Algorithm finds significant sub-interval relationships in time series data.
problem Finding meaningful interactions in small sub-intervals of time series data.
method Fast-optimal guaranteed algorithm for sub-interval relationships (SIR).
result Algorithm identifies SIR relationships that are prominent in specific sub-intervals.
Time-series data is being increasingly collected and stud- ied in several areas such as neuroscience, climate science, transportation, and social media. Discovery of complex patterns of relationships between individual time-series, using data-driven approaches can improve our understanding of real-world systems. While …
Variational autoencoder models dynamic latent graphs for neural point processes.
problem Modeling event dynamics with changing trends over time.
method Sequential latent variable model with dynamic latent graphs.
result Higher accuracy in predicting inter-event times and event types.
Many tasks in natural language understanding require learning relationships between two sequences for various tasks such as natural language inference, paraphrasing and entailment. These aforementioned tasks are similar in nature, yet they are often modeled individually. Knowledge transfer can be effective for closely …
Optimal online linear regression in dynamic environments using discounted Vovk-Azoury-Warmuth forecaster.
problem Achieving optimal performance in dynamic online linear regression without prior knowledge.
method Developed a discounted variant of the Vovk-Azoury-Warmuth forecaster to achieve optimal dynamic regret guarantees.
result Achieved dynamic regret of the form $O\left(d\log(T)\vee \sqrt{dP_{T}^γ(\vec{u})T}
ight)$, with a learnable discount factor.
We develop a model in which interactions between nodes of a dynamic network are counted by non homogeneous Poisson processes. In a block modelling perspective, nodes belong to hidden clusters (whose number is unknown) and the intensity functions of the counting processes only depend on the clusters of nodes. In order t…
Study predicts price predictability in ultra-high frequency financial data using entropy tests.
problem Tackles predictability of ultra-high frequency financial data.
method Develops statistical tests based on Shannon entropy and Kullback-Leibler divergence to analyze predictability.
result Degree of randomness increases with aggregation level in transaction time.
Parallel score matching accelerates DPM training and improves density estimation.
problem Extended training periods and limited modeling flexibility in DPMs.
method Partitioning the learning task into independent time sub-intervals and modeling the score at each time point separately.
result Significant acceleration of training process and improved density estimation performance.
New online conformal prediction methods minimize strongly adaptive regret and achieve near-optimal coverage.
problem Uncertainty quantification in online settings with changing data distributions.
method Developed new online conformal prediction methods that minimize strongly adaptive regret.
result Achieve near-optimal strongly adaptive regret and approximately valid coverage.
We characterize the communication complexity of the following distributed estimation problem. Alice and Bob observe infinitely many iid copies of ρ-correlated unit-variance (Gaussian or ±1 binary) random variables, with unknown ρ∈[−1,1]. By interactively exchanging k bits, Bob wants to produce an estimate $…
Sig-DEG speeds up diffusion models by distilling them into faster approximations.
problem Computational intensity of diffusion models at inference time.
method Signature-based differential equation generation to summarize Brownian motion.
result Sig-DEG reduces inference steps by an order of magnitude while maintaining generation quality.
Improved learning algorithm for first-price auctions reduces regret significantly.
problem Challenges in learning optimal bidding strategies for first-price auctions.
method Introduced novel ideas to achieve lower regret in sequential learning.
result Achieved log2(T) regret when opponents' bid distribution is known, and T1/3+ε regret in learning case. LoCEC classifies user relationships in large social networks, addressing sparsity issues.
problem Sparse relationship feature and label data in real social platforms.
method Local Community-based Edge Classification (LoCEC) framework with three-phase processing.
result Effective and efficient classification of user relationships in large-scale networks.
Proposes a method to generate realistic counterfactuals by learning relationships.
problem Counterfactual explanations often ignore intrinsic relationships between data attributes.
method Uses a variational auto-encoder to learn relationships and perturb the latent space.
result The model preserves relationships and generates realistic counterfactuals.
Modeling lead-lag relationship between two text corpora for improved topic modeling.
problem Recognizing the relationship between multiple text corpora for better topic modeling.
method Proposed a jointly dynamic topic model and embedding extension for large-scale text corpus.
result The proposed model can well recognize the lead-lag relationship between two text corpora and improve topic learning.
