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Undirected graphical models are compact representations of joint probability distributions over random variables. To solve inference tasks of interest, graphical models of arbitrary topology can be trained using empirical risk minimization.…

Machine Learning · Computer Science 2020-10-23 Adarsh K. Jeewajee , Leslie P. Kaelbling

The missing data issue often complicates the task of estimating generalized linear models (GLMs). We describe why the pseudo-marginal Metropolis-Hastings algorithm, used in this setting, is an effective strategy for parameter estimation.…

Methodology · Statistics 2019-07-23 Taylor R. Brown , Timothy L. McMurry , Alexander Langevin

Automated machine learning (AutoML) aims to find optimal machine learning solutions automatically given a machine learning problem. It could release the burden of data scientists from the multifarious manual tuning process and enable the…

Machine Learning · Computer Science 2019-07-23 Yi-Wei Chen , Qingquan Song , Xia Hu

We present a framework for the automated measurement of responsible AI (RAI) metrics for large language models (LLMs) and associated products and services. Our framework for automatically measuring harms from LLMs builds on existing…

The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction accuracy or the so-called Area Under the Curve (AUC). Minimizing the reciprocals of these measures are the goals of…

Machine Learning · Statistics 2019-03-04 Hiva Ghanbari , Minhan Li , Katya Scheinberg

In many structured prediction problems, complex relationships between variables are compactly defined using graphical structures. The most prevalent graphical prediction methods---probabilistic graphical models and large margin…

Machine Learning · Statistics 2018-11-08 Rizal Fathony , Ashkan Rezaei , Mohammad Ali Bashiri , Xinhua Zhang , Brian D. Ziebart

Additive Manufacturing (AM) is a transformative manufacturing technology enabling direct fabrication of complex parts layer-be-layer from 3D modeling data. Among AM applications, the fabrication of Functionally Graded Materials (FGMs) has…

Machine Learning · Computer Science 2024-07-26 Mohammad Karimzadeh , Deekshith Basvoju , Aleksandar Vakanski , Indrajit Charit , Fei Xu , Xinchang Zhang

Regardless of the selected asset class and the level of model complexity (Transformer versus LSTM versus Perceptron/RNN), the GMADL loss function produces superior results than standard MSE-type loss functions and has better numerical…

Computational Finance · Quantitative Finance 2024-12-25 Jakub Michańków , Paweł Sakowski , Robert Ślepaczuk

Two popular forms of automated market makers are constant sum and constant product (CSMM and CPMM respectively). Each has its advantages and disadvantages: CSMMs have stable exchange rates but are vulnerable to arbitrage and can sometimes…

Trading and Market Microstructure · Quantitative Finance 2022-04-07 Alexander Port , Neelesh Tiruviluamala

Consider a regression model with infinitely many parameters and time series errors. We are interested in choosing weights for averaging across generalized least squares (GLS) estimators obtained from a set of approximating models. However,…

Statistics Theory · Mathematics 2016-10-05 Tzu-Chang F. Cheng , Ching-Kang Ing , Shu-Hui Yu

A family of loss functions built on pair-based computation have been proposed in the literature which provide a myriad of solutions for deep metric learning. In this paper, we provide a general weighting framework for understanding recent…

Computer Vision and Pattern Recognition · Computer Science 2020-03-24 Xun Wang , Xintong Han , Weilin Huang , Dengke Dong , Matthew R. Scott

The linear Markov Decision Process (MDP) framework offers a principled foundation for reinforcement learning (RL) with strong theoretical guarantees and sample efficiency. However, its restrictive assumption-that both transition dynamics…

Machine Learning · Statistics 2025-06-03 Sinian Zhang , Kaicheng Zhang , Ziping Xu , Tianxi Cai , Doudou Zhou

This article analytically characterizes the impermanent loss for automatic market makers in decentralized exchanges such as Uniswap or Balancer (CPMM). We present a theoretical static replication formula for the pool value using a…

Mathematical Finance · Quantitative Finance 2024-12-16 Agustín Muñoz González , Juan I. Sequeira y Ariel Dembling

Generalized linear models (GLMs) are fundamental tools for statistical modeling, with maximum likelihood estimation (MLE) serving as the classical approach for parameter inference. While MLE performs well for canonical GLMs, it can become…

Methodology · Statistics 2026-03-03 Linglingzhi Zhu , Jonghyeok Lee , Yao Xie

Automated Market Makers (AMMs) are decentralized applications that allow users to exchange crypto-tokens without the need for a matching exchange order. AMMs are one of the most successful DeFi use cases: indeed, major AMM platforms process…

Cryptography and Security · Computer Science 2022-07-20 Massimo Bartoletti , James Hsin-yu Chiang , Alberto Lluch-Lafuente

Automated Machine Learning (AutoML) is an area of research that focuses on developing methods to generate machine learning models automatically. The idea of being able to build machine learning models with very little human intervention…

Machine Learning · Computer Science 2023-08-31 Hernan Ceferino Vazquez

Agent-Based Models (ABM) are computational scenario-generators, which can be used to predict the possible future outcomes of the complex system they represent. To better understand the robustness of these predictions, it is necessary to…

General Economics · Economics 2022-08-08 Karl Naumann-Woleske , Max Sina Knicker , Michael Benzaquen , Jean-Philippe Bouchaud

Geometric morphometrics (GMM) is widely used to quantify shape variation, more recently serving as input for machine learning (ML) analyses. Standard practice aligns all specimens via Generalized Procrustes Analysis (GPA) prior to splitting…

Computer Vision and Pattern Recognition · Computer Science 2026-01-27 Lloyd Austin Courtenay

The widespread adoption of machine learning (ML) systems increased attention to their security and emergence of adversarial machine learning (AML) techniques that exploit fundamental vulnerabilities in ML systems, creating an urgent need…

Machine Learning · Computer Science 2025-08-26 Avishag Shapira , Simon Shigol , Asaf Shabtai

Across domains, metrics and measurements are fundamental to identifying challenges, informing decisions, and resolving conflicts. Despite the abundance of data available in this information age, not only can it be challenging for a single…

Software Engineering · Computer Science 2024-10-02 Ti-Chung Cheng , Carmen Badea , Christian Bird , Thomas Zimmermann , Robert DeLine , Nicole Forsgren , Denae Ford