Model predicts upcoming discourse referents using linguistic and script knowledge.
problem Predicting upcoming discourse referents based on linguistic knowledge.
method Built a computational model that predicts referents using linguistic knowledge and scripts.
result Script knowledge significantly improves model estimates of human predictions.
Methods for learning to search for structured prediction typically imitate a reference policy, with existing theoretical guarantees demonstrating low regret compared to that reference. This is unsatisfactory in many applications where the reference policy is suboptimal and the goal of learning is to improve upon it. Ca…
Paper introduces a dynamic reference frame strategy to predict events with a buffer time.
problem Lack of time buffer for predictions to enable timely action.
method Introduces a new concept of dynamic reference frame creation.
result Enables organizations to act on predictions with a buffer time.
The paper analyzes how conformal prediction works with contaminated reference data.
problem The impact of contamination on the validity and power of conformal prediction methods.
method The paper analyzes the impact of contamination on the validity of conformal methods and proposes a data-cleaning framework to enhance power.
result The proposed data-cleaning framework can effectively enhance power while maintaining type-I error control.
New method assesses prediction intervals across different operating points.
problem Difficulty in comparing prediction intervals across studies.
method Operating characteristics curves and gain over a simple reference.
result A novel operating point agnostic assessment methodology for prediction intervals.
A centered innovation MA is equivalent to a digamma-link DARMA for bank-asset shares.
problem Predicting bank-asset shares using Bayesian Dirichlet ARMA models.
method Replacing raw additive log-ratio residuals with centered innovations in B--DARMA.
result Centered specification and digamma-link DARMA are predictively equivalent under specified conditions.
The paper proposes a two-stage approach for high-dimensional data prediction and feature selection.
problem Predictive inference and feature selection for high-dimensional data with limited samples.
method Two-stage approach: first, build a predictive model; second, select a minimal feature subset.
result The projective approach provides an excellent balance between sparsity and predictive accuracy.
Paper explains DRL strategies for portfolio management using linear models.
problem Difficulty in understanding DRL-based trading strategies.
method Empirical approach using linear models and integrated gradients.
result DRL agents show stronger multi-step prediction power than machine learning methods.
We develop a tractable model of realization utility that studies the role of reference-dependent S-shaped preferences in a dynamic investment setting with reinvestment. Our model generates both voluntarily realized gains and losses. It makes specific predictions about the volume of gains and losses, the holding periods…
Benchmark evaluates financial misinformation detection models, revealing weaknesses without external context.
problem Detecting financial misinformation without external references.
method RFC Bench at paragraph level, two tasks: reference-free detection and comparison-based diagnosis.
result Performance improves with comparative context, revealing model weaknesses in reference-free settings.
Differentiable sampling corrects alignment issues in neural machine translation.
problem Incorrect alignment of reference words and sampled output in scheduled sampling.
method Optimizes alignment probability based on model's soft alignment prediction.
result Improves BLEU score compared to maximum likelihood and scheduled sampling.
Proposes a decision-theoretic approach for enhancing model interpretability in Bayesian frameworks.
problem Challenges the traditional approach of restricting model structure for interpretability in Bayesian frameworks.
method Introduces an interpretability utility function and a two-step method involving a reference model and a proxy model.
result Demonstrates that the proposed method generates more accurate models with the same level of interpretability.
This paper develops a method to select a reference contract for multi-contract quoting to minimize execution risk.
problem Minimizing execution risk in multi-contract quoting sequences.
method Develops a diagnostic framework using order-flow Hawkes forecasts and CLF to select a stable reference contract.
result Event-history and LOB-state signals offer complementary views for reference-contract selection.
Typical cohorts in brain imaging studies are not large enough for systematic testing of all the information contained in the images. To build testable working hypotheses, investigators thus rely on analysis of previous work, sometimes formalized in a so-called meta-analysis. In brain imaging, this approach underlies th…
Investment managers assess new assets against a reference universe, identifying four criteria for usefulness.
problem Determining the usefulness of a new asset in an investment portfolio.
method Identifying four criteria for asset usefulness, quantifying each criterion with scalable algorithms.
result New assets must provide incremental diversification and predictability to be useful.
