1 code implementation • 10 Jul 2024 • Matteo Carli, Alex Rodriguez, Alessandro Laio, Aldo Glielmo
We introduce the Binless Multidimensional Thermodynamic Integration (BMTI) method for nonparametric, robust, and data-efficient density estimation.
1 code implementation • 7 Jun 2024 • Cristiano Salvagnin, Aldo Glielmo, Maria Elena De Giuli, Antonietta Mira
Beyond variable analysis, we also propose to leverage the Information Imbalance to address the problem of mixed-frequency forecasting, and we identify the weekly time scale as the most informative for predicting the EU ETS price.
no code implementations • 24 May 2024 • Antonio Di Noia, Iuri Macocco, Aldo Glielmo, Alessandro Laio, Antonietta Mira
The Intrinsic Dimension (ID) is a key concept in unsupervised learning and feature selection, as it is a lower bound to the number of variables which are necessary to describe a system.
1 code implementation • 3 May 2024 • Simone Brusatin, Tommaso Padoan, Andrea Coletta, Domenico Delli Gatti, Aldo Glielmo
We find that RL agents spontaneously learn three distinct strategies for maximising profits, with the optimal strategy depending on the level of market competition and rationality.
Multi-agent Reinforcement Learning Reinforcement Learning (RL)
2 code implementations • 23 Feb 2023 • Aldo Glielmo, Marco Favorito, Debmallya Chanda, Domenico Delli Gatti
In this work, we benchmark a number of search methods in the calibration of a well-known macroeconomic ABM on real data, and further assess the performance of "mixed strategies" made by combining different methods.
no code implementations • 20 Jul 2022 • Iuri Macocco, Aldo Glielmo, Jacopo Grilli, Alessandro Laio
Real world-datasets characterized by discrete features are ubiquitous: from categorical surveys to clinical questionnaires, from unweighted networks to DNA sequences.
no code implementations • 20 Jun 2022 • Sebastian Springer, Aldo Glielmo, Angelina Senchukova, Tomi Kauppi, Jarkko Suuronen, Lassi Roininen, Heikki Haario, Andreas Hauptmann
Thus, here we propose the use of a Dimension reduced Kalman Filter to accumulate information between slices and allow for sufficiently accurate reconstructions for further assessment of the object.
1 code implementation • 4 May 2022 • Aldo Glielmo, Iuri Macocco, Diego Doimo, Matteo Carli, Claudio Zeni, Romina Wild, Maria d'Errico, Alex Rodriguez, Alessandro Laio
DADApy is a python software package for analysing and characterising high-dimensional data manifolds.
1 code implementation • 7 Jun 2021 • Diego Doimo, Aldo Glielmo, Sebastian Goldt, Alessandro Laio
Deep neural networks (DNNs) defy the classical bias-variance trade-off: adding parameters to a DNN that interpolates its training data will typically improve its generalization performance.
1 code implementation • 30 Apr 2021 • Aldo Glielmo, Claudio Zeni, Bingqing Cheng, Gabor Csanyi, Alessandro Laio
Real-world data typically contain a large number of features that are often heterogeneous in nature, relevance, and also units of measure.
1 code implementation • NeurIPS 2020 • Diego Doimo, Aldo Glielmo, Alessio Ansuini, Alessandro Laio
This process leaves a footprint in the probability density of the output layer where the topography of the peaks allows reconstructing the semantic relationships of the categories.
1 code implementation • 18 Apr 2019 • Mihai Cucuringu, Peter Davies, Aldo Glielmo, Hemant Tyagi
We introduce a principled and theoretically sound spectral method for $k$-way clustering in signed graphs, where the affinity measure between nodes takes either positive or negative values.
2 code implementations • 5 Feb 2018 • Claudio Zeni, Kevin Rossi, Aldo Glielmo, Ádám Fekete, Nicola Gaston, Francesca Baletto, Alessandro De Vita
We assess Gaussian process (GP) regression as a technique to model interatomic forces in metal nanoclusters by analysing the performance of 2-body, 3-body and many-body kernel functions on a set of 19-atom Ni cluster structures.
Computational Physics
2 code implementations • 15 Jan 2018 • Aldo Glielmo, Claudio Zeni, Alessandro De Vita
We provide a definition and explicit expressions for $n$-body Gaussian Process (GP) kernels which can learn any interatomic interaction occurring in a physical system, up to $n$-body contributions, for any value of $n$.
Computational Physics