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 introduces DP algorithms using random projections and sign random projections for improved privacy in machine learning.
problem Improving differential privacy in machine learning applications.
method Developed algorithms based on random projections and sign random projections, focusing on individual differential privacy (iDP) and standard differential privacy (DP).
result DP-SignOPORP and iDP-SignRP achieve superior performance in differential privacy, especially for small epsilon values.
We present a simple hybrid dynamical model as a tool to investigate behavioral strategies based on trend following. The multiplicative symbolic dynamics are generated using a lognormal diffusion model for the at-the-money implied volatility term structure. Thus, are model exploits information from derivative markets to…
Study shows flipping a small subset of labels can severely damage machine learning models.
problem Adversarial attacks on distributed machine learning models.
method Formalized label flipping attacks, proposed a greedy algorithm, demonstrated with logistic regression models.
result A budget of only 0.1% of labels at each training step can reduce model accuracy by 6%, and some models can perform worse than random guessing when up to 25% of labels are flipped.
In this paper, the problem of one-bit compressed sensing (OBCS) is formulated as a problem in probably approximately correct (PAC) learning. It is shown that the Vapnik-Chervonenkis (VC-) dimension of the set of half-spaces in Rn generated by k-sparse vectors is bounded below by klg(n/k) and above by…
Neural networks have been criticized for their lack of easy interpretation, which undermines confidence in their use for important applications. Here, we introduce a novel technique, interpreting a trained neural network by investigating its flip points. A flip point is any point that lies on the boundary between two o…
Efficiently poisons offline RLHF models by flipping preference labels.
problem Vulnerability of offline RLHF models to preference label flipping attacks.
method Developed two attack methods: BAL-A and BMP-A, solving a structured binary sparse approximation problem.
result Demonstrated that flipping one preference label induces a parameter-independent shift in the DPO gradient, enabling structured binary sparse approximation.
We prove that every injective simplicial map F(S)→F(S′) between flip graphs is induced by a subsurface inclusion S→S′, except in finitely many cases. This extends a result of Korkmaz--Papadopoulos which asserts that every automorphism of the flip graph of a surface without boundary is ind…
We introduce a notion of cross-flips: local moves that transform a balanced (i.e., properly (d+1)-colored) triangulation of a combinatorial d-manifold into another balanced triangulation. These moves form a natural analog of bistellar flips (also known as Pachner moves). Specifically, we establish the following the…
This paper is about the geometry of flip-graphs associated to triangulations of surfaces. More precisely, we consider a topological surface with a privileged boundary curve and study the spaces of its triangulations with n vertices on the boundary curve. The surfaces we consider topologically fill this boundary curve s…
This paper diagnoses factor-model pricing errors using a new method.
problem Measuring pricing errors in factor models with general characteristic axes.
method Developed a method to measure factor-model pricing errors as bridge-alpha curves, using a predetermined characteristic order and prefix portfolios.
result Adding a counterpart factor flips the curve's sign on every axis, but only HML and CMA overcorrect enough to be rejected.
In order to model volatile real-world network behavior, we analyze phase-flipping dynamical scale-free network in which nodes and links fail and recover. We investigate how stochasticity in a parameter governing the recovery process affects phase-flipping dynamics, and find the probability that no more than q% of nodes…
Let Σ be a compact surface. We prove that the set of surface cubications modulo flips, up to isotopy, is in one-to-one correspondence with Z/2Z⊕H1(Σ,Z/2Z).
We use flip points to explain and audit deep learning models, revealing decision boundaries and improving model performance.
problem Lack of interpretability in deep learning models hinders their use in important applications.
method Flip points are used to analyze decision boundaries of deep learning models with continuous output scores.
result Flip points reveal the least changes in input that would alter a model's classification, enabling better understanding and improvement of model behavior.
We study flip-graphs of triangulations on topological surfaces where distance is measured by counting the number of necessary flip operations between two triangulations. We focus on surfaces of positive genus g with a single boundary curve and n marked points on this curve; we consider triangulations up to homeomor…
Using existing technology, we prove a Masur-Minsky style distance formula for flip- graph distance between two triangulations, expressed as a sum of the distances of the projections of these triangulations into arc graphs of the suitable subsurfaces of S.
We investigate a type of distance between triangulations on finite type surfaces where one moves between triangulations by performing simultaneous flips. We consider triangulations up to homeomorphism and our main results are upper bounds on distance between triangulations that only depend on the topology of the surfac…