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arXiv research

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.

168,982 papers · 148 categories

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4692137183 · Jun 202019922001200920172026
48 results for probabilistic rule lists

Classy learns interpretable probabilistic rule lists for multiclass classification.

problem Creating interpretable multiclass classifiers that are both accurate and understandable.
method Probabilistic rule lists and minimum description length (MDL) principle for model selection.
result Classy selects small probabilistic rule lists that outperform state-of-the-art classifiers in terms of predictive performance and interpretability.

We present the design and implementation of a custom discrete optimization technique for building rule lists over a categorical feature space. Our algorithm produces rule lists with optimal training performance, according to the regularized empirical risk, with a certificate of optimality. By leveraging algorithmic bou…

2017-04-06abs ↗pdf ↗

A new method explains RNNs by decision lists over skipgrams, improving explanation fidelity and interpretability.

problem Lack of understanding how input segments combine to form patterns in neural network outputs.
method Proposes a pipeline to explain RNNs using decision lists over skipgrams, creating synthetic and real-world datasets for evaluation.
result Persistently achieves high explanation fidelity and interpretable rules.

In this paper we introduce a novel family of decision lists consisting of highly interpretable models which can be learned efficiently in a greedy manner. The defining property is that all rules are oriented in the same direction. Particular examples of this family are decision lists with monotonically decreasing (or i…

2015-08-30abs ↗pdf ↗

pRSL combines probabilistic rules to improve multi-label classification.

problem Modeling the structure between multi-label classes for better performance.
method Uses probabilistic propositional logic rules and belief propagation to combine predictions from multiple classifiers.
result pRSL achieves state-of-the-art performance on various benchmark datasets.

Generative networks minimize predictive scoring rules for probabilistic forecasting.

problem Evaluating and improving probabilistic forecasts using generative models.
method Training generative networks to minimize predictive-sequential scoring rules on temporal sequences.
result Our method outperforms adversarial approaches in probabilistic calibration.

Black-box explanation is the problem of explaining how a machine learning model -- whose internal logic is hidden to the auditor and generally complex -- produces its outcomes. Current approaches for solving this problem include model explanation, outcome explanation as well as model inspection. While these techniques …

2019-01-28abs ↗pdf ↗

Mining association rules is an important technique for discovering meaningful patterns in transaction databases. Many different measures of interestingness have been proposed for association rules. However, these measures fail to take the probabilistic properties of the mined data into account. In this paper, we start …

2008-03-06abs ↗pdf ↗

New scoring rules improve probabilistic classification model evaluation.

problem Traditional scoring rules misalign with the preference for correct classifications.
method Introduces Penalized Brier Score (PBS) and Penalized Logarithmic Loss (PLL) to modify proper scoring rules.
result PBS and PLL better identify optimal checkpoints and early stopping points, leading to superior F1 scores.

S-SIRUS explains RF for spatial data, improving accuracy and interpretability.

problem Non-interpretable nature of Random Forest in spatially dependent data.
method Proposes S-SIRUS, a spatial extension of SIRUS for extracting interpretable rules.
result S-SIRUS outperforms SIRUS in spatially dependent data, offering higher predictive accuracy and shorter rule lists.

We provide self-contained proof of a theorem relating probabilistic coherence of forecasts to their non-domination by rival forecasts with respect to any proper scoring rule. The theorem appears to be new but is closely related to results achieved by other investigators.

2007-10-16abs ↗pdf ↗

This paper introduces probabilistic SNNs for efficient neural processing.

problem Training algorithms for SNNs lag behind hardware implementations.
method Discrete-time probabilistic models and variational inference.
result Derivation of learning rules for SNNs from first principles.

ProSMIN improves representation quality through probabilistic self-supervised learning.

problem Improving representation quality in self-supervised learning.
method ProSMIN uses two neural networks, online and target, to learn diverse representations through knowledge distillation and a modified scoring rule loss function.
result ProSMIN achieves superior accuracy and calibration on various downstream tasks.

Given a system of equations in a "random" finitely generated subgroup of the braid group, we show how to find a small ordered list of elements in the subgroup, which contains a solution to the equations with a significant probability. Moreover, with a significant probability, the solution will be the first in the list.…

2004-04-05abs ↗pdf ↗

Signature kernel scoring rule improves weather forecasting by capturing temporal and spatial dependencies.

problem Lack of suitable scoring rules for probabilistic weather forecasting.
method Reframe weather variables as continuous paths using iterated integrals (signature kernels) to capture temporal and spatial dependencies.
result Signature kernel scoring rule outperforms conventional methods in weather forecasting, especially for long-term forecasts.

