Detects student engagement states using unobtrusive appearance, context, and mouse data.
problem Detecting student engagement states in a classroom setting.
method Multimodal approach combining appearance, context, and mouse data; classifiers are fused at the decision level.
result Effective detection of student engagement states in a classroom setting.
Paper presents a lightweight, unobtrusive method to protect edge device data privacy.
problem Protecting inference data privacy in IoT edge devices with limited compute power.
method A lightweight neural network at edge devices to obfuscate inference data without indicating obfuscation.
result Effectively protects inference data confidentiality while preserving backend accuracy.
Compared to other biometrics, gait is difficult to conceal and has the advantage of being unobtrusive. Inertial sensors, such as accelerometers and gyroscopes, are often used to capture gait dynamics. These inertial sensors are commonly integrated into smartphones and are widely used by the average person, which makes …
SparseSense improves HAR from sparse sensor data, outperforming state-of-the-art models.
problem Learning activity recognition from highly sparse sensor data streams.
method Set-based neural networks for end-to-end learning from sparse data.
result Significant performance improvements in HAR from passive sensor datasets.
Study on adversarial attacks on user identification systems using motion sensors.
problem Adversarial attacks on deep learning models for user identification based on motion sensors.
method Study of adversarial example generation methods and their impact on user identification systems.
result Deep neural networks trained for user identification based on motion sensors are vulnerable to adversarial attacks, leading to high misclassification rates.
Smart devices of everyday use (such as smartphones and wearables) are increasingly integrated with sensors that provide immense amounts of information about a person's daily life such as behavior and context. The automatic and unobtrusive sensing of behavioral context can help develop solutions for assisted living, fit…
PPGnet model estimates heart rate from PPG signals without motion artifacts.
problem Wearable PPG devices struggle with motion artifacts.
method End-to-end deep learning model using 8-second PPG signals.
result Achieved mean absolute error of 3.36+-4.1 BPM on IEEE SPC 2015 dataset.
The monitoring of sleep patterns without patient's inconvenience or involvement of a medical specialist is a clinical question of significant importance. To this end, we propose an automatic sleep stage monitoring system based on an affordable, unobtrusive, discreet, and long-term wearable in-ear sensor for recording t…
Bluetooth data predicts depression severity, showing 18.8% extra variance.
problem Predicting depressive symptom severity using Bluetooth data.
method Extracted 49 Bluetooth features from NBDC data, used linear mixed-effect and hierarchical Bayesian linear regression models.
result Hierarchical Bayesian model achieved best prediction metrics (R2=0.526, RMSE=3.891).
Improved iterative methods for risk parity portfolio weights.
problem Solving for portfolio weights in risk parity allocation.
method Enhanced CCD and Newton methods, including a rescaling step and improved initial guess.
result Improved CCD method is the best, three times faster with 40% fewer iterations.
We describe a novel optimization method for finite sums (such as empirical risk minimization problems) building on the recently introduced SAGA method. Our method achieves an accelerated convergence rate on strongly convex smooth problems. Our method has only one parameter (a step size), and is radically simpler than o…
A new method combines Laplace and Variational Bayes for scalable inference.
problem Complex models and large datasets make exact inference infeasible.
method Low-Rank Variational Bayes Correction (VBC) using Laplace method and Variational Bayes correction in a lower dimension.
result The method ensures scalability in both model complexity and data size.
Unified framework for model explanation methods based on feature removal.
problem Unclear relationships and preferences among various model explanation methods.
method Characterizes removal-based explanations along three dimensions.
result Unified 26 existing methods, including widely used approaches.
This work reviews and evaluates methods for predicting prediction intervals in regression problems.
problem Calibration of prediction intervals in regression problems.
method Four classes of methods: Bayesian, ensemble, direct interval estimation, and conformal prediction.
result Conformal prediction can be used as a general calibration procedure.
Derives kernel PCA with Nyström method for scalability.
problem Scalability of kernel PCA.
method Nyström method for kernel PCA.
result Provides scalable alternative to full kernel PCA.
