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 new CoVaR framework integrates expert views using entropy pooling.
EBBS integrates expert assessments into MIO best-subsets problem.
A new framework enhances binaural audio for moving talkers.
The main objective is to present a some variant of the Black - Litterman model. We consider the canonical case when priori return is determined by means such excess return from the CAPM market portfolio which is derived using reverse optimization method. Then the a priori return is at risk quantified uncertainty. On th…
This study analyzes communication constraints in MoE architectures using information theory.
Dynamic Black-Litterman integrates expert views with portfolio optimization over varying time horizons.
This work addresses the classic machine learning problem of online prediction with expert advice. We consider the finite-horizon version of this zero-sum, two-person game. Using verification arguments from optimal control theory, we view the task of finding better lower and upper bounds on the value of the game (regret…
Framework uses expert intervention to solve long-horizon reinforcement learning tasks.
We present a novel approach for supervised domain adaptation that is based upon the probabilistic framework of Gaussian processes (GPs). Specifically, we introduce domain-specific GPs as local experts for facial expression classification from face images. The adaptation of the classifier is facilitated in probabilistic…
We consider an adversarial online learning setting where a decision maker can choose an action in every stage of the game. In addition to observing the reward of the chosen action, the decision maker gets side observations on the reward he would have obtained had he chosen some of the other actions. The observation str…
Entropy based ideas find wide-ranging applications in finance for calibrating models of portfolio risk as well as options pricing. The abstracted problem, extensively studied in the literature, corresponds to finding a probability measure that minimizes relative entropy with respect to a specified measure while satisfy…
Combines expert models using Kullback-Leibler divergence to create a combined model.
Combines neural networks and expert rules for concept-based learning.
Scarcity of labeled data is one of the most frequent problems faced in machine learning. This is particularly true in relation extraction in text mining, where large corpora of texts exists in many application domains, while labeling of text data requires an expert to invest much time to read the documents. Overall, st…
The mixture of experts (MoE) model is a popular neural network architecture for nonlinear regression and classification. The class of MoE mean functions is known to be uniformly convergent to any unknown target function, assuming that the target function is from Sobolev space that is sufficiently differentiable and tha…
A new mechanism reduces expert belief regret in online forecasting.
This paper reconciles different views on AdaBoost to better understand its dynamics.
Imitation learning (IL) consists of a set of tools that leverage expert demonstrations to quickly learn policies. However, if the expert is suboptimal, IL can yield policies with inferior performance compared to reinforcement learning (RL). In this paper, we aim to provide an algorithm that combines the best aspects of…
New algorithm reduces regret in strategic prediction problem.
Improves reward bounds for prediction with expert advice using abstention.
MuVI models multi-view data with structured sparsity, integrating domain knowledge.
We present a self-contained proof of the Gauss-Bonnet theorem for two-dimensional surfaces embedded in using just classical vector calculus. The exposition should be accessible to advanced undergraduate and non-expert graduate students. It may be viewed as an illustration and exercise in multivariate calculus and…
fMRI semantic category understanding using linguistic encoding models attempts to learn a forward mapping that relates stimuli to the corresponding brain activation. State-of-the-art encoding models use a single global model (linear or non-linear) to predict brain activation given the stimulus. However, the critical as…
Novel CNN-based gaze scanpath comparison distinguishes experts from novices in dental radiograph interpretation.
Expert system predicts credit card charge-offs using macroeconomic indicators.
In this paper, we present a Bayesian view on model-based reinforcement learning. We use expert knowledge to impose structure on the transition model and present an efficient learning scheme based on variational inference. This scheme is applied to a heteroskedastic and bimodal benchmark problem on which we compare our …
This article is a survey article on geometric group theory from the point of view of a non-expert who likes geometric group theory and uses it in his own research. The sections are: classical examples, basics about quasiisometry,properties and invariants of groups invariant under quasiisometry, rigidity, hyperbolic spa…
Improves predictions by integrating forward-looking views into dynamic factor models.
Marketing analytics is a diverse field, with both academic researchers and practitioners coming from a range of backgrounds including marketing, expert systems, statistics, and operations research. This paper provides an integrative review at the boundary of these areas. The aim is to give researchers in the intelligen…
New method prevents forgetting in learning new tasks.
New algorithm improves bandit with graph feedback by decomposing regret.
A database of objects discovered in houses in the Roman city of Pompeii provides a unique view of ordinary life in an ancient city. Experts have used this collection to study the structure of Roman households, exploring the distribution and variability of tasks in architectural spaces, but such approaches are necessari…
Statistical learning relies upon data sampled from a distribution, and we usually do not care what actually generated it in the first place. From the point of view of causal modeling, the structure of each distribution is induced by physical mechanisms that give rise to dependences between observables. Mechanisms, howe…
Bidirectional attention is shown to be equivalent to a continuous bag of words model with mixture-of-experts.
Reinforcement learning offers the promise of automating the acquisition of complex behavioral skills. However, compared to commonly used and well-understood supervised learning methods, reinforcement learning algorithms can be brittle, difficult to use and tune, and sensitive to seemingly innocuous implementation decis…
Graph neural network predicts optimal coarse-grained mapping operators.
Unified framework for imitation learning via moment matching.
Decision support tools that rely on supervised learning require large amounts of expert annotations. Using past radiological reports obtained from hospital archiving systems has many advantages as training data above manual single-class labels: they are expert annotations available in large quantities, covering a popul…
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…
A popular method for selecting the number of clusters is based on stability arguments: one chooses the number of clusters such that the corresponding clustering results are "most stable". In recent years, a series of papers has analyzed the behavior of this method from a theoretical point of view. However, the results …
Multi-expert L2D underfits more severely, requiring new methods.
TENP prunes experts and neurons in Mixture-of-Experts models for efficient deployment.
A new method for robust training under label noise using weighted gradient descent.
A method to select important experts for Gaussian processes to balance computational efficiency and uncertainty quantification.
Deep learning improves MRI analysis of MSK disorders.
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…
Improved time series forecasting with expert loss integration.
HS-MoE selects sparse experts using adaptive priors and data-adaptive gating.