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.
Develops a framework to test excessive influence of small data subsets.
A method for finding most influential sets reduces a complex problem to a sequence of simpler top- problems.
It is illustrated a methodology to compute the pure premium for the automobile insurance (claim frequency and severity) using generalized linear models. It is obtained the pure premium for the partial damage loss cover (PPD) using a set of automobile insurance policies with an exposition of a year. It is found that the…
Influential node detection is a central research topic in social network analysis. Many existing methods rely on the assumption that the network structure is completely known \textit{a priori}. However, in many applications, network structure is unavailable to explain the underlying information diffusion phenomenon. To…
Improves many-shot learning by optimizing and generating influential examples.
The optimization of high dimensional functions is a key issue in engineering problems but it frequently comes at a cost that is not acceptable since it usually involves a complex and expensive computer code. Engineers often overcome this limitation by first identifying which parameters drive the most the function varia…
This study uses complex networks to analyze influential spreaders and their effects on different market sectors.
With the rapid adoption of machine learning systems in sensitive applications, there is an increasing need to make black-box models explainable. Often we want to identify an influential group of training samples in a particular test prediction for a given machine learning model. Existing influence functions tackle this…
A game-theoretic framework identifies influential hyperparameters for neural networks.
MISS identifies influential subsets in ML models.
The unevenness importance of criminal activities in the onion domains of the Tor Darknet and the different levels of their appeal to the end-user make them tangled to measure their influence. To this end, this paper presents a novel content-based ranking framework to detect the most influential onion domains. Our appro…
After building a classifier with modern tools of machine learning we typically have a black box at hand that is able to predict well for unseen data. Thus, we get an answer to the question what is the most likely label of a given unseen data point. However, most methods will provide no answer why the model predicted th…
For any matrix A in R^(m x n) of rank ρ, we present a probability distribution over the entries of A (the element-wise leverage scores of equation (2)) that reveals the most influential entries in the matrix. From a theoretical perspective, we prove that sampling at most s = O ((m + n) ρ^2 ln (m + n)) entries of the ma…
CorePPR combines PageRank and CoreRank for scalable GNNs.
As renewable distributed energy resources (DERs) penetrate the power grid at an accelerating speed, it is essential for operators to have accurate solar photovoltaic (PV) energy forecasting for efficient operations and planning. Generally, observed weather data are applied in the solar PV generation forecasting model w…
Study uses VC correlation to uncover directional financial relationships.
Identification of the influential clinical symptoms and laboratory features that help in the diagnosis of dengue fever in early phase of the illness would aid in designing effective public health management and virological surveillance strategies. Keeping this as our main objective we develop in this paper, a new compu…
In the field of machine learning, it is still a critical issue to identify and supervise the learned representation without manually intervening or intuition assistance to extract useful knowledge or serve for the downstream tasks. In this work, we focus on supervising the influential factors extracted by the variation…
Algorithm detects influential observations in high-dimensional data.
There is an especially strong need in modern large-scale data analysis to prioritize samples for manual inspection. For example, the inspection could target important mislabeled samples or key vulnerabilities exploitable by an adversarial attack. In order to solve the "needle in the haystack" problem of which samples t…
Representing entities and relations in an embedding space is a well-studied approach for machine learning on relational data. Existing approaches, however, primarily focus on improving accuracy and overlook other aspects such as robustness and interpretability. In this paper, we propose adversarial modifications for li…
Machine-learning models have been recently used for detecting malicious Android applications, reporting impressive performances on benchmark datasets, even when trained only on features statically extracted from the application, such as system calls and permissions. However, recent findings have highlighted the fragili…
Some of the most effective influential spreader detection algorithms are unstable to small perturbations of the network structure. Inspired by bagging in Machine Learning, we propose the first Perturb and Combine (P&C) procedure for networks. It (1) creates many perturbed versions of a given graph, (2) applies a node s…
Neural networks have been criticized for their lack of easy interpretation, which undermines confidence in their use for important applications. Here, we introduce a novel technique, interpreting a trained neural network by investigating its flip points. A flip point is any point that lies on the boundary between two o…
Data cleansing is a typical approach used to improve the accuracy of machine learning models, which, however, requires extensive domain knowledge to identify the influential instances that affect the models. In this paper, we propose an algorithm that can suggest influential instances without using any domain knowledge…
Like other social systems, in collaborative filtering a small number of "influential" users may have a large impact on the recommendations of other users, thus affecting the overall behavior of the system. Identifying influential users and studying their impact on other users is an important problem because it provides…
In an effort to overcome the data deluge in computational biology and bioinformatics and to facilitate bioinformatics research in the era of big data, we identify some of the most influential algorithms that have been widely used in the bioinformatics community. These top data mining and machine learning algorithms cov…
This chapter surveys minimal generating sets for mapping class groups of orientable surfaces.
