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.
A recommender system based on ranks is proposed, where an expert's ranking of a set of objects and a user's ranking of a subset of those objects are combined to make a prediction of the user's ranking of all objects. The rankings are assumed to be induced by latent continuous variables corresponding to the grades assig…
We study a variant of decision-theoretic online learning in which the set of experts that are available to Learner can shrink over time. This is a restricted version of the well-studied sleeping experts problem, itself a generalization of the fundamental game of prediction with expert advice. Similar to many works in t…
Non-experts have long made important contributions to machine learning (ML) by contributing training data, and recent work has shown that non-experts can also help with feature engineering by suggesting novel predictive features. However, non-experts have only contributed features to prediction tasks already posed by e…
We consider the problem of learning to behave optimally in a Markov Decision Process when a reward function is not specified, but instead we have access to a set of demonstrators of varying performance. We assume the demonstrators are classified into one of k ranks, and use ideas from ordinal regression to find a rewar…
This work improves transferability of rewards inferred from expert demonstrations.
problem Transferability of rewards inferred from expert demonstrations under limited access to the expert's policy.
method Proposed principal angles as a measure of similarity and dissimilarity between transition laws. Established sufficient conditions for transferability under limited access.
result Two key results on sufficient conditions for transferability to any and local changes in transition laws.
SurvMixClust clusters survival data and predicts individual survival curves.
problem Integrating clustering into survival analysis for precision medicine.
method SurvMixClust learns latent representations for clustering and predicts survival functions using a mixture of non-parametric experts.
result SurvMixClust creates balanced clusters with distinct survival curves, outperforming clustering baselines and competing with non-clustering models in predictive accuracy.
The problem of searching for experts in a given academic field is hugely important in both industry and academia. We study exactly this issue with respect to a database of authors and their publications. The idea is to use Latent Semantic Indexing (LSI) and Latent Dirichlet Allocation (LDA) to perform topic modelling i…
Mixtures of neural operators reduce active complexity in operator learning.
problem Reduction of active complexity in operator learning models.
method Constructive comparison between routed mixtures of neural operators (MoNOs) and a fixed single-neural-operator construction.
result Every scalar uniformly continuous nonlinear operator can be approximated by a MoNO whose active expert has smaller depth, width, and rank scaling.
The step of expert taxa recognition currently slows down the response time of many bioassessments. Shifting to quicker and cheaper state-of-the-art machine learning approaches is still met with expert scepticism towards the ability and logic of machines. In our study, we investigate both the differences in accuracy and…
This paper considers the challenge of evaluating a set of classifiers, as done in shared task evaluations like the KDD Cup or NIST TREC, without expert labels. While expert labels provide the traditional cornerstone for evaluating statistical learners, limited or expensive access to experts represents a practical bottl…
In an era of ubiquitous large-scale streaming data, the availability of data far exceeds the capacity of expert human analysts. In many settings, such data is either discarded or stored unprocessed in datacenters. This paper proposes a method of online data thinning, in which large-scale streaming datasets are winnowed…
Gated attention improves performance by using a hierarchical mixture of experts.
problem Improving performance of self-attention mechanisms in Transformers.
method Rigorously show that gated attention can be modeled as a hierarchical mixture of experts, providing a theoretical justification for its benefits.
result Gated attention is more sample-efficient than multi-head self-attention, requiring fewer data points to achieve the same estimation error.
Learning the true ordering between objects by aggregating a set of expert opinion rank order lists is an important and ubiquitous problem in many applications ranging from social choice theory to natural language processing and search aggregation. We study the problem of unsupervised rank aggregation where no ground tr…
Adversarial self-play in two-player games has delivered impressive results when used with reinforcement learning algorithms that combine deep neural networks and tree search. Algorithms like AlphaZero and Expert Iteration learn tabula-rasa, producing highly informative training data on the fly. However, the self-play t…
In this paper we extend the setting of the online prediction with expert advice to function-valued forecasts. At each step of the online game several experts predict a function, and the learner has to efficiently aggregate these functional forecasts into a single forecast. We adapt basic mixable (and exponentially conc…
Efficient algorithms for online learning with changing action sets, achieving no-approximate-regret guarantees.
problem Online learning with sleeping experts/bandits, where only a subset of actions are available each time.
method Developed computationally efficient algorithms providing no-approximate-regret guarantees for the general problem and better approximation ratios for special cases.
result Achieved no-approximate-regret guarantees for the general sleeping expert/bandit problems and better approximation ratios for specific cases.
Probabilistic forecasts in the form of probability distributions over future events have become popular in several fields of statistical science. The dissimilarity between a probability forecast and an outcome is measured by a loss function (scoring rule). Popular example of scoring rule for continuous outcomes is the …
Discriminative latent-variable models are typically learned using EM or gradient-based optimization, which suffer from local optima. In this paper, we develop a new computationally efficient and provably consistent estimator for a mixture of linear regressions, a simple instance of a discriminative latent-variable mode…
We consider the problem of contextual bandits with stochastic experts, which is a variation of the traditional stochastic contextual bandit with experts problem. In our problem setting, we assume access to a class of stochastic experts, where each expert is a conditional distribution over the arms given a context. We p…
Machine Learning (ML) has been successfully applied to a wide range of domains and applications. One of the techniques behind most of these successful applications is Ensemble Learning (EL), the field of ML that gave birth to methods such as Random Forests or Boosting. The complexity of applying these techniques togeth…