Current economic theories miss most of economic dynamics.
problem Accuracy of economic theories and policies depend on economic variables and processes.
method Identify and analyze overlooked economic variables and processes.
result Many economic variables and processes not accounted for in current theories.
New methods explain NE embeddings by identifying key variables.
problem Lack of interpretability in NE techniques.
method Combining PCA, Q-residuals, Hotelling's T2, and visualization.
result Identifies discriminatory features not seen in standard approaches.
Neurons in higher cortical areas, such as the prefrontal cortex, are known to be tuned to a variety of sensory and motor variables. The resulting diversity of neural tuning often obscures the represented information. Here we introduce a novel dimensionality reduction technique, demixed principal component analysis (dPC…
New methods reveal colored Jones polynomials from quantum R-matrices and knot invariants.
problem Understanding colored Jones polynomials of knots.
method Two realizations: quantum R-matrices and refined quantum modularity conjecture.
result New insights into knot invariants from quantum R-matrices and matrix conjectures.
Dual random fields improve mineral potential predictions.
problem Limited understanding of multi-dimensional causalities and dependencies.
method Introduces dual random fields to pool response functions across the domain.
result Spatial inference and uncertainty assessment of response models and predictions.
AI systems that explain their decisions can be monitored for harmful intentions.
problem Monitoring AI systems' decision-making processes for harmful intentions is imperfect and can miss some misbehavior.
method Monitoring the chain of thought (CoT) of AI systems that communicate in human language.
result CoT monitoring is a promising but fragile approach to AI safety.
Medical imaging machine learning algorithms are usually evaluated on a single dataset. Although training and testing are performed on different subsets of the dataset, models built on one study show limited capability to generalize to other studies. While database bias has been recognized as a serious problem in the co…
Adversarial attacks found to be effective on code models.
problem Adversarial robustness of code models.
method Instantiated adversarial attacks for code, demonstrated vulnerability, and improved robustness.
result Neural models for code are vulnerable to adversarial attacks.
Machine learning uncovers hidden patterns in Calabi-Yau hypersurfaces.
problem Identifying and clustering Calabi-Yau hypersurfaces from weighted-P4s.
method Supervised and unsupervised machine learning techniques.
result High accuracy in predicting topological parameters and identifying hypersurfaces.
Early detection of breast cancer can increase treatment efficiency. Architectural Distortion (AD) is a very subtle contraction of the breast tissue and may represent the earliest sign of cancer. Since it is very likely to be unnoticed by radiologists, several approaches have been proposed over the years but none using …
IUPM monitors machine learning models under gradual shifts using optimal transport and active labeling.
problem Gradual distribution shifts lead to unnoticed accuracy declines in machine learning models.
method Incremental Uncertainty-aware Performance Monitoring (IUPM) using optimal transport and active labeling.
result IUPM outperforms existing baselines in gradual shift scenarios and guides label acquisition more effectively.
We present a supervised-learning algorithm from graph data (a set of graphs) for arbitrary twice-differentiable loss functions and sparse linear models over all possible subgraph features. To date, it has been shown that under all possible subgraph features, several types of sparse learning, such as Adaboost, LPBoost, …
NUTS mixing time scales as d^(1/4) for Gaussian distributions.
problem Improving the efficiency of the No-U-Turn Sampler (NUTS) for Gaussian distributions.
method Coupling argument leveraging geometric structure of Gaussian concentration, uniformity analysis of NUTS transitions.
result The mixing time of NUTS scales as d^(1/4) for Gaussian distributions, up to logarithmic factors.
Celiac Disease (CD) is a chronic autoimmune disease that affects the small intestine in genetically predisposed children and adults. Gluten exposure triggers an inflammatory cascade which leads to compromised intestinal barrier function. If this enteropathy is unrecognized, this can lead to anemia, decreased bone densi…
Network operators are generally aware of common attack vectors that they defend against. For most networks the vast majority of traffic is legitimate. However new attack vectors are continually designed and attempted by bad actors which bypass detection and go unnoticed due to low volume. One strategy for finding such …
The state price density of a basket, even under uncorrelated Black-Scholes dynamics, does not allow for a closed from density. (This may be rephrased as statement on the sum of lognormals and is especially annoying for such are used most frequently in Financial and Actuarial Mathematics.) In this note we discuss short …
This paper tackles label noise in deep learning for medical image analysis.
problem Label noise impacts deep learning models in medical image analysis.
method Review of state-of-the-art techniques and experiments with label noise in medical datasets.
result Developed new methods to combat label noise in deep models for medical image analysis.
