A new database for machine-learning research

2021 ◽  
pp. 9-9
Author(s):  
Sam Lemonick
Keyword(s):  
Machine Learning ◽  
Learning Research

Interactive Learning with Mutual Explanations in Relational Domains

2021 ◽  
pp. 338-354
Author(s):  
Ute Schmid
Keyword(s):  
Machine Learning ◽  
Real World ◽  
Inductive Logic Programming ◽  
Interactive Learning ◽  
Inductive Logic ◽  
Learning System ◽  
Real World Data ◽  
Relational Domains ◽  
Learning Research ◽  
Applications Of Machine Learning

With the growing number of applications of machine learning in complex real-world domains machine learning research has to meet new requirements to deal with the imperfections of real world data and the legal as well as ethical obligations to make classifier decisions transparent and comprehensible. In this contribution, arguments for interpretable and interactive approaches to machine learning are presented. It is argued that visual explanations are often not expressive enough to grasp critical information which relies on relations between different aspects or sub-concepts. Consequently, inductive logic programming (ILP) and the generation of verbal explanations from Prolog rules is advocated. Interactive learning in the context of ILP is illustrated with the Dare2Del system which helps users to manage their digital clutter. It is shown that verbal explanations overcome the explanatory one-way street from AI system to user. Interactive learning with mutual explanations allows the learning system to take into account not only class corrections but also corrections of explanations to guide learning. We propose mutual explanations as a building-block for human-like computing and an important ingredient for human AI partnership.

scholarly journals Statistical Arbitrage in Cryptocurrency Markets

2019 ◽  
Vol 12 (1) ◽  
pp. 31 ◽  
Author(s):  
Thomas Fischer ◽  
Christopher Krauss ◽  
Alexander Deinert
Keyword(s):  
Machine Learning ◽  
Cross Sectional ◽  
Academic Literature ◽  
Limits To Arbitrage ◽  
Statistical Arbitrage ◽  
Out Of Sample ◽  
Learning Research ◽  
Short Sell ◽  
Half Turn ◽  
Binned Data

Machine learning research has gained momentum—also in finance. Consequently, initial machine-learning-based statistical arbitrage strategies have emerged in the U.S. equities markets in the academic literature, see e.g., Takeuchi and Lee (2013); Moritz and Zimmermann (2014); Krauss et al. (2017). With our paper, we pose the question how such a statistical arbitrage approach would fare in the cryptocurrency space on minute-binned data. Specifically, we train a random forest on lagged returns of 40 cryptocurrency coins, with the objective to predict whether a coin outperforms the cross-sectional median of all 40 coins over the subsequent 120 min. We buy the coins with the top-3 predictions and short-sell the coins with the flop-3 predictions, only to reverse the positions after 120 min. During the out-of-sample period of our backtest, ranging from 18 June 2018 to 17 September 2018, and after more than 100,000 trades, we find statistically and economically significant returns of 7.1 bps per day, after transaction costs of 15 bps per half-turn. While this finding poses a challenge to the semi-strong from of market efficiency, we critically discuss it in light of limits to arbitrage, focusing on total volume constraints of the presented intraday-strategy.

scholarly journals Research Trend of Causal Machine Learning Method: A Literature Review

2020 ◽  
Vol 9 (2) ◽  
pp. 111-118
Author(s):  
Shindy Arti ◽  
Indriana Hidayah ◽  
Sri Suning Kusumawardhani
Keyword(s):  
Machine Learning ◽  
Learning System ◽  
Research Trend ◽  
Learning Approaches ◽  
Algorithm Performance ◽  
Combination Technique ◽  
Causal Impact ◽  
Learning Research ◽  
The Relationship ◽  
Selection Of

Machine learning is commonly used to predict and implement  pattern recognition and the relationship between variables. Causal machine learning combines approaches for analyzing the causal impact of intervention on the result, asumming a considerably ambigous variables. The combination technique of causality and machine learning is adequate for predicting and understanding the cause and effect of the results. The aim of this study is a systematic review to identify which causal machine learning approaches are generally used. This paper focuses on what data characteristics are applied to causal machine learning research and how to assess the output of algorithms used in the context of causal machine learning research. The review paper analyzes 20 papers with various approaches. This study categorizes data characteristics based on the type of data, attribute value, and the data dimension. The Bayesian Network (BN) commonly used in the context of causality. Meanwhile, the propensity score is the most extensively used in causality research. The variable value will affect algorithm performance. This review can be as a guide in the selection of a causal machine learning system.

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