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.
Develops PLL methods that are provably consistent and compatible with any deep network.
Framework combines adversarial training and provable robustness for neural networks.
Recent works have shown the effectiveness of randomized smoothing as a scalable technique for building neural network-based classifiers that are provably robust to -norm adversarial perturbations. In this paper, we employ adversarial training to improve the performance of randomized smoothing. We design an adap…
New neural methods for stable control with provable guarantees.
The problem of finding overlapping communities in networks has gained much attention recently. Optimization-based approaches use non-negative matrix factorization (NMF) or variants, but the global optimum cannot be provably attained in general. Model-based approaches, such as the popular mixed-membership stochastic blo…
We analyze a simple prefiltered variation of the least squares estimator for the problem of estimation with biased, semi-parametric noise, an error model studied more broadly in causal statistics and active learning. We prove an oracle inequality which demonstrates that this procedure provably mitigates the variance in…
Proposes a method for obtaining interval bounds in off-policy evaluation.
Develops algorithms for optimizing multi-label metrics with provable guarantees.
Efficient RL algorithm for multinomial logistic MDPs with provable guarantees.
A popular approach to semi-supervised learning proceeds by endowing the input data with a graph structure in order to extract geometric information and incorporate it into a Bayesian framework. We introduce new theory that gives appropriate scalings of graph parameters that provably lead to a well-defined limiting post…
We present a provable, sampling-based approach for generating compact Convolutional Neural Networks (CNNs) by identifying and removing redundant filters from an over-parameterized network. Our algorithm uses a small batch of input data points to assign a saliency score to each filter and constructs an importance sampli…
The problem of change-point estimation is considered under a general framework where the data are generated by unknown stationary ergodic process distributions. In this context, the consistent estimation of the number of change-points is provably impossible. However, it is shown that a consistent clustering method may …
Efficient method for constrained optimization under partial observations with provable convergence.
We provide initial seedings to the Quick Shift clustering algorithm, which approximate the locally high-density regions of the data. Such seedings act as more stable and expressive cluster-cores than the singleton modes found by Quick Shift. We establish statistical consistency guarantees for this modification. We then…
Study calibrates high-dimensional binary classifiers using angle between estimator and true weights.
We consider the least-square linear regression problem with regularization by the -norm, a problem usually referred to as the Lasso. In this paper, we first present a detailed asymptotic analysis of model consistency of the Lasso in low-dimensional settings. For various decays of the regularization parameter, w…
New algorithm uses imperfect advice to improve online bipartite matching performance.
RKD improves clustering in semi-supervised learning with limited labels.
The simplicial condition and other stronger conditions that imply it have recently played a central role in developing polynomial time algorithms with provable asymptotic consistency and sample complexity guarantees for topic estimation in separable topic models. Of these algorithms, those that rely solely on the simpl…
PyChEst detects changes in non-stationary time series without distributional assumptions.
Proposes a new loss function for learning with noisy labels.
We present a new model-based algorithm for reinforcement learning (RL) which consists of explicit exploration and exploitation phases, and is applicable in large or infinite state spaces. The algorithm maintains a set of dynamics models consistent with current experience and explores by finding policies which induce hi…
Develops a robust method for image reconstruction from limited data.
We develop necessary and sufficient conditions and a novel provably consistent and efficient algorithm for discovering topics (latent factors) from observations (documents) that are realized from a probabilistic mixture of shared latent factors that have certain properties. Our focus is on the class of topic models in …
This paper introduces AdaSDCA: an adaptive variant of stochastic dual coordinate ascent (SDCA) for solving the regularized empirical risk minimization problems. Our modification consists in allowing the method adaptively change the probability distribution over the dual variables throughout the iterative process. AdaSD…
Paper proposes efficient algorithm for recovering sparsity pattern from deterministic missing data.
We study bipartite community detection in networks, or more generally the network biclustering problem. We present a fast two-stage procedure based on spectral initialization followed by the application of a pseudo-likelihood classifier twice. Under mild regularity conditions, we establish the weak consistency of the p…
New algorithms for regression with adversarial responses on various metric spaces.
We study the problem of robust time series analysis under the standard auto-regressive (AR) time series model in the presence of arbitrary outliers. We devise an efficient hard thresholding based algorithm which can obtain a consistent estimate of the optimal AR model despite a large fraction of the time series points …
New framework minimizes model complexity for improved few-shot learning.
Given a similarity graph between items, correlation clustering (CC) groups similar items together and dissimilar ones apart. One of the most popular CC algorithms is KwikCluster: an algorithm that serially clusters neighborhoods of vertices, and obtains a 3-approximation ratio. Unfortunately, KwikCluster in practice re…
Interactive IL beats BC by state-wise annotation cost.
We propose Dirichlet Simplex Nest, a class of probabilistic models suitable for a variety of data types, and develop fast and provably accurate inference algorithms by accounting for the model's convex geometry and low dimensional simplicial structure. By exploiting the connection to Voronoi tessellation and properties…
Discriminative latent-variable models are typically learned using EM or gradient-based optimization, which suffer from local optima. In this paper, we develop a new computationally efficient and provably consistent estimator for a mixture of linear regressions, a simple instance of a discriminative latent-variable mode…
New findings show tool-augmented models can recall unlimited facts, outperforming purely memorized models.
Randomized experiments have been critical tools of decision making for decades. However, subjects can show significant heterogeneity in response to treatments in many important applications. Therefore it is not enough to simply know which treatment is optimal for the entire population. What we need is a model that corr…
In this paper we discuss a novel framework for multiclass learning, defined by a suitable coding/decoding strategy, namely the simplex coding, that allows to generalize to multiple classes a relaxation approach commonly used in binary classification. In this framework, a relaxation error analysis can be developed avoid…
New algorithm reduces dimensionality in stochastic optimization.
We propose a consistent polynomial-time method for the unseeded node matching problem for networks with smooth underlying structures. Despite widely conjectured by the research community that the structured graph matching problem to be significantly easier than its worst case counterpart, well-known to be NP-hard, the …
We present a fully nonparametric method to estimate the value function, via simulation, in the context of expected infinite-horizon discounted rewards for Markov chains. Estimating such value functions plays an important role in approximate dynamic programming and applied probability in general. We incorporate "soft in…
Bayes-consistent disagreement discrepancy loss improves model robustness.
There is an increasing body of evidence suggesting that exact nearest neighbour search in high-dimensional spaces is affected by the curse of dimensionality at a fundamental level. Does it necessarily mean that the same is true for k nearest neighbours based learning algorithms such as the k-NN classifier? We analyse t…
SARD improves adversarial robustness in two-stage L2D systems.
Unified view of label shift estimation methods.
We consider the problem of approximating the stationary distribution of an ergodic Markov chain given a set of sampled transitions. Classical simulation-based approaches assume access to the underlying process so that trajectories of sufficient length can be gathered to approximate stationary sampling. Instead, we cons…
We introduce a novel algorithm that computes the -sparse principal component of a positive semidefinite matrix . Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional eigen-subspace of . We obtain provable approximation guarantees that depend on t…
CITE algorithm provides anytime-valid certification of model outputs.
A wild bootstrap method for nonparametric hypothesis tests based on kernel distribution embeddings is proposed. This bootstrap method is used to construct provably consistent tests that apply to random processes, for which the naive permutation-based bootstrap fails. It applies to a large group of kernel tests based on…