In this paper, the author considers the numerical computation of CVA for large systems by Mote Carlo methods. He introduces two types of stochastic mesh methods for the computations of CVA. In the first method, stochastic mesh method is used to obtain the future value of the derivative contracts. In the second method, …
Develops a fast method for pricing American options under variance gamma model.
problem Inefficient methods for pricing American options under variance gamma model.
method Inspired by quadratic approximation method, uses machine learning on pre-calculated quantities to reduce error.
result Proposed method is efficient and accurate for practical use.
New method combines spectral and sparse methods for Gaussian processes.
problem Efficiently fitting Gaussian processes to large datasets.
method Orthogonally decoupled variational Fourier features.
result Competitive performance on synthetic and real-world data.
Simple stochastic Newton and cubic Newton methods with fast convergence.
problem Minimizing large numbers of smooth and strongly convex functions.
method Stochastic Newton and cubic Newton methods with simple local linear-quadratic rates.
result Local linear-quadratic convergence results with fast adaptation to problem's curvature.
A comprehensive benchmark of 15 scRNA-seq imputation methods across various datasets and analyses.
problem Imputation of single-cell RNA sequencing data to recover latent transcriptional signals.
method Evaluation of 15 imputation methods across 30 datasets and 6 downstream analyses.
result Traditional methods generally outperform DL-based methods in scRNA-seq data analysis.
New methods using natural gradient for structured optimization.
problem Structured optimization problems.
method Structured second-order methods via natural gradient descent.
result Efficiency demonstrated on non-convex and deep learning problems.
Improved A2C method with lower variance.
problem Reducing variance in deep policy gradient methods.
method Using control variate theory, derived a new A2C formulation with lower variance.
result New A2C method has lower variance and improved performance.
Recently, {\it stochastic momentum} methods have been widely adopted in training deep neural networks. However, their convergence analysis is still underexplored at the moment, in particular for non-convex optimization. This paper fills the gap between practice and theory by developing a basic convergence analysis of t…
A new method speeds up deep neural network training.
problem Nonconvex optimization in deep neural networks.
method Scaled conjugate gradient method for nonconvex optimization.
result The method converges faster and achieves lower scores in practical applications.
We propose a new stochastic dual coordinate ascent technique that can be applied to a wide range of regularized learning problems. Our method is based on Alternating Direction Multiplier Method (ADMM) to deal with complex regularization functions such as structured regularizations. Although the original ADMM is a batch…
NCG methods improve shape optimization efficiency.
problem Shape optimization problems
method Nonlinear conjugate gradient methods
result NCG methods are efficient for shape optimization
Geometric methods study 3-manifold splittings.
problem Studying Heegaard splittings of 3-manifolds.
method Geometric approaches.
result Recent advances in geometric methods.
We propose two localized Radial Basis Function (RBF) methods, the Radial Basis Function Partition of Unity method (RBF-PUM) and the Radial Basis Function generated Finite Differences method (RBF-FD), for solving financial derivative pricing problems arising from market models with multiple stochastic factors. We demons…
Proposes UTC method for stock price prediction with uncertainty quantification.
problem Lack of uncertainty estimates in stock prediction methods.
method Combines TC method with probabilistic modeling for point and uncertainty predictions.
result UTC method achieves higher returns and lower risks than baselines.
Various approaches to gene selection for cancer classification based on microarray data can be found in the literature and they may be grouped into two categories: univariate methods and multivariate methods. Univariate methods look at each gene in the data in isolation from others. They measure the contribution of a p…
Survey of spectral, probabilistic, and deep metric learning methods.
problem Developing effective distance metrics for various machine learning tasks.
method Divided into spectral, probabilistic, and deep approaches, covering various techniques and their applications.
result Comprehensive overview of metric learning methods, including new developments and applications.
A novel weighted feature selection method using fuzzy sets improves classification accuracy and stability.
problem Improving feature selection accuracy and stability in machine learning models.
method Combination of four feature selection methods using fuzzy sets and bootstrap.
result Our method achieved significantly higher stability than individual methods.
