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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.

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48 results for Data Collection

Active data collection improves convergence rates in operator learning.

problem Improving convergence rates in operator learning with linear target and stochastic input.
method Active data collection strategies with mean-zero stochastic process and continuous covariance kernels.
result Achieves arbitrarily fast error convergence rates with eigenvalue decay of covariance kernels.

Post-ADC inference corrects bias in statistical inference after active data collection.

problem Bias in inference after active data collection.
method Post-ADC inference framework that corrects bias from both ADC process and data-driven target construction.
result Valid inference for data collected by SMBO methods like GP-UCB and TPE.

Optimal online data collection for semiparametric inference reduces regret.

problem Sequential data collection decisions for efficient estimation under budget constraints.
method Online Moment Selection framework; Explore-then-Commit and Explore-then-Greedy policies.
result Online data collection policies achieve zero regret relative to an oracle policy.

CUDC collects diverse data for offline RL by predicting future states.

problem Challenges in collecting task-agnostic data for offline RL.
method Adaptive temporal distances for curiosity-driven data collection.
result CUDC outperforms existing unsupervised methods in offline RL tasks.

Collectives can manipulate learning platforms by coordinated data submission, requiring strategic assessments and algorithms.

problem Collectives can influence learning platforms by altering data, posing risks and requiring strategic planning.
method Developed a theoretical and algorithmic framework to understand and mitigate collective manipulation of learning platforms.
result Demonstrated the need for strategic assessments and implementable coordination algorithms to prevent collective manipulation.

Adapting policy learning for data collected from evolving systems.

problem Challenges in learning optimal policies from adaptively collected data.
method Proposes an algorithm based on generalized augmented inverse propensity weighted (AIPW) estimators to control worst-case estimation variance.
result Achieves minimax rate optimal regret guarantees even with diminishing exploration.

Study finds strict collection policies improve portfolio quality of microfinance banks.

problem Improving portfolio quality of microfinance banks through better credit collection policies.
method Multi-stage sampling, regression analysis, descriptive statistics.
result Collection policy has a higher effect on portfolio quality.

Proposes a method to optimize budget allocation for collecting and analyzing streaming data.

problem Optimizing resource allocation for collecting and analyzing streaming data.
method Formulates optimization problems to allocate budgets for collecting input data and running simulations, characterizes asymptotic behavior of performance estimators, and develops a multi-stage simultaneous budget allocation procedure.
result Demonstrates competitive performance of the proposed procedure through numerical studies.

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.

Study shows small groups can influence machine learning algorithms.

problem How small groups can influence machine learning algorithms deployed on digital platforms.
method Proposed a theoretical model and conducted experiments on a large-scale language model.
result Small groups can exert significant control over machine learning algorithms.

We address challenges in estimating parameters from adaptively collected data.

problem Estimating parameters from data collected adaptively leads to non-normal asymptotic distributions.
method We develop semi-parametric estimators that account for adaptivity in data collection.
result Our estimators are asymptotically normal under certain conditions.

New algorithm for collective Gaussian hidden Markov models inference.

problem Inference of collective Gaussian hidden Markov models from aggregate data.
method Collective Gaussian forward-backward algorithm, extending Sinkhorn belief propagation.
result Convergence guarantee and applicability to single individual Kalman filter.

Advances neural tri-factorization for clustering and discordance analysis of multi-typed data.

problem Challenges in analyzing heterogeneous, multimodal relational data.
method Deep collective matrix tri-factorization for spectral clustering and cluster association learning.
result Demonstrates efficacy over previous non-neural approaches in clustering and discordance analysis.

Decentralized mechanism for collective predictions without sharing data or models.

problem Making predictions jointly among multiple parties without sharing data or models.
method Inspired by social science consensus-making, a decentralized mechanism for test-time collective predictions.
result Our mechanism converges to inverse meansquared-error weighting in the large-sample limit and achieves significant gains over classical model averaging.

Machine learning methods for computational imaging require uncertainty estimation to be reliable in real settings. While Bayesian models offer a computationally tractable way of recovering uncertainty, they need large data volumes to be trained, which in imaging applications implicates prohibitively expensive collectio…

2019-04-12abs ↗pdf ↗

This review explores the use of machine learning in discovering collective variables for biomolecular dynamics.

problem Understanding the conformational dynamics and molecular recognition in biomolecules.
method Statistical analysis of high-dimensional spatiotemporal data generated from molecular dynamics simulations.
result Machine learning algorithms can be used to discover abstract collective variables that describe biomolecular dynamics.

Active inference uses machine learning to prioritize data labeling for more efficient statistical inference.

problem Efficiently collecting data points for statistical inference with limited labels.
method A machine learning-assisted approach that identifies uncertain data points for labeling.
result Achieves the same level of accuracy with fewer samples, resulting in smaller confidence intervals and more powerful p-values.

