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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.

169,341 papers · 148 categories

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131262393524 · Jun 202019922001200920182026
48 results for Class probabilities

Estimates class posterior probabilities without using scores from classifiers.

problem Estimating class posterior probabilities for new points in classification tasks.
method Varying prior probabilities to derive the ratio of pdf's at point x, directly determining class posterior probabilities.
result A method to estimate posterior probabilities without relying on classification scores.

The law of total probability may be deployed in binary classification exercises to estimate the unconditional class probabilities if the class proportions in the training set are not representative of the population class proportions. We argue that this is not a conceptually sound approach and suggest an alternative ba…

2013-12-02abs ↗pdf ↗

Study on estimating class probabilities using empirical risk minimization.

problem Estimating class probabilities within binary classification.
method Empirical risk minimization (ERM) for class probability estimation.
result The estimator converges to true class probabilities under certain conditions.

Focal loss improves classification but not class-posterior probability estimation.

problem Improving class-posterior probability estimation from focal loss.
method Proved classification-calibration and derived a transformation to recover true class-posterior probabilities.
result A transformation of the confidence score from focal loss minimization allows recovery of true class-posterior probabilities.

Fisher consistency improves class probability estimation under dataset shift.

problem Lack of Fisher consistency can lead to unreliable class probability estimates.
method Introduced Fisher consistency as a desirable property for class prior probability estimators.
result CDE-Iterate is not Fisher consistent and cannot be trusted for reliable estimates.

Improves probability estimates for small datasets in multi-class problems.

problem Inaccurate probability estimates in classification tasks, especially on small datasets.
method Introduced Data Generation and Grouping algorithm to improve calibration on small datasets, then applied to multi-class problems.
result Calibration error can be decreased using the proposed approach.

An imprecise SHAP method explains class probabilities with limited data.

problem Explaining class probabilities with limited training data.
method New approach for computing feature marginal contributions and general approach to interval-valued Shapley values.
result The imprecise SHAP method improves explanation of class probabilities.

New linear algorithms improve wSVMs for multiclass probability estimation.

problem Estimating conditional probabilities for multiclass problems.
method Proposed baseline learning and OVA learning schemes to improve wSVMs.
result Linear algorithms achieve optimal computational efficiency and good estimation accuracy.

Proposes novel wSVMs for sparse learning and accurate probability estimation.

problem Sparse features with redundant noise limit the performance of existing wSVMs.
method Develops 1\ell^1-norm and elastic net regularized wSVMs for automatic variable selection and probability estimation.
result Elastic net regularized wSVMs achieve superior performance in variable selection and probability estimation.

Study on optimal rates for sequential probability assignment using smoothed analysis.

problem Optimal rates for sequential probability assignment under smoothed adversaries.
method General-purpose reduction from minimax rates to transductive learning, development of an efficient algorithm using MLE oracle.
result Optimal (logarithmic) fast rates for parametric and finite VC dimension classes, sublinear regret for general classes.

Friedman's method performs well for estimating class distributions.

problem Estimating prior class probabilities without label observations.
method Friedman's method and DeBias method for designing linear equation systems.
result Friedman's method performs well for binary and multi-class quantification.

We study the problem of supervised learning for both binary and multiclass classification from a unified geometric perspective. In particular, we propose a geometric regularization technique to find the submanifold corresponding to a robust estimator of the class probability P(yx)P(y|\pmb{x}). The regularization term meas…

2015-03-04abs ↗pdf ↗

We consider a random walk on the mapping class group of a surface of finite type. We assume that the random walk is determined by a probability measure whose support is finite and generates a non-elementary subgroup HH. We further assume that HH is not consisting only of lifts with respect to any one covering. Then w…

2014-08-02abs ↗pdf ↗

Estimates growth of reciprocal classes in Hecke groups.

problem Estimating the growth of reciprocal conjugacy classes in Hecke groups.
method Using free product structure and word lengths of reciprocal elements, with tools from basic probability theory.
result Estimates the asymptotic growth of reciprocal conjugacy classes in Hecke groups.

New bounds on minimax regret for sequential probability assignment using logarithmic loss.

problem Minimizing regret in sequential probability assignment against arbitrary experts.
method Using self-concordance property of logarithmic loss to derive tight bounds.
result Tight bounds on minimax regret for various expert classes.

