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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.

168,657 papers · 148 categories

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48 results for Bias-Variance Decomposition

Generalizes bias-variance decomposition for Bregman divergences.

problem No specific problem stated; generalization of bias-variance for Bregman divergences.
method Provided a generalization of the bias-variance decomposition for Bregman divergences.
result A clear, standalone derivation of the bias-variance decomposition for Bregman divergences.

This work introduces a bias-variance decomposition for proper scores, improving uncertainty estimation in predictive models.

problem Reliable uncertainty estimation for predictions in safety-critical applications, especially under domain drift.
method Developed a general bias-variance decomposition for proper scores, introducing the Bregman Information as the variance term.
result The decomposition provides novel formulations for different predictive tasks, including classification and model ensembles.

Bias - variance decomposition of the expected error defined for regression and classification problems is an important tool to study and compare different algorithms, to find the best areas for their application. Here the decomposition is introduced for the survival analysis problem. In our experiments, we study bias -…

2011-09-24abs ↗pdf ↗

The study improves theoretical understanding of using multiple synthetic datasets for better model accuracy.

problem Lack of theoretical understanding of using multiple synthetic datasets for supervised learning.
method Derive bias-variance decompositions for multiple synthetic datasets settings.
result A simple rule of thumb to select the appropriate number of synthetic datasets.

The paper introduces a new framework to assess generative model uncertainty.

problem Lack of a theoretical framework for assessing generative models' generalization and uncertainty.
method Bias-variance-covariance decomposition for kernel scores, with unbiased and consistent estimators.
result Kernel-based variance and entropy for uncertainty estimation are more predictive than existing methods.

GNCL algorithm controls diversity in deep ensembles.

problem Managing bias and variance in deep ensembles.
method Generalized bias-variance decomposition for arbitrary loss functions, leading to GNCL algorithm.
result Explicit control over ensemble diversity and smooth interpolation between independent and joint training.

Adversarial training leads to large generalization gap, decomposed into bias and variance.

problem Understanding the large generalization gap in adversarially trained models.
method Bias-Variance decomposition of test risk as a function of adversarial perturbation radius.
result Bias increases monotonically with adversarial perturbation radius and is dominant in test risk.

Depth uncertainty networks don't improve with bias correction, contrary to expectations.

problem Improving performance in active learning with overparameterised models like NNs.
method Depth uncertainty networks, compared to underparameterised models, show no improvement in performance with bias correction.
result Depth uncertainty networks do not improve with bias correction, unlike underparameterised models.

The bias-variance tradeoff tells us that as model complexity increases, bias falls and variances increases, leading to a U-shaped test error curve. However, recent empirical results with over-parameterized neural networks are marked by a striking absence of the classic U-shaped test error curve: test error keeps decrea…

2018-10-19abs ↗pdf ↗

Ensembles improve classifier performance by reducing bias, not variance.

problem Improving classifier performance through ensemble methods.
method Extended bias-variance decomposition for classification tasks, introducing dual reparameterization.
result Ensembling reduces bias in classifiers, contrary to the traditional view.

Deep learning models can have low bias and variance, contrary to classical theory.

problem Understanding the performance of deep learning models at high complexity.
method Developed a fine-grained bias-variance decomposition for random feature kernel regression, analyzing the effects of sampling, initialization, and labels.
result The variance terms exhibit non-monotonic behavior and can diverge at the interpolation boundary, even in the absence of label noise.

The paper analyzes how re-weighting helps in reducing variance in high-dimensional kernel methods under covariate shifts.

problem The challenge of high-dimensional kernel methods under covariate shifts and the role of re-weighting.
method Derives asymptotic expansion of high-dimensional kernels under covariate shifts, analyzes bias-variance decomposition, and characterizes the regularized kernel.
result Re-weighting helps in decreasing variance and can be seen as a data-dependent regularization.

Paper introduces new importance metrics for machine learning models, linking them to CATE.

problem Interpreting black-box models' importance metrics due to data dependence and non-parametric nature.
method Introduces MVIM and CVIM, proposing permutation-based estimation and bias-variance decomposition.
result MVIM and CVIM have a quadratic relationship with CATE, addressing bias in correlated predictors.

New framework assesses value of labeled vs unlabeled data in latent variable models.

problem Determining the optimal use of labeled and unlabeled data in latent variable models.
method Developed a bias-variance decomposition of the generalization error for method-of-moments latent variable estimation, and introduced a correction for misspecification.
result Labeled data is more valuable than unlabeled data when models are misspecified, but this value can be reduced with correction.

The paper explains why estimating a history-dependent policy can reduce MSE in reinforcement learning.

problem Understanding why history-dependent policies can improve MSE in off-policy evaluation.
method The paper derives a bias-variance decomposition of MSE for various OPE estimators, showing how history-dependent policies can decrease variance and increase bias.
result History-dependent policies can decrease the variance of importance sampling estimators, leading to lower MSE.

Study shows training duration affects model merging quality, suggesting joint selection of duration and method.

problem Impact of expert training duration on model merging quality for large language models (LLMs).
method Systematically fine-tuned experts on five domains across three model sizes, evaluated five merging methods at each duration.
result Training duration and merging method should be chosen jointly, not independently.

The paper analyzes high-dimensional kernel regression, showing different risk curves based on data and regularization.

problem Characterizing generalization properties of high-dimensional kernel ridge regression.
method Bias-variance decomposition of the expected excess risk, considering different regularization schemes and data eigen-profiles.
result The risk curve of kernel regression can be double-descent-like, bell-shaped, or monotonic, depending on n, d, and regularization level.

