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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.

168,695 papers · 148 categories

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57115172229 · Jun 202019922001200920172026
48 results for Context Drift Mitigation

Holographic Invariant Storage uses vector architectures to ensure LLM safety at design time.

problem Mitigating context drift in large language models (LLMs) during deployment.
method Introduces Holographic Invariant Storage (HIS) protocol that combines known properties of bipolar Vector Symbolic Architectures into a design-time safety contract.
result Closed-form guarantees for single-signal recovery fidelity, continuous-noise robustness, and multi-signal capacity degradation are provided and validated.

SHIFT framework identifies subgroups with large ML model performance decay.

problem Large model performance decay in subgroups when deployed.
method Subgroup-scanning Hierarchical Inference Framework (SHIFT) for performance drift.
result SHIFT identifies interpretable subgroups with large performance decay and suggests targeted actions to mitigate it.

The paper develops a new framework for detecting distributional drifts conditioned on context.

problem Detecting distributional drifts in machine learning systems when context changes.
method Develops a framework using two-sample tests for conditional distributional treatment effects.
result Demonstrates effectiveness for detecting drift in subpopulations of data.

An algorithm for efficient experimentation in a dynamic environment with personalized preferences and context drifts.

problem Efficiently recommending decisions to users with personalized preferences in a context where the environment is changing over time.
method Dri-MED, inspired from the linear version of the MED strategy, adapted to handle non-stationary heteroskedastic noise.
result The instance-dependent regret scales as $ ilde{\mathcal O}\left(\fracκ{ ildeΔ}d^2(\log(T) ight)$, with ildeΔ ildeΔ being the constraint-aware sub-optimality gap.

When constructing a classifier ensemble, diversity among the base classifiers is one of the important characteristics. Several studies have been made in the context of standard static data, in particular, when analyzing the relationship between a high ensemble predictive performance and the diversity of its components.…

2019-02-22abs ↗pdf ↗

Study on deep multi-head self-attention dynamics, proving homogenized limits under specific scalings.

problem Understanding the behavior of deep multi-head self-attention models as depth increases.
method Random model of deep multi-head self-attention, viewing depth as time, and analyzing the residual stream as a particle system.
result Homogenized limit of the dynamics, leading to deterministic or stochastic behavior depending on scaling, with implications for representation collapse.

Novel algorithm SAODE improves high-dimensional stream classification in seasonal data.

problem Handling seasonal concept drift in high-dimensional stream classification.
method SAODE classifier that includes time as a super parent to handle seasonal drift.
result SAODE consistently outperforms other methods in stream and concept drift classification.

The paper optimizes interpolation schedules in generative models to improve sampling accuracy.

problem Improving sampling accuracy in generative models with fewer resources.
method Minimizing the averaged squared Lipschitzness of the drift field, using transfer formulas.
result Designed schedules yield more accurate fine-scale statistics at fixed integrator budget.

Proposes a method to adapt DNNs to drift in data distribution.

problem Adapting to out-of-distribution data and shifting objectives.
method Bayesian Inference, Variational Density Propagation, Evidence Lower Bound (ELBO), Minimum Description Length (MDL) Principle.
result Minimizes catastrophic forgetting by approximating MDL principle.

We extend Dupire's formula for stochastic interest rates and local volatility.

problem Deriving formulas for stochastic interest rates and local volatility.
method Generalizations of Dupire's formula for stochastic drift and local volatility.
result Validated the limits of the generalized Dupire formulae for specific cases.

Paper tackles concept drift in Federated Learning, improving model performance.

problem Concept drift in real-world data makes existing Federated Learning methods ineffective.
method Introduces a multiscale algorithm combining extit{FedAvg} and extit{FedOMD} with non-stationary detection and adaptation.
result Achieves dynamic regret of $\Tilde{\mathcal{O}} ( \min \{ \sqrt{LT} , Δ^{\frac{1}{3}}T^{\frac{2}{3}} + \sqrt{T} \})$ for TT rounds.

Drift-Resilient TabPFN learns to adapt to changing data distributions.

problem Real-world data often shifts over time, degrading model performance.
method In-Context Learning with a Prior-Data Fitted Network, using structural causal models.
result Significant performance improvements across various datasets.

This paper tackles continuous domain adaptation with a new approach.

problem Learning in non-stationary environments, especially domain drift.
method Variational domain-agnostic feature replay, composed of inference, generative, and solver modules.
result Demonstrates the effectiveness of the proposed approach for practical usage.

