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We introduce a novel framework for developing fully-automated trading model algorithms. Unlike the traditional approach, which is grounded in analytical complexity favored by most quantitative analysts, we propose a paradigm shift that…

Trading and Market Microstructure · Quantitative Finance 2025-01-13 James B. Glattfelder , Thomas Houweling , Richard B. Olsen

Machine Unlearning is an emerging paradigm for selectively removing the impact of training datapoints from a network. Unlike existing methods that target a limited subset or a single class, our framework unlearns all classes in a single…

Computer Vision and Pattern Recognition · Computer Science 2024-06-11 Samuele Poppi , Sara Sarto , Marcella Cornia , Lorenzo Baraldi , Rita Cucchiara

Event reweighting has been implemented in the NuWro neutrino event generator for a number of free theory parameters in the interaction model. Event reweighting is a key analysis technique, used to efficiently study the effect of neutrino…

High Energy Physics - Experiment · Physics 2017-10-11 Luke Pickering , Patrick Stowell , Jan Sobczyk

There is a growing use of neural network classifiers as unbinned, high-dimensional (and variable-dimensional) reweighting functions. To date, the focus has been on marginal reweighting, where a subset of features are used for reweighting…

Data Analysis, Statistics and Probability · Physics 2022-09-13 Benjamin Nachman , Jesse Thaler

In machine learning models, the estimation of errors is often complex due to distribution bias, particularly in spatial data such as those found in environmental studies. We introduce an approach based on the ideas of importance sampling to…

Machine Learning · Computer Science 2023-09-15 Boris Prokhorov , Diana Koldasbayeva , Alexey Zaytsev

This paper illustrates a generic method for multi-dimensional reweighting of $O(1)$ GeV neutrino interaction Monte Carlo samples. The reweighting is based on a Boosted Decision Tree algorithm trained on high-dimensional space in detector…

There is a great need for improved statistical sampling in a range of physical, chemical and biological systems. Even simulations based on correct algorithms suffer from statistical error, which can be substantial or even dominant when slow…

Computational Physics · Physics 2007-11-09 F. Marty Ytreberg , Daniel M. Zuckerman

Autoencoders are popular among neural-network-based matrix completion models due to their ability to retrieve potential latent factors from the partially observed matrices. Nevertheless, when training data is scarce their performance is…

Machine Learning · Computer Science 2018-07-06 Duc Minh Nguyen , Evaggelia Tsiligianni , Robert Calderbank , Nikos Deligiannis

A new optimization design is proposed for matrix completion by weighting the measurements and deriving the corresponding error bound. Accordingly, the Haplotype reconstruction using nuclear norm minimization with Weighted Constraint…

Signal Processing · Electrical Eng. & Systems 2021-01-13 Sina Majidian , M. Mohades , M. H. Kahaei

Collider data must be corrected for detector effects ("unfolded") to be compared with many theoretical calculations and measurements from other experiments. Unfolding is traditionally done for individual, binned observables without…

High Energy Physics - Phenomenology · Physics 2020-05-13 Anders Andreassen , Patrick T. Komiske , Eric M. Metodiev , Benjamin Nachman , Jesse Thaler

We present and analyze an efficient implementation of an iteratively reweighted least squares algorithm for recovering a matrix from a small number of linear measurements. The algorithm is designed for the simultaneous promotion of both a…

Numerical Analysis · Mathematics 2011-07-19 Massimo Fornasier , Holger Rauhut , Rachel Ward

Current deep neural networks (DNNs) can easily overfit to biased training data with corrupted labels or class imbalance. Sample re-weighting strategy is commonly used to alleviate this issue by designing a weighting function mapping from…

Machine Learning · Computer Science 2019-09-30 Jun Shu , Qi Xie , Lixuan Yi , Qian Zhao , Sanping Zhou , Zongben Xu , Deyu Meng

Partition refinement is a method for minimizing automata and transition systems of various types. Recently, we have developed a partition refinement algorithm that is generic in the transition type of the given system and matches the run…

Data Structures and Algorithms · Computer Science 2020-11-26 Thorsten Wißmann , Hans-Peter Deifel , Stefan Milius , Lutz Schröder

Matrix completion is a class of machine learning methods that concerns the prediction of missing entries in a partially observed matrix. This paper studies matrix completion for mixed data, i.e., data involving mixed types of variables…

Machine Learning · Statistics 2022-11-18 Yunxiao Chen , Xiaoou Li

We present a novel approach for the integration of scattering cross sections and the generation of partonic event samples in high-energy physics. We propose an importance sampling technique capable of overcoming typical deficiencies of…

High Energy Physics - Phenomenology · Physics 2020-04-29 Enrico Bothmann , Timo Janßen , Max Knobbe , Tobias Schmale , Steffen Schumann

Based on the property that solving the system of linear matrix equations via the column space and the row space projections boils down to an approximation in the least squares error sense, a formulation for learning the weight matrices of…

Machine Learning · Computer Science 2018-11-21 Kar-Ann Toh

The finite element method can be viewed as a machine that automates the discretization of differential equations, taking as input a variational problem, a finite element and a mesh, and producing as output a system of discrete equations.…

Numerical Analysis · Mathematics 2011-12-05 Anders Logg

We present an accelerated algorithm that samples correctly the thermodynamic ensemble in complex systems where the dynamics is controlled by activation barriers. The efficiency of the thermodynamically-weighted activation-relaxation…

Materials Science · Physics 2007-05-23 Normand Mousseau , G. T. Barkema

Theories of new physics often involve a large number of unknown parameters which need to be scanned. Additionally, a putative signal in a particular channel may be due to a variety of distinct models of new physics. This makes experimental…

High Energy Physics - Phenomenology · Physics 2015-06-19 James S. Gainer , Joseph Lykken , Konstantin T. Matchev , Stephen Mrenna , Myeonghun Park

Free energy profiles serve as a fundamental bridge between microscopic atomic fluctuations and macroscopic thermodynamic observables. Estimating the free energy profile along a reaction coordinate, referred to as the potential of mean force…