Sales data in a commodity market (supermarket sales to consumers) has been analysed by studying the fluctuation spectrum and noise correlations. Three related products (ketchup, mayonnaise and curry sauce) have been analysed. Most noise in sales is caused by promotions, but here we focus on the fluctuations in baseline…
Researchers explore valuations on polyhedra and topological arrangements without imposing algebraic structures.
problem Understanding valuations on polyhedra and their connections to topological arrangements.
method Generalizes the setting of valuations on convex polyhedra to collections of defining hyperplanes without imposing algebraic structures.
result Uncovered a close relationship between scissors congruence problems and finite hyperplane arrangements.
In knot concordance three genera arise naturally, g(K), g_4(K), and g_c(K): these are the classical genus, the 4-ball genus, and the concordance genus, defined to be the minimum genus among all knots concordant to K. Clearly 0 <= g_4(K) <= g_c(K) <= g(K). Casson and Nakanishi gave examples to show that g_4(K) need not …
Polyhedra can mimic constant curvature surfaces, even with self-intersections.
problem Understanding curvature constraints in discrete vs. smooth settings.
method Constructive proof showing any surface can be realized as a polyhedral surface with uniform angular defect.
result Closed surfaces can be realized as polyhedral surfaces with constant angular defect.
We show that the cost of market orders and the profit of infinitesimal market-making or -taking strategies can be expressed in terms of directly observable quantities, namely the spread and the lag-dependent impact function. Imposing that any market taking or liquidity providing strategies is at best marginally profita…
SPECTRE defends against backdoor attacks by amplifying corrupted data's spectral signature.
problem Backdoor attacks that change model behavior with specific triggers.
method Robust covariance estimation to amplify spectral signature of poisoned data.
result Clean model is completely removed from backdoor, even in hard-to-detect cases.
The paper explores symplectic connections on homogeneous spaces, finding a unique invariant connection.
problem Existence and uniqueness of symplectic connections on symplectic reductive homogeneous spaces.
method Introduced a family of invariant connections and showed the existence of a unique symplectic connection.
result Found a unique symplectic connection ablas corresponding to a=b=frac13, which is Ricci-parallel. The paper shows how ignoring temporal context in recommender systems evaluation leads to false confidence, proposing a method to embed temporal context.
problem The discrepancy between offline and online recommender system performance evaluation.
method Proposes a training procedure to embed temporal context into recommender systems and validates its advantage using multi-objective optimization.
result Including temporal context in recommender systems evaluation can improve recall@20 by up to 20%.
New Bayesian method for sparse multidimensional item response theory.
problem Sparse interpretable explanations for questionnaire data.
method Bayesian EM algorithm for sparse factor loadings.
result Reliable recovery of factor dimensionality and latent structure.
This work studies the statistical performance of Sinkhorn iterations in estimating Schrödinger bridges.
problem Estimating Schrödinger bridges with limited samples.
method Intermediate Sinkhorn iterations applied to the time-dependent drifts of SDEs.
result Established a statistical bound on the squared total variation error of Sinkhorn bridge iterations.
In the noisy tensor completion problem we observe m entries (whose location is chosen uniformly at random) from an unknown n1×n2×n3 tensor T. We assume that T is entry-wise close to being rank r. Our goal is to fill in its missing entries using as few observations as possible. Let $n = \max(n…
Graph auto-encoders improve financial clustering using news and stock data.
problem Improving clustering of financial entities using multiple data sources.
method Applying graph deep learning to a finance graph with news co-occurrence and stock price data.
result Dual data sources (news and stock price) improve clustering purity to 64% compared to 32% and 42% for single data sources.
This work uncovers how model and data biases interact to cause unfairness in fraud detection.
problem Unfairness in fraud detection algorithms due to model and data biases.
method Taxonomy of data bias, hypotheses on fairness-accuracy trade-offs, real-world fraud use case study.
result Data bias affects fairness in expected value and variance, and simple pre-processing can balance group-wise error rates.
Bayesian inference reconstructs external potentials in DFT for many-particle systems.
problem Reconstructing external potentials in classical density-functional theory (DFT) for many-particle systems.
method Combines Bayesian inference with classical DFT to probabilistically reconstruct external potentials.
result Accurately infers external potentials and density profiles with uncertainty quantification.
