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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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62124185247 · Jun 202019922001200920172026
48 results for Data-Driven Metrics

This work evaluates and benchmarks calibration metrics for data-driven regression models.

problem Conflicting results from different calibration metrics make it hard to compare and interpret model performance.
method Systematically extracted and benchmarked 14 regression calibration metrics across various data types and recalibration methods.
result Many metrics disagree on the same recalibration result, highlighting the need for careful metric selection.

Data-driven approaches, most prominently deep learning, have become powerful tools for prediction in many domains. A natural question to ask is whether data-driven methods could also be used to predict global weather patterns days in advance. First studies show promise but the lack of a common dataset and evaluation me…

2020-02-02abs ↗pdf ↗

The paper proposes a method to predict the performance of data-driven algorithms using surrogate models.

problem Improving the performance prediction of data-driven knowledge discovery algorithms.
method Surrogate-assisted performance prediction using evolutionary modeling of clinical pathways.
result The proposed approach provides interpretable prediction of algorithm performance and quality.

GNPs learn operators on non-Euclidean geometries using neural networks.

problem Learning operators on complex geometries like manifolds.
method Geometric Neural Operators (GNPs) that incorporate geometric properties.
result GNPs can estimate metrics, solve PDEs, and learn LB operators on manifolds.

A new framework optimizes manufacturing decisions with less data and time.

problem Optimizing complex systems with multiple conflicting objectives.
method Data-driven Bayesian optimization using sequential learning.
result The proposed algorithm achieves the actual Pareto front with less data.

METASET selects diverse unit cells for efficient data-driven metamaterial design.

problem Imbalanced datasets in unit cells can bias data-driven metamaterial design.
method METASET uses similarity metrics and DPPs to select diverse subsets of unit cells.
result Smaller, diverse subsets improve search process and structural performance.

We consider the analysis of high dimensional data given in the form of a matrix with columns consisting of observations and rows consisting of features. Often the data is such that the observations do not reside on a regular grid, and the given order of the features is arbitrary and does not convey a notion of locality…

2017-08-18abs ↗pdf ↗

A new portfolio model improves on Kelly's by accounting for estimation error.

problem Estimation error in Kelly portfolio optimization.
method Wasserstein distributionally robust optimization (DRO) to define a robust log-optimal portfolio.
result The Wasserstein-Kelly portfolio outperforms the Kelly portfolio in out-of-sample testing.

Pipeline learns topological features for protein stability prediction.

problem Predicting protein stability using topological features.
method Data-driven method to learn topological features, comparing with expert features.
result Topological features achieve 92%-99% of SME-based models' performance.

Two simple methods learn fair metrics from data to improve fairness in ML tasks.

problem Lack of widely accepted fair metrics for many ML tasks hinders individual fairness adoption.
method Presented two simple ways to learn fair metrics from various data types.
result Fair training with learned metrics improves fairness on three ML tasks.

Paired autoencoders solve inverse problems using latent space projections.

problem Solving inverse problems in scientific computing.
method Paired autoencoder framework that projects data and quantity of interest into a latent space.
result Paired autoencoders generate multiple reconstruction metrics and enable latent-space refinement for accurate data fitting.

Optimal data-driven formulations are found for learning and decision-making with historical data.

problem Designing optimal learning and decision-making formulations from historical data.
method Define a yardstick for measuring formulation quality, then construct an optimal formulation that is uniformly closer to the true cost.
result Existence of three distinct out-of-sample performance regimes with corresponding optimal formulations.

A new method learns meaningful distances between samples using optimal transport.

problem Learning meaningful distances between samples in datasets without labeled data.
method Computes OT distances between samples and features using singular vectors of a function mapping ground metrics to OT distances.
result Wasserstein Singular Vectors provide a scalable solution for unsupervised ground metric learning.

A new method for support vector regression using a data-driven insensitive parameter.

problem Determining an optimal insensitive parameter in support vector regression.
method A data-driven approach to approximate the insensitive parameter by minimizing a generalized loss function based on the likelihood principle.
result The proposed method outperforms traditional support vector regression methods and has lower computational costs.

