arXiv subjects

Gautam Shroff

Publications and source records attributed to Gautam Shroff.

At least 19 recordsLinked to original sources

arXiv2026

AlgoEvolve: LLM-driven Meta-evolution of Algorithmic Trading Programs

Recent work shows that Large Language Models (LLMs) can act as semantic mutation operators for the evolutionary discovery of programs and proofs. Most current applications focus on static coding benchmarks. We extend this paradigm to algorithmic trading. This domain is uniquely challenging because it is noisy, non-stationary, and highly discontinuous. We present AlgoEvolve, an LLM-driven evolutionary framework that generates, evaluates, and iteratively improves executable trading strategies. These strategies are expressed as Python code and evaluated through a rigorous testing protocol. Across multiple experiments, the system exhibits emergent regime-adaptive strategy logic, including autonomous shifts in trading rules. We further introduce a meta-evolutionary outer loop that evolves the prompts guiding program synthesis in the inner loop. This outer loop discovers improved search heuristics. These heuristics balance exploration and exploitation while reducing zero-trade failures. They consistently outperform initial human-designed instructions. The results demonstrate that LLM-based semantic evolution provides a viable approach for continual program synthesis in complex environments.

cs.AI↗

arXiv2025

ResearchCodeAgent: An LLM Multi-Agent System for Automated Codification of Research Methodologies

In this paper we introduce ResearchCodeAgent, a novel multi-agent system leveraging large language models (LLMs) agents to automate the codification of research methodologies described in machine learning literature. The system bridges the gap between high-level research concepts and their practical implementation, allowing researchers auto-generating code of existing research papers for benchmarking or building on top-of existing methods specified in the literature with availability of partial or complete starter code. ResearchCodeAgent employs a flexible agent architecture with a comprehensive action suite, enabling context-aware interactions with the research environment. The system incorporates a dynamic planning mechanism, utilizing both short and long-term memory to adapt its approach iteratively. We evaluate ResearchCodeAgent on three distinct machine learning tasks with distinct task complexity and representing different parts of the ML pipeline: data augmentation, optimization, and data batching. Our results demonstrate the system's effectiveness and generalizability, with 46.9% of generated code being high-quality and error-free, and 25% showing performance improvements over baseline implementations. Empirical analysis shows an average reduction of 57.9% in coding time compared to manual implementation. We observe higher gains for more complex tasks. ResearchCodeAgent represents a significant step towards automating the research implementation process, potentially accelerating the pace of machine learning research.

cs.SE↗

arXiv2024

ConceptSearch: Towards Efficient Program Search Using LLMs for Abstraction and Reasoning Corpus (ARC)

The Abstraction and Reasoning Corpus (ARC) poses a significant challenge to artificial intelligence, demanding broad generalization and few-shot learning capabilities that remain elusive for current deep learning methods, including large language models (LLMs). While LLMs excel in program synthesis, their direct application to ARC yields limited success. To address this, we introduce ConceptSearch, a novel function-search algorithm that leverages LLMs for program generation and employs a concept-based scoring method to guide the search efficiently. Unlike simplistic pixel-based metrics like Hamming distance, ConceptSearch evaluates programs on their ability to capture the underlying transformation concept reflected in the input-output examples. We explore three scoring functions: Hamming distance, a CNN-based scoring function, and an LLM-based natural language scoring function. Experimental results demonstrate the effectiveness of ConceptSearch, achieving a significant performance improvement over direct prompting with GPT-4. Moreover, our novel concept-based scoring exhibits up to 30% greater efficiency compared to Hamming distance, measured in terms of the number of iterations required to reach the correct solution. These findings highlight the potential of LLM-driven program search when integrated with concept-based guidance for tackling challenging generalization problems like ARC.

cs.LG↗

arXiv2024

Numin: Weighted-Majority Ensembles for Intraday Trading

We consider the application of machine learning models for short-term intra-day trading in equities. We envisage a scenario wherein machine learning models are submitted by independent data scientists to predict discretised ten-candle returns every five minutes, in response to five-minute candlestick data provided to them in near real-time. An ensemble model combines these multiple models via a weighted-majority algorithm. The weights of each model are dynamically updated based on the performance of each model, and can also be used to reward model owners. Each model's performance is evaluated according to two different metrics over a recent time window: In addition to accuracy, we also consider a `utility' metric that is a proxy for a model's potential profitability under a particular trading strategy. We present experimental results on real intra-day data that show that our weighted-majority ensemble techniques show improved accuracy as well as utility over any of the individual models, especially using the utility metric to dynamically re-weight models over shorter time-windows.

