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.
New method ranks competitors from multiple types of comparisons.
Paper proposes a new method to compare classifiers across multiple datasets.
The statistical comparison of multiple algorithms over multiple data sets is fundamental in machine learning. This is typically carried out by the Friedman test. When the Friedman test rejects the null hypothesis, multiple comparisons are carried out to establish which are the significant differences among algorithms. …
New proposed models are often compared to state-of-the-art using statistical significance testing. Literature is scarce for classifier comparison using metrics other than accuracy. We present a survey of statistical methods that can be used for classifier comparison using precision, accounting for inter-precision corre…
Improved sample efficiency in preference-based RL with multiple comparisons.
We study the problem of interactively learning a binary classifier using noisy labeling and pairwise comparison oracles, where the comparison oracle answers which one in the given two instances is more likely to be positive. Learning from such oracles has multiple applications where obtaining direct labels is harder bu…
Similarity between objects is multi-faceted and it can be easier for human annotators to measure it when the focus is on a specific aspect. We consider the problem of mapping objects into view-specific embeddings where the distance between them is consistent with the similarity comparisons of the form "from the t-th vi…
Dependent MMD coresets help compare multiple related datasets.
DECS tool assesses swap rates of DEXes and Fusion outperforms competitors.
Pairwise comparison data arises in many domains, including tournament rankings, web search, and preference elicitation. Given noisy comparisons of a fixed subset of pairs of items, we study the problem of estimating the underlying comparison probabilities under the assumption of strong stochastic transitivity (SST). We…
AdaStop improves statistical testing for Deep RL algorithm comparisons.
When considering answering important questions with data, unsupervised data offers extensive insight opportunity and unique challenges. This study considers student survey data with a specific goal of clustering students into like groups with underlying concept of identifying different poverty levels. Fuzzy logic is co…
In this paper, we propose an active learning algorithm and models which can gradually learn individual's preference through pairwise comparisons. The active learning scheme aims at finding individual's most preferred choice with minimized number of pairwise comparisons. The pairwise comparisons are encoded into probabi…
Proposes a method for ranking items across multiple aspects based on user feedback.
We consider the problem of search through comparisons, where a user is presented with two candidate objects and reveals which is closer to her intended target. We study adaptive strategies for finding the target, that require knowledge of rank relationships but not actual distances between objects. We propose a new str…
We address the problem of non-parametric multiple model comparison: given candidate models, decide whether each candidate is as good as the best one(s) or worse than it. We propose two statistical tests, each controlling a different notion of decision errors. The first test, building on the post selection inference…
Bayesian method corrects for model selection multiplicity in regression.
The paper extends multiple instance learning to multiclass and regression problems.
Study uses BSDEs to price European options in markets with multiple defaults.
A multiple instance dictionary learning approach, Dictionary Learning using Functions of Multiple Instances (DL-FUMI), is used to perform beat-to-beat heart rate estimation and to characterize heartbeat signatures from ballistocardiogram (BCG) signals collected with a hydraulic bed sensor. DL-FUMI estimates a "heartbea…
SC improves robustness in model comparison for misspecified models.
Paper tackles ranking items with a semi-random comparison graph and a monotone adversary.
Bayesian model compares ML algorithms on various datasets.
This paper proposes a new method for solving the well-known rank aggregation problem from pairwise comparisons using the method of low-rank matrix completion. The partial and noisy data of pairwise comparisons is transformed into a matrix form. We then use tools from matrix completion, which has served as a major compo…
New model for pairwise comparisons without stochastic transitivity.
Active learning improves ordering of items with contextual attributes.
Logistic regression for brain imaging without p-values.
