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.
The paper proposes a method to measure fairness through equality of effort using algorithmic recourse.
Many leading classification algorithms output a classifier that is a weighted average of kernel evaluations. Optimizing these weights is a nontrivial problem that still attracts much research effort. Furthermore, explaining these methods to the uninitiated is a difficult task. Letting all the weights be equal leads to …
PANDA improves linear discriminant analysis in high dimensions with minimal tuning.
A new portfolio model DEWSP improves Sharpe ratio by 0.24% to 5.15%.
As the prevalence and everyday use of machine learning algorithms, along with our reliance on these algorithms grow dramatically, so do the efforts to attack and undermine these algorithms with malicious intent, resulting in a growing interest in adversarial machine learning. A number of approaches have been developed …
Models like support vector machines or Gaussian process regression often require positive semi-definite kernels. These kernels may be based on distance functions. While definiteness is proven for common distances and kernels, a proof for a new kernel may require too much time and effort for users who simply aim at prac…
New framework for probabilistic linear solvers reduces manual effort.
Deep neural networks (DNNs) have been proven to have many redundancies. Hence, many efforts have been made to compress DNNs. However, the existing model compression methods treat all the input samples equally while ignoring the fact that the difficulties of various input samples being correctly classified are different…
In 1985, physicists Dixon, Harvey, Vafa and Witten studied string theories on Calabi-Yau orbifolds (cf. [DHVW]). An interesting discovery in their paper was the prediction that a certain physicist's Euler number of the orbifold must be equal to the Euler number of any of its crepant resolutions. This was soon related t…
Accurate annotation of medical image is the crucial step for image AI clinical application. However, annotating medical image will incur a great deal of annotation effort and expense due to its high complexity and needing experienced doctors. To alleviate annotation cost, some active learning methods are proposed. But …
We prove in this paper that the weighted volume of the set of integral transportation matrices between two integral histograms r and c of equal sum is a positive definite kernel of r and c when the set of considered weights forms a positive definite matrix. The computation of this quantity, despite being the subject of…
Reduces test set maintenance effort by 80-100%.
Integration of the form , where is either or , is widely encountered in many engineering and scientific applications, such as those involving Fourier or Laplace transforms. Often such integrals are approximated by a numerical integration…
Replication study shows Deep-SE still not as effective as previously thought for agile effort estimation.
Non-invasive myoelectric prostheses require a long training time to obtain satisfactory control dexterity. These training times could possibly be reduced by leveraging over training efforts by previous subjects. So-called domain adaptation algorithms formalize this strategy and have indeed been shown to significantly r…
The paper tackles fairness in data and algorithms, expanding on prior work.
Adaptive Bernstein copulas improve risk management by preventing overfitting and reducing simulation effort.
At the core of interpretable machine learning is the question of whether humans are able to make accurate predictions about a model's behavior. Assumed in this question are three properties of the interpretable output: coverage, precision, and effort. Coverage refers to how often humans think they can predict the model…
Algorithms are often used to produce decision-making rules that classify or evaluate individuals. When these individuals have incentives to be classified a certain way, they may behave strategically to influence their outcomes. We develop a model for how strategic agents can invest effort in order to change the outcome…
Optimal contracts are found for agents with quadratic effort costs.
Software development effort estimation is considered a fundamental task for software development life cycle as well as for managing project cost, time and quality. Therefore, accurate estimation is a substantial factor in projects success and reducing the risks. In recent years, software effort estimation has received …
With the advent of automated machine learning, automated hyperparameter optimization methods are by now routinely used in data mining. However, this progress is not yet matched by equal progress on automatic analyses that yield information beyond performance-optimizing hyperparameter settings. In this work, we aim to a…
We put together some of the efforts by several people of making aspects of fibre bundle theory into algebra. The initiator of these efforts was Charles Ehresmann, who put the notion of groupoid and groupoid action in the focus of fibre bundle theory in general, and in connection theory in particular.
