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arXiv research

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.

168,657 papers · 148 categories

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4007991,1991,598 · Jun 202019922001200920172026
48 results for machine learning accountability

The paper advocates for interpretable, accountable, reproducible machine learning in medicine.

problem Black box models in medicine lack transparency and regulatory approval.
method Intrinsically interpretable modeling approaches and collaborative learning paradigms.
result Interpretable machine learning models can support clinical decisions and gain regulatory approval.

Traditional differential privacy is independent of the data distribution. However, this is not well-matched with the modern machine learning context, where models are trained on specific data. As a result, achieving meaningful privacy guarantees in ML often excessively reduces accuracy. We propose Bayesian differential…

2019-01-28abs ↗pdf ↗

The paper addresses monotonicity in machine learning models for fairness and accountability.

problem Ensuring fairness and accountability in transparent machine learning models.
method Study of three types of monotonicity (individual, weak pairwise, strong pairwise) and propose monotonic groves of neural additive models.
result Monotonic groves of neural additive models maintain transparency, accountability, and fairness.

Fake engagement is one of the significant problems in Online Social Networks (OSNs) which is used to increase the popularity of an account in an inorganic manner. The detection of fake engagement is crucial because it leads to loss of money for businesses, wrong audience targeting in advertising, wrong product predicti…

2019-09-13abs ↗pdf ↗

The paper argues that machine learning is a falsificationist process.

problem The role of falsification in machine learning is underexplored.
method The paper presents a falsificationist account of artificial neural networks, emphasizing empirical risk minimization and implicit regularization.
result Artificial neural networks can be seen as a falsificationist process, rejecting inadequate prediction rules.

Tangle machines are a topologically inspired diagrammatic formalism to describe information flow in networks. This paper begins with an expository account of tangle machines motivated by the problem of describing `covariance intersection' fusion of Gaussian estimators in networks. It then gives two examples in which ta…

2015-11-16abs ↗pdf ↗

This study examines how learning algorithms affect collective action in machine learning.

problem The impact of collective action on machine learning is limited when not considering the choice of learning algorithms.
method Focuses on distributionally robust optimization and stochastic gradient descent, analyzing their effects on collective success.
result The choice of learning algorithm significantly impacts the effective size and success of a collective in machine learning.

Model improves mortgage credit risk prediction with spatio-temporal machine learning.

problem Improving accuracy of default probabilities and loan portfolio loss distributions in mortgage credit risk.
method Combines tree-boosting with a latent spatio-temporal Gaussian process model.
result Predictive models outperform conventional methods due to non-linear and spatio-temporal effects.

Many economic applications including optimal pricing and inventory management requires prediction of demand based on sales data and estimation of sales reaction to a price change. There is a wide range of econometric approaches which are used to correct a bias in estimates of demand parameters on censored sales data. T…

2018-10-22abs ↗pdf ↗

Paper introduces Functional Effects Models to account for individual heterogeneity in panel data.

problem Accounting for preference heterogeneity in panel data with machine learning.
method Functional Effects Models using gradient boosting decision trees and deep neural networks to learn individual-specific preference parameters.
result Functional Effects Models outperform traditional models in learning inter-individual heterogeneity and predictive performance.

Paper examines LLM capability benchmarks through construct validity, favoring nomological account.

problem Linking theoretical capabilities to empirical measurements in LLMs.
method Contrasts three frameworks: nomological, inferential, and causal.
result Nomological account provides best foundation for LLM research.

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 …

2018-05-08abs ↗pdf ↗

Machine learning factors outperform traditional portfolio optimization methods.

problem Comparing machine learning and traditional portfolio optimization methods.
method Examined machine learning and factor-based portfolio optimization using autoencoder neural networks and dimensionality reduction techniques.
result Minimum-variance portfolios using latent factors derived from autoencoders and sparse methods outperform simpler benchmarks in risk minimization.

Detects malicious accounts in permissionless blockchains using graph properties and ML.

problem Identifying and classifying malicious accounts in permissionless blockchains.
method Temporal graph properties, ML algorithms (ExtraTreesClassifier, K-Means), cosine similarity, behavior change analysis.
result ExtraTreesClassifier performs best in detecting malicious accounts on Ethereum blockchain.

