New method handles correlated responses and interaction effects in multi-response regression.
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.
Trend · papers per month
We propose and analyze sequential design methods for the problem of ranking several response surfaces. Namely, given response surfaces over a continuous input space , the aim is to efficiently find the index of the minimal response across the entire . The response surfaces are not known and ha…
New method estimates treatment-response curves with covariate and timing measurement errors.
We study the problem of estimating the continuous response over time to interventions using observational time series---a retrospective dataset where the policy by which the data are generated is unknown to the learner. We are motivated by applications where response varies by individuals and therefore, estimating resp…
Enhances traditional MV model for socially responsible investors.
An important, yet largely unstudied, problem in student data analysis is to detect misconceptions from students' responses to open-response questions. Misconception detection enables instructors to deliver more targeted feedback on the misconceptions exhibited by many students in their class, thus improving the quality…
In this paper, we propose deep learning algorithms for ranking response surfaces, with applications to optimal stopping problems in financial mathematics. The problem of ranking response surfaces is motivated by estimating optimal feedback policy maps in stochastic control problems, aiming to efficiently find the index…
New framework for managing medical risks using convex responses.
Demand response is designed to motivate electricity customers to modify their loads at critical time periods. The accurate estimation of impact of demand response signals to customers' consumption is central to any successful program. In practice, learning these response is nontrivial because operators can only send a …
New method for explaining dialogue response generation models.
Study optimizes classifiers for credit card mail campaigns and default prediction.
GPIRT uses Gaussian processes to estimate latent traits and IRFs from binary responses.
Hyperparameter optimization can be formulated as a bilevel optimization problem, where the optimal parameters on the training set depend on the hyperparameters. We aim to adapt regularization hyperparameters for neural networks by fitting compact approximations to the best-response function, which maps hyperparameters …
The paper provides risk bounds for learning many response functions using linear regression.
Study on recovering sparse linear classifiers from mixed binary responses.
FSPool improves set prediction accuracy and convergence.
Proposes a method for generating prediction intervals in dose-response models using conformal prediction.
Extends RRR to capture nonlinear interactions in multi-response regression.
We consider interactive learning and covering problems, in a setting where actions may incur different costs, depending on the response to the action. We propose a natural greedy algorithm for response-dependent costs. We bound the approximation factor of this greedy algorithm in active learning settings as well as in …
Multivariate regression model is a natural generalization of the classical univari- ate regression model for fitting multiple responses. In this paper, we propose a high- dimensional multivariate conditional regression model for constructing sparse estimates of the multivariate regression coefficient matrix that accoun…
Study develops efficient algorithm for probabilistic penetration response of composite plates.
FEA-Net uses physics knowledge to predict material responses efficiently.
Bayesian optimization (BO) aims to minimize a given blackbox function using a model that is updated whenever new evidence about the function becomes available. Here, we address the problem of BO under partially right-censored response data, where in some evaluations we only obtain a lower bound on the function value. T…
We consider the problem of estimating a sparse multi-response regression function, with an application to expression quantitative trait locus (eQTL) mapping, where the goal is to discover genetic variations that influence gene-expression levels. In particular, we investigate a shrinkage technique capable of capturing a…
Proposes -IRT, a new IRT model with enhanced discrimination estimation.
A new method for unfolding histograms without matrix inversion.
A hybrid method combines model-based and data-driven approaches for multiscale constitutive responses.
Detects physiological patterns to hemodynamic stress using unsupervised deep learning.
Automates U.S. visa petition document classification and RFE response generation.
Protocol minimizes disclosure in classification tasks.
The study optimizes sampling in complex systems with probabilistic response distributions.
When simulating a complex stochastic system, the behavior of output response depends on input parameters estimated from finite real-world data, and the finiteness of data brings input uncertainty into the system. The quantification of the impact of input uncertainty on output response has been extensively studied. Most…
CAG method predicts nonlinear solid mechanics responses in real-time with high accuracy and efficiency.
Unified framework for binary responses using AUC loss and low-rank constraint.
Robust Conformalized Selection controls FDR under noisy responses.
There are non-vanishing price responses across different stocks in correlated financial markets. We further study this issue by performing different averages, which identify active and passive cross-responses. The two average cross-responses show different characteristic dependences on the time lag. The passive cross-r…
Neural pedagogical agent updates user models in real-time for mobile education apps.
Group model selection is the problem of determining a small subset of groups of predictors (e.g., the expression data of genes) that are responsible for majority of the variation in a response variable (e.g., the malignancy of a tumor). This paper focuses on group model selection in high-dimensional linear models, in w…
Automated scoring engines are increasingly being used to score the free-form text responses that students give to questions. Such engines are not designed to appropriately deal with responses that a human reader would find alarming such as those that indicate an intention to self-harm or harm others, responses that all…
Class incremental learning refers to a special multi-class classification task, in which the number of classes is not fixed but is increasing with the continual arrival of new data. Existing researches mainly focused on solving catastrophic forgetting problem in class incremental learning. To this end, however, these m…
Previous studies of the stock price response to individual trades focused on single stocks. We empirically investigate the price response of one stock to the trades of other stocks. How large is the impact of one stock on others and vice versa? -- This impact of trades on the price change across stocks appears to be tr…
We study the following basic machine learning task: Given a fixed set of -dimensional input points for a linear regression problem, we wish to predict a hidden response value for each of the points. We can only afford to attain the responses for a small subset of the points that are then used to construct linear pre…
We consider the problem of impulse response estimation of stable linear single-input single-output systems. It is a well-studied problem where flexible non-parametric models recently offered a leap in performance compared to the classical finite-dimensional model structures. Inspired by this development and the success…
We consider learning high-dimensional multi-response linear models with structured parameters. By exploiting the noise correlations among responses, we propose an alternating estimation (AltEst) procedure to estimate the model parameters based on the generalized Dantzig selector. Under suitable sample size and resampli…
Functional PLS improves prediction and inference for scalar responses from functional predictors.
Missing responses is a missing data format in which outcomes are not always observed. In this work we develop kernel machines that can handle missing responses. First, we propose a kernel machine family that uses mainly the complete cases. For the quadratic loss, we then propose a family of doubly-robust kernel machine…
Root-finding methods improve efficiency of conformal prediction sets.
Neural network predicts functional responses from scalar inputs.