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.
Study counterfactuals in combinatorial choice using a representative agent model.
Identification of high affinity drug-target interactions is a major research question in drug discovery. Proteins are generally represented by their structures or sequences. However, structures are available only for a small subset of biomolecules and sequence similarity is not always correlated with functional similar…
This paper solves the open problem of computing Bayes optimal prediction for decision trees using a Markov chain Monte Carlo method.
Paper discusses optimal CP for second-order predictions.
In many graphs such as social networks, nodes have associated attributes representing their behavior. Predicting node attributes in such graphs is an important problem with applications in many domains like recommendation systems, privacy preservation, and targeted advertisement. Attributes values can be predicted by a…
Study reveals AI skin cancer classifiers underperform for darker skin phototypes, advocating for fairness auditing.
With a growing interest in using non-representative samples to train prediction models for numerous outcomes it is necessary to account for the sampling design that gives rise to the data in order to assess the generalized predictive utility of a proposed prediction rule. After learning a prediction rule based on a non…
Predictive State Representations (PSRs) are an expressive class of models for controlled stochastic processes. PSRs represent state as a set of predictions of future observable events. Because PSRs are defined entirely in terms of observable data, statistically consistent estimates of PSR parameters can be learned effi…
Consumer Demand Response (DR) is an important research and industry problem, which seeks to categorize, predict and modify consumer's energy consumption. Unfortunately, traditional clustering methods have resulted in many hundreds of clusters, with a given consumer often associated with several clusters, making it diff…
A model predicts visual motion by learning from natural videos.
We propose to represent a return model and risk model in a unified manner with deep learning, which is a representative model that can express a nonlinear relationship. Although deep learning performs quite well, it has significant disadvantages such as a lack of transparency and limitations to the interpretability of …
Predicting conversion rates (CVRs) in display advertising (e.g., predicting the proportion of users who purchase an item (i.e., a conversion) after its corresponding ad is clicked) is important when measuring the effects of ads shown to users and to understanding the interests of the users. There is generally a time de…
New method predicts spatial events like hurricanes and earthquakes with uncertainty.
The paper develops a method to discover causal relations and predict material laws with uncertainty quantification.
Transport demand is highly dependent on supply, especially for shared transport services where availability is often limited. As observed demand cannot be higher than available supply, historical transport data typically represents a biased, or censored, version of the true underlying demand pattern. Without explicitly…
New approach models computer network activity as mixtures of sources.
Study how models represent features in naturalistic learning problems.
NETpred uses graph models to predict multiple market indices.
New methods improve prediction regions for high-dimensional data.
Binary classification models get more efficient predictive probabilities.
We present a generative approach to classify scarcely observed longitudinal patient trajectories. The available time series are represented as tensors and factorized using generative deep recurrent neural networks. The learned factors represent the patient data in a compact way and can then be used in a downstream clas…
Framework generates fair synthetic data to avoid biases.
Many AI problems, in robotics and other domains, are goal-directed, essentially seeking a trajectory leading to some goal state. In such problems, the way we choose to represent a trajectory underlies algorithms for trajectory prediction and optimization. Interestingly, most all prior work in imitation and reinforcemen…
Many learning algorithms have invariances: when their training data is transformed in certain ways, the function they learn transforms in a predictable manner. Here we formalize this notion using concepts from the mathematical field of category theory. The invariances that a supervised learning algorithm possesses are …
New method models aptamer libraries as Boltzmann-weighted graph ensembles for better affinity predictions.
Predicting the future evolution of complex systems is one of the main challenges in complexity science. Based on a current snapshot of a network, link prediction algorithms aim to predict its future evolution. We apply here link prediction algorithms to data on the international trade between countries. This data can b…
Develops a neural framework for probabilistic forecasting of dynamical systems.
In this paper we use artificial neural networks to predict and help compute the values of certain knot invariants. In particular, we show that neural networks are able to predict when a knot is quasipositive with a high degree of accuracy. Given a knot with unknown quasipositivity we use these predictions to identify b…
Professional software developers spend a significant amount of time fixing builds, but this has received little attention as a problem in automatic program repair. We present a new deep learning architecture, called Graph2Diff, for automatically localizing and fixing build errors. We represent source code, build config…
Audit financial machine learning workflows to detect spurious predictability.
The paper explores how ReLU DNNs can represent MPC policies and vice versa.
Unified framework predicts S&P500 index direction using transfer learning and causal graph.
Multiple Kernel Learning (MKL) is used to replicate the signal combination process that trading rules embody when they aggregate multiple sources of financial information when predicting an asset's price movements. A set of financially motivated kernels is constructed for the EURUSD currency pair and is used to predict…
Graphs are widely used as a natural framework that captures interactions between individual elements represented as nodes in a graph. In medical applications, specifically, nodes can represent individuals within a potentially large population (patients or healthy controls) accompanied by a set of features, while the gr…
Bayesian search optimizes exploration of feasible solutions under expensive constraints.
In this paper we formulate a regression problem to predict realized volatility by using option price data and enhance VIX-styled volatility indices' predictability and liquidity. We test algorithms including regularized regression and machine learning methods such as Feedforward Neural Networks (FNN) on S&P 500 Index a…
GRU-PFG model extracts inter-stock correlations from stock factors using graph neural networks.
New findings show second-order scoring rules can't accurately represent epistemic uncertainty.
In this thesis we present the novel semi-supervised network-based algorithm P-Net, which is able to rank and classify patients with respect to a specific phenotype or clinical outcome under study. The peculiar and innovative characteristic of this method is that it builds a network of samples/patients, where the nodes …
Graph-based ML improves defect prediction in software development.
The majority of cancer treatments end in failure due to Intra-Tumor Heterogeneity (ITH). ITH in cancer is represented by clonal evolution where different sub-clones compete with each other for resources under conditions of Darwinian natural selection. Predicting the growth of these sub-clones within a tumour is among t…
The accurate and interpretable prediction of future events in time-series data often requires the capturing of representative patterns (or referred to as states) underpinning the observed data. To this end, most existing studies focus on the representation and recognition of states, but ignore the changing transitional…
Most speech recognition tasks pertain to mapping words across two modalities: acoustic and orthographic. In this work, we suggest learning encoders that map variable-length, acoustic or phonetic, sequences that represent words into fixed-dimensional vectors in a shared latent space; such that the distance between two w…
Motivation: Understanding functions of proteins in specific human tissues is essential for insights into disease diagnostics and therapeutics, yet prediction of tissue-specific cellular function remains a critical challenge for biomedicine. Results: Here we present OhmNet, a hierarchy-aware unsupervised node feature le…
Separating the short jobs from the long is a known technique to improve scheduling performance. In this paper we describe a method we developed for accurately predicting the runtimes classes of the jobs to enable this separation. Our method uses the fact that the runtimes can be represented as a mixture of overlapping …
Function trees simplify complex ML models for better understanding.
The paper presents a new method to represent directed graphs using pseudo-Riemannian manifolds.
A new model predicts spatio-temporal data using adaptive decision trees and point processes.