cs.CE↗

arXiv2024

BudgetMLAgent: A Cost-Effective LLM Multi-Agent system for Automating Machine Learning Tasks

Large Language Models (LLMs) excel in diverse applications including generation of code snippets, but often struggle with generating code for complex Machine Learning (ML) tasks. Although existing LLM single-agent based systems give varying performance depending on the task complexity, they purely rely on larger and expensive models such as GPT-4. Our investigation reveals that no-cost and low-cost models such as Gemini-Pro, Mixtral and CodeLlama perform far worse than GPT-4 in a single-agent setting. With the motivation of developing a cost-efficient LLM based solution for solving ML tasks, we propose an LLM Multi-Agent based system which leverages combination of experts using profiling, efficient retrieval of past observations, LLM cascades, and ask-the-expert calls. Through empirical analysis on ML engineering tasks in the MLAgentBench benchmark, we demonstrate the effectiveness of our system, using no-cost models, namely Gemini as the base LLM, paired with GPT-4 in cascade and expert to serve occasional ask-the-expert calls for planning. With 94.2\% reduction in the cost (from \$0.931 per run cost averaged over all tasks for GPT-4 single agent system to \$0.054), our system is able to yield better average success rate of 32.95\% as compared to GPT-4 single-agent system yielding 22.72\% success rate averaged over all the tasks of MLAgentBench.

cs.MA↗

arXiv2024

SmartFlow: Robotic Process Automation using LLMs

Robotic Process Automation (RPA) systems face challenges in handling complex processes and diverse screen layouts that require advanced human-like decision-making capabilities. These systems typically rely on pixel-level encoding through drag-and-drop or automation frameworks such as Selenium to create navigation workflows, rather than visual understanding of screen elements. In this context, we present SmartFlow, an AI-based RPA system that uses pre-trained large language models (LLMs) coupled with deep-learning based image understanding. Our system can adapt to new scenarios, including changes in the user interface and variations in input data, without the need for human intervention. SmartFlow uses computer vision and natural language processing to perceive visible elements on the graphical user interface (GUI) and convert them into a textual representation. This information is then utilized by LLMs to generate a sequence of actions that are executed by a scripting engine to complete an assigned task. To assess the effectiveness of SmartFlow, we have developed a dataset that includes a set of generic enterprise applications with diverse layouts, which we are releasing for research use. Our evaluations on this dataset demonstrate that SmartFlow exhibits robustness across different layouts and applications. SmartFlow can automate a wide range of business processes such as form filling, customer service, invoice processing, and back-office operations. SmartFlow can thus assist organizations in enhancing productivity by automating an even larger fraction of screen-based workflows. The demo-video and dataset are available at https://smartflow-4c5a0a.webflow.io/.

cs.RO↗

arXiv2024

Acceleron: A Tool to Accelerate Research Ideation

Several tools have recently been proposed for assisting researchers during various stages of the research life-cycle. However, these primarily concentrate on tasks such as retrieving and recommending relevant literature, reviewing and critiquing the draft, and writing of research manuscripts. Our investigation reveals a significant gap in availability of tools specifically designed to assist researchers during the challenging ideation phase of the research life-cycle. To aid with research ideation, we propose `Acceleron', a research accelerator for different phases of the research life cycle, and which is specially designed to aid the ideation process. Acceleron guides researchers through the formulation of a comprehensive research proposal, encompassing a novel research problem. The proposals motivation is validated for novelty by identifying gaps in the existing literature and suggesting a plausible list of techniques to solve the proposed problem. We leverage the reasoning and domain-specific skills of Large Language Models (LLMs) to create an agent-based architecture incorporating colleague and mentor personas for LLMs. The LLM agents emulate the ideation process undertaken by researchers, engaging researchers in an interactive fashion to aid in the development of the research proposal. Notably, our tool addresses challenges inherent in LLMs, such as hallucinations, implements a two-stage aspect-based retrieval to manage precision-recall trade-offs, and tackles issues of unanswerability. As evaluation, we illustrate the execution of our motivation validation and method synthesis workflows on proposals from the ML and NLP domain, given by 3 distinct researchers. Our observations and evaluations provided by the researchers illustrate the efficacy of the tool in terms of assisting researchers with appropriate inputs at distinct stages and thus leading to improved time efficiency.

