We present ease.ml, a declarative machine learning service platform we built to support more than ten research groups outside the computer science departments at ETH Zurich for their machine learning needs. With ease.ml, a user defines the high-level schema of a machine learning application and submits the task via a W…
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
EASE optimizes exemplar selection for ICL in LLMs efficiently.
System detects overfitting in ML apps, improving quality and efficiency.
In agreement with the recent research findings in the econophysics, we propose that the nonlinear dynamic chaos can be generated by the turbulent capital flows in both the quantitative easing transmission channels and the transaction networks channels, when there are the laminar turbulent capital flows transitions in t…
ease.ml/ci integrates machine learning models rigorously with minimal labeling effort.
Compound interest as well as inflation grows exponentially with time, whereas other means to repay debt grow polynomially. For this and other, mostly political, reasons, debt without inflation is unsustainable. We suggest a discontinuous way to eliminate debt by nullifying it. This scenario is preferable to current cen…
Study creates a global living index to assess quality of life.
We consider the linear regression problem under semi-supervised settings wherein the available data typically consists of: (i) a small or moderate sized 'labeled' data, and (ii) a much larger sized 'unlabeled' data. Such data arises naturally from settings where the outcome, unlike the covariates, is expensive to obtai…
Pymc-learn simplifies probabilistic machine learning for non-specialists.
EASE estimator improves probabilistic value estimation efficiency.
BlackJAX simplifies Bayesian inference with modular, fast implementations.
A toolkit for path-norms enhances neural network generalization bounds.
Meta-learning balances task-specific modeling and optimization complexity.
Simple method solves Quanto Skew problem.
Introduces TDRC to balance TD's ease and soundness.
Graph neural network predicts JavaScript types with high accuracy.
CogDL simplifies graph deep learning experiments and benchmarks.
High predictive performance and ease of use and interpretability are important requirements for the applicability of a computer-aided diagnosis (CAD) to human reading studies. We propose a CAD system specifically designed to be more comprehensible to the radiologist reviewing screening breast MRI studies. Multiparametr…
Diffusion maps are an emerging data-driven technique for non-linear dimensionality reduction, which are especially useful for the analysis of coherent structures and nonlinear embeddings of dynamical systems. However, the computational complexity of the diffusion maps algorithm scales with the number of observations. T…
We revisit the task of learning a Euclidean metric from data. We approach this problem from first principles and formulate it as a surprisingly simple optimization problem. Indeed, our formulation even admits a closed form solution. This solution possesses several very attractive properties: (i) an innate geometric app…
Linear models like EASE and SLIM are competitive in recommendation, and this work explores their theoretical relationship.
Over the last several years, the use of machine learning (ML) in neuroscience has been rapidly increasing. Here, we review ML's contributions, both realized and potential, across several areas of systems neuroscience. We describe four primary roles of ML within neuroscience: 1) creating solutions to engineering problem…
Simplifies F-measure for better interpretability.
In this paper I develop a new computational method for pricing path dependent options. Using the path integral representation of the option price, I show that in general it is possible to perform analytically a partial averaging over the underlying risk-neutral diffusion process. This result greatly eases the computati…
This paper studies how to capture dependency graph structures from real data which may not be Gaussian. Starting from marginal loss functions not necessarily derived from probability distributions, we utilize an additive over-parametrization with shrinkage to incorporate variable dependencies into the criterion. An ite…
Gradient descent optimization improved by circuit perspective.
InferPy simplifies probabilistic modeling with deep neural networks in Python.
The classification of complex data usually requires the composition of processing steps. Here, a major challenge is the selection of optimal algorithms for preprocessing and classification (including parameterizations). Nowadays, parts of the optimization process are automized but expert knowledge and manual work are s…
Characterizes diagrams achieving Morton-Franks-Williams inequality for positive knots and links.
New metric improves topic model evaluation.
We give a detailed account of correlations between credit sector/quality and treasury curve factors, using the robust framework of the Barclays POINT Global Risk Model. Consistent with earlier studies, we find a strong negative correlation between sector spreads and rate shifts. However, we also observe that the correl…
The Generative Adversarial Network (GAN) has achieved great success in generating realistic (real-valued) synthetic data. However, convergence issues and difficulties dealing with discrete data hinder the applicability of GAN to text. We propose a framework for generating realistic text via adversarial training. We emp…
We compute the transition probability between two learning tasks, and show that it decomposes into two factors. The first depends on the geometry of the loss landscape of a model trained on each task, independent of any particular model used. This is related to an information theoretic distance function, but is insuffi…
We propose a simple technique for encouraging generative RNNs to plan ahead. We train a "backward" recurrent network to generate a given sequence in reverse order, and we encourage states of the forward model to predict cotemporal states of the backward model. The backward network is used only during training, and play…
BARMPy offers a Python package for Bayesian Additive Regression Models.
Noether's First Theorem yields conservation laws for Lagrangians with a variational symmetry group. The explicit formulae for the laws are well known and the symmetry group is known to act on the linear space generated by the conservation laws. In recent work the authors showed the mathematical structure behind both th…
stCEG models spatial events using Chain Event Graphs in R.
modAL is a modular active learning framework for Python, aimed to make active learning research and practice simpler. Its distinguishing features are (i) clear and modular object oriented design (ii) full compatibility with scikit-learn models and workflows. These features make fast prototyping and easy extensibility p…
This paper introduces a general Bayesian non- parametric latent feature model suitable to per- form automatic exploratory analysis of heterogeneous datasets, where the attributes describing each object can be either discrete, continuous or mixed variables. The proposed model presents several important properties. First…
mvlearn simplifies multiview machine learning for non-specialists.
This paper simplifies the Nash Bargaining Solution for use in intellectual property cases.
Reinforcement learning has gained wide popularity as a technique for simulation-driven approximate dynamic programming. A less known aspect is that the very reasons that make it effective in dynamic programming can also be leveraged for using it for distributed schemes for certain matrix computations involving non-nega…
Auto-Surprise automates recommender system selection and optimization.
Simultaneously recorded electroencephalography (EEG) and functional magnetic resonance imaging (fMRI) can be used to non-invasively measure the spatiotemporal dynamics of the human brain. One challenge is dealing with the artifacts that each modality introduces into the other when the two are recorded concurrently, for…
Proposes active sampling for improving fairness in machine learning.
Disentangled representations, where the higher level data generative factors are reflected in disjoint latent dimensions, offer several benefits such as ease of deriving invariant representations, transferability to other tasks, interpretability, etc. We consider the problem of unsupervised learning of disentangled rep…
Stable neural flows ensure robustness and efficiency in deep learning.
ALT transforms time series data for better classification.