arXiv subjects

Emanuele Guidotti

Publications and source records attributed to Emanuele Guidotti.

5 recordsLinked to original sources

arXiv2026

Aligning Molecular Graph Explanations with Chemical Identity via InChIfied Invariants

Obtaining consistent explanations for machine learning on molecular graphs requires predictions and attributions to be aligned with chemical identity. However, chemically equivalent drawings of the same molecule can induce different molecular representations, leading to inconsistent predictions and explanations. Here, we introduce InChIfied Invariants, a class of node, edge, and graph features based on the International Chemical Identifier (InChI) and designed to be invariant under transformations that preserve chemical identity. Using one million molecular graphs from PubChem Substances, we show that InChIfied Invariants produce identical representations for chemically equivalent graphs in 99.62% of cases, whereas standard Daylight invariants do so in only 0.35% of cases. Across MoleculeNet tasks, InChIfied Invariants preserve predictive performance while significantly improving prediction consistency across alternative graph depictions of the same molecules. We further perform a quantitative attribution analysis and show that explanations produced with standard molecular featurization methods vary substantially across chemically equivalent graphs, while InChIfied Invariants enforce consistent attributions by construction. We release open-source software implementing InChIfied Invariants, which can be used as a drop-in replacement for standard molecular graph features.

cs.LG↗

arXiv2026

The Invisible Handshake: Persistent Overpricing by Adaptive Market Agents

We study overpricing in a repeated game between two representative agents: a market maker, who controls market liquidity, and a market taker, who chooses trade quantities. Market prices evolve through the endogenous price impact of trades and exogenous shocks. We define overpricing relative to a counterfactual price path that holds fixed the same sequence of shocks while shutting down price impact, and characterize the set of feasible strategy profiles that generate persistent overpricing while respecting cash and inventory constraints. We provide a sufficient condition for decentralized learning to reach the overpricing region in finite time, and we show that this condition is satisfied, in particular, by projected stochastic gradient ascent. A key step in the analysis is a decomposition of the game into a competitive component, which favors zero price impact, and a collaborative component, which makes overpricing jointly profitable when aggregate inventory is positive. We further show that the same structural incentives govern both myopic and farsighted objectives. Together, these results show how decentralized learning by adaptive market agents can lead to persistent overpricing in financial markets.

q-fin.TR↗

arXiv2021

An Explainable Probabilistic Classifier for Categorical Data Inspired to Quantum Physics

This paper presents Sparse Tensor Classifier (STC), a supervised classification algorithm for categorical data inspired by the notion of superposition of states in quantum physics. By regarding an observation as a superposition of features, we introduce the concept of wave-particle duality in machine learning and propose a generalized framework that unifies the classical and the quantum probability. We show that STC possesses a wide range of desirable properties not available in most other machine learning methods but it is at the same time exceptionally easy to comprehend and use. Empirical evaluation of STC on structured data and text classification demonstrates that our methodology achieves state-of-the-art performances compared to both standard classifiers and deep learning, at the additional benefit of requiring minimal data pre-processing and hyper-parameter tuning. Moreover, STC provides a native explanation of its predictions both for single instances and for each target label globally.

cs.LG↗

arXiv2020

calculus: High Dimensional Numerical and Symbolic Calculus in R

The R package calculus implements C++ optimized functions for numerical and symbolic calculus, such as the Einstein summing convention, fast computation of the Levi-Civita symbol and generalized Kronecker delta, Taylor series expansion, multivariate Hermite polynomials, high-order derivatives, ordinary differential equations, differential operators and numerical integration in arbitrary orthogonal coordinate systems. The library applies numerical methods when working with R functions or symbolic programming when working with characters or expressions. The package handles multivariate numerical calculus in arbitrary dimensions and coordinates and implements the symbolic counterpart of the numerical methods whenever possible, without depending on external computer algebra systems. Except for Rcpp, the package has no strict dependencies in order to provide a stable self-contained toolbox that invites re-use.

cs.MS↗

arXiv2020

Are official confirmed cases and fatalities counts good enough to study the COVID-19 pandemic dynamics? A critical assessment through the case of Italy

As the COVID-19 outbreak is developing the two most frequently reported statistics seem to be the raw confirmed case and case fatalities counts. Focusing on Italy, one of the hardest hit countries, we look at how these two values could be put in perspective to reflect the dynamics of the virus spread. In particular, we find that merely considering the confirmed case counts would be very misleading. The number of daily tests grows, while the daily fraction of confirmed cases to total tests has a change point. It (depending on region) generally increases with strong fluctuations till (around, depending on region) 15th-22nd March and then decreases linearly after. Combined with the increasing trend of daily performed tests, the raw confirmed case counts are not representative of the situation and are confounded with the sampling effort. This we observe when regressing on time the logged fraction of positive tests and for comparison the logged raw confirmed count. Hence, calibrating model parameters for this virus's dynamics should not be done based only on confirmed case counts (without rescaling by the number of tests), but take also fatalities and hospitalization count under consideration as variables not prone to be distorted by testing efforts. Furthermore, reporting statistics on the national level does not say much about the dynamics of the disease, which are taking place at the regional level. These findings are based on the official data of total death counts up to 15th April 2020 released by ISTAT and up to 10th May 2020 for the number of cases. In this work we do not fit models but we rather investigate whether this task is possible at all. This work also informs about a new tool to collect and harmonize official statistics coming from different sources in the form of a package for the R statistical environment and presents the COVID-19 Data Hub.

stat.AP↗