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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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1234 · Sep 201919922001200920172026
48 results for Data-limited

The MBO scheme for data clustering is analyzed in the large data limit, proving convergence to optimal partition problems.

problem Analyzing the MBO scheme for data clustering in the large data limit.
method Implicit gradient descent on the thresholding energy of a similarity graph.
result The MBO scheme outcomes converge to minimizers of a weighted optimal partition problem.

Active learning improves SR by proposing experiments in data-limited settings.

problem Efficiently gathering data for symbolic regression with physical constraints.
method Query by committee using the Pareto frontier of equations, with physical constraints.
result Reduces data required for SR and achieves state-of-the-art results.

Given a data set and a subset of labels the problem of semi-supervised learning on point clouds is to extend the labels to the entire data set. In this paper we extend the labels by minimising the constrained discrete pp-Dirichlet energy. Under suitable conditions the discrete problem can be connected, in the large da…

2019-09-23abs ↗pdf ↗

Graph Laplacians computed from weighted adjacency matrices are widely used to identify geometric structure in data, and clusters in particular; their spectral properties play a central role in a number of unsupervised and semi-supervised learning algorithms. When suitably scaled, graph Laplacians approach limiting cont…

2019-09-13abs ↗pdf ↗

Derives ideal train/test split for ridge regression in large data limit.

problem Finding optimal train/test split for ridge regression in large data scenarios.
method Mathematical derivation of optimal train/test split, considering ridge tuning parameter and asymptotic behavior.
result The optimal train/test split for ridge regression in the large data limit depends weakly on the ridge tuning parameter alpha.

The paper analyzes Laplace learning for Gaussian measure data in infinite dimensions, proving convergence.

problem Analyzing Laplace learning for infinite-dimensional Gaussian measure data.
method Minimizes Dirichlet energy on a graph constructed from the full dataset.
result Proves pointwise convergence of the graph Dirichlet energy for Gaussian measure data.

Bayesian model explains and improves black-box estimators for class distribution.

problem Calibrating probabilistic classifiers and uncertainty quantification for unlabeled data.
method Introduced a Bayesian model approximating the ground-truth generative process, using efficient MCMC sampling.
result The Bayesian model is competitive and sometimes superior to established point estimators.

New theory explains when pre-trained models can improve downstream tasks.

problem Lack of theoretical understanding of task similarity for transfer learning.
method Feature-centric viewpoint, theoretical results on transferability phase diagram.
result Transfer learning outperforms training from scratch when target task is well represented in feature space.

Ensembles depend on diversity for improved performance. Many ensemble training methods, therefore, attempt to optimize for diversity, which they almost always define in terms of differences in training set predictions. In this paper, however, we demonstrate the diversity of predictions on the training set does not nece…

2019-11-04abs ↗pdf ↗

While adversarial training can improve robust accuracy (against an adversary), it sometimes hurts standard accuracy (when there is no adversary). Previous work has studied this tradeoff between standard and robust accuracy, but only in the setting where no predictor performs well on both objectives in the infinite data…

2019-06-14abs ↗pdf ↗

The ability of many powerful machine learning algorithms to deal with large data sets without compromise is often hampered by computationally expensive linear algebra tasks, of which calculating the log determinant is a canonical example. In this paper we demonstrate the optimality of Maximum Entropy methods in approxi…

2017-09-08abs ↗pdf ↗

Large corporate credit models may be adapted for small business risk assessment.

problem Limited data and lack of credit analysts for small businesses.
method Adapting large corporate credit risk models for small businesses.
result Adapted models can predict small business credit risk effectively.

New MIP methods improve training of integer-valued neural networks.

problem Training integer-valued neural networks with limited data and resources.
method Formulated new MIP models to optimize training efficiency and handle more data.
result Significantly outperforms previous state-of-the-art methods in accuracy, training time, and data usage.

Machine learning predicts liquid water properties from cluster data.

problem Accuracy of bulk properties from machine-learned potentials is limited by training data.
method Local, atom-centred descriptors enable prediction of bulk properties from cluster data.
result Excellent agreement with experimental and theoretical counterparts of liquid water properties.

