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.
Differential privacy is a mathematical framework for privacy-preserving data analysis. Changing the hyperparameters of a differentially private algorithm allows one to trade off privacy and utility in a principled way. Quantifying this trade-off in advance is essential to decision-makers tasked with deciding how much p…
Optimal defenses protect FL models from gradient reconstruction attacks.
problem Gradient reconstruction attacks compromise FL models by recovering original data from shared gradients.
method Derive a theoretical lower bound of reconstruction error, customize noise and pruning defenses, and achieve optimal trade-off between leakage and utility.
result Our methods outperform Gradient Noise and Pruning in protecting training data and maintaining model utility.
Data privacy is an important concern in machine learning, and is fundamentally at odds with the task of training useful learning models, which typically require the acquisition of large amounts of private user data. One possible way of fulfilling the machine learning task while preserving user privacy is to train the m…
Normalization layers improve the accuracy of Differentially Private training of deep neural networks.
problem Reduced accuracy in deep neural networks with Differentially Private training.
method Proposed a novel method for integrating batch normalization with Differentially Private Stochastic Gradient Descent (DPSGD) without additional privacy loss.
result Training deeper networks with better utility-privacy trade-off is possible.
Strategic information is valuable either by remaining private (for instance if it is sensitive) or, on the other hand, by being used publicly to increase some utility. These two objectives are antagonistic and leaking this information might be more rewarding than concealing it. Unlike classical solutions that focus on …
Link prediction (LP) algorithms propose to each node a ranked list of nodes that are currently non-neighbors, as the most likely candidates for future linkage. Owing to increasing concerns about privacy, users (nodes) may prefer to keep some of their connections protected or private. Motivated by this observation, our …
The paper analyzes how wealth affects investment strategies in incomplete markets.
problem Investment strategies in markets with incomplete information.
method Developed a five-component decomposition for optimal portfolio choice, solved explicitly for HARA utility and nonrandom interest rate, and used a stochastic volatility model for US equity data.
result Demonstrated the impacts of wealth-dependent utilities on optimal portfolio allocation, including cycle-dependence and hysteresis effect.
Differential privacy is a strong notion for privacy that can be used to prove formal guarantees, in terms of a privacy budget, ε, about how much information is leaked by a mechanism. However, implementations of privacy-preserving machine learning often select large values of ε in order to get acceptable utility of …
Gradient-based methods for optimisation of objectives in stochastic settings with unknown or intractable dynamics require estimators of derivatives. We derive an objective that, under automatic differentiation, produces low-variance unbiased estimators of derivatives at any order. Our objective is compatible with arbit…
Conformal-DP improves differential privacy on manifold data by calibrating perturbations based on local densities.
problem Lack of density-awareness in existing differential privacy mechanisms for manifold data leads to biased and suboptimal privacy-utility trade-offs.
method Proposes Conformal-DP, a density-aware differential privacy mechanism using conformal transformations to calibrate perturbations based on local densities.
result Demonstrates improved privacy-utility trade-off in heterogeneous data distribution settings compared to state-of-the-art mechanisms.
Learning data representations that are transferable and are fair with respect to certain protected attributes is crucial to reducing unfair decisions while preserving the utility of the data. We propose an information-theoretically motivated objective for learning maximally expressive representations subject to fairnes…
ML Compass helps organizations choose AI models that balance utility, cost, and compliance.
problem Selecting AI models that meet user utility, deployment costs, and compliance requirements.
method Develops ML Compass, a framework for constrained optimization over a capability-cost frontier, using internal measures and empirical data.
result ML Compass produces deployment-aware recommendations that differ from capability-only rankings, clarifying trade-offs between capability, cost, and safety.
Paper analyzes trade-offs between fairness, privacy, and accuracy using Chernoff Information.
problem The relationship between fairness and privacy in machine learning.
method Utilizes Chernoff Information to characterize trade-offs, proposes Chernoff Difference and Noisy Chernoff Difference, develops CINE for neural estimation.
result Shows three distinct behaviors of Noisy Chernoff Difference based on data distribution.
Faced with massive data, is it possible to trade off (statistical) risk, and (computational) space and time? This challenge lies at the heart of large-scale machine learning. Using k-means clustering as a prototypical unsupervised learning problem, we show how we can strategically summarize the data (control space) in …