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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.

168,742 papers · 148 categories

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164329493657 · Jun 202019922001200920172026
48 results for Adaptive Error Rates

LALR adapts learning rate for faster convergence in regression and neural nets.

problem Finding optimal learning rates for faster convergence in regression and neural networks.
method Lipschitz continuity theory applied to Mean Absolute Error and Quantile loss functions.
result Adaptive learning rate policy enables up to 20x faster convergence.

Adaptive importance samplers are adaptive Monte Carlo algorithms to estimate expectations with respect to some target distribution which \textit{adapt} themselves to obtain better estimators over a sequence of iterations. Although it is straightforward to show that they have the same O(1/N)\mathcal{O}(1/\sqrt{N}) convergen…

2019-03-28abs ↗pdf ↗

Paper adapts ACI for online multi-step time-series forecasting with coverage guarantees.

problem Achieving reliable error bounds in online multi-step time-series forecasting.
method Adaptive conformal inference (ACI) adapted for multi-step forecasting with dynamic significance levels.
result Proposes a multi-step ACI algorithm with finite-sample coverage guarantees for non-exchangeable data.

Study analyzes deep learning's performance on variable exponent Besov space, highlighting adaptivity benefits.

problem Estimation error analysis of deep learning in variable exponent Besov space.
method Analysis of general approximation error and estimation errors of deep learning.
result Adaptivity of deep learning leads to significant improvement in estimation error, especially in high-dimensional spaces.

New algorithm for adaptive experimental design in scientific settings.

problem Identifying true positives while controlling false discoveries in adaptive experimental design.
method Provably sample efficient adaptive algorithm for FDR control.
result First provably sample efficient adaptive algorithm for adaptive experimental design.

The paper analyzes sparse high-dimensional linear regression with random design and unknown error variance, providing adaptiveness and concentration rates.

problem Sparse high-dimensional linear regression with random design and unknown error variance.
method Analysis of posterior concentration rates, employing techniques to address model misspecification.
result Adaptiveness and concentration rates of the posterior for sparse high-dimensional linear regression.

A new adaptive splitting method improves accuracy for Cox-Ingersoll-Ross model.

problem Improving numerical solution accuracy for Cox-Ingersoll-Ross model.
method Adaptive splitting method over deterministic and random meshes, with uniform moment bound and strong error results.
result Uniform moment bound and strong error results of order 1/4 in L1 and L2 for κθ>σ^2, and order 1 for large noise.

New method controls false discoveries in real-time data streams.

problem Online testing of hypotheses with strict error constraints and no future data.
method Structure-adaptive sequential testing (SAST) with alpha-investment algorithm.
result Substantial power gain over existing online testing rules.

This paper addresses the robust speech recognition problem as an adaptation task. Specifically, we investigate the cumulative application of adaptation methods. A bidirectional Long Short-Term Memory (BLSTM) based neural network, capable of learning temporal relationships and translation invariant representations, is u…

2019-06-14abs ↗pdf ↗

Artificial neural network training with stochastic gradient descent can be destabilized by "bad batches" with high losses. This is often problematic for training with small batch sizes, high order loss functions or unstably high learning rates. To stabilize learning, we have developed adaptive learning rate clipping (A…

2019-06-21abs ↗pdf ↗

New findings on complexity limits in fixed budget bandit identification.

problem Determining the best possible error rate for fixed budget bandit identification.
method Analyzing the best non-adaptive sampling procedures and showing the existence of complexities.
result No fixed complexity for certain bandit identification tasks.

OnlineSCI extends ACI for adaptive selective inference with improved coverage and IER control.

problem Adaptive selective inference in online settings with improved coverage and IER control.
method Adaptive selective inference with extended ACI algorithm.
result OnlineSCI controls average missed coverage and instantaneous error rate at selected times, up to a non-asymptotic remainder term.