This paper makes the first attempt to introduce the tools from computer graphics into the art pricing research. We argue that the creation of a painting calls for a combination of conceptual effort and painting effort from the artist. However, as the important price determinants, both efforts are long missing in the tr…
We study investment strategy in different models of financial markets, where the investors cannot reach a perfect knowledge about available assets. The investor spends a certain effort to get information; this allows him to better choose the investment strategy, and puts a selective pressure upon assets. The best strat…
Conversion of raw data into insights and knowledge requires substantial amounts of effort from data scientists. Despite breathtaking advances in Machine Learning (ML) and Artificial Intelligence (AI), data scientists still spend the majority of their effort in understanding and then preparing the raw data for ML/AI. Th…
We present an approach to interactive-predictive neural machine translation that attempts to reduce human effort from three directions: Firstly, instead of requiring humans to select, correct, or delete segments, we employ the idea of learning from human reinforcements in form of judgments on the quality of partial tra…
Optimal linear contracts are possible even with memory in Gaussian settings.
Study examines how market dynamics affect emissions trading prices and abatement efforts.
Uncertainty computation in deep learning is essential to design robust and reliable systems. Variational inference (VI) is a promising approach for such computation, but requires more effort to implement and execute compared to maximum-likelihood methods. In this paper, we propose new natural-gradient algorithms to red…
Proposes a framework to incorporate global sensitivity into local surrogate models.
New research shows fair data representations are impossible for different tasks.
We consider effort allocation in crowdsourcing, where we wish to assign labeling tasks to imperfect homogeneous crowd workers to maximize overall accuracy in a continuous-time Bayesian setting, subject to budget and time constraints. The Bayes-optimal policy for this problem is the solution to a partially observable Ma…
AI task delegation faces incentive collapse with unbounded payments as AI accuracy rises.
Bayesian optimization reduces computational effort in aircraft design optimization.
The problem of estimating an unknown discrete distribution from its samples is a fundamental tenet of statistical learning. Over the past decade, it attracted significant research effort and has been solved for a variety of divergence measures. Surprisingly, an equally important problem, estimating an unknown Markov ch…
This paper examines fairness and arbitrariness in bias mitigation methods.
Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts in this direction either aim at solving specialized problems, or result in signif…
Although there has been substantial research in software analytics for effort estimation in traditional software projects, little work has been done for estimation in agile projects, especially estimating user stories or issues. Story points are the most common unit of measure used for estimating the effort involved in…
The majority of data scientists and machine learning practitioners use relational data in their work [State of ML and Data Science 2017, Kaggle, Inc.]. But training machine learning models on data stored in relational databases requires significant data extraction and feature engineering efforts. These efforts are not …
Study improves domain adaptation with limited labeled data.
Paper argues context equals environment, improving AI generalization.
Drug-Drug Interactions (DDIs) Extraction refers to the efforts to generate hand-made or automatic tools to extract embedded information from text and literature in the biomedical domain. Because of restrictions in hand-made efforts and their lower speed, Machine-Learning, or Deep-Learning approaches have become more po…
The calculation of minimum energy paths for transitions such as atomic and/or spin re-arrangements is an important task in many contexts and can often be used to determine the mechanism and rate of transitions. An important challenge is to reduce the computational effort in such calculations, especially when ab initio …
Recent research has shown that although Reinforcement Learning (RL) can benefit from expert demonstration, it usually takes considerable efforts to obtain enough demonstration. The efforts prevent training decent RL agents with expert demonstration in practice. In this work, we propose Active Reinforcement Learning wit…
Evaluation of deep reinforcement learning (RL) is inherently challenging. In particular, learned policies are largely opaque, and hypotheses about the behavior of deep RL agents are difficult to test in black-box environments. Considerable effort has gone into addressing opacity, but almost no effort has been devoted t…
The paper argues against the inefficiency of explaining deep learning phenomena.
Study optimizes prediction intervals in conformal regression.