Linking output sensitivity to deep learning generalization.

problem Understanding and comparing the generalization properties of deep neural networks.
method Linking the loss function to output sensitivity and analyzing its relation to bias-variance decomposition.
result Output sensitivity is a strong metric for comparing generalization performance of deep networks.

We present transductive Boltzmann machines (TBMs), which firstly achieve transductive learning of the Gibbs distribution. While exact learning of the Gibbs distribution is impossible by the family of existing Boltzmann machines due to combinatorial explosion of the sample space, TBMs overcome the problem by adaptively …

2018-05-21abs ↗pdf ↗

Paper explores robust regression methods and their bias-variance trade-off.

problem Understanding the trade-off between robust estimation and optimization methods.
method Examines traditional outlier-resistant robust estimation and robust optimization.
result Both methods follow converse strategies due to a bias-variance trade-off.

This work analyzes how preconditioning affects generalization in machine learning models.

problem The impact of preconditioning on the generalization of machine learning models.
method An asymptotic bias-variance decomposition of the generalization error for ridgeless regression under various preconditioners.
result The optimal preconditioner depends on label noise, model specification, and signal alignment, with NGD potentially better under certain conditions.

SGD in linear regression overfits but performs well due to bias-variance trade-off.

problem Understanding overfitting in SGD for linear regression.
method Constant-stepsize SGD with iterate averaging or tail averaging, analyzing full eigenspectrum of data covariance matrix.
result Sharp excess risk bounds revealing bias-variance decomposition for SGD in linear regression.

The main goal of this thesis is to point out that the bias-variance tradeoff is not always true (e.g. in neural networks). We advocate for this lack of universality to be acknowledged in textbooks and taught in introductory courses that cover the tradeoff. We first review the history of the bias-variance tradeoff, its …

2019-12-17abs ↗pdf ↗

Study shows training duration impacts model merging quality, suggesting joint selection of duration and method.

problem Impact of expert training duration on model merging quality for large language models (LLMs).
method Systematically fine-tuned experts on five domains across three model sizes, evaluating five merging methods at each duration.
result Training duration affects merging quality, with simple averaging degrading sharply and sparsification-based methods performing well past the validation optimum.

Study shows exponential error reduction in multiclass classification without bias-variance trade-off.

problem Multiclass classification with margin conditions.
method Analysis of classification error under hard-margin conditions.
result Exponential decrease in classification error without bias-variance trade-off.

Paper estimates EOT maps for non-compactly supported measures with subGaussian target.

problem Estimating EOT maps between non-compactly supported measures.
method Uses bias-variance decomposition, T1-transport inequalities, and concentration of measure results.
result Shows error decay rates for different cases of subGaussian measures.

The paper analyzes fluctuations in ensemble models in high-dimensional settings.

problem Understanding statistical fluctuations in ensemble models in high-dimensional settings.
method Develops a rigorous theory for the study of fluctuations in ensemble of generalised linear models.
result Provides a complete description of the asymptotic joint distribution of the empirical risk minimizer for convex losses in high-dimensional settings.

The paper analyzes the bias-variance tradeoff for Bregman divergences.

problem Understanding the bias-variance tradeoff for Bregman divergences.
method Analyzes the bias-variance tradeoff through operations in dual space.
result Derives several results including a generalized law of total variance and ensembling operations.

A new decomposition explains over-parameterized models' counterintuitive behaviors.

problem Understanding predictive error in over-parameterized models.
method Introducing the Generalized Aliasing Decomposition (GAD) to explain predictive performance.
result The GAD decomposes predictive error into three parts: model insufficiency, data insufficiency, and generalized aliasing.

Federated learning can be vulnerable to adversarial attacks, which this work addresses.

problem Federated learning's adversarial vulnerability when deployed.
method Bias-Variance decomposition for federated learning, proposing Fed_BVA framework.
result Fed_BVA framework generates adversarial examples to improve robustness.

In this paper, we provide a theoretical understanding of word embedding and its dimensionality. Motivated by the unitary-invariance of word embedding, we propose the Pairwise Inner Product (PIP) loss, a novel metric on the dissimilarity between word embeddings. Using techniques from matrix perturbation theory, we revea…

2018-12-11abs ↗pdf ↗

The paper explores the trade-off between bias and variance in high-dimensional models.

problem Understanding the unavoidable trade-off between bias and variance in high-dimensional statistical models.
method Proposes a general strategy to obtain lower bounds on the variance of estimators with a specified bias, and applies it to various statistical models.
result Shows the extent to which the bias-variance trade-off is unavoidable and quantifies the performance loss for methods that do not balance it.

Improves early stopping in deep networks by adjusting stepsizes.

problem Epoch-wise double descent in deep networks.
method Analytical and empirical study of bias-variance tradeoffs in different network layers.
result Eliminating epoch-wise double descent through adjusting stepsizes of different layers improves early stopping performance.

This paper analyzes bias-variance trade-off for clipped SFOMs, improving complexity guarantees for heavy-tailed noise.

problem Improving complexity guarantees for stochastic optimization methods with heavy-tailed noise.
method Novel analysis of bias-variance trade-off in gradient clipping for clipped SFOMs.
result Improved complexity guarantees for clipped SFOMs across various tail indices, including infinite mean noise.

Vector embedding is a foundational building block of many deep learning models, especially in natural language processing. In this paper, we present a theoretical framework for understanding the effect of dimensionality on vector embeddings. We observe that the distributional hypothesis, a governing principle of statis…

2018-03-01abs ↗pdf ↗