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.
A new index rebalancing strategy reduces large constituent weights without undesirable effects.
A recently proposed clustering method, called the Nearest Descent (ND), can organize the whole dataset into a sparsely connected graph, called the In-tree. This ND-based Intree structure proves able to reveal the clustering structure underlying the dataset, except one imperfect place, that is, there are some undesired …
Previously, we proposed a physically-inspired method to construct data points into an effective in-tree (IT) structure, in which the underlying cluster structure in the dataset is well revealed. Although there are some edges in the IT structure requiring to be removed, such undesired edges are generally distinguishable…
A monopolist sells goods with possibly a characteristic consumers dislike (for instance, he sells random goods to risk averse agents), which does not affect the production costs. We investigate the question whether using undesirable goods is profitable to the seller. We prove that in general this may be the case, depen…
Predictive process monitoring is a family of techniques to analyze events produced during the execution of a business process in order to predict the future state or the final outcome of running process instances. Existing techniques in this field are able to predict, at each step of a process instance, the likelihood …
NPO method improves LLM unlearning without catastrophic collapse.
How can we design safe reinforcement learning agents that avoid unnecessary disruptions to their environment? We show that current approaches to penalizing side effects can introduce bad incentives, e.g. to prevent any irreversible changes in the environment, including the actions of other agents. To isolate the source…
Proposes a method for evaluating multiple dimensions of organizational effectiveness using DEA.
RePULSe improves language model alignment by reducing undesired outputs without sacrificing overall performance.
In our previous works, we proposed a physically-inspired rule to organize the data points into an in-tree (IT) structure, in which some undesired edges are allowed to occur. By removing those undesired or redundant edges, this IT structure is divided into several separate parts, each representing one cluster. In this w…
New algorithm mitigates misspecification amplification in regression models with covariate shift.
Recent reports have described that learning Bayesian networks are highly sensitive to the chosen equivalent sample size (ESS) in the Bayesian Dirichlet equivalence uniform (BDeu). This sensitivity often engenders some unstable or undesirable results. This paper describes some asymptotic analyses of BDeu to explain the …
This paper characterizes VAE training pathologies and their effects on tasks.
Given data with noisy labels, over-parameterized deep networks can gradually memorize the data, and fit everything in the end. Although equipped with corrections for noisy labels, many learning methods in this area still suffer overfitting due to undesired memorization. In this paper, to relieve this issue, we propose …
Causality violations are typically seen as unrealistic and undesirable features of a physical model. The following points out three reasons why causality violations, which Bonnor and Steadman identified even in solutions to the Einstein equation referring to ordinary laboratory situations, are not necessarily undesirab…
Investors can enhance their portfolios by strategically using LETFs, especially with dynamic strategies.
Ranking models are typically designed to provide rankings that optimize some measure of immediate utility to the users. As a result, they have been unable to anticipate an increasing number of undesirable long-term consequences of their proposed rankings, from fueling the spread of misinformation and increasing polariz…
Gradient-based optimization methods are the most popular choice for finding local optima for classical minimization and saddle point problems. Here, we highlight a systemic issue of gradient dynamics that arise for saddle point problems, namely the presence of undesired stable stationary points that are no local optima…
Study suggests using information flow measures to target interventions in neural networks.
Multiplicative noise, including dropout, is widely used to regularize deep neural networks (DNNs), and is shown to be effective in a wide range of architectures and tasks. From an information perspective, we consider injecting multiplicative noise into a DNN as training the network to solve the task with noisy informat…
There are two natural simplicial complexes associated to the noncrossing partition lattice: the order complex of the full lattice and the order complex of the lattice with its bounding elements removed. The latter is a complex that we call the noncrossing partition link because it is the link of an edge in the former. …
Natural gradient descent, which preconditions a gradient descent update with the Fisher information matrix of the underlying statistical model, is a way to capture partial second-order information. Several highly visible works have advocated an approximation known as the empirical Fisher, drawing connections between ap…
Our derivation of the distribution function for future returns is based on the risk neutral approach which gives a functional dependence for the European call (put) option price, C(K), given the strike price, K, and the distribution function of the returns. We derive this distribution function using for C(K) a Black-Sc…
Deep learning methods have recently achieved great empirical success on machine translation, dialogue response generation, summarization, and other text generation tasks. At a high level, the technique has been to train end-to-end neural network models consisting of an encoder model to produce a hidden representation o…
We show social events can be accurately predicted, but often undesirably.
