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.
BLAE solves batched linear bandits with optimal regret and practical performance.
The study compares machine learning models for depression detection and highlights the importance of feature selection.
Clinical AI models fail to transfer between sites due to site-specific practices.
Practical algorithm for contextual bandits with large action spaces.
Bayesian methods promise to fix many shortcomings of deep learning, but they are impractical and rarely match the performance of standard methods, let alone improve them. In this paper, we demonstrate practical training of deep networks with natural-gradient variational inference. By applying techniques such as batch n…
Deep learning (DL) is transforming industry as decision-making processes are being automated by deep neural networks (DNNs) trained on real-world data. Driven partly by rapidly-expanding literature on DNN approximation theory showing they can approximate a rich variety of functions, such tools are increasingly being co…
Gluon optimizes LMO-based methods for large-scale tasks, improving performance and theory-practice gap.
The paper evaluates and benchmarks electricity price forecasting models.
Study finds corruption negatively impacts firm performance.
Existing generalization theories analyze the generalization performance mainly based on the model complexity and training process. The ignorance of the task properties, which results from the widely used IID assumption, makes these theories fail to interpret many generalization phenomena or guide practical learning tas…
The positivity assumption, or the experimental treatment assignment (ETA) assumption, is important for identifiability in causal inference. Even if the positivity assumption holds, practical violations of this assumption may jeopardize the finite sample performance of the causal estimator. One of the consequences of pr…
Higher environmental performance linked to more tax avoidance, especially for financially constrained firms.
The study evaluates AI model performance measures for medical use.
Breakthroughs in machine learning are rapidly changing science and society, yet our fundamental understanding of this technology has lagged far behind. Indeed, one of the central tenets of the field, the bias-variance trade-off, appears to be at odds with the observed behavior of methods used in the modern machine lear…
Computational analysis on physiological signals would provide immense impact for enabling automated clinical analytics. However, the class imbalance issue where negative or minority class instances are rare in number impairs the robustness of the practical solution. The key idea of our approach is intelligent augmentat…
Short-and-sparse deconvolution (SaSD) is the problem of extracting localized, recurring motifs in signals with spatial or temporal structure. Variants of this problem arise in applications such as image deblurring, microscopy, neural spike sorting, and more. The problem is challenging in both theory and practice, as na…
The study provides theoretical foundations for using smaller instances to predict algorithm performance on larger ones.
In the field of reinforcement learning there has been recent progress towards safety and high-confidence bounds on policy performance. However, to our knowledge, no practical methods exist for determining high-confidence policy performance bounds in the inverse reinforcement learning setting---where the true reward fun…
Differentially private learning on real-world data poses challenges for standard machine learning practice: privacy guarantees are difficult to interpret, hyperparameter tuning on private data reduces the privacy budget, and ad-hoc privacy attacks are often required to test model privacy. We introduce three tools to ma…
New method predicts model performance under selection bias in healthcare.
The paper tackles performative policy learning with strategic agents, improving scalability and generalizability.
Look-Ahead-Bench evaluates financial LLMs for lookahead bias, revealing significant differences in model performance.
Researchers enhance EfficientNet models for practical efficiency on Graphcore IPU.
Conventional multiuser detection techniques either require a large number of antennas at the receiver for a desired performance, or they are too complex for practical implementation. Moreover, many of these techniques, such as successive interference cancellation (SIC), suffer from errors in parameter estimation (user …
Global graph structure improves GNN performance.
We apply stochastic average gradient (SAG) algorithms for training conditional random fields (CRFs). We describe a practical implementation that uses structure in the CRF gradient to reduce the memory requirement of this linearly-convergent stochastic gradient method, propose a non-uniform sampling scheme that substant…
We consider the problem of online planning in a Markov Decision Process when given only access to a generative model, restricted to open-loop policies - i.e. sequences of actions - and under budget constraint. In this setting, the Open-Loop Optimistic Planning (OLOP) algorithm enjoys good theoretical guarantees but is …
This paper reviews hyperparameter optimization methods and best practices.
RQMC improves QMC by providing practical error bounds for financial applications.
Deep Reinforcement Learning has shown great success in a variety of control tasks. However, it is unclear how close we are to the vision of putting Deep RL into practice to solve real world problems. In particular, common practice in the field is to train policies on largely deterministic simulators and to evaluate alg…
This article provides an original understanding of the behavior of a class of graph-oriented semi-supervised learning algorithms in the limit of large and numerous data. It is demonstrated that the intuition at the root of these methods collapses in this limit and that, as a result, most of them become inconsistent. Co…
Active learning (AL) is a widely-used training strategy for maximizing predictive performance subject to a fixed annotation budget. In AL one iteratively selects training examples for annotation, often those for which the current model is most uncertain (by some measure). The hope is that active sampling leads to bette…
Partially performative prediction studies how predictive models influence future data.
This paper improves multi-label ranking by reweighting univariate losses, enhancing consistency and performance.
We consider wireless transmission of images in the presence of channel output feedback. From a Shannon theoretic perspective feedback does not improve the asymptotic end-to-end performance, and separate source coding followed by capacity-achieving channel coding, which ignores the feedback signal, achieves the optimal …
In training a deep learning system to perform audio transcription, two practical problems may arise. Firstly, most datasets are weakly labelled, having only a list of events present in each recording without any temporal information for training. Secondly, deep neural networks need a very large amount of labelled train…
We develop an algorithm that can detect pneumonia from chest X-rays at a level exceeding practicing radiologists. Our algorithm, CheXNet, is a 121-layer convolutional neural network trained on ChestX-ray14, currently the largest publicly available chest X-ray dataset, containing over 100,000 frontal-view X-ray images w…
The field of learning analytics needs to adopt a more rigorous approach for predictive model evaluation that matches the complex practice of model-building. In this work, we present a procedure to statistically test hypotheses about model performance which goes beyond the state-of-the-practice in the community to analy…
Estimating properties of discrete distributions is a fundamental problem in statistical learning. We design the first unified, linear-time, competitive, property estimator that for a wide class of properties and for all underlying distributions uses just samples to achieve the performance attained by the empirical…
The paper clarifies conditions for using benchmark scores in machine learning.
Stochastic Gradient Descent (SGD) is widely used in machine learning problems to efficiently perform empirical risk minimization, yet, in practice, SGD is known to stall before reaching the actual minimizer of the empirical risk. SGD stalling has often been attributed to its sensitivity to the conditioning of the probl…
A practical algorithm improves approximate OT distances using quantization.
New adaptive first-order methods improve on quasi-Newton variants.
The NNGP kernel's predictions closely match those of the Matern kernel under certain conditions.
Safety is an essential aspect in the facilitation of automated vehicle deployment. Current testing practices are not enough, and going beyond them leads to infeasible testing requirements, such as needing to drive billions of kilometres on public roads. Automated vehicles are exposed to an indefinite number of scenario…
We present here an introduction to Brainstorming approach, that was recently proposed as a consensus meta-learning technique, and used in several practical applications in bioinformatics and chemoinformatics. The consensus learning denotes heterogeneous theoretical classification method, where one trains an ensemble of…
Jointly tuning ensemble models improves performance and uncertainty calibration.
New method for portfolio management learns from past wealth evolution.