Optimizes natural frequencies of cellular composites with various microstructures.

problem Designing cellular composites with diverse microstructures for maximizing natural frequencies.
method Data-driven topology optimization with a latent-variable Gaussian process model.
result Cellular designs with multiclass microstructures achieve higher natural frequencies.

A new neural network model simulates financial markets without assuming underlying dynamics.

problem Modeling financial time series without assuming underlying dynamics.
method Neural network based generative model using a parsimonious Variational Autoencoder framework.
result Works reliably in small data environments, providing a new performance evaluation metric.

Proposes data-driven methods for estimating conditional expectations.

problem Estimating conditional expectations when underlying density is unknown.
method Data-driven techniques to directly estimate conditional expectations from training data.
result Extends data-driven method to solve nonlinear equations in stochastic optimization.

Consider a nonparametric contextual multi-arm bandit problem where each arm a[K]a \in [K] is associated to a nonparametric reward function fa:[0,1]Rf_a: [0,1] \to \mathbb{R} mapping from contexts to the expected reward. Suppose that there is a large set of arms, yet there is a simple but unknown structure amongst the arm reward…

2019-08-03abs ↗pdf ↗

Hybridizes physical and data-driven methods for predicting physicochemical properties.

problem Predicting physicochemical properties accurately using limited data.
method Distills physical method predictions into a prior model and combines with sparse experimental data using Bayesian inference.
result Significant improvements in predicting activity coefficients at infinite dilution compared to baselines and ensemble methods.

This research designs a data-driven partition to test independence between continuous variables.

problem Testing independence between continuous random variables.
method Empirical log-likelihood statistic and data-driven tree-structured partition.
result Strongly consistent test of independence over probability families.

Data-driven method for option pricing using historical asset prices.

problem Tackling the gap between historical asset prices and risk-neutral option pricing.
method Identifying a pricing kernel process, solving utility maximization and functional optimization problems using deep learning.
result Demonstrated the efficiency of the data-driven option pricing methodology.

Study integrates machine learning with SAA for optimizing decisions based on uncertain parameters and covariates.

problem Optimizing decisions under uncertain parameters and covariates.
method Data-driven frameworks integrating machine learning prediction models within SAA for scenario generation.
result Consistent and asymptotically optimal solutions under certain conditions, with finite sample guarantees.

New framework for data-driven hyperparameter tuning with structured loss.

problem Statistical foundations for multi-dimensional hyperparameter tuning remain limited.
method General framework using real algebraic geometry for semi-algebraic function classes.
result First general guarantees for multi-dimensional hyperparameter tuning.

Proposes a method to learn both constraints and objective functions from data.

problem Data-driven inverse optimization for mixed-integer linear programs (MILPs).
method Two-stage approach: first learns constraints, then estimates objective-function weights conditioned on learned constraints.
result Proposes and validates a method for learning both objective functions and constraints from data.

This study analyzes decision-making in diverse environments where past data may not predict future outcomes.

problem How to make decisions when past data is not indicative of future outcomes due to unobserved confounders.
method Developed a framework to analyze and bound the performance of data-driven policies in heterogeneous environments.
result Established a method to upper bound the asymptotic worst-case regret of policies and analyzed the performance of Sample Average Approximation (SAA).

Data-driven approach learns effective equations for phase field interfaces.

problem Learning accurate equations for phase field interface dynamics.
method Data-driven identification of partial differential equations from phase field data.
result Data-driven equations outperform analytical approximations in certain regimes.

RCUKF combines data-driven modeling and Bayesian estimation for accurate system state estimation.

problem Challenges in obtaining reliable process models for complex systems.
method Integrates reservoir computing with unscented Kalman filtering.
result Demonstrated effectiveness on benchmark problems and real-time vehicle trajectory estimation.

Most structure inference methods either rely on exhaustive search or are purely data-driven. Exhaustive search robustly infers the structure of arbitrarily complex data, but it is slow. Data-driven methods allow efficient inference, but do not generalize when test data have more complex structures than training data. I…

2019-06-17abs ↗pdf ↗