arXiv research

The gain-loss ratio is known to enjoy very good properties from a normative point of view. As a confirmation, we show that the best market gain-loss ratio in the presence of a random endowment is an acceptability index and we provide its dual representation for general probability spaces. However, the gain-loss ratio w…

Decision trees algorithms use a gain function to select the best split during the tree's induction. This function is crucial to obtain trees with high predictive accuracy. Some gain functions can suffer from a bias when it compares splits of different arities. Quinlan proposed a gain ratio in C4.5's information gain fu…

New method improves feature selection in tree-based models.

New federated learning framework reduces model complexity and improves performance.

Proposes EPIG for active learning to improve predictive performance.

Weakly supervised data are widespread and have attracted much attention. However, since label quality is often difficult to guarantee, sometimes the use of weakly supervised data will lead to unsatisfactory performance, i.e., performance degradation or poor performance gains. Moreover, it is usually not feasible to man…

Bayesian analysis reveals asymmetry in financial data.

Perfect tracking control for real-world Euler-Lagrange systems is challenging due to uncertainties in the system model and external disturbances. The magnitude of the tracking error can be reduced either by increasing the feedback gains or improving the model of the system. The latter is clearly preferable as it allows…

ICYM2I corrects missingness bias in multimodal learning.

Repeated self-distillation improves model performance significantly.

We pursue an early stopping technique that helps Gaussian Restricted Boltzmann Machines (GRBMs) to gain good natural image representations in terms of overcompleteness and data fitting. GRBMs are widely considered as an unsuitable model for natural images because they gain non-overcomplete representations which include…

Improved tabular models learn better from real-world data.

PASOA optimizes Bayesian design by improving SMC samplers and EIG.

Proposes a new method to enhance neural learning by maximizing information gain.

Learned feature representations and sub-phoneme posteriors from Deep Neural Networks (DNNs) have been used separately to produce significant performance gains for speaker and language recognition tasks. In this work we show how these gains are possible using a single DNN for both speaker and language recognition. The u…

An important problem in training deep networks with high capacity is to ensure that the trained network works well when presented with new inputs outside the training dataset. Dropout is an effective regularization technique to boost the network generalization in which a random subset of the elements of the given data …

We present Rotated Adaptive Tetra-iterated Quantizer (RATQ), a fixed-length quantizer for gradients in first order stochastic optimization. RATQ is easy to implement and involves only a Hadamard transform computation and adaptive uniform quantization with appropriately chosen dynamic ranges. For noisy gradients with al…

The scalability of submodular optimization methods is critical for their usability in practice. In this paper, we study the reducibility of submodular functions, a property that enables us to reduce the solution space of submodular optimization problems without performance loss. We introduce the concept of reducibility…

Review of integrating Bayesian methods with neural network-based MPC.

Paper proposes ECOC for deep neural network ensembles to improve performance.

In this paper, we have proposed a deep quantum SVM formulation, and further demonstrated a quantum-clustering framework based on the quantum deep SVM formulation, deep convolutional neural networks, and quantum K-Means clustering. We have investigated the run time computational complexity of the proposed quantum deep c…

In many professons employees are rewarded according to their relative performance. Corresponding economy can be modeled by taking $N$ independent agents who gain from the market with a rate which depends on their current gain. We argue that this simple realistic rate generates a scale free distribution even though intr…

In the Minority, Majority and Dollar Games (MG, MAJG, $G), synthetic agents compete for rewards, at each time-step acting in accord with the previously best-performing of their limited sets of strategies. Different components and/or aspects of real-world financial markets are modelled by these games. In the MG, agents …

Classification tasks are common across many fields and applications where the decision maker's action is limited by resource constraints. In direct marketing only a subset of customers is contacted; scarce human resources limit the number of interviews to the most promising job candidates; limited donated organs are pr…

Introduces relative information gain for improving Gaussian process regression rates.

Improved deep learning performance in financial markets by using rank space.

Generalized statistical arbitrage concepts are introduced corresponding to trading strategies which yield positive gains on average in a class of scenarios rather than almost surely. The relevant scenarios or market states are specified via an information system given by a $σ$-algebra and so this notion contains classi…

Active sampling algorithm improves accuracy of inferred scores from pairwise comparisons.

DO-IQS recovers optimal stopping region from expert trajectories, addressing specific challenges.

Study finds multi-task learning and pre-training can improve healthcare models on EHR data.

We investigate the adversarial bandit problem with multiple plays under semi-bandit feedback. We introduce a highly efficient algorithm that asymptotically achieves the performance of the best switching $m$-arm strategy with minimax optimal regret bounds. To construct our algorithm, we introduce a new expert advice alg…

Paper explores understanding of neural source code embeddings.

Paper proposes WGAIN for missing feature reconstruction.

We propose a novel information-theoretic approach for Bayesian optimization called Predictive Entropy Search (PES). At each iteration, PES selects the next evaluation point that maximizes the expected information gained with respect to the global maximum. PES codifies this intractable acquisition function in terms of t…

FisherSFT selects informative examples to fine-tune LLMs efficiently.

Logarithmic-time schedules boost large-scale language model training efficiency.

This paper seeks to answer the question: as the (near-) orthogonality of weights is found to be a favorable property for training deep convolutional neural networks, how can we enforce it in more effective and easy-to-use ways? We develop novel orthogonality regularizations on training deep CNNs, utilizing various adva…

We review a resent {\em time-dependent} performance measure for economical time series -- the (optimal) investment horizon approach. For stock indices, the approach shows a pronounced gain-loss asymmetry that is {\em not} observed for the individual stocks that comprise the index. This difference may hint towards an sy…

Momentum based stochastic gradient methods such as heavy ball (HB) and Nesterov's accelerated gradient descent (NAG) method are widely used in practice for training deep networks and other supervised learning models, as they often provide significant improvements over stochastic gradient descent (SGD). Rigorously speak…

Paper introduces RNTK for recurrent neural networks, improving performance across various datasets.

Deep neural network models have recently achieved state-of-the-art performance gains in a variety of natural language processing (NLP) tasks (Young, Hazarika, Poria, & Cambria, 2017). However, these gains rely on the availability of large amounts of annotated examples, without which state-of-the-art performance is rare…

It is known that from purely observational data, a causal DAG is identifiable only up to its Markov equivalence class, and for many ground truth DAGs, the direction of a large portion of the edges will be remained unidentified. The golden standard for learning the causal DAG beyond Markov equivalence is to perform a se…

A new multi-kernel RBFNN design improves performance and speed.

JADAI optimizes design and inference for parameter estimation.

Entrocraft addresses RL performance saturation in LLMs by customizing entropy curves.

Learning a similarity metric has gained much attention recently, where the goal is to learn a function that maps input patterns to a target space while preserving the semantic distance in the input space. While most related work focused on images, we focus instead on learning a similarity metric for neuroimages, such a…

Eluder dimension and information gain are equivalent for reproducing kernel Hilbert spaces.

Graph neural networks benefit from a new initialization method that improves node learning.