cs.CL↗

arXiv2023

Conservative Predictions on Noisy Financial Data

Price movements in financial markets are well known to be very noisy. As a result, even if there are, on occasion, exploitable patterns that could be picked up by machine-learning algorithms, these are obscured by feature and label noise rendering the predictions less useful, and risky in practice. Traditional rule-learning techniques developed for noisy data, such as CN2, would seek only high precision rules and refrain from making predictions where their antecedents did not apply. We apply a similar approach, where a model abstains from making a prediction on data points that it is uncertain on. During training, a cascade of such models are learned in sequence, similar to rule lists, with each model being trained only on data on which the previous model(s) were uncertain. Similar pruning of data takes place at test-time, with (higher accuracy) predictions being made albeit only on a fraction (support) of test-time data. In a financial prediction setting, such an approach allows decisions to be taken only when the ensemble model is confident, thereby reducing risk. We present results using traditional MLPs as well as differentiable decision trees, on synthetic data as well as real financial market data, to predict fixed-term returns using commonly used features. We submit that our approach is likely to result in better overall returns at a lower level of risk. In this context we introduce an utility metric to measure the average gain per trade, as well as the return adjusted for downside risk, both of which are improved significantly by our approach.

cs.LG↗

arXiv2023

Adapt and Decompose: Efficient Generalization of Text-to-SQL via Domain Adapted Least-To-Most Prompting

Cross-domain and cross-compositional generalization of Text-to-SQL semantic parsing is a challenging task. Existing Large Language Model (LLM) based solutions rely on inference-time retrieval of few-shot exemplars from the training set to synthesize a run-time prompt for each Natural Language (NL) test query. In contrast, we devise an algorithm which performs offline sampling of a minimal set-of few-shots from the training data, with complete coverage of SQL clauses, operators and functions, and maximal domain coverage within the allowed token length. This allows for synthesis of a fixed Generic Prompt (GP), with a diverse set-of exemplars common across NL test queries, avoiding expensive test time exemplar retrieval. We further auto-adapt the GP to the target database domain (DA-GP), to better handle cross-domain generalization; followed by a decomposed Least-To-Most-Prompting (LTMP-DA-GP) to handle cross-compositional generalization. The synthesis of LTMP-DA-GP is an offline task, to be performed one-time per new database with minimal human intervention. Our approach demonstrates superior performance on the KaggleDBQA dataset, designed to evaluate generalizability for the Text-to-SQL task. We further showcase consistent performance improvement of LTMP-DA-GP over GP, across LLMs and databases of KaggleDBQA, highlighting the efficacy and model agnostic benefits of our prompt based adapt and decompose approach.

cs.CL↗

arXiv2023

Neuro-symbolic Meta Reinforcement Learning for Trading

We model short-duration (e.g. day) trading in financial markets as a sequential decision-making problem under uncertainty, with the added complication of continual concept-drift. We, therefore, employ meta reinforcement learning via the RL2 algorithm. It is also known that human traders often rely on frequently occurring symbolic patterns in price series. We employ logical program induction to discover symbolic patterns that occur frequently as well as recently, and explore whether using such features improves the performance of our meta reinforcement learning algorithm. We report experiments on real data indicating that meta-RL is better than vanilla RL and also benefits from learned symbolic features.

cs.AI↗

arXiv2022

Calibrating Deep Neural Networks using Explicit Regularisation and Dynamic Data Pruning

Deep neural networks (DNN) are prone to miscalibrated predictions, often exhibiting a mismatch between the predicted output and the associated confidence scores. Contemporary model calibration techniques mitigate the problem of overconfident predictions by pushing down the confidence of the winning class while increasing the confidence of the remaining classes across all test samples. However, from a deployment perspective, an ideal model is desired to (i) generate well-calibrated predictions for high-confidence samples with predicted probability say >0.95, and (ii) generate a higher proportion of legitimate high-confidence samples. To this end, we propose a novel regularization technique that can be used with classification losses, leading to state-of-the-art calibrated predictions at test time; From a deployment standpoint in safety-critical applications, only high-confidence samples from a well-calibrated model are of interest, as the remaining samples have to undergo manual inspection. Predictive confidence reduction of these potentially ``high-confidence samples'' is a downside of existing calibration approaches. We mitigate this by proposing a dynamic train-time data pruning strategy that prunes low-confidence samples every few epochs, providing an increase in "confident yet calibrated samples". We demonstrate state-of-the-art calibration performance across image classification benchmarks, reducing training time without much compromise in accuracy. We provide insights into why our dynamic pruning strategy that prunes low-confidence training samples leads to an increase in high-confidence samples at test time.

