In this paper we extend temporal difference policy evaluation algorithms to performance criteria that include the variance of the cumulative reward. Such criteria are useful for risk management, and are important in domains such as finance and process control. We propose both TD(0) and LSTD(lambda) variants with linear…
arXiv research
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.
Trend · papers per month
The paper examines domain generalization algorithms and finds empirical risk minimization performs well.
Real-world applications often involve domain-specific and task-based performance objectives that are not captured by the standard machine learning losses, but are critical for decision making. A key challenge for direct integration of more meaningful domain and task-based evaluation criteria into an end-to-end gradient…
Much work has been done in understanding human creativity and defining measures to evaluate creativity. This is necessary mainly for the reason of having an objective and automatic way of quantifying creative artifacts. In this work, we propose a regression-based learning framework which takes into account quantitative…
Transforms game optimization dynamics into frequency domain for precise hyperparameter analysis.
New method speeds up model selection for complex scientific tasks.
In this work we study loss functions for learning and evaluating probability distributions over large discrete domains. Unlike classification or regression where a wide variety of loss functions are used, in the distribution learning and density estimation literature, very few losses outside the dominant ar…
The majority of traditional classification ru les minimizing the expected probability of error (0-1 loss) are inappropriate if the class probability distributions are ill-defined or impossible to estimate. We argue that in such cases class domains should be used instead of class distributions or densities to construct …
We study the stability of partitions involving two or more phases in convex domains under the assumption of at most two-phase contact, thus excluding in particular triple junctions. We present a detailed derivation of the second variation formula with particular attention to the boundary terms, and then study the sign …
Paper introduces new evaluation criteria for feature-based model explanations.
Paper proposes a unified sparsity-based framework for evaluating algorithmic fairness.
Paper improves feature selection accuracy using transfer learning.
A policy is said to be robust if it maximizes the reward while considering a bad, or even adversarial, model. In this work we formalize two new criteria of robustness to action uncertainty. Specifically, we consider two scenarios in which the agent attempts to perform an action , and (i) with probability , an alt…
It is well known that the Serrin condition is a necessary condition for the solvability of the Dirichlet problem for the prescribed mean curvature equation in bounded domains of with certain regularity. In this paper we investigate the sharpness of the Serrin condition for the vertical mean curvature equ…
Fisher loss improves deep domain adaptation by learning discriminative within-class compact and between-class separable representations.
We consider the problem of identifying patterns in a data set that exhibit anomalous behavior, often referred to as anomaly detection. Similarity-based anomaly detection algorithms detect abnormally large amounts of similarity or dissimilarity, e.g.~as measured by nearest neighbor Euclidean distances between a test sam…
Paper shows regularization improves robustness in domain generalization.
Unified framework for risk-aware policy learning in contextual bandits.
Discriminative active learning reduces data annotation costs for domain adaptation.
The assumption that training and testing samples are generated from the same distribution does not always hold for real-world machine-learning applications. The procedure of tackling this discrepancy between the training (source) and testing (target) domains is known as domain adaptation. We propose an unsupervised ver…
The paper integrates statistical significance and discriminative power in pattern discovery.
With the wealth of information produced by social networks, smartphones, medical or financial applications, speculations have been raised about the sensitivity of such data in terms of users' personal privacy and data security. To address the above issues, Federated Learning (FL) has been recently proposed as a means t…
In recently published work Maskit constructs a fundamental domain D_g for the Teichmueller modular group of a closed surface S of genus g>1. Maskit's technique is to demand that a certain set of 2g non-dividing geodesics C_{2g} on S satisfies certain shortness criteria. This gives an a priori infinite set of length ine…
This paper proposes new methods for ALR that consider informativeness, representativeness, and diversity.
Resource scheduling and coordination is an NP-hard optimization requiring an efficient allocation of agents to a set of tasks with upper- and lower bound temporal and resource constraints. Due to the large-scale and dynamic nature of resource coordination in hospitals and factories, human domain experts manually plan a…
Proposes a framework to improve domain adaptation without labeled data.
