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.
Unified framework for fair regression in aware and unaware settings.
The paper shows FtU can reduce discrimination without sacrificing accuracy.
The paper explores fair regression and classification under demographic parity constraints.
In this article, we address the question of how non-knowledge about future events that influence economic agents' decisions in choice settings has been formally represented in economic theory up to date. To position our discussion within the ongoing debate on uncertainty, we provide a brief review of historical develop…
Unified approach to fair online learning with stochastic contexts.
Most of the data manipulation attacks on deep neural networks (DNNs) during the training stage introduce a perceptible noise that can be catered by preprocessing during inference or can be identified during the validation phase. Therefore, data poisoning attacks during inference (e.g., adversarial attacks) are becoming…
New algorithms tackle adversarial multi-player bandits with forced-collision communication.
Study subjective perception of low light restored images and develop an unsupervised QA model.
Update: The Cosmetic Surgery Conjecture modulo finitely many Dehn-filling coefficients has been a well-known classical result, so the first main result of this paper is not new. (But the author was initially unaware of this fact, and the tools and techniques used here are very different from all the classically known m…
Crowdsourcing utilizes the wisdom of crowds for collective classification via information (e.g., labels of an item) provided by labelers. Current crowdsourcing algorithms are mainly unsupervised methods that are unaware of the quality of crowdsourced data. In this paper, we propose a supervised collective classificatio…
We review two strands of conceptual approaches to the formal representation of a decision maker's non-knowledge at the initial stage of a static one-person, one-shot decision problem in economic theory. One focuses on representations of non-knowledge in terms of probability measures over sets of mutually exclusive and …
Since the latest financial crisis, the idea of systemic risk has received considerable interest. In particular, contagion effects arising from cross-holdings between interconnected financial firms have been studied extensively. Drawing inspiration from the field of complex networks, these attempts are largely unaware o…
Naive investors make riskier choices than optimal strategies in continuous-time finance.
Behavioral cloning reduces policy learning to supervised learning by training a discriminative model to predict expert actions given observations. Such discriminative models are non-causal: the training procedure is unaware of the causal structure of the interaction between the expert and the environment. We point out …
Learning to optimize has emerged as a powerful framework for various optimization and machine learning tasks. Current such "meta-optimizers" often learn in the space of continuous optimization algorithms that are point-based and uncertainty-unaware. To overcome the limitations, we propose a meta-optimizer that learns i…
Knowledge Graph (KG) embedding has attracted more attention in recent years. Most KG embedding models learn from time-unaware triples. However, the inclusion of temporal information beside triples would further improve the performance of a KGE model. In this regard, we propose ATiSE, a temporal KG embedding model which…
Describes representations of modular group into SL(3,R)/SO(3).
Implicit feedback is the simplest form of user feedback that can be used for item recommendation. It is easy to collect and domain independent. However, there is a lack of negative examples. Existing works circumvent this problem by making various assumptions regarding the unconsumed items, which fail to hold when the …
Low-dimensional probability models for local distribution functions in a Bayesian network include decision trees, decision graphs, and causal independence models. We describe a new probability model for discrete Bayesian networks, which we call an embedded Bayesian network classifier or EBNC. The model for a node g…
In principal-agent models, a principal offers a contract to an agent to perform a certain task. The agent exerts a level of effort that maximizes her utility. The principal is oblivious to the agent's chosen level of effort, and conditions her wage only on possible outcomes. In this work, we consider a model in which t…
The study defines backdoor detection in ML and proves its infeasibility.
AugMask trains diffusion models on incomplete tabular data by augmenting missing values and applying denoising supervision.
Proposes a method to infer the distributional impacts of predictive models on stakeholders.
We study the Dictionary Learning (aka Sparse Coding) problem of obtaining a sparse representation of data points, by learning \emph{dictionary vectors} upon which the data points can be written as sparse linear combinations. We view this problem from a geometry perspective as the spanning set of a subspace arrangement,…
Novel loss function improves few-shot classification performance.
Proposes DGCN with trajectory sampling for data-efficient policy search in MBRL.
The study connects fairness constraints with optimal transport to derive new insights in classification.
Financial markets investors are involved in many games -- they must interact with other agents to achieve their goals. Among them are those directly connected with their activity on markets but one cannot neglect other aspects that influence human decisions and their performance as investors. Distinguishing all subgame…
Derivatives, mostly in the form of gradients and Hessians, are ubiquitous in machine learning. Automatic differentiation (AD), also called algorithmic differentiation or simply "autodiff", is a family of techniques similar to but more general than backpropagation for efficiently and accurately evaluating derivatives of…
MMD test detects adversarial attacks by addressing kernel limitations and non-independence issues.
Assessing the fairness of a decision making system with respect to a protected class, such as gender or race, is challenging when class membership labels are unavailable. Probabilistic models for predicting the protected class based on observable proxies, such as surname and geolocation for race, are sometimes used to …
New algorithm tackles adversarial corruption in Lipschitz bandits with sub-linear regret.
This work tackles the problem of robust zero-shot planning in non-stationary stochastic environments. We study Markov Decision Processes (MDPs) evolving over time and consider Model-Based Reinforcement Learning algorithms in this setting. We make two hypotheses: 1) the environment evolves continuously with a bounded ev…
A new method predicts true classes from positive and unlabeled data with additional labeled observations.
Depression is one of the most common mental health disorders, and a large number of depressed people commit suicide each year. Potential depression sufferers usually do not consult psychological doctors because they feel ashamed or are unaware of any depression, which may result in severe delay of diagnosis and treatme…
Few quantum measurements limit learning entanglement.
SAFER method certifies robustness to word substitutions without model structure.
Modern Internet services, such as those at Google, Yahoo!, and Amazon, handle billions of requests per day on clusters of thousands of computers. Because these services operate under strict performance requirements, a statistical understanding of their performance is of great practical interest. Such services are model…
Neural networks help auditors efficiently assess financial statements by learning underlying data patterns.
Generates positive examples from noisy data streams.
A deep RL framework optimizes resource allocation in wireless networks.
Online news recommender systems aim to address the information explosion of news and make personalized recommendation for users. In general, news language is highly condensed, full of knowledge entities and common sense. However, existing methods are unaware of such external knowledge and cannot fully discover latent k…
Paper improves reinforcement learning in multi-scene tasks.
New algorithm reduces regret in stochastic shortest path problems.
In order to help undergraduate students towards successfully completing their degrees, developing tools that can assist students during the course selection process is a significant task in the education domain. The optimal set of courses for each student should include courses that help him/her graduate in a timely fa…
Study robust control for systems with continuous states using adversarial perturbations.
Proposes LVGP for multi-source data fusion in science and engineering.
Extracting the underlying low-dimensional space where high-dimensional signals often reside has long been at the center of numerous algorithms in the signal processing and machine learning literature during the past few decades. At the same time, working with incomplete (partly observed) large scale datasets has recent…