We propose a new splitting criterion for a meta-learning approach to multiclass classifier design that adaptively merges the classes into a tree-structured hierarchy of increasingly difficult binary classification problems. The classification tree is constructed from empirical estimates of the Henze-Penrose bounds on t…

2017-11-09abs ↗pdf ↗

Smooth activations enable optimal error rates in neural networks for Sobolev function classes.

problem Achieving optimal approximation and estimation error rates for neural networks in Sobolev function classes.
method Study of neural networks with smooth activations, proving optimal rates via approximation and statistical properties.
result Constant-depth networks with smooth activations achieve optimal rates of approximation and estimation, demonstrating smoothness adaptivity.

MACI improves LLM factuality inference with higher retention and lower time cost.

problem Ensuring factuality in LLM responses for high-stakes domains.
method Reformulated conformal inference in a multiplicative filtering setting, leveraging ensembles for more accurate factuality scores and group-conditional calibration.
result MACI achieves higher retention and lower time cost compared to baselines, preserving validity through group-conditional calibration.

New guarantees for ERM with adaptively collected data.

problem Failure of ERM guarantees with adaptively collected data.
method Importance sampling weighted ERM algorithm with maximal inequality.
result First generalization guarantees and fast convergence rates for adaptively collected data.

ET-GP-UCB optimizes time-varying functions without knowing change rates.

problem Sequentially optimizing a time-varying objective function with unknown change rates.
method Event-triggered Bayesian optimization with adaptive resets based on probabilistic uniform error bounds.
result ET-GP-UCB outperforms other GP-UCB algorithms in synthetic and real-world data.

New research shows the maximum ℓ1-margin classifier doesn't adapt to sparse ground truths.

problem Understanding the limitations of the maximum ℓ1-margin classifier in high-dimensional settings.
method Analyzing convergence and prediction error rates of the maximum ℓ1-margin classifier.
result Proves tight upper and lower bounds for prediction error, showing benign overfitting.

Calibrated probabilistic solvers improve accuracy of ODE estimates.

problem Uncertainty in probabilistic ODE solutions is not well-calibrated for adaptive step sizes.
method Introduce and assess several calibration methods for probabilistic ODE solvers.
result Calibration methods interact efficiently with adaptive step-size selection, improving posteriors.

The paper provides convergence guarantees for multicalibration gradient boosting.

problem Understanding the convergence properties of multicalibration gradient boosting.
method Computational guarantees for multicalibration gradient boosting algorithms, including adaptive variants.
result The magnitude of successive prediction updates decays at O(1/T)O(1/\sqrt{T}), leading to convergence in empirical multicalibration error.

New adaptive test for NPIV models controls size and has superior power.

problem Testing inequality and equality restrictions in nonparametric IV models.
method Adaptive hypothesis test based on modified leave-one-out sample quadratic distance.
result Adaptive test attains the adaptive minimax rate of testing in L2L^{2}.

SALSA automatically adjusts learning rates in stochastic gradient methods.

problem Automatic adjustment of learning rates in stochastic gradient methods.
method SALSA uses a line-search procedure to gradually increase the learning rate, then a statistical test to decrease it.
result SALSA matches the performance of best hand-tuned learning rate schedules in deep learning tasks.

ACS is an interactive framework for model-free selection with guaranteed error control.

problem Model-free selection with rigorous error control.
method Adaptive conformal selection with human-in-the-loop data exploration and new information incorporation.
result ACS provides concrete selection algorithms for various goals, including model update/selection, diversified selection, and incorporating new data.

In this work, we present a novel upper bound of target error to address the problem for unsupervised domain adaptation. Recent studies reveal that a deep neural network can learn transferable features which generalize well to novel tasks. Furthermore, a theory proposed by Ben-David et al. (2010) provides a upper bound …

2019-10-03abs ↗pdf ↗

Adapts SGD to noise and problem specifics for faster convergence.

problem Minimizing smooth, strongly-convex functions with varying noise and problem constants.
method Adaptive SGD with exponentially decreasing step-sizes, Nesterov acceleration, and stochastic line-search.
result Achieves near-optimal convergence rates without knowing noise or problem specifics.

