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.
New ADMM method for PARAFAC2 tensor decomposition with flexible regularization.
Flexible framework for CMTF with ADMM for various constraints and couplings.
Automatically learns flexible symmetry constraints in neural networks using gradients.
We introduce a novel generative formulation of deep probabilistic models implementing "soft" constraints on their function dynamics. In particular, we develop a flexible methodological framework where the modeled functions and derivatives of a given order are subject to inequality or equality constraints. We then chara…
Enhances flexibility in data reweighting with optimal transport and maximum entropy principles.
Modeling variability in tensor decomposition methods is one of the challenges of source separation. One possible solution to account for variations from one data set to another, jointly analysed, is to resort to the PARAFAC2 model. However, so far imposing constraints on the mode with variability has not been possible.…
Pattern sampling has been proposed as a potential solution to the infamous pattern explosion. Instead of enumerating all patterns that satisfy the constraints, individual patterns are sampled proportional to a given quality measure. Several sampling algorithms have been proposed, but each of them has its limitations wh…
This paper proposes Relational Similarity Machines (RSM): a fast, accurate, and flexible relational learning framework for supervised and semi-supervised learning tasks. Despite the importance of relational learning, most existing methods are hard to adapt to different settings, due to issues with efficiency, scalabili…
Study finds financial constraints explain zero-leverage firms.
Unsupervised two-view learning, or detection of dependencies between two paired data sets, is typically done by some variant of canonical correlation analysis (CCA). CCA searches for a linear projection for each view, such that the correlations between the projections are maximized. The solution is invariant to any lin…
Level-set optimization formulations with data-driven constraints minimize a regularization functional subject to matching observations to a given error level. These formulations are widely used, particularly for matrix completion and sparsity promotion in data interpolation and denoising. The misfit level is typically …
In E-commerce advertising, where product recommendations and product ads are presented to users simultaneously, the traditional setting is to display ads at fixed positions. However, under such a setting, the advertising system loses the flexibility to control the number and positions of ads, resulting in sub-optimal p…
A new method constrains PARAFAC2 for better pattern recovery.
This paper concerns the questions of flexibility and rigidity of solutions to the Monge-Ampère equation which arises as a natural geometrical constraint in prestrained nonlinear elasticity. In particular, we focus on anomalous i.e. "flexible" weak solutions that can be constructed through methods of convex integration …
This work improves LePU by modeling the annotation process more realistically.
Concept Factorization (CF) and its variants may produce inaccurate representation and clustering results due to the sensitivity to noise, hard constraint on the reconstruction error and pre-obtained approximate similarities. To improve the representation ability, a novel unsupervised Robust Flexible Auto-weighted Local…
Automates detection of fast-ramped flexibility events for DSOs.
Estimation in generalized linear models (GLM) is complicated by the presence of constraints. One can handle constraints by maximizing a penalized log-likelihood. Penalties such as the lasso are effective in high dimensions, but often lead to unwanted shrinkage. This paper explores instead penalizing the squared distanc…
Clustering is an effective technique in data mining to group a set of objects in terms of some attributes. Among various clustering approaches, the family of K-Means algorithms gains popularity due to simplicity and efficiency. However, most of existing K-Means based clustering algorithms cannot deal with outliers well…
LEMs extend transformer-based architectures for complex execution problems.
WDL models density curves using Wasserstein distance and flexible mixture models.
Enforces physical constraints in GP regression models.
New neural network smoothness constraints improve model performance.
New methods estimate causal effects using front-door criterion in presence of unmeasured confounders.
SnareNet adds repair layers to neural networks to ensure outputs meet physical constraints.
ARO overfits by making constraints dependent on uncertainty, leading to brittleness.
The broad set of deep generative models (DGMs) has achieved remarkable advances. However, it is often difficult to incorporate rich structured domain knowledge with the end-to-end DGMs. Posterior regularization (PR) offers a principled framework to impose structured constraints on probabilistic models, but has limited …
When learning policies for real-world domains, two important questions arise: (i) how to efficiently use pre-collected off-policy, non-optimal behavior data; and (ii) how to mediate among different competing objectives and constraints. We thus study the problem of batch policy learning under multiple constraints, and o…
Flexible VAEs using FIFs improve model likelihood on image datasets.
New method combines gradient optimization with constraint-based techniques for causal discovery.
Learning high-quality node embeddings is a key building block for machine learning models that operate on graph data, such as social networks and recommender systems. However, existing graph embedding techniques are unable to cope with fairness constraints, e.g., ensuring that the learned representations do not correla…
DRMMs enable flexible conditional sampling for interactive machine learning.
Constrained clustering has been well-studied for algorithms such as -means and hierarchical clustering. However, how to satisfy many constraints in these algorithmic settings has been shown to be intractable. One alternative to encode many constraints is to use spectral clustering, which remains a developing area. I…
Framework learns linear programs from optimal decisions.
Develops TOFU for tensor bandits with low-rank structure.
Bayesian Entropy Neural Networks enforce constraints on deep learning predictions.
This paper addresses challenges in flexibly modeling multimodal data that lie on constrained spaces. Such data are commonly found in spatial applications, such as climatology and criminology, where measurements are restricted to a geographical area. Other settings include domains where unsuitable recordings are discard…
Adding inequality constraints (e.g. boundedness, monotonicity, convexity) into Gaussian processes (GPs) can lead to more realistic stochastic emulators. Due to the truncated Gaussianity of the posterior, its distribution has to be approximated. In this work, we consider Monte Carlo (MC) and Markov Chain Monte Carlo (MC…
Structural Causal Models (SCMs) provide a popular causal modeling framework. In this work, we show that SCMs are not flexible enough to give a complete causal representation of dynamical systems at equilibrium. Instead, we propose a generalization of the notion of an SCM, that we call Causal Constraints Model (CCM), an…
Regression is widely used by practioners across many disciplines. We reformulate the underlying optimisation problem as a second-order conic program providing the flexibility often needed in applications. Using examples from portfolio management and quantitative trading we solve regression problems with and without con…
MOPI optimizes flexible set-valued mappings to achieve superior shape adaptivity in conformal prediction.
A novel nonstationary permanental process relaxes kernel constraints and captures complex data patterns.
In this paper, we propose a data-adaptive non-parametric kernel learning framework in margin based kernel methods. In model formulation, given an initial kernel matrix, a data-adaptive matrix with two constraints is imposed in an entry-wise scheme. Learning this data-adaptive matrix in a formulation-free strategy enlar…
Lo-Hp decouples weight generation into local and global policies to improve flexibility and efficiency.
Study uses RL to optimize dynamic portfolios, addressing non-stationarity and constraints.
Multi-label classification has attracted an increasing amount of attention in recent years. To this end, many algorithms have been developed to classify multi-label data in an effective manner. However, they usually do not consider the pairwise relations indicated by sample labels, which actually play important roles i…
Flexible algorithms for maximizing rewards in structured bandits.
The area of constrained clustering has been extensively explored by researchers and used by practitioners. Constrained clustering formulations exist for popular algorithms such as k-means, mixture models, and spectral clustering but have several limitations. A fundamental strength of deep learning is its flexibility, a…