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.
CLN2INV learns precise loop invariants from program traces.
New tool improves scalability of data-driven invariant inference.
Despite the tremendous advances that have been made in the last decade on developing useful machine-learning applications, their wider adoption has been hindered by the lack of strong assurance guarantees that can be made about their behavior. In this paper, we consider how formal verification techniques developed for …
Efficiently verifies neural networks by handling neuron splits, improving speed and accuracy.
This paper tackles robustness of ensemble stumps and trees under general ℓ_p norm perturbations.
New method improves neural network verification by considering multivariate input space of ReLU neurons.
Improves neural network verification by merging abstract domains and Lagrangian methods.
A new framework for verifying robustness of neural networks.
We describe an abstract control-theoretic framework in which the validity of the dynamic programming principle can be established in continuous time by a verification of a small number of structural properties. As an application we treat several cases of interest, most notably the lower-hedging and utility-maximization…
We study the robustness verification problem for tree-based models, including decision trees, random forests (RFs) and gradient boosted decision trees (GBDTs). Formal robustness verification of decision tree ensembles involves finding the exact minimal adversarial perturbation or a guaranteed lower bound of it. Existin…
This research simplifies verification of machine learning systems using reparameterization.
Generalizes neural network verification by adding arbitrary cutting planes.
The increasing inclusion of Machine Learning (ML) models in safety critical systems like autonomous cars have led to the development of multiple model-based ML testing techniques. One common denominator of these testing techniques is their assumption that training programs are adequate and bug-free. These techniques on…
We study the problem of computing the minimum adversarial perturbation of the Nearest Neighbor (NN) classifiers. Previous attempts either conduct attacks on continuous approximations of NN models or search for the perturbation by some heuristic methods. In this paper, we propose the first algorithm that is able to comp…
The success of Deep Learning and its potential use in many safety-critical applications has motivated research on formal verification of Neural Network (NN) models. In this context, verification involves proving or disproving that an NN model satisfies certain input-output properties. Despite the reputation of learned …
Study integrates reliability constraints into generation planning models.
Silas provides transparent, verifiable machine learning models.
Deep neural networks (NN) are extensively used for machine learning tasks such as image classification, perception and control of autonomous systems. Increasingly, these deep NNs are also been deployed in high-assurance applications. Thus, there is a pressing need for developing techniques to verify neural networks to …
We consider a spread financial market defined by the multidimensional Ornstein--Uhlenbeck (OU) process. We study the optimal consumption/investment problem for logarithmic utility functions in the base of stochastic dynamical programming method. We show a special Verification Theorem for this case. We find the solution…
Extends DCP framework to Hadamard manifolds for geodesically convex functions.
PEREGRiNN verifies safety of ReLU NNs by penalizing relaxation in a greedy manner.
We study the problem of optimal portfolio selection in an illiquid market with discrete order flow. In this market, bids and offers are not available at any time but trading occurs more frequently near a terminal horizon. The investor can observe and trade the risky asset only at exogenous random times corresponding to…
Formalizes weak and strong verification for LLMs, controlling errors without assumptions.
New framework detects model weaknesses in decision tree ensembles.
We consider a model of optimal investment and consumption with both habit formation and partial observations in incomplete Itô processes market. The investor chooses his consumption under the addictive habits constraint while only observing the market stock prices but not the instantaneous rate of return. Applying the …
We consider the value function originating from an expected utility maximization problem with finite fuel constraint and show its close relation to a nonlinear parabolic degenerated Hamilton-Jacobi-Bellman (HJB) equation with singularity. On one hand, we give a so-called verification argument based on the dynamic progr…
We formalize and verify double auctions for multiple-quantity trades.
Study optimizes insurance investment to maximize utility across all capital levels.
We study a problem of optimal investment/consumption over an infinite horizon in a market consisting of two possibly correlated assets: one liquid and one illiquid. The liquid asset is observed and can be traded continuously, while the illiquid one can be traded only at discrete random times corresponding to the jumps …
Develops first robustness verification for complex Transformers.
Paper develops PAC verification for hypothesis classes and statistical algorithms.
Hypothesis testing is an important problem with applications in target localization, clinical trials etc. Many active hypothesis testing strategies operate in two phases: an exploration phase and a verification phase. In the exploration phase, selection of experiments is such that a moderate level of confidence on the …
We explore the concept of co-design in the context of neural network verification. Specifically, we aim to train deep neural networks that not only are robust to adversarial perturbations but also whose robustness can be verified more easily. To this end, we identify two properties of network models - weight sparsity a…
Study optimal investment and consumption strategies with various transaction costs.
New SDP method certifies neural network robustness across all classes efficiently.
Paper characterizes MDM for consumer choice modeling and prediction.
Accelerates DNN robustness verification with target labels.
New methods combat data poisoning attacks in bandit algorithms using limited verification.
Improved speaker verification with condition-aware backend.
We present a reinforcement learning framework, called Programmatically Interpretable Reinforcement Learning (PIRL), that is designed to generate interpretable and verifiable agent policies. Unlike the popular Deep Reinforcement Learning (DRL) paradigm, which represents policies by neural networks, PIRL represents polic…
In this paper we demonstrate that performance of a speaker verification system can be improved by concatenating electroencephalography (EEG) signal features with speech signal features or only using EEG signal features. We use state-of-the-art end-to-end deep learning model for performing speaker verification and we de…
This paper explores formal verification for autonomous systems, identifying limitations and proposing improvements.
We study the problem of programmatic reinforcement learning, in which policies are represented as short programs in a symbolic language. Programmatic policies can be more interpretable, generalizable, and amenable to formal verification than neural policies; however, designing rigorous learning approaches for such poli…
Formal methods verify continuous auctions at exchanges.
Paper develops a model for verifying facts in tables without pre-retrieved evidence.
In this paper, we consider the problem of optimal investment by an insurer. The insurer invests in a market consisting of a bank account and risky assets. The mean returns and volatilities of the risky assets depend nonlinearly on economic factors that are formulated as the solutions of general stochastic different…
Graph-structured data appears frequently in domains including chemistry, natural language semantics, social networks, and knowledge bases. In this work, we study feature learning techniques for graph-structured inputs. Our starting point is previous work on Graph Neural Networks (Scarselli et al., 2009), which we modif…
Semantify-NN verifies neural network robustness against semantic perturbations.