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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.

168,695 papers · 148 categories

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48 results for monotonic classifiers

The paper addresses fairness issues in screening classifiers, proposing within-group monotonicity to avoid unfair treatment of qualified candidates.

problem Within-group unfairness in screening classifiers using calibrated models.
method Introducing within-group monotonicity as a property to avoid unfair treatment and developing an efficient post-processing algorithm based on dynamic programming.
result Within-group monotonicity can be achieved efficiently and often at a small cost, improving fairness without significantly compromising prediction accuracy.

Under certain topological assumptions, we show that two monotone Lagrangian submanifolds embedded in the standard symplectic vector space with the same monotonicity constant cannot link one another and that, individually, their smooth knot type is determined entirely by the homotopy theoretic data which classifies the …

2012-11-28abs ↗pdf ↗

Develops a two-level monotonic multistage recommender system for better user-specific prediction.

problem Leveraging user-item-stage dependencies in a monotonic chain of events for enhanced prediction accuracy.
method A multistage recommender system with a two-level monotonic property, using a large-margin classifier based on a nonnegative additive latent factor model.
result The proposed method outperforms existing methods in simulations and an article sharing dataset.

Distillation speeds up classifier training and provides insights into its success.

problem Empirical success of knowledge distillation without theoretical explanation.
method Study of linear and deep linear classifiers, proving a generalization bound.
result Three key factors for distillation success: data geometry, optimization bias, strong monotonicity.

We derive a monotonicity formula and classify finite Morse index solutions (positive or sign-changing, radial or not) to the following triharmonic Lane-Emden equation: \begin{equation}\nonumber (-Δ)^3 u=|u|^{p-1}u \hbox{ in } \mathbb{R}^n, \end{equation} where pp is below the Joseph-Lundgren exponent. As a byproduct w…

2016-07-16abs ↗pdf ↗

Classifiers that achieve demographic balance by explicitly using protected attributes such as race or gender are often politically or culturally controversial due to their lack of individual fairness, i.e. individuals with similar qualifications will receive different outcomes. Individually and group fair decision crit…

2019-09-03abs ↗pdf ↗

In this paper we define the torsion flow, a CR analogue of the Ricci flow. For homogeneous CR manifolds we give explicit solutions to the torsion flow illustrating various kinds of behavior. We also derive monotonicity formulas for CR entropy functionals. As an application, we classify torsion breathers.

2013-05-23abs ↗pdf ↗

The article classifies curvature functions on compact manifolds with boundaries.

problem Prescribing scalar and mean curvature functions on compact manifolds with boundaries.
method Classification based on the sign of the first eigenvalue of the conformal Laplacian.
result A 'Trichotomy Theorem' for curvature functions is established.

Investigates probability of error in structured thresholding bandit problems.

problem Probability of misclassifying arms in structured thresholding bandit problems.
method Analyzes two shape constraints: monotonic increasing and concave sequences of arm means.
result Upper and lower bounds for the probability of error match up to constants in the problem dependent regime.

One of the central themes in the classification task is the estimation of class posterior probability at a new point x\bf{x}. The vast majority of classifiers output a score for x\bf{x}, which is monotonically related to the posterior probability via an unknown relationship. There are many attempts in the literature …

2019-09-12abs ↗pdf ↗

This paper classifies solutions for a specific geometric problem.

problem Classifying solutions for the planar isotropic LpL_p dual Minkowski problem.
method Converted the ODE for the solution into an integral and studied its asymptotic behavior, duality, and monotonicity.
result Complete classification of solutions for the equation.

Neural network models have a reputation for being black boxes. We propose to monitor the features at every layer of a model and measure how suitable they are for classification. We use linear classifiers, which we refer to as "probes", trained entirely independently of the model itself. This helps us better understand …

2016-10-05abs ↗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.

We consider the problem of learning a non-negative linear classifier with a 11-norm of at most kk, and a fixed threshold, under the hinge-loss. This problem generalizes the problem of learning a kk-monotone disjunction. We prove that we can learn efficiently in this setting, at a rate which is linear in both kk and…

2012-12-13abs ↗pdf ↗

In the context of individual-level causal inference, we study the problem of predicting whether someone will respond or not to a treatment based on their features and past examples of features, treatment indicator (e.g., drug/no drug), and a binary outcome (e.g., recovery from disease). As a classification task, the pr…

2019-02-14abs ↗pdf ↗

Study on curve diffusion flows with scale-critical curvature term.

problem Analyzing stability of curve diffusion flows with scale-critical curvature.
method Introduced and studied a one-parameter family of curve diffusion flows with a scale-critical cubic curvature term. Analyzed dynamical stability of homothetic circles using variational methods.
result Established that any small perturbation of an ωω-fold circle monotonically approaches the unit ωω-circle after rescaling, translation, and reparametrisation.

Probit Monotone BART estimates binary outcomes using monotonic functions.

problem Estimating conditional mean functions for binary outcomes with monotonicity constraints.
method Proposes a new BART variant that incorporates monotonicity constraints for binary outcomes.
result Allows for more precise estimation of monotonic functions in binary outcome models.