cs.LG↗

arXiv2022

Neural Feature-Adaptation for Symbolic Predictions Using Pre-Training and Semantic Loss

We are interested in neurosymbolic systems consisting of a high-level symbolic layer for explainable prediction in terms of human-intelligible concepts; and a low-level neural layer for extracting symbols required to generate the symbolic explanation. Real data is often imperfect meaning that even if the symbolic theory remains unchanged, we may still need to address the problem of mapping raw data to high-level symbols, each time there is a change in the data acquisition environment or equipment. Manual (re-)annotation of the raw data each time this happens is laborious and expensive; and automated labelling methods are often imperfect, especially for complex problems. NEUROLOG proposed the use of a semantic loss function that allows an existing feature-based symbolic model to guide the extraction of feature-values from raw data, using `abduction'. However, the experiments demonstrating the use of semantic loss through abduction appear to rely heavily on a domain-specific pre-processing step that enables a prior delineation of feature locations in the raw data. We examine the use of semantic loss in domains where such pre-processing is not possible, or is not obvious. We show that without any prior information about the features, the NEUROLOG approach can continue to predict accurately even with substantially incorrect feature predictions. We show also that prior information about the features in the form of even imperfect pre-training can help correct this situation. These findings are replicated on the original problem considered by NEUROLOG, without the use of feature-delineation. This suggests that symbolic explanations constructed for data in a domain could be re-used in a related domain, by `feature-adaptation' of pre-trained neural extractors using the semantic loss function constrained by abductive feedback.

cs.AI↗

arXiv2022

Knowledge-based Analogical Reasoning in Neuro-symbolic Latent Spaces

Analogical Reasoning problems challenge both connectionist and symbolic AI systems as these entail a combination of background knowledge, reasoning and pattern recognition. While symbolic systems ingest explicit domain knowledge and perform deductive reasoning, they are sensitive to noise and require inputs be mapped to preset symbolic features. Connectionist systems on the other hand can directly ingest rich input spaces such as images, text or speech and recognize pattern even with noisy inputs. However, connectionist models struggle to include explicit domain knowledge for deductive reasoning. In this paper, we propose a framework that combines the pattern recognition abilities of neural networks with symbolic reasoning and background knowledge for solving a class of Analogical Reasoning problems where the set of attributes and possible relations across them are known apriori. We take inspiration from the 'neural algorithmic reasoning' approach [DeepMind 2020] and use problem-specific background knowledge by (i) learning a distributed representation based on a symbolic model of the problem (ii) training neural-network transformations reflective of the relations involved in the problem and finally (iii) training a neural network encoder from images to the distributed representation in (i). These three elements enable us to perform search-based reasoning using neural networks as elementary functions manipulating distributed representations. We test this on visual analogy problems in RAVENs Progressive Matrices, and achieve accuracy competitive with human performance and, in certain cases, superior to initial end-to-end neural-network based approaches. While recent neural models trained at scale yield SOTA, our novel neuro-symbolic reasoning approach is a promising direction for this problem, and is arguably more general, especially for problems where domain knowledge is available.

cs.AI↗

arXiv2022

Continual Learning for Multivariate Time Series Tasks with Variable Input Dimensions

We consider a sequence of related multivariate time series learning tasks, such as predicting failures for different instances of a machine from time series of multi-sensor data, or activity recognition tasks over different individuals from multiple wearable sensors. We focus on two under-explored practical challenges arising in such settings: (i) Each task may have a different subset of sensors, i.e., providing different partial observations of the underlying 'system'. This restriction can be due to different manufacturers in the former case, and people wearing more or less measurement devices in the latter (ii) We are not allowed to store or re-access data from a task once it has been observed at the task level. This may be due to privacy considerations in the case of people, or legal restrictions placed by machine owners. Nevertheless, we would like to (a) improve performance on subsequent tasks using experience from completed tasks as well as (b) continue to perform better on past tasks, e.g., update the model and improve predictions on even the first machine after learning from subsequently observed ones. We note that existing continual learning methods do not take into account variability in input dimensions arising due to different subsets of sensors being available across tasks, and struggle to adapt to such variable input dimensions (VID) tasks. In this work, we address this shortcoming of existing methods. To this end, we learn task-specific generative models and classifiers, and use these to augment data for target tasks. Since the input dimensions across tasks vary, we propose a novel conditioning module based on graph neural networks to aid a standard recurrent neural network. We evaluate the efficacy of the proposed approach on three publicly available datasets corresponding to two activity recognition tasks (classification) and one prognostics task (regression).