Proposes a method to reconcile count time series forecasts.

problem No formal framework for probabilistic reconciliation of count time series.
method Generalizes Bayes' rule for reconciling real-valued and count variables.
result Improves forecast accuracy for count variables compared to Gaussian reconciliation.

Study explores reinforcement learning in a complex game environment, analyzing rule inference and policy learning.

problem Learning optimal policies in environments with hidden rules.
method Investigated using the Game Of Hidden Rules (GOHR) environment, employing Feature-Centric and Object-Centric state representations with a Transformer-based A2C algorithm.
result Transformer-based A2C models outperform traditional methods in GOHR, demonstrating the effectiveness of representation strategies.

A method for concept-based learning using probabilistic inference and expert rules.

problem Concept-based learning with limited training data.
method Divide images into patches, transform into embeddings, cluster, and use frequentist inference to find concepts.
result FI-CBL outperforms concept bottleneck model in small data scenarios.

Study identifies regions where scoring rules reliably detect forecast errors.

problem Insufficient reliability of scoring rules in evaluating multivariate probabilistic forecasts.
method Systematic finite-sample analysis of proper scoring rules on synthetic and real-world data.
result Identified regions of reliability for scoring rules in time-series forecasting.

Abstraction and realization are bilateral processes that are key in deriving intelligence and creativity. In many domains, the two processes are approached through rules: high-level principles that reveal invariances within similar yet diverse examples. Under a probabilistic setting for discrete input spaces, we focus …

2017-09-06abs ↗pdf ↗

A new probabilistic model for semi-supervised learning unifies various methods.

problem Combining different aspects of data distribution for semi-supervised learning.
method A probabilistic model that interprets and improves upon existing SSL methods.
result The model unifies various SSL methods and extends to neuro-symbolic learning.

The study finds infinitely many Lefschetz pencils on ruled surfaces with negative Euler characteristic.

problem Finding Lefschetz pencils on ruled surfaces with negative Euler characteristic.
method Building Lefschetz fibrations on a blow-up of the surface via partial conjugation, then showing compatibility with a symplectic form.
result Ruled surfaces with negative Euler characteristic admit infinitely many inequivalent Lefschetz pencils and fibrations.

RIPE is a novel deterministic and easily understandable prediction algorithm developed for continuous and discrete ordered data. It infers a model, from a sample, to predict and to explain a real variable YY given an input variable XXX \in \mathcal X (features). The algorithm extracts a sparse set of hyperrectangles $…

2018-07-12abs ↗pdf ↗

A new gradient boosting method improves interpretability of probabilistic models.

problem Learning interpretable yet accurate probabilistic models with limited rule complexity.
method A new objective function that measures the angle between risk gradient and condition output vector projection.
result Significantly improves comprehensibility/accuracy trade-off of fitted ensemble.

Unified theory for neural scaling laws in hierarchically compositional data.

problem Understanding neural scaling laws in hierarchically compositional data.
method Probabilistic context-free grammars and power-law distributed production rules.
result Unified learning curve behavior for classification and next-token prediction tasks.

The article reviews scoring rules for estimating and evaluating forecasts.

problem Evaluating probabilistic forecasts and estimating probability distributions.
method Mathematical foundations and characterization of scoring rules.
result Important families of scoring rules and their applications in statistics and machine learning.

Conventional techniques for supervised classification constrain the classification rules considered and use surrogate losses for classification 0-1 loss. Favored families of classification rules are those that enjoy parametric representations suitable for surrogate loss minimization, and low complexity properties suita…

2019-02-02abs ↗pdf ↗

This research focuses on invariant probabilistic predictions, showing they are not robust under distribution shifts.

problem The challenge of creating robust probabilistic predictions that remain consistent under distribution shifts.
method A causality-inspired framework to investigate invariance and robustness of probabilistic predictions with respect to proper scoring rules.
result Arbitrary distribution shifts do not admit invariant and robust probabilistic predictions, unlike point predictions.

In this paper we formulate a probabilistic model for class-specific discriminant subspace learning. The proposed model can naturally incorporate the multi-modal structure of the negative class, which is neglected by existing class-specific methods. Moreover, it can be directly used to define a class-specific probabilis…

2018-12-14abs ↗pdf ↗

Statistical relational models provide compact encodings of probabilistic dependencies in relational domains, but result in highly intractable graphical models. The goal of lifted inference is to carry out probabilistic inference without needing to reason about each individual separately, by instead treating exchangeabl…

2016-10-26abs ↗pdf ↗

The paper proposes a method to optimize rule-based models for better accuracy and interpretability.

problem Developing rule-based models for regression and classification with better accuracy and interpretability.
method Column generation to optimize over an exponentially large space of rules, using integer programming or a heuristic.
result The proposed methods achieve better accuracy-complexity trade-offs than existing rule ensemble algorithms.