Aiming at quantifying and evaluating the regional commercial environment along with the level of economic development among cities in mainland China, the concept of China City Commercial Environment Credit Index(CEI) was first introduced and established in 2010. In this manuscript, a historical review and detailed intr…
Cyclical learning rates improve DRL performance without manual tuning.
Subsampling methods have been recently proposed to speed up least squares estimation in large scale settings. However, these algorithms are typically not robust to outliers or corruptions in the observed covariates. The concept of influence that was developed for regression diagnostics can be used to detect such corrup…
We consider derivative-free black-box global optimization of expensive noisy functions, when most of the randomness in the objective is produced by a few influential scalar random inputs. We present a new Bayesian global optimization algorithm, called Stratified Bayesian Optimization (SBO), which uses this strong depen…
An active learning algorithm for the classification of high-dimensional images is proposed in which spatially-regularized nonlinear diffusion geometry is used to characterize cluster cores. The proposed method samples from estimated cluster cores in order to generate a small but potent set of training labels which prop…
Reparameterizable densities are an important way to learn probability distributions in a deep learning setting. For many distributions it is possible to create low-variance gradient estimators by utilizing a `reparameterization trick'. Due to the absence of a general reparameterization trick, much research has recently…
This work defines observation-specific explanations for black-box models.
In (Yang et al. 2016), a hierarchical attention network (HAN) is created for document classification. The attention layer can be used to visualize text influential in classifying the document, thereby explaining the model's prediction. We successfully applied HAN to a sequential analysis task in the form of real-time m…
We address the problem of finding influential training samples for a particular case of tree ensemble-based models, e.g., Random Forest (RF) or Gradient Boosted Decision Trees (GBDT). A natural way of formalizing this problem is studying how the model's predictions change upon leave-one-out retraining, leaving out each…
A model predicts influential nodes in complex networks by considering indirect interactions.
The paper introduces a new method to measure the shape relations between biological objects using r-parallel sets.
Dual-sPLS improves feature selection and prediction in high-dimensional data.
We present \texttt{secml}, an open-source Python library for secure and explainable machine learning. It implements the most popular attacks against machine learning, including test-time evasion attacks to generate adversarial examples against deep neural networks and training-time poisoning attacks against support vec…
New research optimizes HSIC estimation rate for translation-invariant kernels.
Study shows influence functions are poor for neural networks but useful for identifying influential examples.
Study identifies key trades predicting market movements.
Framework detects influential actors in disinformation networks.
To select the best algorithm for a new problem is an expensive and difficult task. However, there are automatic solutions to address this problem: using Metalearning, which takes advantage of problem characteristics (i.e. metafeatures), one is able to predict the relative performance of algorithms. In the Collaborative…
A new method reduces both input and output dimensions for better goal-oriented analysis.
Lead-lag relationships among assets represent a useful tool for analyzing high frequency financial data. However, research on these relationships predominantly focuses on correlation analyses for the dynamics of stock prices, spots and futures on market indexes, whereas foreign exchange data have been less explored. To…