New method evaluates financial graphs for stock trend forecasting.
problem Lack of dynamic stock relationship graphs and evaluation methods.
method SPNews dataset and novel evaluation methods independent of downstream tasks.
result Evaluation methods can differentiate between various financial relationship graphs.
Previous models for learning entity and relationship embeddings of knowledge graphs such as TransE, TransH, and TransR aim to explore new links based on learned representations. However, these models interpret relationships as simple translations on entity embeddings. In this paper, we try to learn more complex connect…
Relationship lending is broadly interpreted as a strong partnership between a lender and a borrower. Nevertheless, we still lack consensus regarding how to quantify the strength of a lending relationship, while simple statistics such as the frequency and volume of loans have been used as proxies in previous studies. He…
Shifu2 discovers advisor-advisee relationships in collaboration networks.
problem Discovering hidden advisor-advisee relationships in scientific collaboration networks.
method Network Representation Learning (NRL) model, considering both network structure and node/edge semantics.
result Improved stability and effectiveness compared to state-of-the-art methods.
Algorithm detects lead-lag relationships in multivariate time series.
problem Understanding temporal dependencies between time series.
method Cluster-driven methodology based on dynamic time warping.
result Robust detection of lead-lag relationships in lagged multi-factor models.
Recently the interest of researchers has shifted from the analysis of synchronous relationships of financial instruments to the analysis of more meaningful asynchronous relationships. Both of those analyses are concentrated only on Pearson's correlation coefficient and thus intraday lead-lag relationships associated wi…
Study on the relationship between explanations and predictions in machine learning models.
problem Understanding the relationship between explanations and predictions in machine learning models.
method Causal inference to measure treatment effect on hyperparameters and inputs.
result The relationship between explanations and predictions is far from ideal, especially in high-performing models.
Proposes LSR-IGRU for improved stock trend prediction.
problem Challenges in stock price prediction due to complex relationships and nonlinear dynamics.
method Long short-term relationships matrix and improved GRU input for better temporal and relationship integration.
result Significantly improved accuracy in predicting stock trend changes.
For analysis of a high-dimensional dataset, a common approach is to test a null hypothesis of statistical independence on all variable pairs using a non-parametric measure of dependence. However, because this approach attempts to identify any non-trivial relationship no matter how weak, it often identifies too many rel…
This paper proposes a method to reveal task relationships in multi-task learning models using sparse graphs.
problem Understanding the underlying task relationships in multi-task learning models.
method Proposes a bilevel formulation of multi-task learning that induces sparse graphs.
result The method improves interpretability of multi-task learning models without sacrificing generalization performance.
Case Law has a significant impact on the proceedings of legal cases. Therefore, the information that can be obtained from previous court cases is valuable to lawyers and other legal officials when performing their duties. This paper describes a methodology of applying discourse relations between sentences when processi…
Study lead-lag relationships in foreign exchange markets using three approaches.
problem Lack of research on lead-lag relationships in foreign exchange markets.
method Three approaches: lagged correlations, lagged partial correlations, and Granger causality.
result Statistically significant lead-lag relationships found in some exchange rate pairs.
Proposes C2RM to mine cross-cryptocurrency relationships for better Bitcoin price prediction.
problem Limited consideration of historical relationships and interactions between cryptocurrencies for Bitcoin price prediction.
method C2RM module using Dynamic Time Warping for lead-lag relationship extraction and aggregation.
result Improves existing price prediction methods by significant performance improvement.
SMART combines decision trees and MARS for better regression modeling.
problem High variance in decision trees for continuous relationships, poor performance in MARS for discontinuities.
method SMART uses a decision tree to identify subsets with distinct continuous relationships, then applies MARS to fit these relationships independently.
result SMART improves regression performance over state-of-the-art methods in capturing discontinuities and continuous relationships.
New method uses SEMs to uncover cause-effect in manufacturing processes.
problem Complex cause-and-effect relationships in manufacturing processes.
method Using Structural Equation Models with non-linear relationships.
result More informative cause-effect relationships derived from data.
