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.
On 2 November 2009, the Financial Bubble Experiment was launched within the Financial Crisis Observatory (FCO) at ETH Zurich (\url{http://www.er.ethz.ch/fco/}). In that initial report, we diagnosed and announced three bubbles on three different assets. In this latest release of 23 December 2009 in this ongoing experime…
Macroeconomic theories of growth and wealth distribution have an outsized influence on national and international social and economic policies. Yet, due to a relative lack of reliable, system wide data, many such theories remain, at best, unvalidated and, at worst, misleading. In this paper, we introduce a novel econom…
Autonomous vehicles rely on machine learning to solve challenging tasks in perception and motion planning. However, automotive software safety standards have not fully evolved to address the challenges of machine learning safety such as interpretability, verification, and performance limitations. In this paper, we revi…
Deep learning methods are widely regarded as indispensable when it comes to designing perception pipelines for autonomous agents such as robots, drones or automated vehicles. The main reasons, however, for deep learning not being used for autonomous agents at large scale already are safety concerns. Deep learning appro…
Safety filter for unknown discrete-time systems with learned models and noise covariance.
problem Ensuring safety for unknown discrete-time linear systems with Gaussian noise.
method Develops a learning-based safety filter using empirical model and noise covariance, optimizing control actions to stay within safety constraints.
result Minimally modifies nominal control actions to ensure safety with high probability, tightening constraints as more data is collected.
Failures are challenging for learning to control physical systems since they risk damage, time-consuming resets, and often provide little gradient information. Adding safety constraints to exploration typically requires a lot of prior knowledge and domain expertise. We present a safety measure which implicitly captures…
Each year, around 6 million car accidents occur in the U.S. on average. Road safety features (e.g., concrete barriers, metal crash barriers, rumble strips) play an important role in preventing or mitigating vehicle crashes. Accurate maps of road safety features is an important component of safety management systems for…
Machine learning algorithms increasingly influence our decisions and interact with us in all parts of our daily lives. Therefore, just as we consider the safety of power plants, highways, and a variety of other engineered socio-technical systems, we must also take into account the safety of systems involving machine le…
Safe Bayesian Optimization algorithms are improved to ensure safety in real-world applications.
problem Ensuring safety in Bayesian Optimization algorithms for real-world applications.
method Investigated and improved three safety-related issues of SafeOpt-type algorithms: frequentist uncertainty bounds, RKHS norm assumptions, and discrete search spaces.
result Introduced Real-{eta}-SafeOpt, Lipschitz-only Safe Bayesian Optimization (LoSBO), and Lipschitz-only GP-UCB (LoS-GP-UCB) algorithms that retain safety guarantees and superior performance.
Tasks involving the analysis of geometric (graph- and manifold-structured) data have recently gained prominence in the machine learning community, giving birth to a rapidly developing field of geometric deep learning. In this work, we leverage graph neural networks to improve signal detection in the IceCube neutrino ob…
By building on a recently introduced genetic-inspired attribute-based conceptual framework for safety risk analysis, we propose a novel methodology to compute construction univariate and bivariate construction safety risk at a situational level. Our fully data-driven approach provides construction practitioners and aca…
In this paper, benefiting from the strong ability of deep neural network in estimating non-linear functions, we propose a discriminative embedding function to be used as a feature extractor for clustering tasks. The trained embedding function transfers knowledge from the domain of a labeled set of morphologically-disti…
The paper shows why AI safety doesn't generalize across tasks.
problem AI safety fails to generalize across unseen tasks.
method Theoretical analysis of linear-quadratic control with H∞-robustness, empirical demonstrations in simulated quadcopter navigation and CRM.
result The mapping from task specification to an optimal controller has a higher Lipschitz constant with safety requirements than without, indicating inherent complexity of safety.
Machine learning algorithms are increasingly influencing our decisions and interacting with us in all parts of our daily lives. Therefore, just like for power plants, highways, and myriad other engineered sociotechnical systems, we must consider the safety of systems involving machine learning. In this paper, we first …
Urban traffic systems worldwide are suffering from severe traffic safety problems. Traffic safety is affected by many complex factors, and heavily related to all drivers' behaviors involved in traffic system. Drivers with aggressive driving behaviors increase the risk of traffic accidents. In order to manage the safety…
ARTEO algorithm optimizes safety-critical systems with uncertainty.
problem Decision-making under uncertainty with safety constraints in real-time optimization.
method ARTEO algorithm uses multi-armed bandits as a mathematical programming problem subject to safety constraints, learning unknown characteristics through exploration and incorporating uncertainty quantification.
result ARTEO achieves less cumulative regret with accurate and safe decisions.