Model predicts political ideology using context vectors to mitigate bias and scarcity.

problem Scarcity and selection bias in political ideology prediction.
method Proposes a statistical model decomposing embeddings into context and position vectors, training an end-to-end model for deployment.
result Model can predict ideological labels even with minimal biased data, outperforming state-of-the-art methods.

Group personalization improves FL performance in heterogeneous client data.

problem Mitigating client drift in federated learning with heterogeneous data.
method Fine-tuning a global FL model over homogeneous groups of clients, then personalizing each group's model.
result The proposed method achieves superior personalization performance compared to other FL approaches.

Develops PromptShift-CRC for drift-aware conformal risk control in foundation models under prompt and domain shift.

problem Fixed calibration risk in foundation models due to prompt and domain shift.
method Embeds prompts and responses, measures drift, gives more weight to recent examples, and updates risk online.
result Develops method to control risk up to terms for distribution mismatch and weighted quantile uncertainty.

LLMs cause inconsistent financial outputs, smaller models are more reliable.

problem Inconsistent outputs from LLMs undermine auditability and trust in financial workflows.
method Finance-calibrated deterministic test harness, task-specific invariant checking, model classification, and cross-provider validation.
result Smaller models (Granite-3-8B, Qwen2.5-7B) achieve 100% output consistency, while larger models like GPT-OSS-120B have high drift.

The goal of a learner, in standard online learning, is to have the cumulative loss not much larger compared with the best-performing function from some fixed class. Numerous algorithms were shown to have this gap arbitrarily close to zero, compared with the best function that is chosen off-line. Nevertheless, many real…

2013-03-01abs ↗pdf ↗

We study the Markowitz portfolio selection problem with unknown drift vector in the multidimensional framework. The prior belief on the uncertain expected rate of return is modeled by an arbitrary probability law, and a Bayesian approach from filtering theory is used to learn the posterior distribution about the drift …

2018-11-16abs ↗pdf ↗

Improved growth strategies by incorporating stochastic factors in asset returns.

problem Drift uncertainty in asset returns makes growth optimization strategies sensitive.
method Study robust growth-optimization in high-dimensional incomplete markets under drift uncertainty and ergodicity.
result Utilizing stochastic factors improves robust growth rates and optimal strategies.

New method accounts for hidden context in preference learning for RLHF models.

problem Incomplete data with hidden context affects RLHF model outcomes.
method Distributional Preference Learning (DPL) methods estimate hidden context distributions.
result DPL methods reduce RLHF vulnerabilities by accounting for hidden context.

Improved Adam for time series forecasting with distributional drift.

problem Non-stationary data challenges Adam's effectiveness.
method Proposed TS_Adam, removing Adam's second-order bias correction.
result TS_Adam achieves 12.8% reduction in MSE and 5.7% in MAE on ETT datasets.

Investigates gradient descent dynamics and introduces new regularisation methods.

problem Understanding and mitigating gradient descent instabilities and interactions with smoothness regularisation.
method Derives continuous-time flows to account for discretisation drift, constructs learning rate schedules and regularisers.
result New regularisation methods improve performance in reinforcement learning.

We propose an online method for concept driftdetection based on dynamic classifier ensemble selection. Theproposed method generates a pool of ensembles by promotingdiversity among classifier members and chooses expert ensemblesaccording to global prequential accuracy values. Unlike currentdynamic ensemble selection app…

2019-09-26abs ↗pdf ↗

Building accurate language models that capture meaningful long-term dependencies is a core challenge in natural language processing. Towards this end, we present a calibration-based approach to measure long-term discrepancies between a generative sequence model and the true distribution, and use these discrepancies to …

2019-06-11abs ↗pdf ↗

This review covers learning under concept drift, including detection, understanding, and adaptation.

problem Unforeseeable changes in data distribution over time impact machine learning performance.
method Reviews and analyzes methodologies and techniques for concept drift detection, understanding, and adaptation.
result Establishes a framework for learning under concept drift with three main components.

This research identifies flaws in drift detection methods and creates adversarial data streams to exploit them.

problem The challenge of detecting data distribution changes (drift) in real-time systems.
method Developed adversarial data streams to show weaknesses in existing drift detection schemes.
result Demonstrated that common drift detection methods can be fooled by adversarial data streams.