As bandit algorithms are increasingly utilized in scientific studies and industrial applications, there is an associated increasing need for reliable inference methods based on the resulting adaptively-collected data. In this work, we develop methods for inference on data collected in batches using a bandit algorithm. …

2020-02-08abs ↗pdf ↗

Study optimizes data collection from biased, costly sources to minimize risk.

problem Estimating population means and group-conditional means from multiple sources with varying costs and biases.
method Develops a sampling plan that maximizes effective sample size, paired with a post-stratification estimator.
result Achieves budgeted minimax optimal risk for estimating population means and group-conditional means.

LLMs help less-resourced researchers access costly data.

problem Unequal access to costly datasets limits research contributions.
method RAG framework with GPT-4o-mini for automated data collection.
result LLMs can collect CEO pay ratios and CAMs from corporate disclosures with high accuracy and low cost.

Improves likelihood-free inference by using a new sampling approach to avoid biased data collection.

problem Efficient Bayesian inference without likelihood evaluation for real-world datasets.
method Introduces Neural Proposal (NP) to sample simulation inputs i.i.d. for unbiased posterior inference.
result Demonstrates improved performance, especially for multi-modal posteriors, through experiments.

Generative model learns conditional distributions on collective variable levels.

problem Modeling conditional probability distributions on collective variable levels.
method General and efficient learning approach, data enrichment strategy.
result Effective generative models on different level-sets of collective variables.

Large speech dataset for commercial use with 9.98% word error rate.

problem Creating a diverse speech recognition dataset for commercial purposes.
method Internet search for licensed audio data with transcriptions, training model on the dataset.
result Model trained on dataset achieves 9.98% word error rate on Librispeech's test-clean test set.

Meta-learning improves model performance by optimizing data acquisition.

problem Lack of operationally realistic data limits model performance.
method Gaussian process surrogate fit to metadata-driven training data variations.
result Meta-learning enhances model performance compared to random data acquisition.

Approach collects missing outcomes to improve fairness in classification.

problem Lack of true outcomes for incorrectly classified samples leads to biased classifiers.
method Exploration-based data collection to ensure all subpopulations are represented and fairness properties are encoded.
result Trained classifier converges to a fair classifier with bounded false positives.

Optimal contracts help principals delegate data collection in decentralized ML.

problem Dealing with information asymmetries in decentralized ML.
method Design of optimal and near-optimal contracts addressing uncertainty in model quality and performance.
result Simple linear contracts achieve 1-1/e fraction of optimal utility.

Designs a single policy for collecting data to train near-optimal policies.

problem Engineering overhead in deploying minimax procedures for stochastic linear contextual bandits.
method Designs a single stochastic policy to collect data from which a near-optimal policy can be extracted.
result The designed policy can collect data from which a near-optimal policy can be extracted.

Crowdsourcing utilizes the wisdom of crowds for collective classification via information (e.g., labels of an item) provided by labelers. Current crowdsourcing algorithms are mainly unsupervised methods that are unaware of the quality of crowdsourced data. In this paper, we propose a supervised collective classificatio…

2015-07-23abs ↗pdf ↗

The paper proposes an iterative approach to batch reinforcement learning for safer and more informative data collection.

problem Learning policies that are too rigid and do not adapt to new data.
method Safe diversified model-based policy search in an iterative batch reinforcement learning framework.
result Improved learned policies through continuous data collection and adaptation.

New RL method tackles sim-to-real gap using interactive data collection.

problem Sim-to-real gap in reinforcement learning.
method Distributionally robust reinforcement learning with interactive data collection.
result Proves sample-efficient learning is impossible without additional assumptions.

Machine learning automates digitization of historical data.

problem Manual transcription is costly and difficult for large, detailed datasets.
method Apply machine learning techniques for unsupervised layout classification and attention-based neural networks.
result Machine learning can automate the digitization process for historical data.

Customer scoring models are the core of scalable direct marketing. Uplift models provide an estimate of the incremental benefit from a treatment that is used for operational decision-making. Training and monitoring of uplift models require experimental data. However, the collection of data under randomized treatment as…

2019-10-01abs ↗pdf ↗

In recent years, there has been a growing interest in identifying anomalous structure within multivariate data streams. We consider the problem of detecting collective anomalies, corresponding to intervals where one or more of the data streams behaves anomalously. We first develop a test for a single collective anomaly…

2019-09-04abs ↗pdf ↗

Learning by integrating multiple heterogeneous data sources is a common requirement in many tasks. Collective Matrix Factorization (CMF) is a technique to learn shared latent representations from arbitrary collections of matrices. It can be used to simultaneously complete one or more matrices, for predicting the unknow…

2018-11-28abs ↗pdf ↗

This research improves debt collection strategies using advanced machine learning.

problem Accurate estimation of propensity to pay and cashflow for optimal debt collection.
method Developed a machine learning framework with pre-processing and model selection.
result The proposed model outperforms current industry strategies.