In many mobile health interventions, treatments should only be delivered in a particular context, for example when a user is currently stressed, walking or sedentary. Even in an optimal context, concerns about user burden can restrict which treatments are sent. To diffuse the treatment delivery over times when a user i…

2018-12-02abs ↗pdf ↗

Estimators computed from adaptively collected data do not behave like their non-adaptive brethren. Rather, the sequential dependence of the collection policy can lead to severe distributional biases that persist even in the infinite data limit. We develop a general method -- W\mathbf{W}-decorrelation -- for transformi…

2017-12-18abs ↗pdf ↗

Recent years have seen rapid advances in the data-driven analysis of dynamical systems based on Koopman operator theory and related approaches. On the other hand, low-rank tensor product approximations -- in particular the tensor train (TT) format -- have become a valuable tool for the solution of large-scale problems …

2019-08-12abs ↗pdf ↗

With the rapid increase of available data for complex systems, there is great interest in the extraction of physically relevant information from massive datasets. Recently, a framework called Sparse Identification of Nonlinear Dynamics (SINDy) has been introduced to identify the governing equations of dynamical systems…

2017-12-06abs ↗pdf ↗

Invariances to translation, rotation and other spatial transformations are a hallmark of the laws of motion, and have widespread use in the natural sciences to reduce the dimensionality of systems of equations. In supervised learning, such as in image classification tasks, rotation, translation and scale invariances ar…

2019-10-01abs ↗pdf ↗

Generative model learns wireless channel distributions efficiently.

problem Learning precise wireless channel distributions for optimal communication.
method Physics-informed sparse Bayesian generative modeling (SBGM) with compressed data.
result Model learns channel parameters from compressed AP observations, is physically interpretable, and generalizes across different systems.

Study compares exponential and power-law kernels in modeling high-frequency trading data.

problem Modeling high-frequency trading data with specific kernel types.
method Proposes and analyzes two bivariate Hawkes processes with exponential and power-law kernels.
result Identifies strengths and limitations of exponential and power-law kernels for high-frequency trading data.

This work characterizes reward function partial identifiability and its impact on policy optimization.

problem Reward function partial identifiability in complex tasks.
method Formal characterisation of partial identifiability using various reward learning data sources.
result Unified framework for comparing data sources and downstream tasks by their invariances.

Theoretical study shows AI models can recover from contaminated training data.

problem Data contamination in AI training can degrade model performance.
method Theoretical analysis and experiments on various data types.
result Models converge to true distribution under mild conditions, with rate dependent on real data fraction.

A new criterion selects models in overparameterized settings.

problem Model selection for overparameterized models with more parameters than data.
method Establishes Bayesian duality and introduces the Interpolating Information Criterion.
result The Interpolating Information Criterion selects models in overparameterized settings.

Study on optimal ReLU networks with weight decay for interpolation.

problem Interpolating data with radially symmetric distributions using shallow ReLU networks.
method Weight decay regularization in infinite neuron, infinite data limit; analysis of growth rates.
result Existence and growth rates of unique radially symmetric minimizers with weight decay.

Gradient descent converges geometrically to optimal self-attention parameters.

problem Training softmax self-attention layers for linear regression.
method Structure-aware gradient descent with preconditioner and regularizer.
result Gradient descent converges geometrically to global minima.

Study integrates deep learning with financial data for improved trading strategies.

problem Enhancing predictive performance in algorithmic trading and portfolio optimization.
method Developed embedding techniques to treat limit order book snapshots as image-based input channels.
result Achieved state-of-the-art performance in high-frequency trading algorithms.

Samplets and multiwavelets constructed from scattered data converge to specific densities in the limit.

problem Constructing data-adapted multiresolution analyses and multiwavelets with flexible vanishing moments.
method Probabilistic framework for samplet construction; convergence to multiwavelets with broken polynomial densities.
result Samplet construction converges to multiwavelets in the infinite data limit.

Diffusion models can memorize training data, limiting their creativity and privacy.

problem Memorization in diffusion models that reproduces training data instead of generating novel outputs.
method Dual-separation approach via statistical estimation and network approximation.
result Pruning-based method reduces memorization while maintaining generation quality.

Bayesian Neural Networks are robust to gradient-based attacks in the large-data limit.

problem Vulnerability of deep learning models to adversarial attacks.
method Analysis of adversarial attacks in the large-data, overparametrized limit for Bayesian Neural Networks.
result BNN posteriors are robust to gradient-based adversarial attacks in the limit.

Deep Neural Networks (DNNs) are susceptible to model stealing attacks, which allows a data-limited adversary with no knowledge of the training dataset to clone the functionality of a target model, just by using black-box query access. Such attacks are typically carried out by querying the target model using inputs that…

2019-11-16abs ↗pdf ↗

CalNF models rare failures with limited data, improving safety in autonomous systems.

problem Challenges in modeling and debugging rare safety-critical failures due to limited data.
method CalNF, a self-regularized framework for posterior learning from limited data.
result Achieves state-of-the-art performance on data-limited failure modeling and inverse problems.