training procedure is unaware of the causal structure of the interaction between the expert and the environment. We point out …
Local discovery method uncovers direct unfairness in complex systems.
Extends graph encoder embedding to weighted graphs and matrices.
Proposes RBLDA for multivariate time series data classification.
The paper explores theoretical insights into WGANs for better understanding and stability.
Study shows MDA's effectiveness even when more components are assumed than in actual data.
Multivariate Pattern (MVP) classification can map different cognitive states to the brain tasks. One of the main challenges in MVP analysis is validating the generated results across subjects. However, analyzing multi-subject fMRI data requires accurate functional alignments between neuronal activities of different sub…
A new method improves ICA performance by approximating MDI.
This article considers the problem of multi-group classification in the setting where the number of variables is larger than the number of observations . Several methods have been proposed in the literature that address this problem, however their variable selection performance is either unknown or suboptimal to…
This paper develops a machine learning model to assess credit risk in UAE commercial banks.