New algorithms adaptively calibrate predictions in non-stationary environments, matching optimal rates.

problem Designing online prediction algorithms that adapt to varying levels of non-stationarity.
method Epoch-based scheduling and non-uniform partitioning of the prediction space.
result Achieves adaptive calibration guarantees under multiple measures with optimal rates.

Quantum codes on hyperbolic lattices outperform Euclidean ones with higher rates and lower overhead.

problem Improving quantum error correction performance with hyperbolic lattices.
method Unified framework using Hyperbolic Cycle Basis algorithm for CSS codes construction and benchmarking.
result Achieved higher encoding rates and lower qubit overhead in hyperbolic quantum error correction codes.

The study examines conditions for achieving a simple lower bound in estimating mean from samples.

problem Achieving a simple lower bound for estimating the mean of a distribution.
method Analyzes conditions for nearly attaining Le Cam's two-point testing lower bound for mean estimation.
result An algorithm nearly attains the two-point testing rate for mixtures of symmetric, log-concave distributions with a common mean.

We study the problem of clustering a set of items from binary user feedback. Such a problem arises in crowdsourcing platforms solving large-scale labeling tasks with minimal effort put on the users. For example, in some of the recent reCAPTCHA systems, users clicks (binary answers) can be used to efficiently label imag…

2019-10-14abs ↗pdf ↗

SapAugment learns adaptive augmentation policies for better model training.

problem Fixed data augmentation methods often apply the same augmentation to all samples, ignoring sample difficulty.
method SapAugment adapts augmentation parameters based on training loss, learning a sample-adaptive policy.
result SapAugment achieves up to 21% relative reduction in word error rate on LibriSpeech dataset.

Improves bit error tolerance in RRAM-based BNNs without overfitting.

problem Bit errors in RRAM-based BNNs reduce accuracy and overfit to training error rates.
method Proposes straight-through gradient approximation and a novel regularizer.
result Improves BNNs' robustness to bit errors without overfitting.

This paper investigates tradeoffs among optimization errors, statistical rates of convergence and the effect of heavy-tailed errors for high-dimensional robust regression with nonconvex regularization. When the additive errors in linear models have only bounded second moment, we show that iteratively reweighted $\ell_1…

2019-07-09abs ↗pdf ↗

Develops a method for kernel ridge regression under covariate shift using pseudo-labels.

problem Learning a regression function with small mean squared error over a target distribution with labeled data from a different feature distribution.
method Split labeled data into two subsets, conduct kernel ridge regression on each, use imputation model to fill missing labels, and select the best candidate model.
result Non-asymptotic excess risk bounds demonstrate effective adaptation to target distribution and covariate shift.

The study analyzes convergence of adaptive optimizers under low-precision training.

problem Understanding why low-precision training remains effective for large models.
method Developed a theoretical framework for analyzing convergence of adaptive optimizers under floating-point quantization.
result Adaptive optimizers retain convergence rates close to full-precision methods under logarithmic mantissa scaling.

Unified online tensor learning algorithm reduces computational and memory costs.

problem Efficiently learning from large tensors with minimal data storage and timely predictions.
method oRGrad algorithm for online tensor learning.
result oRGrad achieves optimal O(T1/2)O(T^{1/2}) regret and O(logT)O(\log T) adaptive regret.

This study analyzes how well GANs approximate distributions from small samples.

problem Understanding how well GANs approximate distributions from limited data.
method Analysis of GANs using integral probability metrics and Hölder classes.
result GANs can adaptively learn low-dimensional structures or Hölder densities.

The performance of stochastic gradient descent (SGD) depends critically on how learning rates are tuned and decreased over time. We propose a method to automatically adjust multiple learning rates so as to minimize the expected error at any one time. The method relies on local gradient variations across samples. In our…

2012-06-06abs ↗pdf ↗