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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.

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97193290386 · Jun 202019922001200920172026
48 results for interaction measures

PredDiff measures prediction changes while marginalizing features, offering new insights into interaction effects.

problem Understanding interaction effects in black-box models.
method Model-agnostic, local attribution method based on probability theory.
result Introduced a new measure for interaction effects between arbitrary feature subsets.

A new method detects interactions in neural networks using topological analysis.

problem Detecting interactions between input features in neural networks.
method Topological analysis of neural network connectivity to quantify interaction strength.
result The PID algorithm outperforms state-of-the-art baselines in interaction detection tasks.

New gradient flows for non-negative and probability measures combining optimal transport and interaction forces.

problem Optimizing non-negative and probability measures using interaction forces and optimal transport.
method Interaction-Force Transport (IFT) gradient flows and their spherical variant, developed via infimal convolution of Wasserstein and spherical MMD tensors, with a particle-based optimization algorithm.
result The spherical IFT gradient flow provides global exponential convergence guarantees for both MMD and KL energy.

New framework for detecting complex interactions in multivariate data.

problem Insufficient pairwise measures fail to capture multivariate data complexities.
method Lattice theory and operator functions to derive higher-order information-theoretic measures.
result Streitberg Information fully characterizes all interactions among dd variables.

Protein interaction networks are a promising type of data for studying complex biological systems. However, despite the rich information embedded in these networks, they face important data quality challenges of noise and incompleteness that adversely affect the results obtained from their analysis. Here, we explore th…

2012-10-25abs ↗pdf ↗

Unified model for interactive estimation with improved learnability measure.

problem Improving learnability in interactive estimation models.
method Introducing a combinatorial measure (dissimilarity dimension) and a general algorithm with polynomial bounds.
result Unified model subsumes statistical-query learning and structured bandits.

Automated tests detect interactions in unstructured data.

problem Detecting interactions between latent variables in low-dimensional systems.
method Derive two interaction tests based on pairwise interventions and integrate them into an active learning pipeline.
result Tests can identify more known biological interactions than random search and standard active learning baselines.

We describe and extract time-ordered multibody interactions from complex systems.

problem Complex systems with temporal and multibody dependencies.
method Decompose multivariate Markov chains into time-ordered multibody interactions. Algorithm to extract interactions from data. Measure complexity of interaction ensembles.
result Robust and efficient algorithm to infer time-ordered multibody interactions from data.

Study identifies unique minimizers for interaction kernels in particle systems.

problem Identifying unique interaction kernels in mean-field equations of interacting particles.
method Data-adaptive L2L^2 spaces, RKHS analysis, regularization.
result Characterization of identifiability in both finite and infinite particle systems.

New complexity measure for interactive learning reduces regret to near-optimal levels.

problem Challenges in sample-efficient, adaptive learning algorithms for interactive decision making.
method Introduces the Decision-Estimation Coefficient and the Estimation-to-Decisions (E2D) principle.
result Unified algorithm design principle E2D achieves optimal sample-efficient learning.

The paper introduces a new method to measure the shape relations between biological objects using r-parallel sets.

problem The influence of neighboring objects on the shape and function of biological objects.
method The authors develop a theory based on spatial point processes to measure the geometrical interaction between objects.
result The proposed measures provide detailed information about the shape of individual objects and their interactions.

Unified framework for lower bounds in interactive decision making.

problem Challenges in interactive decision making, especially bandits and reinforcement learning.
method Interactive Fano method and Fractional Covering Number.
result Unified characterization of learnability for stochastic bandit problems and tight lower bounds for interactive decision making.

Study shows how macroprudential policies affect credit growth in Israel, especially in housing and business sectors.

problem Impact of macroprudential policies on credit growth in Israel.
method Bank-level panel data analysis for Israel, 2004-2019; interaction of monetary and macroprudential policies.
result Accommodative monetary policy interacts with macroprudential policies to increase total credit growth.

The paper analyzes the dynamics of tokens in transformer models at moderate interaction levels.

problem Understanding the evolution of tokens in transformer models at moderate interaction levels.
method Modeling transformer models as a system of particles interacting in a mean-field way and studying the corresponding dynamics.
result Characterization and convergence of the limiting dynamics in different phases of the system.

Dropout regularizes against high-order interactions by canceling interaction rates.

problem Overfitting to high-order interactions in neural networks.
method Analyzes Dropout through the lens of interaction effects, showing how it effectively cancels out the probability of surviving interactions of different orders.
result Dropout regularizes against high-order interactions by effectively canceling out the probability of surviving interactions of different orders.

