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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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106211317422 · Jun 202019922001200920172026
48 results for Active Passive Loss

Active learning is a type of sequential design for supervised machine learning, in which the learning algorithm sequentially requests the labels of selected instances from a large pool of unlabeled data points. The objective is to produce a classifier of relatively low risk, as measured under the 0-1 loss, ideally usin…

2012-07-16abs ↗pdf ↗

FeDXL tackles federated learning for X-risk optimization.

problem Optimizing a family of X-risks with federated learning, where existing algorithms are not applicable.
method Active-passive decomposition framework, federated averaging and merging, novel theoretical analysis.
result FeDXL algorithms for linear and nonlinear ff are developed, with established complexities and improved performance.

Active learning can't improve over passive in certain settings.

problem Active learning vs. passive learning in nonparametric settings.
method Analyzing margin conditions and their effects on active learning performance.
result Nuances in margin conditions determine whether active learning can outperform passive learning.

This paper improves loss functions for deep learning with noisy labels.

problem Training deep neural networks with noisy labels.
method The paper introduces a normalization technique to make any loss function robust to noisy labels and proposes a framework called Active Passive Loss (APL) to combine robust loss functions.
result The proposed APL framework consistently outperforms state-of-the-art methods, especially under high noise rates.

We study the role of active and passive investors in an investment market with uncertainties. Active investors concentrate on a single or a few stocks with a given probability of determining the quality of them. Passive investors spread their investment uniformly, resembling buying the market index. In this toy market …

2001-04-18abs ↗pdf ↗

Study shows big winner stocks significantly impact passive and active investment strategies.

problem Impact of big winner stocks on passive and active investment strategies.
method Numerical and analytical techniques applied to historical stock price data.
result Concentrated portfolios underperform equally weighted indexes due to missing big winner stocks.

In this paper we study a symmetry group of vector space. Basis manifold is a homogeneous space of a symmetry group. This concept leads us to the definition of active and passive transformations on basis manifold. Active transformation can be expressed as a transformation of vector space. Passive transformation gives ab…

2004-12-20abs ↗pdf ↗

We develop a simple stock selection model to explain why active equity managers tend to underperform a benchmark index. We motivate our model with the empirical observation that the best performing stocks in a broad market index often perform much better than the other stocks in the index. Randomly selecting a subset o…

2015-10-13abs ↗pdf ↗

There is a large body of work on convergence rates either in passive or active learning. Here we first outline some of the main results that have been obtained, more specifically in a nonparametric setting under assumptions about the smoothness of the regression function (or the boundary between classes) and the margin…

2020-01-17abs ↗pdf ↗

There is a large body of work on convergence rates either in passive or active learning. Here we outline some of the results that have been obtained, more specifically in a nonparametric setting under assumptions about the smoothness and the margin noise. We also discuss the relative merits of these underlying assumpti…

2019-02-08abs ↗pdf ↗

Actively sampled data can have very different characteristics than passively sampled data. Therefore, it's promising to investigate using different inference procedures during AL than are used during passive learning (PL). This general idea is explored in detail for the focused case of AL with cost-weighted SVMs for im…

2014-09-17abs ↗pdf ↗

Active data collection improves convergence rates in operator learning.

problem Improving convergence rates in operator learning with linear target and stochastic input.
method Active data collection strategies with mean-zero stochastic process and continuous covariance kernels.
result Achieves arbitrarily fast error convergence rates with eigenvalue decay of covariance kernels.

Mean representations of VAEs are correlated but still useful for tasks.

problem Correlation between mean and sampled representations of VAEs.
method Selective posterior collapse to identify active and passive variables.
result Passive variables in mean representations are correlated but uncorrelated in sampled ones.

In standard passive imitation learning, the goal is to learn a target policy by passively observing full execution trajectories of it. Unfortunately, generating such trajectories can require substantial expert effort and be impractical in some cases. In this paper, we consider active imitation learning with the goal of…

2012-10-16abs ↗pdf ↗

This paper studies graphical model selection, i.e., the problem of estimating a graph of statistical relationships among a collection of random variables. Conventional graphical model selection algorithms are passive, i.e., they require all the measurements to have been collected before processing begins. We propose an…

2014-04-13abs ↗pdf ↗

Study learns linear utility functions from comparisons, showing learnability gaps between passive and active learning.

problem Learn linear utility functions from pairwise comparison queries.
method Analyzes passive and active learning settings, considering noise-free and noisy query responses.
result Efficient learnability of linear utilities in passive learning, but not for utility parameters without strong assumptions.

