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.
We use online convex optimization (OCO) for setpoint tracking with uncertain, flexible loads. We consider full feedback from the loads, bandit feedback, and two intermediate types of feedback: partial bandit where a subset of the loads are individually observed and the rest are observed in aggregate, and Bernoulli feed…
We consider the multi armed bandit problem in non-stationary environments. Based on the Bayesian method, we propose a variant of Thompson Sampling which can be used in both rested and restless bandit scenarios. Applying discounting to the parameters of prior distribution, we describe a way to systematically reduce the …
In stochastic multi-armed bandits, the reward distribution of each arm is assumed to be stationary. This assumption is often violated in practice (e.g., in recommendation systems), where the reward of an arm may change whenever is selected, i.e., rested bandit setting. In this paper, we consider the non-parametric rott…
We consider the problem of contextual bandits with stochastic experts, which is a variation of the traditional stochastic contextual bandit with experts problem. In our problem setting, we assume access to a class of stochastic experts, where each expert is a conditional distribution over the arms given a context. We p…
Motivated by online recommendation and advertising systems, we consider a causal model for stochastic contextual bandits with a latent low-dimensional confounder. In our model, there are L observed contexts and K arms of the bandit. The observed context influences the reward obtained through a latent confounder var…
Most recommender systems recommend a list of items. The user examines the list, from the first item to the last, and often chooses the first attractive item and does not examine the rest. This type of user behavior can be modeled by the cascade model. In this work, we study cascading bandits, an online learning variant…
As the advancement of information security, human recognition as its core technology, has absorbed an increasing amount of attention in the past few years. A myriad of biometric features including fingerprint, face, iris, have been applied to security systems, which are occasionally considered vulnerable to forgery and…
Training of one-vs.-rest SVMs can be parallelized over the number of classes in a straight forward way. Given enough computational resources, one-vs.-rest SVMs can thus be trained on data involving a large number of classes. The same cannot be stated, however, for the so-called all-in-one SVMs, which require solving a …
Machine learning techniques have gained prominence for the analysis of resting-state functional Magnetic Resonance Imaging (rs-fMRI) data. Here, we present an overview of various unsupervised and supervised machine learning applications to rs-fMRI. We present a methodical taxonomy of machine learning methods in resting…
Resting-state functional MRI (rs-fMRI) is a rich imaging modality that captures spontaneous brain activity patterns, revealing clues about the connectomic organization of the human brain. While many rs-fMRI studies have focused on static measures of functional connectivity, there has been a recent surge in examining th…
This paper proposes a practical approach for automatic sleep stage classification based on a multi-level feature learning framework and Recurrent Neural Network (RNN) classifier using heart rate and wrist actigraphy derived from a wearable device. The feature learning framework is designed to extract low- and mid-level…
We present a method for fast resting-state fMRI spatial decomposi-tions of very large datasets, based on the reduction of the temporal dimension before applying dictionary learning on concatenated individual records from groups of subjects. Introducing a measure of correspondence between spatial decompositions of rest …
The functional significance of resting state networks and their abnormal manifestations in psychiatric disorders are firmly established, as is the importance of the cortical rhythms in mediating these networks. Resting state networks are known to undergo substantial reorganization from childhood to adulthood, but wheth…
REST framework predicts stock trends by considering stock-specific and related-stock events.
problem Predicting stock trends using event information from news, social media, and discussion boards.
method REST framework addresses two main shortcomings of existing event-driven methods: stock-specific event influence and related-stock event influence.
result REST framework achieves higher investment returns compared to baselines.
In this paper we investigate the usage of adversarial perturbations for the purpose of privacy from human perception and model (machine) based detection. We employ adversarial perturbations for obfuscating certain variables in raw data while preserving the rest. Current adversarial perturbation methods are used for dat…
Dynamic functional connectivity (FC) has in recent years become a topic of interest in the neuroimaging community. Several models and methods exist for both functional magnetic resonance imaging (fMRI) and electroencephalography (EEG), and the results point towards the conclusion that FC exhibits dynamic changes. The e…
Resting-state brain networks represent the intrinsic state of the brain during the majority of cognitive and sensorimotor tasks. However, no study has yet presented concise predictors of task-induced vigilance variability from spectrospatial features of the pre-task, resting-state electroencephalograms (EEG). We asked …