Defense against model stealing attacks by adding noise to class probabilities.

problem Protecting machine learning models from model stealing attacks.
method Adding noise to class probabilities to limit the success of attacks.
result Our defense can degrade the accuracy of the stolen model by at least 20% or require up to 64 times more queries.

CANE selects a subset of classes for large multi-class classification problems.

problem Large multi-class classification problems with high number of classes.
method CANE selects a small subset of candidate classes and samples the remaining classes.
result CANE achieves better prediction accuracy and significant speedup compared to state-of-the-art methods.

Paper introduces a novel method for estimating model confidence in deep neural classifiers.

problem Reliable confidence estimation for deep neural classifiers in safety-critical applications.
method Proposes a novel target criterion (true class probability) and learns it from data with an auxiliary model.
result The proposed method outperforms strong baselines in various tasks and network architectures.

A key prerequisite to optimal reasoning under uncertainty in intelligent systems is to start with good class probability estimates. This paper improves on the current best probability estimation trees (Bagged-PETs) and also presents a new ensemble-based algorithm (MOB-ESP). Comparisons are made using several benchmark …

2012-07-11abs ↗pdf ↗

Proposes a new confidence criterion for deep neural networks to predict failures.

problem Predicting failures in deep neural networks.
method Introduces True Class Probability (TCP) as a new confidence criterion and proposes a learning scheme to estimate it.
result The proposed approach consistently outperforms existing methods in failure prediction.

Improves Active Learning by considering class imbalance and difficulty.

problem Active Learning's focus on individual samples ignores class distribution and difficulty.
method Proposes a method based on Bayes' rule to incorporate class imbalance, using a Variational Auto Encoder (VAE).
result Significantly outperforms state-of-the-art methods on datasets with heavy data imbalance.

Work in the classification literature has shown that in computing a classification function, one need not know the class membership of all observations in the training set; the unlabeled observations still provide information on the marginal distribution of the feature set, and can thus contribute to increased classifi…

2015-10-06abs ↗pdf ↗

New CPS model tackles conditional probability shift in machine learning.

problem Discrepancy between source and target distributions in machine learning.
method Conditional Probability Shift Model (CPSM) using multinomial regression and EM algorithm.
result Superior balanced classification accuracy on target data compared to existing methods.

The framework of this paper is that of risk measuring under uncertainty, which is when no reference probability measure is given. To every regular convex risk measure on Cb(Ω){\cal C}_b(Ω), we associate a unique equivalence class of probability measures on Borel sets, characterizing the riskless non positive elements of $…

2010-04-30abs ↗pdf ↗

Hierarchical Softmax approximates class probabilities for large datasets efficiently.

problem Computational inefficiency of Softmax for large-scale classification tasks.
method Used Hierarchical Softmax to approximate class probabilities efficiently.
result Hierarchical Softmax performance degrades as the number of classes increases.

We show that the probability that a finitely supported random walk on a non-elementary subgroup of the the mapping class group gives a non-pseudo-Anosov element decays exponentially in the length of the random walk. More generally, we show that if R is a set of mapping class group elements with an upper bound on their …

2011-04-29abs ↗pdf ↗

A new method calculates optimal decisions from classifier outputs, improving predictions in drug discovery.

problem Finding optimal decisions from classifier outputs in fields like medicine.
method Develops a transducer that calculates probabilities from classifier outputs, enabling expected-utility maximization.
result Improves prediction accuracy in drug discovery problems, sometimes close to theoretical maximum.

Support vector classifier constructs confidence sets for binary classification.

problem Learning confidence sets with specific probability guarantees for binary classification.
method Support vector classifier to construct confidence sets.
result The proposed learner controls non-coverage rates and minimizes ambiguity with high probability.

A new IPM uses ReLU networks to measure probability discrepancies.

problem Measuring the difference between two probability distributions in high dimensions.
method Proposes a new parametric IPM using ReLU neural networks to optimize and distinguish between distributions.
result The proposed IPM has good convergence rates and can be used as a surrogate for other IPMs.

KCal calibrates deep networks by embedding logits in a metric space.

problem Overconfident predictions from DNNs, especially in high-risk applications.
method KCal learns a metric space on the penultimate-layer latent embedding and generates predictions using kernel density estimates.
result KCal provides a provable full calibration guarantee and consistently outperforms baselines.