Active learning refers to the learning protocol where the learner is allowed to choose a subset of instances for labeling. Previous studies have shown that, compared with passive learning, active learning is able to reduce the label complexity exponentially if the data are linearly separable or satisfy the Tsybakov noi…

2013-11-19abs ↗pdf ↗

Automata learning techniques automatically generate system models from test observations. These techniques usually fall into two categories: passive and active. Passive learning uses a predetermined data set, e.g., system logs. In contrast, active learning actively queries the system under learning, which is considered…

2019-06-28abs ↗pdf ↗

We design an active learning algorithm for cost-sensitive multiclass classification: problems where different errors have different costs. Our algorithm, COAL, makes predictions by regressing to each label's cost and predicting the smallest. On a new example, it uses a set of regressors that perform well on past data t…

2017-03-03abs ↗pdf ↗

In this work, we propose a novel framework for the labeling of entity alignments in knowledge graph datasets. Different strategies to select informative instances for the human labeler build the core of our framework. We illustrate how the labeling of entity alignments is different from assigning class labels to single…

2020-01-24abs ↗pdf ↗

Recent research has shown that although Reinforcement Learning (RL) can benefit from expert demonstration, it usually takes considerable efforts to obtain enough demonstration. The efforts prevent training decent RL agents with expert demonstration in practice. In this work, we propose Active Reinforcement Learning wit…

2018-12-06abs ↗pdf ↗

We propose a new active learning algorithm for parametric linear regression with random design. We provide finite sample convergence guarantees for general distributions in the misspecified model. This is the first active learner for this setting that provably can improve over passive learning. Unlike other learning se…

2014-10-22abs ↗pdf ↗

Study efficient active learning for halfspaces with Tsybakov noise using non-convex optimization.

problem Efficiently learn halfspaces with Tsybakov noise under structured unlabeled data.
method Non-convex optimization approach to find approximate first-order stationary points.
result Designs an algorithm with improved label complexity compared to previous methods.

This work examines uncertainty sampling in binary classification using equivalent loss.

problem Lack of consensus on proper uncertainty definition and theoretical guarantees for active learning.
method Systematically examines uncertainty sampling via equivalent loss, proving its optimality.
result Established that uncertainty sampling optimizes against equivalent loss, providing theoretical guarantees.

We consider the problem of estimating the underlying graph associated with a Markov random field, with the added twist that the decoding algorithm can iteratively choose which subsets of nodes to sample based on the previous samples, resulting in an active learning setting. Considering both Ising and Gaussian models, w…

2016-07-08abs ↗pdf ↗

In this paper we apply active learning algorithms for dynamic pricing in a prominent e-commerce website. Dynamic pricing involves changing the price of items on a regular basis, and uses the feedback from the pricing decisions to update prices of the items. Most popular approaches to dynamic pricing use a passive learn…

2018-02-08abs ↗pdf ↗

Optimal fees protect passive LPs in AMMs under varying market conditions.

problem Adverse selection losses in AMMs are not offset by static trading fees.
method Dynamic reduced-form model with parallel AMM and CEX, large-scale simulations, real market data analysis.
result Optimal AMM fees are stable under normal conditions but high in volatile periods to protect LPs.

Finsler space is differentiable manifold for which Minkowski space is the fiber of the tangent bundle. To understand structure of the reference frame in Finsler space, we need to understand the structure of orthonormal basis in Minkowski space. In this paper, we considered the definition of orthonormal basis in Minkows…

2012-01-19abs ↗pdf ↗

Recent studies using data on social media and stock markets have mainly focused on predicting stock returns. Instead of predicting stock price movements, we examine the relation between Facebook data and investors' decision making in stock markets with a unique data on investors' transactions on Nokia. We find that the…

2017-09-21abs ↗pdf ↗

Optimal transfer learning for missing not-at-random matrix completion using source data.

problem Matrix completion in a Missing Not-at-Random setting with incomplete and noisy source data.
method Active sampling of rows and columns, feature shift in latent space, minimax lower bounds, computationally efficient estimation framework.
result Achieves minimax lower bound for active sampling setting, avoiding incoherence assumptions.

There are non-vanishing price responses across different stocks in correlated financial markets. We further study this issue by performing different averages, which identify active and passive cross-responses. The two average cross-responses show different characteristic dependences on the time lag. The passive cross-r…

2016-03-04abs ↗pdf ↗

Twitter, a popular social network, presents great opportunities for on-line machine learning research. However, previous research has focused almost entirely on learning from passively collected data. We study the problem of learning to acquire followers through normative user behavior, as opposed to the mass following…

2015-04-16abs ↗pdf ↗

Construct intrinsic Langevin dynamics for rigid inclusions on curved surfaces.

problem Stochastic dynamics of rigid inclusions on curved surfaces.
method Cartan's method of moving frames, Hamiltonian equations, intrinsic Langevin equations, Fokker-Planck equation.
result Extracted overdamped equations for accurate simulations of diffusion processes.

Previous studies of the stock price response to individual trades focused on single stocks. We empirically investigate the price response of one stock to the trades of other stocks. How large is the impact of one stock on others and vice versa? -- This impact of trades on the price change across stocks appears to be tr…

2015-10-12abs ↗pdf ↗

In active learning, the user sequentially chooses values for feature XX and an oracle returns the corresponding label YY. In this paper, we consider the effect of feature noise in active learning, which could arise either because XX itself is being measured, or it is corrupted in transmission to the oracle, or the o…

2015-05-15abs ↗pdf ↗