ConvNets and Imagenet have driven the recent success of deep learning for image classification. However, the marked slowdown in performance improvement combined with the lack of robustness of neural networks to adversarial examples and their tendency to exhibit undesirable biases question the reliability of these metho…
Improved unlearning in LLMs using contrastive decoding.
The paper analyzes oversmoothing in GNNs and quantifies the effects of mixing and denoising.
Recent results show that important singularities in General Relativity can be naturally described in terms of finite and invariant canonical geometric objects. Consequently, one can write field equations which are equivalent to Einstein's at non-singular points, but in addition remain well-defined and smooth at singula…
The measurement and analysis of Electrodermal Activity (EDA) offers applications in diverse areas ranging from market research, to seizure detection, to human stress analysis. Unfortunately, the analysis of EDA signals is made difficult by the superposition of numerous components which can obscure the signal informatio…
While most current research in Reinforcement Learning (RL) focuses on improving the performance of the algorithms in controlled environments, the use of RL under constraints like those met in the video game industry is rarely studied. Operating under such constraints, we propose Hybrid SAC, an extension of the Soft Act…
The paper proposes a new policy for optimal treatment allocation based on quantile treatment effects.
Understanding proper distance measures between distributions is at the core of several learning tasks such as generative models, domain adaptation, clustering, etc. In this work, we focus on mixture distributions that arise naturally in several application domains where the data contains different sub-populations. For …
Reinforcement learning agents are prone to undesired behaviors due to reward mis-specification. Finding a set of reward functions to properly guide agent behaviors is particularly challenging in multi-agent scenarios. Inverse reinforcement learning provides a framework to automatically acquire suitable reward functions…
Graph Convolutional Networks (GCNs) have shown very powerful for graph data representation and learning tasks. Existing GCNs usually conduct feature aggregation on a fixed neighborhood graph in which each node computes its representation by aggregating the feature representations of all its neighbors which is biased by…
Financial contagion from liquidity shocks has being recently ascribed as a prominent driver of systemic risk in interbank lending markets. Building on standard compartment models used in epidemics, in this work we develop an EDB (Exposed-Distressed-Bankrupted) model for the dynamics of liquidity shocks reverberation be…
The dictionary-aided sparse regression (SR) approach has recently emerged as a promising alternative to hyperspectral unmixing (HU) in remote sensing. By using an available spectral library as a dictionary, the SR approach identifies the underlying materials in a given hyperspectral image by selecting a small subset of…
Probability distributions produced by the cross-entropy loss for ordinal classification problems can possess undesired properties. We propose a straightforward technique to constrain discrete ordinal probability distributions to be unimodal via the use of the Poisson and binomial probability distributions. We evaluate …
When predictions support decisions they may influence the outcome they aim to predict. We call such predictions performative; the prediction influences the target. Performativity is a well-studied phenomenon in policy-making that has so far been neglected in supervised learning. When ignored, performativity surfaces as…
Meta-gradient D4PG optimizes performance and constraint adherence in RL.
Visual question answering (VQA) models have been shown to over-rely on linguistic biases in VQA datasets, answering questions "blindly" without considering visual context. Adversarial regularization (AdvReg) aims to address this issue via an adversary sub-network that encourages the main model to learn a bias-free repr…
Paper introduces a method to predict molecule properties from diverse data sources.
RAFT fine-tunes models using high-quality samples to align them with human preferences.
Unbalanced minibatch Optimal Transport improves domain adaptation performance.
Improved root-finding method for smooth functions.
Motivated by the cosmic censorship conjecture in mathematical relativity, we establish the precise mass lower bound for an asymptotically flat Riemannian 3-manifold with nonnegative scalar curvature and minimal surface boundary, in terms of angular momentum and charge. In particular this result does not require the res…
Approximately, 50 million people in the world are affected by epilepsy. For patients, the anti-epileptic drugs are not always useful and these drugs may have undesired side effects on a patient's health. If the seizure is predicted the patients will have enough time to take preventive measures. The purpose of this work…
Authentication is a task aiming to confirm the truth between data instances and personal identities. Typical authentication applications include face recognition, person re-identification, authentication based on mobile devices and so on. The recently-emerging data-driven authentication process may encounter undesired …