This paper discusses about an R package that implements the Pattern Sequence based Forecasting (PSF) algorithm, which was developed for univariate time series forecasting. This algorithm has been successfully applied to many different fields. The PSF algorithm consists of two major parts: clustering and prediction. The…
Deep neural network predicts cardiac shape from MRI images and patient data.
problem Automatic 3D cardiac shape analysis for large-scale studies.
method Uses deep neural networks combining MRI images and patient metadata.
result Significant agreement with reference shapes in cardiac parameters.
Modeling consumption and investment decisions with reference point and drawdown constraints.
problem Modeling consumption and investment decisions with reference point and drawdown constraints.
method Solving a stochastic control problem to derive value function, optimal consumption plan, and investment strategy in semi-explicit forms.
result Five important thresholds of wealth, all as functions of h, and significant economic implications. Method reveals dissimilarity in alloys' Curie temperatures.
problem Tackles the dissimilarity between rare-earth transition metal binary alloys.
method Ensemble learning with Kernel ridge regression.
result Reveals meaningful relations between alloys' structure and Curie temperature.
Proposes a new method for nonparametric regression and adaptive control.
problem Estimating continuous functions with bounded observational errors.
method Online estimation of Hoelder constant, applying it to Kinky Inference rule.
result Strong universal approximation guarantees for continuous functions.
Prediction-powered causal inference achieves smaller asymptotic variance than traditional methods.
problem Estimating causal and structural parameters in a semi-supervised setting.
method Combining efficient influence function with debiased machine learning and semi-supervised Riesz regression.
result Asymptotic variances of estimators match the derived efficiency bound.
Study compares RNN, LSTM, and BP neural networks for forex rate prediction.
problem Improving real-time forex rate prediction accuracy.
method Analyzes RNN, LSTM, and BP neural networks' characteristics and advantages.
result Provides insights for selecting the best price-prediction model.
The paper improves conformal prediction by analyzing the beta law of conditional coverage.
problem Improving finite-sample marginal coverage guarantees for non-i.i.d. data.
method The method uses Wasserstein distances to quantify deviations from the beta law of conditional coverage.
result The framework provides direct bounds on marginal coverage gaps and bad-calibration probabilities.
We propose a general model explanation system (MES) for "explaining" the output of black box classifiers. This paper describes extensions to Turner (2015), which is referred to frequently in the text. We use the motivating example of a classifier trained to detect fraud in a credit card transaction history. The key asp…
Predicts cryptocurrency pump probability using sequence-based neural networks.
problem Detecting pump-and-dump schemes in cryptocurrency markets.
method Developed a sequence-based neural network (SNN) that encodes historical P&D events into sequences for prediction.
result SNN improves prediction accuracy by leveraging positional attention to extract useful information.
Analyzes explaining nonlinear model predictions.
problem Understanding the contribution of inputs to outputs in nonlinear models.
method Merges integrated gradient and deep Taylor decomposition methods.
result Provides a natural reference point for model at use.
A new method estimates uncertainty without explicit prediction models.
problem Costly data acquisition in machine learning.
method Distance-weighted Class Impurity method for uncertainty estimation.
result Distance-weighted Class Impurity effectively estimates uncertainty without prediction models.
Conformal Alignment ensures trustworthy outputs from foundation models.
problem Ensuring outputs from foundation models align with human values in high-stakes tasks.
method A framework that trains an alignment predictor using reference data to select trustworthy outputs.
result Conformal Alignment accurately identifies trustworthy outputs via lightweight training over moderate reference data.
The paper proposes a method to improve sales forecasts by selecting optimal reference classes.
problem Improving forecasts of sales growth exposed to behavioural bias.
method Finding optimal reference classes for each company based on specific predictors and matching forecast distributions to actual sales.
result The past operating margins are strong predictors for future sales distributions.
Transformers approximate Bayesian posteriors but not exactly.
problem Bayesian accounts of in-context learning face challenges due to task-preserving order changes in transformers.
method Showed that excess prequential code length is exactly cumulative predictive KL, decomposing expected regret into order-averaged predictor and order-averaging gain.
result Transformers approximate Bayesian posteriors but not exactly, priced by log loss.
A theoretical study is presented for a simple linear classifier called reference distance estimator (RDE), which assigns the weight of each feature j as P(r|j)-P(r), where r is a reference feature relevant to the target class y. The analysis shows that if r performs better than random guess in predicting y and is condi…
Audit financial machine learning workflows to detect spurious predictability.
problem Spurious predictability in financial machine learning models.
method Falsification audit testing predictive workflows against synthetic environments.
result Many apparent financial predictions are artifacts, not genuine.
