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.
Proposes a novel SVM model for binary classification with different misclassification costs.
problem Real-world classification problems with varying misclassification costs.
method Incorporates performance constraints in SVM formulation to seek a hyperplane with maximal margin and misclassification rates below given thresholds.
result The proposed model gives users control over misclassification rates in one class at the expense of the other.
We carefully study how well minimizing convex surrogate loss functions, corresponds to minimizing the misclassification error rate for the problem of binary classification with linear predictors. In particular, we show that amongst all convex surrogate losses, the hinge loss gives essentially the best possible bound, o…
Automated data-driven decision making systems are increasingly being used to assist, or even replace humans in many settings. These systems function by learning from historical decisions, often taken by humans. In order to maximize the utility of these systems (or, classifiers), their training involves minimizing the e…
problem Inconsistent performance of RLDA in high-dimensional scenarios.
method Developed a non-asymptotic approximation of misclassification rate, derived new theoretical results on eigenvectors, and proposed SEDA algorithm.
result SEDA achieves higher classification accuracy and dimensionality reduction compared to existing LDA methods.
We consider a high dimensional binary classification problem and construct a classification procedure by minimizing the empirical misclassification risk with a penalty on the number of selected features. We derive non-asymptotic probability bounds on the estimated sparsity as well as on the excess misclassification ris…
We study the misclassification error for community detection in general heterogeneous stochastic block models (SBM) with noisy or partial label information. We establish a connection between the misclassification rate and the notion of minimum energy on the local neighborhood of the SBM. We develop an optimally weighte…
Study identifies and mitigates causes of image misclassifications in CNN models.
problem Improving model interpretability and accuracy in image classification.
method Trained six CNN architectures on CIFAR-10, used conditional confusion matrices and misclassification networks to identify morphological similarity and non-essential information interference as causes of misclassification. Developed a method to reduce misclassifications by erasing pixels within top 5% saliency map bounding boxes.
result Identified two causes of misclassification: morphological similarity and non-essential information interference, and developed a method to reduce misclassifications caused by the latter.
Neural networks predict airport passenger behavior using WiFi traces.
problem Predicting airport passenger activity choices inside the terminal.
method Three neural network architectures: FNN, LSTM, and their combination. Inputs include static and dynamic passenger data. Real-world case study at Bologna Airport.
result LSTM approach, especially with short prediction horizons, outperforms FNN.
Recent research has demonstrated the brittleness of machine learning systems to adversarial perturbations. However, the studies have been mostly limited to perturbations on images and more generally, classification that does not deal with temporally varying inputs. In this paper we ask "Are adversarial perturbations po…
This paper reports on our analysis of the 2011 CAMRa Challenge dataset (Track 2) for context-aware movie recommendation systems. The train dataset comprises 4,536,891 ratings provided by 171,670 users on 23,974$ movies, as well as the household groupings of a subset of the users. The test dataset comprises 5,450 rating…
For high-dimensional classification, it is well known that naively performing the Fisher discriminant rule leads to poor results due to diverging spectra and noise accumulation. Therefore, researchers proposed independence rules to circumvent the diverse spectra, and sparse independence rules to mitigate the issue of n…
We analyze the problem of learning a single user's preferences in an active learning setting, sequentially and adaptively querying the user over a finite time horizon. Learning is conducted via choice-based queries, where the user selects her preferred option among a small subset of offered alternatives. These queries …
In his seminal work, Schapire (1990) proved that weak classifiers could be improved to achieve arbitrarily high accuracy, but he never implied that a simple majority-vote mechanism could always do the trick. By comparing the asymptotic misclassification error of the majority-vote classifier with the average individual …
Multi-view data, that is matched sets of measurements on the same subjects, have become increasingly common with advances in multi-omics technology. Often, it is of interest to find associations between the views that are related to the intrinsic class memberships. Existing association methods cannot directly incorpora…
We propose a new splitting criterion for a meta-learning approach to multiclass classifier design that adaptively merges the classes into a tree-structured hierarchy of increasingly difficult binary classification problems. The classification tree is constructed from empirical estimates of the Henze-Penrose bounds on t…
Assessing the predictive accuracy of black box classifiers is challenging in the absence of labeled test datasets. In these scenarios we may need to rely on a human oracle to evaluate individual predictions; presenting the challenge to create query algorithms to guide the search for points that provide the most informa…
In many machine learning applications, crowdsourcing has become the primary means for label collection. In this paper, we study the optimal error rate for aggregating labels provided by a set of non-expert workers. Under the classic Dawid-Skene model, we establish matching upper and lower bounds with an exact exponent …
Optimal subset selection for hypothesis testing with penalties.
problem Optimal subset selection of information sources for hypothesis testing with misclassification penalties.
method Proposes a misclassification penalty framework and studies two variants of subset selection problems under centralized Bayesian learning.
result Proves the submodularity of the objective and constraints of the subset selection problems and establishes performance guarantees for greedy algorithms.
Classifying streaming data requires the development of methods which are computationally efficient and able to cope with changes in the underlying distribution of the stream, a phenomenon known in the literature as concept drift. We propose a new method for detecting concept drift which uses an Exponentially Weighted M…