Being an unsupervised machine learning and data mining technique, biclustering and its multimodal extensions are becoming popular tools for analysing object-attribute data in different domains. Apart from conventional clustering techniques, biclustering is searching for homogeneous groups of objects while keeping their…
The paper finds lower bounds for the first eigenvalue of p-Laplacian in specific manifolds.
For a standard Finsler metric F on a manifold M, its domain is the whole tangent bundle TM and its fundamental tensor g is positive-definite. However, in many cases (for example, the well-known Kropina and Matsumoto metrics), these two conditions are relaxed, obtaining then either a pseudo-Finsler metric (with arbitrar…
A good clustering can help a data analyst to explore and understand a data set, but what constitutes a good clustering may depend on domain-specific and application-specific criteria. These criteria can be difficult to formalize, even when it is easy for an analyst to know a good clustering when they see one. We presen…
A novel variational inference based resampling framework is proposed to evaluate the robustness and generalization capability of deep learning models with respect to distribution shift. We use Auto Encoding Variational Bayes to find a latent representation of the data, on which a Variational Gaussian Mixture Model is a…
The paper proposes a method to test features selected by SeqFS-DA with controlled FPR.
Proposes TFDF to learn transferable and discriminative features for unsupervised domain adaptation.
We give some general criteria of being a homeomorphism for continuous mappings of topological manifolds, as well as criteria of being a diffeomorphism for smooth mappings of smooth manifolds. As an illustration, we apply these criteria to the problems arising in two- and three-dimensional grid generation.
The study reveals flaws in pruning criteria and proposes a new assumption for better filter selection.
New method finds optimal hyperparameters for multiple tasks and criteria.
We show that an embedded minimal annulus which intersects orthogonally and is invariant under reflection through the coordinate planes is the critical catenoid. The proof uses nodal domain arguments and a characterization, due to Fraser and Schoen, of the critical catenoid as the unique…
A good clustering can help a data analyst to explore and understand a data set, but what constitutes a good clustering may depend on domain-specific and application-specific criteria. These criteria can be difficult to formalize, even when it is easy for an analyst to know a good clustering when she sees one. We presen…
New criteria for Heegaard splittings ensure strong irreducibility and finite Goeritz groups.
Study confirms geodesic connectivity and rooftop envelopes in complex Monge-Ampère equation domains.
Multi-criteria recommender systems have been increasingly valuable for helping consumers identify the most relevant items based on different dimensions of user experiences. However, previously proposed multi-criteria models did not take into account latent embeddings generated from user reviews, which capture latent se…
Develops scenario theory for multi-criteria decision making.
We consider the problem of identifying patterns in a data set that exhibit anomalous behavior, often referred to as anomaly detection. In most anomaly detection algorithms, the dissimilarity between data samples is calculated by a single criterion, such as Euclidean distance. However, in many cases there may not exist …
The paper evaluates criteria for selecting cryptocurrencies based on historical data.
Score based learning (SBL) is a promising approach for learning Bayesian networks in the discrete domain. However, when employing SBL in the continuous domain, one is either forced to move the problem to the discrete domain or use metrics such as BIC/AIC, and these approaches are often lacking. Discretization can have …
We present criteria for establishing a triangulation of a manifold. Given a manifold M, a simplicial complex A, and a map H from the underlying space of A to M, our criteria are presented in local coordinate charts for M, and ensure that H is a homeomorphism. These criteria do not require a differentiable structure, or…
When sufficient labeled data are available, classical criteria based on Receiver Operating Characteristic (ROC) or Precision-Recall (PR) curves can be used to compare the performance of un-supervised anomaly detection algorithms. However , in many situations, few or no data are labeled. This calls for alternative crite…
The paper analyzes performance criteria for competing fund managers in Ito-diffusion markets.