This paper presents a novel multitask multiple kernel learning framework that efficiently learns the kernel weights leveraging the relationship across multiple tasks. The idea is to automatically infer this task relationship in the \textit{RKHS} space corresponding to the given base kernels. The problem is formulated a…
Double autoencoder Ae2I improves missing value imputation in recommender systems.
problem Imputing missing values in tables using row-row and column-column relationships.
method Simultaneously uses row-row and column-column relationships through a double autoencoder.
result Ae2I outperforms state-of-the-art models in recommender systems. Bayesian method discovers local causal relationships among genes from gene expression data.
problem Discovering gene regulatory relationships from gene expression data.
method Bayesian approach scoring covariance structures for triplets of normally distributed variables, incorporating background knowledge as priors.
result Stable and conservative posterior probability estimates of local causal structures.
Paper uses HGNN to predict stock types from relationships and temporal data.
problem Predicting stock types from complex market data.
method Integrates stock relationships and temporal data using HGNN.
result Effective prediction of stock types with HGNN model.
A new method makes adversarial domain adaptation aware of class relationships.
problem Ignoring inter-class semantic relationships in domain adaptation.
method RADA algorithm that aligns inter-class dependencies learned from domain discriminator with those from label predictor.
result Improves performance on benchmark datasets by incorporating class relationships.
The existence of time-lagged cross-correlations between the returns of a pair of assets, which is known as the lead-lag relationship, is a well-known stylized fact in financial econometrics. Recently some continuous-time models have been proposed to take account of the lead-lag relationship. Such a model does not follo…
New method uses entropy to generate multiple plausible causal maps.
problem Learning causal relationships from noisy data can lead to artifacts in DAGs.
method Entropy-based inference to generate an ensemble of plausible causal graphs.
result Multiple causal maps consistent with underlying data variability.
We prove an exact relationship between the optimal denoising function and the data distribution in the case of additive Gaussian noise, showing that denoising implicitly models the structure of data allowing it to be exploited in the unsupervised learning of representations. This result generalizes a known relationship…
Rhino learns causal relationships from time series data with history-dependent noise.
problem Discovering causal relationships from time series data with non-linear relations, instantaneous effects, and history-dependent noise.
method Combines vector auto-regression, deep learning, and variational inference.
result Demonstrates better causal relationship discovery performance compared to baselines.
Multi-view data are increasingly prevalent in practice. It is often relevant to analyze the relationships between pairs of views by multi-view component analysis techniques such as Canonical Correlation Analysis (CCA). However, data may easily exhibit nonlinear relations, which CCA cannot reveal. We aim to investigate …
Bayesian model reduces stock volatility by identifying key cointegrated relationships.
problem Constructing low volatility stock portfolios from a large number of stocks.
method High dimensional Bayesian cointegration estimation.
result Portfolios with reduced volatility and persistence of cointegration relationships.
Causal inference concerns the identification of cause-effect relationships between variables. However, often only linear combinations of variables constitute meaningful causal variables. For example, recovering the signal of a cortical source from electroencephalography requires a well-tuned combination of signals reco…
Develops DDC to improve clustering with deep neural networks.
problem Low-level indiscriminative representations and lack of pattern relationships in traditional clustering methods.
method Introduces global and local constraints to a deep neural network for adaptive relationship estimation and high-level representation learning.
result DDC outperforms current methods on multiple datasets.
We introduce a guide to help deep learning practitioners understand and manipulate convolutional neural network architectures. The guide clarifies the relationship between various properties (input shape, kernel shape, zero padding, strides and output shape) of convolutional, pooling and transposed convolutional layers…
Applying machine learning in the health care domain has shown promising results in recent years. Interpretable outputs from learning algorithms are desirable for decision making by health care personnel. In this work, we explore the possibility of utilizing causal relationships to refine diagnostic prediction. We focus…
Method detects lead-lag relationships in multivariate time series.
problem Discovering lead-lag relationships in multivariate time series.
method Clustering-driven methodology using sliding window and various clustering techniques.
result Robust lead-lag estimates across clusters enhance consistent relationships identification.
Proposes a partially linear structure to capture nonlinear relationships in mixture of experts models.
problem Suboptimal estimates due to linearity assumption in mixture of experts models.
method Introduces a partially linear structure that incorporates unspecified functions to capture nonlinear relationships.
result Establishes the identifiability of the proposed model under mild conditions and introduces a practical estimation algorithm.
Mining relationships between treatment(s) and medical problem(s) is vital in the biomedical domain. This helps in various applications, such as decision support system, safety surveillance, and new treatment discovery. We propose a deep learning approach that utilizes both word level and sentence-level representations …