Machine learning approaches have seen considerable applications in human movement modeling, but remain limited for motor learning. Motor learning requires accounting for motor variability, and poses new challenges as the algorithms need to be able to differentiate between new movements and variation of known ones. In t…

2020-02-11abs ↗pdf ↗

Proposes a multi-resolution model for prostate cancer classification using mpMRI.

problem Improving voxel-wise classification of prostate cancer using multi-parametric MRI data.
method Multi-resolution Super Learner framework combining local base learners at multiple resolutions and spatial Gaussian kernel smoothing.
result Enhanced voxel-wise classification of prostate cancer status and clinical significance.

Machine learning improves official statistics but needs rigorous validation.

problem Lack of methodological robustness in machine learning for official statistics.
method Total Machine Learning Error (TMLE) framework to validate ML models.
result TMLE addresses representativeness and measurement errors in ML models.

Interpretable machine learning uncovers ESG's explanatory power on equity returns across sectors and capitalizations.

problem Explaining equity returns beyond market factors using ESG data.
method Interpretable machine learning models, cross-validation scheme, random company-wise validation.
result Gradient boosting models explain unaccounted price returns, with ESG data outperforming basic fundamental features.

Study examines challenges and applications of machine learning in finance.

problem Challenges in applying machine learning to financial research due to market idiosyncrasies and methodological differences.
method Discussion of adjustments needed to conventional machine learning methodology to account for financial market peculiarities.
result Machine learning can be unified with financial research as a robust complement to econometric methods.

The workshop focuses on AI principles for structured data.

problem Using AI on structured data for decision-making.
method Addressing principles of privacy, accountability, interpretability, robustness, and reasoning.
result Designing approaches to use structured data for reliable decisions.

This paper compares machine learning models for pricing European options.

problem Pricing European options using traditional methods like Black Scholes Model.
method Google AutoML Regressor, TensorFlow Neural Networks, and XGBoost Gradient Boosting Decision Trees.
result All models outperformed the Black Scholes Model in terms of mean absolute error.

Machine learning struggles with temporal data in finance, leading to inaccurate models.

problem Machine learning models struggle with temporal data in finance, leading to inaccurate predictions.
method Review and critique current machine learning approaches for temporal data in finance.
result Current approaches to machine learning in finance often ignore the temporal richness of data.

This note shows how to transform high-probability to in-expectation guarantees in machine learning.

problem The challenge of constructing reliable machine learning models due to sampling randomness.
method Transforming high-probability to in-expectation guarantees using a witness condition for unbounded loss functions.
result A technical transformation method for generalization guarantees in machine learning.

Within the framework of statistical learning theory it is possible to bound the minimum number of samples required by a learner to reach a target accuracy. We show that if the bound on the accuracy is taken into account, quantum machine learning algorithms for supervised learning---for which statistical guarantees are …

2020-01-28abs ↗pdf ↗

The paper addresses missing data imputation issues by correcting for distribution shift.

problem Missing data imputation and the resulting distribution shift between observed and full data.
method Formulates imputation as a risk minimization problem and proposes a novel algorithm to correct for distribution shift.
result The proposed algorithm consistently improves imputation accuracy, reducing RMSE and Wasserstein distance by 3% and 7%, respectively.

Gaussian DP improves reporting of ML algorithms' differential privacy guarantees.

problem Incomplete and misleading DP guarantees for ML algorithms.
method Using non-asymptotic Gaussian Differential Privacy (GDP) to provide accurate bounds on privacy profiles of ML algorithms.
result GDP captures the entire privacy profile of DP-SGD and related algorithms with virtually no error.

Proposes a method to enforce fairness in machine learning models without sensitive data.

problem Bias in machine learning models from historical data.
method Infers sensitive attributes from auxiliary features and integrates fairness constraints into model training.
result Mitigates bias while preserving predictive accuracy.

Prediction intervals in supervised Machine Learning bound the region where the true outputs of new samples may fall. They are necessary in the task of separating reliable predictions of a trained model from near random guesses, minimizing the rate of False Positives, and other problem-specific tasks in applied Machine …

2019-12-19abs ↗pdf ↗

A new privacy-preserving deep learning scheme for asymmetrically collaborative machine learning.

problem Privacy and efficiency in collaborative machine learning across different data owners.
method Decomposes neural network steps for privacy-preserving training; novel protocol for information leakage.
result Efficient training with stable performance and significant speedup.

Proposes a modified Morgan-Pitman test for evaluating variances in machine learning models.

problem Limited ability to account for sampling variability in model selection.
method Enhances the classic Morgan-Pitman test for robustness in non-linear models with heavy-tailed distributions or outliers.
result Demonstrates the test's effectiveness and practical utility in model evaluation and selection.