Statistical inference is considered for variables of interest, called primary variables, when auxiliary variables are observed along with the primary variables. We consider the setting of incomplete data analysis, where some primary variables are not observed. Utilizing a parametric model of joint distribution of prima…
VC-PCR improves prediction by clustering correlated variables.
problem Decreased prediction accuracy due to cluster structure in predictor variables.
method Supervised variable selection and clustering to integrate cluster information into a sparse modeling process.
result VC-PCR achieves better prediction, variable selection, and clustering performance.
Study on inequalities for multinomial variables.
problem Understanding concentration inequalities for multinomial variables.
method Investigation of Dirichlet and Multinomial random variables.
result Results on concentration inequalities for multinomial variables.
In this paper, we propose multi-variable LSTM capable of accurate forecasting and variable importance interpretation for time series with exogenous variables. Current attention mechanism in recurrent neural networks mostly focuses on the temporal aspect of data and falls short of characterizing variable importance. To …
Variable importance is central to scientific studies, including the social sciences and causal inference, healthcare, and other domains. However, current notions of variable importance are often tied to a specific predictive model. This is problematic: what if there were multiple well-performing predictive models, and …
A neural network finds causal relationships among latent variables.
problem Learning causal structure among latent variables in high-dimensional data.
method Redundant Input Neural Network (RINN) with modified architecture and regularized objective function.
result The RINN method successfully recovers latent causal structure between input and output variables.
Proposes DVC for better variable selection in non-grid data.
problem Challenges of identifying important variables in non-grid data.
method Imposes chain structure on blocks of variables using step-wise greedy search.
result Outperforms other generic DNNs and classifiers.
Derives derivatives and geometric framework for functions with non-independent variables.
problem Characterizing functions with non-independent variables in probabilistic models.
method Derives actual and dependent partial derivatives, dependent Jacobian matrix, and tensor metric.
result Derives gradient, Hessian, and Taylor expansion for functions with non-independent variables.
A new distance for mixed-variable, hierarchical datasets with meta variables.
problem Heterogeneous datasets limit generalizability and performance in machine learning and optimization.
method Developed a modeling framework for mixed-variable and hierarchical domains with meta variables, and a novel distance function.
result The novel distance function allows comparison of heterogeneous datasets, improving model performance.
Extends effect variable concept to finite states for web search evaluation.
problem Finding effect of variant variables in changes of observable variables.
method Theoretical analysis and simultaneous distribution decomposition.
result States of extreme effect variable are minimally affected by variant and highly different in observable variable.
Unified Bayesian Optimisation for mixed variables improves performance.
problem Efficient optimisation of problems with both categorical and continuous variables.
method Derive value proposals from the Expected Improvement criterion to optimise both categorical and continuous variables under a single acquisition metric.
result Unified approach significantly outperforms existing methods across mixed-variable tasks.
A method to assess variable importance in complex predictive models.
problem Assessing the importance of variables in complex predictive models.
method Assigning relevance measures to each variable by comparing predictions with a ghost variable and analyzing joint effects.
result The method provides insights into variable importance and joint effects not available with other methods.
In this paper, we propose an interpretable LSTM recurrent neural network, i.e., multi-variable LSTM for time series with exogenous variables. Currently, widely used attention mechanism in recurrent neural networks mostly focuses on the temporal aspect of data and falls short of characterizing variable importance. To th…
Random Forest variable importance is improved by class balancing techniques.
problem Class imbalance problem in machine learning.
method Proposed a variable selection algorithm using RF variable importance and its confidence interval.
result Our algorithm efficiently selects an optimal feature set, leading to improved prediction performance.
Variable selection for Gaussian process models is often done using automatic relevance determination, which uses the inverse length-scale parameter of each input variable as a proxy for variable relevance. This implicitly determined relevance has several drawbacks that prevent the selection of optimal input variables i…
Knoop enhances variable selection with over-parameterization and knockoffs.
problem Challenges of variable selection in high-dimensional datasets.
method Generates knockoff variables, integrates them into an over-parameterized model, and uses anomaly-based significance tests.
result Superior performance in variable selection compared to existing methods.
A serious problem in learning probabilistic models is the presence of hidden variables. These variables are not observed, yet interact with several of the observed variables. Detecting hidden variables poses two problems: determining the relations to other variables in the model and determining the number of states of …