cs.LG↗

arXiv2022

Learning to Liquidate Forex: Optimal Stopping via Adaptive Top-K Regression

We consider learning a trading agent acting on behalf of the treasury of a firm earning revenue in a foreign currency (FC) and incurring expenses in the home currency (HC). The goal of the agent is to maximize the expected HC at the end of the trading episode by deciding to hold or sell the FC at each time step in the trading episode. We pose this as an optimization problem, and consider a broad spectrum of approaches with the learning component ranging from supervised to imitation to reinforcement learning. We observe that most of the approaches considered struggle to improve upon simple heuristic baselines. We identify two key aspects of the problem that render standard solutions ineffective - i) while good forecasts of future FX rates can be highly effective in guiding good decisions, forecasting FX rates is difficult, and erroneous estimates tend to degrade the performance of trading agents instead of improving it, ii) the inherent non-stationary nature of FX rates renders a fixed decision-threshold highly ineffective. To address these problems, we propose a novel supervised learning approach that learns to forecast the top-K future FX rates instead of forecasting all the future FX rates, and bases the hold-versus-sell decision on the forecasts (e.g. hold if future FX rate is higher than current FX rate, sell otherwise). Furthermore, to handle the non-stationarity in the FX rates data which poses challenges to the i.i.d. assumption in supervised learning methods, we propose to adaptively learn decision-thresholds based on recent historical episodes. Through extensive empirical evaluation, we show that our approach is the only approach which is able to consistently improve upon a simple heuristic baseline. Further experiments show the inefficacy of state-of-the-art statistical and deep-learning-based forecasting methods as they degrade the performance of the trading agent.

cs.LG↗

arXiv2022

DRTCI: Learning Disentangled Representations for Temporal Causal Inference

Medical professionals evaluating alternative treatment plans for a patient often encounter time varying confounders, or covariates that affect both the future treatment assignment and the patient outcome. The recently proposed Counterfactual Recurrent Network (CRN) accounts for time varying confounders by using adversarial training to balance recurrent historical representations of patient data. However, this work assumes that all time varying covariates are confounding and thus attempts to balance the full state representation. Given that the actual subset of covariates that may in fact be confounding is in general unknown, recent work on counterfactual evaluation in the static, non-temporal setting has suggested that disentangling the covariate representation into separate factors, where each either influence treatment selection, patient outcome or both can help isolate selection bias and restrict balancing efforts to factors that influence outcome, allowing the remaining factors which predict treatment without needlessly being balanced.

cs.LG↗

arXiv2021

Forecasting Market Prices using DL with Data Augmentation and Meta-learning: ARIMA still wins!

Deep-learning techniques have been successfully used for time-series forecasting and have often shown superior performance on many standard benchmark datasets as compared to traditional techniques. Here we present a comprehensive and comparative study of performance of deep-learning techniques for forecasting prices in financial markets. We benchmark state-of-the-art deep-learning baselines, such as NBeats, etc., on data from currency as well as stock markets. We also generate synthetic data using a fuzzy-logic based model of demand driven by technical rules such as moving averages, which are often used by traders. We benchmark the baseline techniques on this synthetic data as well as use it for data augmentation. We also apply gradient-based meta-learning to account for non-stationarity of financial time-series. Our extensive experiments notwithstanding, the surprising result is that the standard ARIMA models outperforms deep-learning even using data augmentation or meta-learning. We conclude by speculating as to why this might be the case.

cs.LG↗

arXiv2021

Solving Visual Analogies Using Neural Algorithmic Reasoning

We consider a class of visual analogical reasoning problems that involve discovering the sequence of transformations by which pairs of input/output images are related, so as to analogously transform future inputs. This program synthesis task can be easily solved via symbolic search. Using a variation of the `neural analogical reasoning' approach of (Velickovic and Blundell 2021), we instead search for a sequence of elementary neural network transformations that manipulate distributed representations derived from a symbolic space, to which input images are directly encoded. We evaluate the extent to which our `neural reasoning' approach generalizes for images with unseen shapes and positions.

cs.LG↗