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.
The paper proposes a method to select clusters, models, and algorithms based on quadratic discriminant scores.
We consider the problem of high-dimensional classification between the two groups with unequal covariance matrices. Rather than estimating the full quadratic discriminant rule, we propose to perform simultaneous variable selection and linear dimension reduction on original data, with the subsequent application of quadr…
Classifiers and rating scores are prone to implicitly codifying biases, which may be present in the training data, against protected classes (i.e., age, gender, or race). So it is important to understand how to design classifiers and scores that prevent discrimination in predictions. This paper develops computationally…
Classifies extended Abelian Chern-Simons theories using quadratic modules.
A new QDA classifier for high-dimensional data with spiked covariance.
DFSOS improves sparse discriminant analysis for high-dimensional data.
Robust GQDA improves classification accuracy in non-Normal data.
Develops MGQDA for multi-group classification with theoretical guarantees and practical applications.
We introduce a new discriminant analysis method (Empirical Discriminant Analysis or EDA) for binary classification in machine learning. Given a dataset of feature vectors, this method defines an empirical feature map transforming the training and test data into new data with components having Gaussian empirical distrib…
This tutorial explains Linear Discriminant Analysis (LDA) and Quadratic Discriminant Analysis (QDA) as two fundamental classification methods in statistical and probabilistic learning. We start with the optimization of decision boundary on which the posteriors are equal. Then, LDA and QDA are derived for binary and mul…
Study compares multivariate scoring rules for distribution forecasts.
New methods for scoring function decomposition improve forecast evaluation.
Feature learning forms the cornerstone for tackling challenging learning problems in domains such as speech, computer vision and natural language processing. In this paper, we consider a novel class of matrix and tensor-valued features, which can be pre-trained using unlabeled samples. We present efficient algorithms f…
Novel link classification connects quadratic forms and knot theory.
Improved image generation quality using closed-form discriminator guidance in diffusion models.
Feature learning forms the cornerstone for tackling challenging learning problems in domains such as speech, computer vision and natural language processing. In this paper, we consider a novel class of matrix and tensor-valued features, which can be pre-trained using unlabeled samples. We present efficient algorithms f…
We propose a penalized likelihood method to jointly estimate multiple precision matrices for use in quadratic discriminant analysis and model based clustering. A ridge penalty and a ridge fusion penalty are used to introduce shrinkage and promote similarity between precision matrix estimates. Block-wise coordinate desc…
Improved SVRG for quadratic functions achieves better performance and running times.
Proposes GM Score to evaluate GANs considering diversity, disentanglement, and discriminability.
Improves GANs by sampling from an energy-based model induced by discriminator scores.
Quadratic discriminant analysis (QDA) is a standard tool for classification due to its simplicity and flexibility. Because the number of its parameters scales quadratically with the number of the variables, QDA is not practical, however, when the dimensionality is relatively large. To address this, we propose a novel p…
Paper proposes a QUBO formulation that reduces binary variables in Bayesian network learning.
New metric scores perturbations across populations, not cells, improving model comparison.
Proposes and evaluates three diagnostic graphics for probabilistic classifiers.
We develop a class of rules spanning the range between quadratic discriminant analysis and naive Bayes, through a path of sparse graphical models. A group lasso penalty is used to introduce shrinkage and encourage a similar pattern of sparsity across precision matrices. It gives sparse estimates of interactions and pro…
INK scores improve OOD detection for classifiers.
We revisit the problem of feature selection in linear discriminant analysis (LDA), that is, when features are correlated. First, we introduce a pooled centroids formulation of the multiclass LDA predictor function, in which the relative weights of Mahalanobis-transformed predictors are given by correlation-adjusted …
Mining discriminative features for graph data has attracted much attention in recent years due to its important role in constructing graph classifiers, generating graph indices, etc. Most measurement of interestingness of discriminative subgraph features are defined on certain graphs, where the structure of graph objec…
AdvAs improves GAN training by penalizing the generator based on discriminator gradients.
A new classification rule for FDA improves classification performance by accounting for unequal covariance matrices.
Predictive models learned from historical data are widely used to help companies and organizations make decisions. However, they may digitally unfairly treat unwanted groups, raising concerns about fairness and discrimination. In this paper, we study the fairness-aware ranking problem which aims to discover discriminat…
New models reduce discrimination in machine learning without sacrificing explanatory bias.
Computes constants for specific geometric structures.
The study tests and optimizes fairness in credit scoring models.
Improved R-QDA classifier performs well in unbalanced data settings.
New robust discriminant analysis for non-Gaussian data.
In recent work on both generative and discriminative score to log-likelihood-ratio calibration, it was shown that linear transforms give good accuracy only for a limited range of operating points. Moreover, these methods required tailoring of the calibration training objective functions in order to target the desired r…
Recently, there has been much interest in finding globally optimal Bayesian network structures. These techniques were developed for generative scores and can not be directly extended to discriminative scores, as desired for classification. In this paper, we propose an exact method for finding network structures maximiz…
This paper is devoted to the classification of connected components of Prym eigenform loci in the strata H(2,2)^odd and H(1,1,2) in the Abelian differentials bundle in genus 3. These loci, discovered by McMullen are GL^+(2,R)-invariant submanifolds (of complex dimension 3) that project to the locus of Riemann surfaces …
Machine learning algorithms can unintentionally discriminate; tools detect and fix this.
New method improves OOD detection by integrating diffusion models into discriminator models.
A new method optimizes anomaly scoring from score distribution to improve AD performance.
A new framework separates classifier calibration and discrimination.
Researchers use information geometry to analyze and improve DRWs for node classification.
Adaptive classifier optimizes high-dimensional data with spiked covariance structure.
We propose a rejection sampling scheme using the discriminator of a GAN to approximately correct errors in the GAN generator distribution. We show that under quite strict assumptions, this will allow us to recover the data distribution exactly. We then examine where those strict assumptions break down and design a prac…
Within a broad class of generative adversarial networks, we show that discriminator optimization process increases a lower bound of the dual cost function for the Wasserstein distance between the target distribution and the generator distribution . It implies that the trained discriminator can approximate opti…
We present local discriminative Gaussian (LDG) dimensionality reduction, a supervised dimensionality reduction technique for classification. The LDG objective function is an approximation to the leave-one-out training error of a local quadratic discriminant analysis classifier, and thus acts locally to each training po…