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.
Active learning aims to obtain a classifier of high accuracy by using fewer label requests in comparison to passive learning by selecting effective queries. Many active learning methods have been developed in the past two decades, which sample queries based on informativeness or representativeness of unlabeled data poi…
We formalize the notion of nesting probabilistic programming queries and investigate the resulting statistical implications. We demonstrate that while query nesting allows the definition of models which could not otherwise be expressed, such as those involving agents reasoning about other agents, existing systems take …
Overlapping clusters are common in models of many practical data-segmentation applications. Suppose we are given n elements to be clustered into k possibly overlapping clusters, and an oracle that can interactively answer queries of the form "do elements u and v belong to the same cluster?" The goal is to recov…
In many real-world machine learning applications, unlabeled data are abundant whereas class labels are expensive and scarce. An active learner aims to obtain a model of high accuracy with as few labeled instances as possible by effectively selecting useful examples for labeling. We propose a new selection criterion tha…
Statistical query (SQ) algorithms are algorithms that have access to an {\em SQ oracle} for the input distribution D instead of i.i.d.~ samples from D. Given a query function φ:X→[−1,1], the oracle returns an estimate of Ex∼D[φ(x)] within some tolerance τφ that roughly corresponds t…
In this paper we address cardinality estimation problem which is an important subproblem in query optimization. Query optimization is a part of every relational DBMS responsible for finding the best way of the execution for the given query. These ways are called plans. The execution time of different plans may differ b…
The study examines how many samples are needed to minimize a noisy convex function with inaccurate gradient estimates.
problem Determining the number of samples needed to minimize a noisy convex function with inaccurate gradient estimates.
method Using Stochastic Convex Optimization as a case study, the study analyzes the relationship between the number of samples and the accuracy of gradient estimates.
result The study provides partial answers to the question, showing that a general analyst requires Ω(1/ε3) samples and that under certain assumptions, ildeΩ(1/ε2.5) samples are necessary for gradient descent to interact with the oracle.
We study active learning where the labeler can not only return incorrect labels but also abstain from labeling. We consider different noise and abstention conditions of the labeler. We propose an algorithm which utilizes abstention responses, and analyze its statistical consistency and query complexity under fairly nat…
The study sets limits on how well halfspaces can be learned when labels are corrupted.
problem Learning halfspaces in the presence of Massart noise.
method Statistical query (SQ) lower bounds.
result No SQ algorithm can achieve misclassification error better than the corruption rate η with superpolynomial accuracy or a superpolynomial number of queries.
A common problem in disciplines of applied Statistics research such as Astrostatistics is of estimating the posterior distribution of relevant parameters. Typically, the likelihoods for such models are computed via expensive experiments such as cosmological simulations of the universe. An urgent challenge in these rese…
New algorithms learn multi-index models via harmonic analysis, achieving statistical and computational trade-offs.
problem Learning multi-index models with unknown projections of input data.
method Exploiting the equivariance of the problem under the orthogonal group, we derive lower bounds and construct spectral algorithms based on harmonic tensor unfolding.
result Achieve statistical and computational trade-offs between sample and runtime complexity.
Estimating the normalizing constant of an unnormalized probability distribution has important applications in computer science, statistical physics, machine learning, and statistics. In this work, we consider the problem of estimating the normalizing constant Z=∫Rde−f(x)dx to within a m…