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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.

168,878 papers · 148 categories

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5099149198 · May 202619922001200920172026
48 results for Baseline Bootstrapping

This paper considers Safe Policy Improvement (SPI) in Batch Reinforcement Learning (Batch RL): from a fixed dataset and without direct access to the true environment, train a policy that is guaranteed to perform at least as well as the baseline policy used to collect the data. Our approach, called SPI with Baseline Boo…

2017-12-19abs ↗pdf ↗

This study presents two new algorithms for solving linear stochastic bandit problems. The proposed methods use an approach from non-parametric statistics called bootstrapping to create confidence bounds. This is achieved without making any assumptions about the distribution of noise in the underlying system. We present…

2016-05-04abs ↗pdf ↗

SPIBB improves safe policy improvement with a softer baseline approach.

problem Improving policies safely in reinforcement learning.
method Baseline Bootstrapping algorithm (SPIBB) that allows policy search over a wider set of policies, controlling policy change according to local model uncertainty.
result Significant improvement in safe policy improvement over existing methods.

Bootstrap method for Markov chains in reinforcement learning.

problem Distributional consistency in finite controlled Markov chains with unknown control policies.
method Model-based bootstrap with novel LLN and CLT for visitation counts and transition increments.
result Asymptotically valid confidence intervals for value and QQ-functions in offline RL.

Algorithm optimizes biological sequences using bootstrapped training with a score-conditioned generator.

problem Optimizing biological sequences for a black-box score function.
method Bootstrapped training of score-conditioned generator (BootGen) algorithm.
result Our method outperforms competitive baselines on biological sequential design tasks.

A novel bootstrap method improves concept drift detection in predictive models.

problem Detecting changes in predictive relationships (concept drift) in data-driven applications.
method Developed a nested bootstrap procedure to calibrate control limits using the entire initial sample.
result The method yields more accurate baseline models and faster CL setup times.

Upper Confidence Bound (UCB) method is arguably the most celebrated one used in online decision making with partial information feedback. Existing techniques for constructing confidence bounds are typically built upon various concentration inequalities, which thus lead to over-exploration. In this paper, we propose a n…

2019-06-12abs ↗pdf ↗

Optimizes a small set of centroid points to approximate bootstrap distribution.

problem Computational inefficiency of standard bootstrap methods in large-scale machine learning.
method Explicitly optimizes a small set of high quality centroid points to approximate the ideal bootstrap distribution.
result Accurately estimates uncertainty with a small number of bootstrap centroids, outperforming i.i.d. sampling.

Bagging, a powerful ensemble method from machine learning, improves the performance of unstable predictors. Although the power of Bagging has been shown mostly in classification problems, we demonstrate the success of employing Bagging in sparse regression over the baseline method (L1 minimization). The framework emplo…

2018-12-20abs ↗pdf ↗

AR-Sieve Bootstrap improves Random Forest time series prediction accuracy.

problem Inaccurate time series prediction due to inadequate resampling methods.
method Combines Random Forest with AR-Sieve Bootstrap for better resampling.
result AR-Sieve Bootstrap leads to more accurate predictions compared to other methods.

We consider the performance of the bootstrap in high-dimensions for the setting of linear regression, where p<np<n but p/np/n is not close to zero. We consider ordinary least-squares as well as robust regression methods and adopt a minimalist performance requirement: can the bootstrap give us good confidence intervals fo…

2016-08-02abs ↗pdf ↗

New bootstraps improve speed and accuracy for graph count functionals.

problem Efficiently counting subgraphs in large graphs.
method Developed two types of multiplier bootstraps: a fast, approximate linear one and a quadratic one for denser graphs.
result Both bootstraps provide valid inference and higher-order accuracy under different graph sparsity conditions.

Three bootstrap tests compare categorical time series generating processes.

problem Testing equality of generating processes in categorical time series.
method Proposes three tests using dissimilarity measures and bootstrap methods.
result Advantages and disadvantages of each bootstrap method discussed.

Paper explores using bootstrap methods to improve SGD's stability and robustness.

problem Improving the stability and robustness of SGD.
method Investigates empirical bootstrap approaches for SGD from algorithmic stability and statistical robustness perspectives.
result Demonstrates construction of purely distribution-free confidence intervals using bootstrap SGD.

The bootstrap provides a simple and powerful means of assessing the quality of estimators. However, in settings involving large datasets---which are increasingly prevalent---the computation of bootstrap-based quantities can be prohibitively demanding computationally. While variants such as subsampling and the mm out o…

2011-12-21abs ↗pdf ↗

Validates network bootstraps for uncertainty quantification in network visualisation.

problem Quantifying uncertainty in network embeddings when only a single observation is available.
method Statistical indistinguishable embeddings using k-nearest neighbour smoothing, validated by an exchangeable network test.
result Proposes a principled, distribution-free network bootstrap that passes the exchangeable network test.