New method improves accuracy in computing implied volatility.
problem Computing implied volatility from the Black-Scholes model.
method Adaptive gradient descent optimizers for numerical computation.
result More accurate results compared to close form approximation and Newton-Raphson method.
The paper examines Wiener process for LID estimation methods.
problem Estimating local intrinsic dimension in high-dimensional datasets.
method Investigates recent LID estimation methods from a Wiener process perspective.
result Explains how methods behave under non-ideal conditions.
Discuss ML methods for economists, highlighting better performance in econometrics.
problem Applying ML methods to econometrics problems.
method Supervised and unsupervised learning methods, matrix completion, causal inference, optimal policy estimation.
result ML methods often outperform traditional econometric methods in specific econometrics problems.
New method detects business-relevant outliers in e-commerce conversion rates.
problem Identifying outliers in e-commerce conversion rate data.
method A novel unsupervised fluid IQR method that adjusts sensitivity based on platform activity.
result Fluid IQR method outperforms existing methods in business-relevance and robustness.
Spectral methods of moments provide a powerful tool for learning the parameters of latent variable models. Despite their theoretical appeal, the applicability of these methods to real data is still limited due to a lack of robustness to model misspecification. In this paper we present a hierarchical approach to methods…
We propose an optimization method for minimizing the finite sums of smooth convex functions. Our method incorporates an accelerated gradient descent (AGD) and a stochastic variance reduction gradient (SVRG) in a mini-batch setting. Unlike SVRG, our method can be directly applied to non-strongly and strongly convex prob…
Medical image reconstruction advances from sparse models to machine learning.
problem Improving image quality and reducing noise in medical imaging.
method Iterative reconstruction, modified data acquisition methods, and machine learning models.
result Machine learning methods show promise in improving image quality.
R package for counterfactual explanation methods.
problem Lack of unified interfaces for counterfactual explanation methods.
method Developed a modular R6-based interface for three existing counterfactual methods and proposed extensions.
result Comparison of implemented methods' quality and runtime behavior.
We generalize Newton-type methods for minimizing smooth functions to handle a sum of two convex functions: a smooth function and a nonsmooth function with a simple proximal mapping. We show that the resulting proximal Newton-type methods inherit the desirable convergence behavior of Newton-type methods for minimizing s…
Derives new optimization methods using variational integrators.
problem Optimization methods in machine learning.
method Variational integrators and principles of Hamilton and Lagrange-d'Alembert.
result Derives two families of optimization methods, including Nesterov's accelerated gradient method.
A new method for faster optimization in high dimensions.
problem Slow convergence in high-dimensional optimization problems.
method Subspace cubic regularized Newton method within Krylov subspace.
result Achieves a dimension-independent convergence rate of O(1/mk + 1/k^2).
This paper provides mathematical foundations for regression methods used in forward initial margin approximation.
problem Developing robust methods for approximating forward initial margin.
method Introduces mathematical rigor to show that regression methods are variations of approximating the conditional expectation function.
result Each regression method is a numerical estimation of the conditional expectation with a different functional form.
We discuss various analytic and numerical methods that have been used to get option prices within a framework of the VG model. We show that some popular methods, for instance, Carr-Madan's FFT method could blow up for certain values of the model parameters even for an European vanilla option. Alternative methods - one …
The article derives a formula for predicting claims uncertainty using the GCC method.
problem Claims reserving uncertainty in non-life insurance modeling.
method Generalized Cape Cod (GCC) method, derived an analytical formula for MSEP.
result Derives an analytical formula for the mean squared error of prediction (MSEP) of the GCC method.
Statistical estimates can often be improved by fusion of data from several different sources. One example is so-called ensemble methods which have been successfully applied in areas such as machine learning for classification and clustering. In this paper, we present an ensemble method to improve community detection by…
We present the Variational Adaptive Newton (VAN) method which is a black-box optimization method especially suitable for explorative-learning tasks such as active learning and reinforcement learning. Similar to Bayesian methods, VAN estimates a distribution that can be used for exploration, but requires computations th…