Diamond method controls FDR for trustworthy feature interaction discovery in ML models.

problem Limited interpretability of ML models due to black box nature.
method Diamond method integrates model-X knockoffs framework to control FDR for non-additive interactions.
result Diamond method ensures accurate discovery of feature interactions with FDR control.

A new method detects interactions in machine learning models.

problem Interpreting non-linear and interaction effects in machine learning models.
method Regional effect plots with implicit interaction detection.
result The method quantifies and interprets feature effects reliably, less confounded by interactions.

This work finds mixed equilibria in zero-sum games using interacting particle dynamics.

problem Finding mixed equilibrium points in continuous minmax games.
method A method based on entropic regularisation of two-layer zero-sum games with interacting particle dynamics.
result The sequence of empirical measures of the particle system satisfies a large deviation principle as the number of particles grows to infinity, implying convergence of the empirical measure and the Nikaidô-Isoda error.

Introduces joint Shapley values to measure feature importance in models.

problem Measuring the importance of feature sets in machine learning models.
method Extends Shapley's axioms to measure a set of features' average contribution to a model's prediction.
result Joint Shapley values provide unique insights and are more consistent with local intuitions.

Unified framework for measuring concentration in weighted networks considering both weight distributions and network structure.

problem Traditional indices neglect the topology of relationships among network elements.
method Develops a family of topology-aware concentration indices that jointly account for weight distributions and network structure.
result The proposed indices preserve key properties and allow concentration to be evaluated across different dimensions of dependence.

Estimating global pairwise interaction effects, i.e., the difference between the joint effect and the sum of marginal effects of two input features, with uncertainty properly quantified, is centrally important in science applications. We propose a non-parametric probabilistic method for detecting interaction effects of…

2019-01-24abs ↗pdf ↗

Robo-advisors estimate clients' risk aversion using interactive questionnaires.

problem Estimating risk aversion of non-expert clients using adaptive questionnaires.
method Model risk aversion with cost functions and spectral risk measures. Use inverse reinforcement learning to design questions maximizing distinguishing power.
result Designing questions by maximizing distinguishing power achieves satisfactory accuracy in learning risk aversion with fewer than 50 questions.

Inferring causal interactions from observed data is a challenging problem, especially in the presence of measurement noise. To alleviate the problem of spurious causality, Haufe et al. (2013) proposed to contrast measures of information flow obtained on the original data against the same measures obtained on time-rever…

2015-09-25abs ↗pdf ↗

Enhances quantum sensing by eliminating multiple oscillations in field amplitude estimation.

problem Multiple oscillations in field amplitude estimation due to inter-qubit interactions at high qubit densities.
method Adopting a quantum circuit learning framework to approximate a target function by optimizing gate parameters.
result Elimination of multiple oscillations, leading to enhanced dynamic range of quantum sensing.

This paper presents a new interacting particle system and uses it as a spin model for financial market microstructure. The asymptotic analysis of this stochastic process exhibits a lower bound to the contemporaneous measurement of price and trading volume under the invariant measure in the `frozen' phase of the supercr…

2004-09-06abs ↗pdf ↗

Develops a new algorithm for estimating model parameters using interacting particle systems.

problem Estimating parameters of latent variable models.
method Interacting Particle Langevin Algorithm (IPLA) based on Langevin diffusion.
result Nonasymptotic optimisation error bounds for the estimator.

HyperSHAP explains HPO hyperparameters and interactions, improving trust and adoption.

problem Tackling opaque HPO methods and lack of user trust.
method Game-theoretic explainability framework based on Shapley values and interactions.
result Provides insights into hyperparameter contributions and interactions.

Graphs can model interactions between vertices, but how well depends on graph structure.

problem Lack of formal characterization of GNNs' ability to model interactions between vertices.
method Formalized interaction strength using separation rank and quantified it for different partitions of vertices.
result GNNs' ability to model interactions is primarily determined by the partition's walk index.

A new approach to sensitivity analysis without the Sobol decomposition.

problem Traditional sensitivity indices like Sobol indices have limitations.
method Introducing sensitivity measures that generalize existing indices and define interaction effects.
result Sensitivity measures can create new indices and define interaction effects.

New method detects biomarker-treatment interactions in clinical trials.

problem Detecting interactions between high-dimensional biomarkers and treatments in randomized trials.
method Two-stage penalized regression screening using ridge regression for multivariate screening.
result Ridge regression screening provides greater power than traditional methods in correlated data.

We introduce kernel nonparametric tests for Lancaster three-variable interaction and for total independence, using embeddings of signed measures into a reproducing kernel Hilbert space. The resulting test statistics are straightforward to compute, and are used in powerful interaction tests, which are consistent against…

2013-06-10abs ↗pdf ↗