Monotone neural networks can approximate and interpolate functions efficiently.

problem Understanding the efficiency and expressiveness of monotone neural networks.
method Solving the monotone interpolation problem using depth-4 networks and comparing size bounds with arbitrary networks.
result Monotone neural networks can approximate and interpolate functions efficiently, but may require exponential size in high dimensions.

Defines and classifies Thurston geometries and connects simplicial volume to Kodaira dimension.

problem Classifying Thurston geometries and understanding their properties.
method Introduces an axiomatic definition for the Kodaira dimension and studies its compatibility with traditional notions.
result Establishes a connection between the simplicial volume and the holomorphic Kodaira dimension, showing implications for smooth Kähler 3-folds.

Study examines explainable machine learning for monotonic models, finding Integrated gradients better for strong monotonicity.

problem Applying explainable machine learning to science-informed models.
method Proposed axioms for monotonicity, tested Shapley value and Integrated gradients methods.
result Integrated gradients provides better explanations for strong monotonicity.

Learning performance can show non-monotonic behavior. That is, more data does not necessarily lead to better models, even on average. We propose three algorithms that take a supervised learning model and make it perform more monotone. We prove consistency and monotonicity with high probability, and evaluate the algorit…

2019-11-25abs ↗pdf ↗

Mathematically, a homothetic function is a function of the form f(x)=F(h(x1,...,xn))f({\bf x})=F(h(x_1,...,x_n)), where hh is a homogeneous function of any degree d0d\ne 0 and FF is a monotonically increasing function. In economics homothetic functions are production functions whose marginal technical rate of substitution is homogeneo…

2013-07-01abs ↗pdf ↗

Nonnegative matrix factorization (NMF) factorizes a non-negative matrix into product of two non-negative matrices, namely a signal matrix and a mixing matrix. NMF suffers from the scale and ordering ambiguities. Often, the source signals can be monotonous in nature. For example, in source separation problem, the source…

2015-05-01abs ↗pdf ↗

In [S. Basu, A. Gabrielov, N. Vorobjov, Semi-monotone sets. arXiv:1004.5047v2 (2011)] we defined semi-monotone sets, as open bounded sets, definable in an o-minimal structure over the reals, and having connected intersections with all translated coordinate cones in R^n. In this paper we develop this theory further by d…

2012-01-02abs ↗pdf ↗

The paper studies consistency of surrogate loss procedures under constrained classifiers.

problem Consistency of surrogate loss approaches under constrained classifiers without correct specification.
method The paper develops theoretical results and hinge loss based procedures for a constrained classification problem.
result Hinge losses are the only surrogate losses that preserve consistency in second-best scenarios.

We prove three new monotonicity formulas for manifolds with a lower Ricci curvature bound and show that they are connected to rate of convergence to tangent cones. In fact, we show that the derivative of each of these three monotone quantities is bounded from below in terms of the Gromov-Hausdorff distance to the neare…

2011-11-21abs ↗pdf ↗

Proves monotonicity of parabolic frequency on all manifolds without curvature assumptions.

problem Monotonicity of parabolic frequency on manifolds.
method Analyzes parabolic frequency function on manifolds, proving monotonicity without curvature assumptions.
result Monotonicity of parabolic frequency on all manifolds, no curvature assumption needed.

The paper evaluates the importance of monotonicity in AI fairness across various fields.

problem Ensuring fairness in AI applications across criminology, education, health care, and finance.
method Theoretical reasoning, simulation, and extensive empirical analysis of monotonic neural additive models (MNAMs).
result Monotonicity is essential for fairness in AI ethics and society, especially in criminology, education, health care, and finance.

We introduce large scale analogues of topological monotone and light maps, which we call coarsely monotone and coarsely light maps respectively. We show that these two classes of maps constitute a factorization system on the coarse category. We also show how coarsely monotone maps arise from a reflection in a similar w…

2016-07-08abs ↗pdf ↗

A local monotonicity formula for the Yang-Mills-Higgs flow on GG-bundles over Rn\mathbb{R}^{n} (n>4n>4) is proved. It is shown that the monotone quantity coïncides on certain self-similar solutions with that appearing in existing non-local monotonicity formulæ for the Yang-Mills and Yang-Mills-Higgs flows.

2015-06-05abs ↗pdf ↗

This paper benchmarks monotone-constrained models for credit PD across datasets and finds constraints are mostly costless.

problem Aligning machine learning model behavior with domain knowledge in credit risk.
method Benchmarked monotone-constrained versus unconstrained gradient boosting models across five datasets and three libraries, defining the Price of Monotonicity (PoM) as the relative change in AUC.
result Monotonicity constraints are almost costless on large datasets and most costly on smaller datasets, with PoM ranging from essentially zero to about 2.9 percent.

Study on pairwise counter-monotonicity, a type of negative dependence.

problem Understanding and quantifying extremal negative dependence structures.
method Established stochastic representation and invariance property; showed implications and connections.
result Pairwise counter-monotonicity implies negative association and joint mix dependence.

We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for interpretable priors and principled quantification of hierarchical uncertainty. W…

2019-05-30abs ↗pdf ↗