Statistical tests that compare classification algorithms are univariate and use a single performance measure, e.g., misclassification error, measure, AUC, and so on. In multivariate tests, comparison is done using multiple measures simultaneously. For example, error is the sum of false positives and false negatives…
Nonnegative matrix factorization (NMF), a dimensionality reduction and factor analysis method, is a special case in which factor matrices have low-rank nonnegative constraints. Considering the stochastic learning in NMF, we specifically address the multiplicative update (MU) rule, which is the most popular, but which h…
We propose a new Bayesian tracking and parameter learning algorithm for non-linear non-Gaussian multiple target tracking (MTT) models. We design a Markov chain Monte Carlo (MCMC) algorithm to sample from the posterior distribution of the target states, birth and death times, and association of observations to targets, …
Ranking a set of objects involves establishing an order allowing for comparisons between any pair of objects in the set. Oftentimes, due to the unavailability of a ground truth of ranked orders, researchers resort to obtaining judgments from multiple annotators followed by inferring the ground truth based on the collec…
This paper studies the problem of finding the exact ranking from noisy comparisons. A comparison over a set of items produces a noisy outcome about the most preferred item, and reveals some information about the ranking. By repeatedly and adaptively choosing items to compare, we want to fully rank the items with a …
The correct use of model evaluation, model selection, and algorithm selection techniques is vital in academic machine learning research as well as in many industrial settings. This article reviews different techniques that can be used for each of these three subtasks and discusses the main advantages and disadvantages …
Self-driving technology is advancing rapidly --- albeit with significant challenges and limitations. This progress is largely due to recent developments in deep learning algorithms. To date, however, there has been no systematic comparison of how different deep learning architectures perform at such tasks, or an attemp…
Evidence Networks simplify Bayesian model comparison for complex models.
Models for recommender systems show similar results in item availability.
Real-world problems typically require the simultaneous optimization of several, often conflicting objectives. Many of these multi-objective optimization problems are characterized by wide ranges of uncertainties in their decision variables or objective functions, which further increases the complexity of optimization. …
It is common that a trained classification model is applied to the operating data that is deviated from the training data because of noise. This paper demonstrates that an ensemble classifier, Diversified Multiple Tree (DMT), is more robust in classifying noisy data than other widely used ensemble methods. DMT is teste…
The article uses PageRank and persistent homology for scalable graph comparison.
Multi-step ahead forecasting is still an open challenge in time series forecasting. Several approaches that deal with this complex problem have been proposed in the literature but an extensive comparison on a large number of tasks is still missing. This paper aims to fill this gap by reviewing existing strategies for m…
This study presents an extension of the Gaussian process regression model for multiple-input multiple-output forecasting. This approach allows modelling the cross-dependencies between a given set of input variables and generating a vectorial prediction. Making use of the existing correlations in international tourism d…
We propose an experimental comparison between Deep Echo State Networks (DeepESNs) and gated Recurrent Neural Networks (RNNs) on multivariate time-series prediction tasks. In particular, we compare reservoir and fully-trained RNNs able to represent signals featured by multiple time-scales dynamics. The analysis is perfo…
In this paper, we consider the use of deep neural networks in the context of Multiple-Input-Multiple-Output (MIMO) detection. We give a brief introduction to deep learning and propose a modern neural network architecture suitable for this detection task. First, we consider the case in which the MIMO channel is constant…
i-cNRL learns network differences with interpretability.
Gibbs sampling is a Markov chain Monte Carlo method that is often used for learning and inference on graphical models. Minibatching, in which a small random subset of the graph is used at each iteration, can help make Gibbs sampling scale to large graphical models by reducing its computational cost. In this paper, we p…
The paper compares methods for estimating heterogeneous treatment effects using multiple randomized trials.
We use multiple measures of graph complexity to evaluate the realism of synthetically-generated networks of human activity, in comparison with several stylized network models as well as a collection of empirical networks from the literature. The synthetic networks are generated by integrating data about human populatio…
We propose a topic modeling approach to the prediction of preferences in pairwise comparisons. We develop a new generative model for pairwise comparisons that accounts for multiple shared latent rankings that are prevalent in a population of users. This new model also captures inconsistent user behavior in a natural wa…