New DP bootstrap method for statistical inference with improved privacy and accuracy.

problem Lack of general techniques for conducting statistical inference under differential privacy.
method DP bootstrap procedure to infer sampling distribution and construct confidence intervals.
result DP bootstrap estimates provide consistent point estimates and asymptotically valid standard CIs.

A new bootstrapping method reduces key sizes and runtime in FHE.

problem Large plaintext evaluation in FHE increases bootstrapping complexity.
method New polynomial vector representation and monic monomial permutation matrices.
result Polynomial factor improvement in key size and constant factor in runtime.

The bootstrap provides a simple and powerful means of assessing the quality of estimators. However, in settings involving large datasets, the computation of bootstrap-based quantities can be prohibitively demanding. As an alternative, we present the Bag of Little Bootstraps (BLB), a new procedure which incorporates fea…

2012-06-27abs ↗pdf ↗

A new algorithm improves stochastic linear bandit performance using residual bootstrap.

problem Improving performance in stochastic linear bandit problems.
method Residual bootstrap exploration to estimate mean reward and pull the arm with the highest estimate.
result Proposed algorithm exttt{LinReBoot} achieves high-probability sub-linear regret under mild conditions.

Paper improves bootstrapping for off-policy reinforcement learning inference.

problem Improving bootstrapping for off-policy reinforcement learning inference.
method Proposes a bootstrapping FQE method for off-policy statistical inference and a subsampling procedure to improve runtime.
result Asymptotically efficient and distributionally consistent bootstrapping FQE method for off-policy inference.

Equity-Directed Bootstrapping improves model performance across groups in imbalanced datasets.

problem Improving model performance across different groups in imbalanced datasets.
method Equity-Directed Bootstrapping to balance training data with respect to both labels and group identity.
result The equity-directed bootstrap brings test set sensitivities and specificities closer to satisfying the equal odds criterion.

Delta method vs Bootstrap for deep learning classification shows strong linear relationship and faster computation.

problem Validating the Delta method for deep learning classification.
method Comparison of Delta method and Bootstrap on LeNet-based neural networks using MNIST and CIFAR-10 datasets.
result The Delta method provides a five times faster computation with strong linear predictive uncertainty relationship.

Recently, multilayer bootstrap network (MBN) has demonstrated promising performance in unsupervised dimensionality reduction. It can learn compact representations in standard data sets, i.e. MNIST and RCV1. However, as a bootstrap method, the prediction complexity of MBN is high. In this paper, we propose an unsupervis…

2015-03-22abs ↗pdf ↗

A wild bootstrap method for nonparametric hypothesis tests based on kernel distribution embeddings is proposed. This bootstrap method is used to construct provably consistent tests that apply to random processes, for which the naive permutation-based bootstrap fails. It applies to a large group of kernel tests based on…

2014-08-23abs ↗pdf ↗

Paper presents methods to create stock price confidence intervals using LSTM models.

problem Creating accurate confidence intervals for LSTM-estimated stock prices.
method Three bootstrap methods for dependent data, optimal block length selection, and benchmark comparison.
result Illustrated through stock price data, different bootstrap strategies provide varying confidence intervals.

Bootstrapping regularizes singular correlation matrices, reducing the need for complex regularization.

problem Singular correlation matrices in large datasets.
method Averaging bootstrapped correlation matrices to ensure positive-definiteness.
result The averaged correlation matrix is almost surely positive-definite with a sufficient number of bootstraps.

Efficient exploration in complex environments remains a major challenge for reinforcement learning. We propose bootstrapped DQN, a simple algorithm that explores in a computationally and statistically efficient manner through use of randomized value functions. Unlike dithering strategies such as epsilon-greedy explorat…

2016-02-15abs ↗pdf ↗

The paper improves the empirical bootstrap method for non-normal estimators.

problem Theoretical properties of empirical bootstrap for non-asymptotically normal estimators.
method Establishing limiting distribution, deriving consistency conditions, proposing alternative methods.
result The empirical bootstrap method can be asymptotically consistent under stability conditions.

Regularization is an important component of predictive model building. The hybrid bootstrap is a regularization technique that functions similarly to dropout except that features are resampled from other training points rather than replaced with zeros. We show that the hybrid bootstrap offers superior performance to dr…

2018-01-22abs ↗pdf ↗