Deep learning model integrates SMILES and molecular descriptors for EGFR inhibitor prediction.
problem Improving drug discovery by integrating structural and property data.
method Attention-based deep learning architecture trained on SMILES and molecular descriptors.
result Max MCC 0.58 and AUC 90% on EGFR inhibitors dataset, outperforming reference model.
Study evaluates uncertainty quantification for atomistic neural networks, revealing complex relationships between error and uncertainty.
problem Uncertainty quantification for predictions of atomistic neural networks.
method Modified PhysNet NN architecture, evaluated with various metrics, analyzed QM9 and tautomerization reaction databases.
result Error and uncertainty are not linearly related; redundancy and noise complicate predictions, especially for small changes.
Adversarial weight perturbations can inject backdoors into trained neural models.
problem Security risk of using publicly available trained models due to backdoors.
method Extended adversarial perturbations to model weights, using a composite loss and projected gradient descent.
result Adversarial weight perturbations can be successfully injected with very small changes, exposing security risks across various tasks.
Study asset pricing with reference-dependent preferences, finding matching equity premia.
problem Understanding asset pricing under reference-dependent preferences.
method Discrete-time consumption-based capital asset pricing model with reference-dependent preferences.
result Models can generate equity premia matching empirical estimates, showing procyclical price-dividend ratio and countercyclical equity premium.
A method for training neural networks with few data by mimicking predictions.
problem Training neural networks with limited labeled data.
method Pseudo example optimization to mimic predictions of robust reference models.
result The method outperforms other baselines on benchmark datasets.
Proposes a new prior for complex models to improve prediction accuracy.
problem Difficulty in specifying priors for complex models like neural networks.
method Predictive complexity priors defined by comparing model predictions to a reference model, transferred to parameters via change of variables.
result Improves model predictions by reducing unintuitive effects of traditional priors.
New method for sorting with interacting criteria using value functions and convex programming.
problem Learning models for sorting with interacting criteria.
method Additive piecewise-linear value function, convex quadratic programming, regularization, classification methods.
result The proposed method outperforms classical methods in sorting tasks.
The paper addresses the reliability of conformal prediction under covariate shift.
problem Ensuring reliable prediction sets under covariate shift.
method Derives upper bounds on training-conditional coverage.
result Offers PAC guarantees for conformal prediction methods.
A new framework for structured prediction on non-vectorial spaces.
problem Structured prediction on non-vectorial output spaces.
method Defining a suitable geometry for implicit loss functions.
result Efficient algorithmic framework with sharp statistical analysis.
Recently, many regularized procedures have been proposed for variable selection in linear regression, but their performance depends on the tuning parameter selection. Here a criterion for the tuning parameter selection is proposed, which combines the strength of both stability selection and cross-validation and therefo…
A simpler cost-sensitive encoding method improves multi-label classification performance.
problem Cost-sensitive multi-label classification challenges.
method Cost-sensitive reference pair encoding (CSRPE) with cluster-based encoding, weight-based training, and voting-based decoding.
result CSRPE outperforms state-of-the-art algorithms across various MLC criteria.
New method narrows prediction intervals for individual treatment effects.
problem Insufficiently conservative prediction intervals for individual treatment effects.
method Conformal inference using conditional density estimates.
result Narrower prediction intervals compared to existing methods.
Autoencoder learns graph representations for link prediction and node classification.
problem Link prediction and semi-supervised node classification on graphs.
method A novel autoencoder architecture for joint local graph structure and node feature learning.
result Significant improvement over related methods for graph representation learning.
New method predicts outcomes even when some factors are not used in models.
problem Predicting outcomes under runtime confounding where some factors are unavailable.
method Doubly-robust procedure for counterfactual predictions.
result Method often outperforms competing approaches in runtime confounding.
Unified approach combines prediction-powered inference and variance reduction for semi-supervised optimization.
problem Scarcity of labeled data in semi-supervised optimization.
method PPI-SVRG, combining PPI and SVRG methods.
result Unified convergence bound with improved performance under label scarcity.
PAS improves estimation of multiple means using ML predictions and shrinkage.
problem Improving statistical estimates with limited gold-standard data and noisy ML predictions.
method Prediction-Powered Adaptive Shrinkage (PAS) that combines PPI with empirical Bayes shrinkage.
result PAS adapts to the reliability of ML predictions and outperforms traditional methods in large-scale applications.