The paper demonstrates that falsifiability is fundamental to learning. We prove the following theorem for statistical learning and sequential prediction: If a theory is falsifiable then it is learnable -- i.e. admits a strategy that predicts optimally. An analogous result is shown for universal induction.
arXiv research
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New framework aims to make neural network explanations more reliable.
New method falsifies causal graphs using outlier events.
'Ergodicity economics' is criticized as pseudoscience.
We information-theoretically reformulate two measures of capacity from statistical learning theory: empirical VC-entropy and empirical Rademacher complexity. We show these capacity measures count the number of hypotheses about a dataset that a learning algorithm falsifies when it finds the classifier in its repertoire …
New method falsifies causal discovery results without ground truth.
New method verifies formulas for causal interventional distributions.
A new metric assesses causal graphs using node permutations to detect inconsistencies.
New neural methods for stable control with provable guarantees.
Efficiently generates models resistant to falsification.
Machine Learning benefits from prior information and computational power for better performance and understanding.
This chapter studies emerging cyber-attacks on reinforcement learning (RL) and introduces a quantitative approach to analyze the vulnerabilities of RL. Focusing on adversarial manipulation on the cost signals, we analyze the performance degradation of TD() and -learning algorithms under the manipulation. For TD($…
We review the recent approach of correlation based networks of financial equities. We investigate portfolio of stocks at different time horizons, financial indices and volatility time series and we show that meaningful economic information can be extracted from noise dressed correlation matrices. We show that the metho…
Models can be simple for different reasons: because they yield a simple and computationally efficient interpretation of a generic dataset (e.g. in terms of pairwise dependences) - as in statistical learning - or because they capture the essential ingredients of a specific phenomenon - as e.g. in physics - leading to no…
Theoretical limits show experimental data can falsify but not validate causal estimates from observational studies.
Faster Tsetlin Machines use clause indexing to speed inference and learning.
We propose a novel approach for sampling realistic financial correlation matrices. This approach is based on generative adversarial networks. Experiments demonstrate that generative adversarial networks are able to recover most of the known stylized facts about empirical correlation matrices estimated on asset returns.…
New formulas for minimal surfaces with specific end conditions.
Finding regions for which there is higher controversy among different classifiers is insightful with regards to the domain and our models. Such evaluation can falsify assumptions, assert some, or also, bring to the attention unknown phenomena. The present work describes an algorithm, which is based on the Exceptional M…
We prove that a four-dimensional Lorentzian manifold that is curvature homogeneous of order 3, or CH_3 for short, is necessarily locally homogeneous. We also exhibit and classify four-dimensional Lorentzian, CH_2 manifolds that are not homogeneous. The resulting metrics belong to the class of null electromagnetic radia…
Causal Bayesian networks interpret actions as interventions to connect models to real-world outcomes.
We find a remarkable time persistence of various proxies for the kurtosis (p-kurtosis) of the intraday returns distribution for the S&P500 index and this permits a significant measure of their evolution from 1983 to 2004. There appears a long time scale dramatic variation of the p-kurtosis uncorrelated with the variati…
A geometric theory explains loss functions for robust representation learning.
Audit financial machine learning workflows to detect spurious predictability.
New insights into training deep networks with low rank layers.
Tests validity of DML estimators without assumptions.
Accounting fraud is a global concern representing a significant threat to the financial system stability due to the resulting diminishing of the market confidence and trust of regulatory authorities. Several tricks can be used to commit accounting fraud, hence the need for non-static regulatory interventions that take …
In this paper, we show synchronization for a group of output passive agents that communicate with each other according to an underlying communication graph to achieve a common goal. We propose a distributed event-triggered control framework that will guarantee synchronization and considerably decrease the required comm…
Study finds optimal learning rate schedules for sub-100M quantization-aware training across bit-widths.
LLM agents discover cryptocurrency factors under reproducible constraints.
Algorithm detects unmeasured confounding in observational data.
Instrumented data enables causal scientific machine learning
In the domain of the so called Econophysics some attempts already have been made for applying the theory of Thermodynamics and Statistical Mechanics to economics and financial markets. In this paper a similar approach is made from a different perspective, trying to model the limit order book and price formation process…
Foreign policy analysis has been struggling to find ways to measure policy preferences and paradigm shifts in international political systems. This paper presents a novel, potential solution to this challenge, through the application of a neural word embedding (Word2vec) model on a dataset featuring speeches by heads o…
This paper considers the problem of detection in distributed networks in the presence of data falsification (Byzantine) attacks. Detection approaches considered in the paper are based on fully distributed consensus algorithms, where all of the nodes exchange information only with their neighbors in the absence of a fus…
Triangulation filters spurious circuits in multilingual models.
New analysis shows surprising results on adaptation speed of causal models.
The paper benchmarks OS with RCTs, accounting for right-censoring.
Hyperfitting improves LLM generation quality by enhancing diversity, contrary to simple temperature scaling.
New analysis shows LLMs don't follow Bayesian inference in ICL.
The recent advances in sensor technologies and smart devices enable the collaborative collection of a sheer volume of data from multiple information sources. As a promising tool to efficiently extract useful information from such big data, machine learning has been pushed to the forefront and seen great success in a wi…
Evidence shows that in a significant number of cases the current methods of research do not allow for reproducible and falsifiable procedures of scientific investigation. As a consequence, the majority of critical decisions at all levels, from personal investment choices to overreaching global policies, rely on some va…
Is cognition a collection of loosely connected functions tuned to different tasks, or can there be a general learning algorithm? If such an hypothetical general algorithm did exist, tuned to our world, could it adapt seamlessly to a world with different laws of nature? We consider the theory that predictive coding is s…
We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cost portfolio strategies. The learning algorithm is used to determine the relative population dynamics of technical trading strategies that can survive historical back-testing as well a…
The need to estimate smooth probability distributions (a.k.a. probability densities) from finite sampled data is ubiquitous in science. Many approaches to this problem have been described, but none is yet regarded as providing a definitive solution. Maximum entropy estimation and Bayesian field theory are two such appr…
For many causal effect parameters of interest, doubly robust machine learning (DRML) estimators are the state-of-the-art, incorporating the good prediction performance of machine learning; the decreased bias of doubly robust estimators; and the analytic tractability and bias reduction of sample splitting wi…
CJE calibrates cheap LLM judges against an oracle, achieving high accuracy at a fraction of the cost.
There are (at least) three approaches to quantifying information. The first, algorithmic information or Kolmogorov complexity, takes events as strings and, given a universal Turing machine, quantifies the information content of a string as the length of the shortest program producing it. The second, Shannon information…