This paper presents Sparse Partitioning, a Bayesian method for identifying predictors that either individually or in combination with others affect a response variable. The method is designed for regression problems involving binary or tertiary predictors and allows the number of predictors to exceed the size of the sa…
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
New framework IDOL identifies latent causal processes with instantaneous relations from time series data.
We consider inference about a scalar parameter under a non-parametric model based on a one-step estimator computed as a plug in estimator plus the empirical mean of an estimator of the parameter's influence function. We focus on a class of parameters that have influence function which depends on two infinite dimensiona…
Improved scalability and interpretability in training data attribution.
Intrinsically motivated reinforcement learning aims to address the exploration challenge for sparse-reward tasks. However, the study of exploration methods in transition-dependent multi-agent settings is largely absent from the literature. We aim to take a step towards solving this problem. We present two exploration m…
Study improves carbon price forecasting using quantile regression and feature selection.
There has been a lot of work fitting Ising models to multivariate binary data in order to understand the conditional dependency relationships between the variables. However, additional covariates are frequently recorded together with the binary data, and may influence the dependence relationships. Motivated by such a d…
Sparse APCA identifies sparse factors in financial returns over time.
Jointly learns feature and sample relevancies for robust sparse recovery.
SnAp approximates RTRL for online training of sparse recurrent networks.
New pruning methods improve dynamic sparse training performance.
When training data is sparse, more domain knowledge must be incorporated into the learning algorithm in order to reduce the effective size of the hypothesis space. This paper builds on previous work in which knowledge about qualitative monotonicities was formally represented and incorporated into learning algorithms (e…
This paper addresses the problem of inferring sparse causal networks modeled by multivariate auto-regressive (MAR) processes. Conditions are derived under which the Group Lasso (gLasso) procedure consistently estimates sparse network structure. The key condition involves a "false connection score." In particular, we sh…
Unsupervised exploration and representation learning become increasingly important when learning in diverse and sparse environments. The information-theoretic principle of empowerment formalizes an unsupervised exploration objective through an agent trying to maximize its influence on the future states of its environme…
We propose a dynamic edge exchangeable network model that can capture sparse connections observed in real temporal networks, in contrast to existing models which are dense. The model achieved superior link prediction accuracy on multiple data sets when compared to a dynamic variant of the blockmodel, and is able to ext…
This paper develops an active sensing method to estimate the relative weight (or trust) agents place on their neighbors' information in a social network. The model used for the regression is based on the steady state equation in the linear DeGroot model under the influence of stubborn agents, i.e., agents whose opinion…
This paper explores efficient neural networks by identifying sparse structures.
Domain adaptation framework identifies latent variables for target distribution identifiability.
Large SGD step sizes lead to sparse feature learning in neural networks.
New framework detects directional influence in multivariate time series.
Paper proposes an algorithm for robust estimation using Huber's criterion.
In this paper we study the problem of exact recovery of the pure-strategy Nash equilibria (PSNE) set of a graphical game from noisy observations of joint actions of the players alone. We consider sparse linear influence games --- a parametric class of graphical games with linear payoffs, and represented by directed gra…
PEAR dynamically reconfigures agent roles to prevent persistent biases in multi-agent debates.
Sparse rewards with different magnitudes speed up learning in model-based reinforcement learning.
We consider a distributed learning setup where a sparse signal is estimated over a network. Our main interest is to save communication resource for information exchange over the network and reduce processing time. Each node of the network uses a convex optimization based algorithm that provides a locally optimum soluti…
Proposes a novel neural architecture for sparse coding using learned greedy pursuit.
Bayesian modeling predicts hydroxide ion conductivity in polymer membranes.
The estimation of advantage is crucial for a number of reinforcement learning algorithms, as it directly influences the choices of future paths. In this work, we propose a family of estimates based on the order statistics over the path ensemble, which allows one to flexibly drive the learning process, towards or agains…
The paper studies how regularization parameters affect sparsity in deep neural networks.
In many applications of finance, biology and sociology, complex systems involve entities interacting with each other. These processes have the peculiarity of evolving over time and of comprising latent factors, which influence the system without being explicitly measured. In this work we present latent variable time-va…
Conformal predictors, introduced by Vovk et al. (2005), serve to build prediction intervals by exploiting a notion of conformity of the new data point with previously observed data. In the present paper, we propose a novel method for constructing prediction intervals for the response variable in multivariate linear mod…
The paper studies sparsity in EBF with hyperpriors and proposes a PALM algorithm.
New conditions show proxy data can improve policy learning in sparse expert data contexts.
This research improves neural network performance with adaptive activation functions in sparse data settings.
New SVM model balances sparsity and robustness in noisy data.
Prototype model improves model auditing and understanding.
This paper addresses the problem of scalable optimization for L1-regularized conditional Gaussian graphical models. Conditional Gaussian graphical models generalize the well-known Gaussian graphical models to conditional distributions to model the output network influenced by conditioning input variables. While highly …
Matrix factorization is a key component of collaborative filtering-based recommendation systems because it allows us to complete sparse user-by-item ratings matrices under a low-rank assumption that encodes the belief that similar users give similar ratings and that similar items garner similar ratings. This paradigm h…
Recommender systems leverage product and community information to target products to consumers. Researchers have developed collaborative recommenders, content-based recommenders, and (largely ad-hoc) hybrid systems. We propose a unified probabilistic framework for merging collaborative and content-based recommendations…
Study reveals benign overfitting in time series models with over-parameterization.
The paper analyzes how adversarial attacks affect sparse regression models.
Model predicts phytoplankton subpopulations based on environmental factors.
Establishes statistical and computational bounds for influence diagnostics.
Neural networks learn task-specific features, influenced by nonlinearity.
Dynamic Influence Tracker measures changing sample importance during model training.
Previous work has shown that popular trending events are important external factors which pose significant influence on user search behavior and also provided a way to computationally model this influence. However, their problem formulation was based on the strong assumption that each event poses its influence independ…
We address the problem of influence maximization when the social network is accompanied by diffusion cascades. In prior works, such information is used to compute influence probabilities, which is utilized by stochastic diffusion models in influence maximization. Motivated by the recent criticism on the effectiveness o…
RelatIF selects more intuitive training examples for explaining model predictions.