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.
Detecting PE malware files is now commonly approached using statistical and machine learning models. While these models commonly use features extracted from the structure of PE files, we propose that icons from these files can also help better predict malware. We propose an innovative machine learning approach to extra…
ICON-OCnet solves optimal execution problems with neural networks and few examples.
problem Optimal order execution in markets with unknown price impact.
method Transformer-based neural network architecture (ICON-OCnet) that learns price impact from few examples and applies it to optimal execution strategies.
result ICON-OCnet accurately infers price impact models and retrieves optimal execution strategies for various propagator kernels.
In this paper we establish rigorous benchmarks for image classifier robustness. Our first benchmark, ImageNet-C, standardizes and expands the corruption robustness topic, while showing which classifiers are preferable in safety-critical applications. Unlike recent robustness research, this benchmark evaluates performan…
Generative Adversarial Networks (GAN) boast impressive capacity to generate realistic images. However, like much of the field of deep learning, they require an inordinate amount of data to produce results, thereby limiting their usefulness in generating novelty. In the same vein, recent advances in meta-learning have o…
This paper is concerned with "nice" compactifications of manifolds. Siebenmann's iconic dissertation characterized open manifolds M^m (m>5) compactifiable by addition of a manifold boundary. His theorem extends easily to cases where M^m is noncompact with compact boundary; however, when Bd(M^m) is noncompact, the situa…
The paper proposes a method to reliably select design algorithms for machine learning-guided design tasks.
problem Choosing the right design algorithm for machine learning-guided design tasks.
method Combining designs' predicted property values with held-out labeled data to reliably forecast characteristics of the label distributions produced by different design algorithms.
result The method is guaranteed to return design algorithms that yield successful label distributions.
Topology design optimization offers tremendous opportunity in design and manufacturing freedoms by designing and producing a part from the ground-up without a meaningful initial design as required by conventional shape design optimization approaches. Ideally, with adequate problem statements, to formulate and solve the…
Solving the RNA inverse folding problem is a critical prerequisite to RNA design, an emerging field in bioengineering with a broad range of applications from reaction catalysis to cancer therapy. Although significant progress has been made in developing machine-based inverse RNA folding algorithms, current approaches s…
Adaptive designs achieve strong Neyman regret guarantees for ATE estimation.
problem Estimating unbiased average treatment effect in sequential experiments.
method Proposed adaptive designs with O(logT) Neyman regret under boundedness assumptions and O(T) multigroup Neyman regret in covariate-based settings.
result Adaptive designs outperform non-adaptive designs in terms of Neyman regret, especially in covariate-based settings.
A new method achieves optimal uniformity in designs with minimal flexibility.
problem Achieving optimal uniformity in designs with minimal flexibility.
method Derive a lower bound on the uniformity constant and use a greedy construction to achieve this bound, then extend the scheme for more flexibility.
result A simple greedy construction achieves the optimal uniformity constant.
The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new strategies for the optimal design of sequential experiments. First, we rigorously formul…
This paper proposes a new approach to construct high quality space-filling sample designs. First, we propose a novel technique to quantify the space-filling property and optimally trade-off uniformity and randomness in sample designs in arbitrary dimensions. Second, we connect the proposed metric (defined in the spatia…
Layout design with complex constraints is a challenging problem to solve due to the non-uniqueness of the solution and the difficulties in incorporating the constraints into the conventional optimization-based methods. In this paper, we propose a design method based on the recently developed machine learning technique,…