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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.

168,657 papers · 148 categories

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4128231,2351,646 · Jun 202019922001200920172026
48 results for Empirical Model Error

Large language models correlate in errors, even with different architectures and providers.

problem Lack of empirical evidence on whether different large language models differ meaningfully.
method Empirical evaluation of over 350 large language models using two leaderboards and a resume-screening task.
result Large language models have substantial correlation in errors, even with distinct architectures and providers.

Study shows label errors impact model disparity metrics, proposing mitigation methods.

problem Impact of label errors on model disparity metrics.
method Empirical study, characterizing label error effects; proposing estimation and relabeling methods.
result Label errors significantly affect model disparity metrics, particularly for minority groups.

Develops a method to find costly high-confidence errors in black box models.

problem Finding rare high-confidence errors missed by random sampling.
method Adversarial perturbation-guided search technique to find errors at rates greater than expected given model confidence.
result Our Adversarial Distance search discovers high-confidence errors at a rate greater than expected given model confidence.

Improved sample complexity for diffusion models without needing empirical risk minimizers.

problem Theoretical limitations in sample complexity for diffusion models.
method Structured decomposition of score estimation error, eliminating dependence on neural network parameters.
result Achieved sample complexity bound of O(ε^(-4)) without empirical risk minimizer access.

Scaling laws in linear regression explain model performance improvements with size and data.

problem Disagreement between empirical neural scaling laws and conventional wisdom on variance error.
method Infinite dimensional linear regression setup, one-pass SGD, Gaussian prior, power-law spectrum.
result Variance error is dominated by other errors, disappearing from the bound due to SGD's implicit regularization.

Clarifies model-based RL's theoretical issues and counterexamples for popular losses.

problem Model-based reinforcement learning's empirical performance vs. theoretical properties and popular loss functions.
method Analyzes empirical and theoretical aspects of model-based RL and constructs counterexamples for losses.
result MuZero loss fails in stochastic and deterministic environments, leading to exponential sample complexity.

We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error (MAE) regression. We show that universal consistency of Empirical Risk Minimiza…

2015-06-12abs ↗pdf ↗

New truthful calibration errors improve model ranking in multiclass prediction.

problem Non-truthful calibration errors can mislead model comparisons.
method Introduced perfectly truthful calibration errors for multiclass predictions.
result Truthful calibration errors preserve decision-theoretic dominance and stabilize model rankings.

The study analyzes robustness of estimators in linear models with adversarial errors.

problem Analyzing robustness of estimators in linear models with adversarial errors.
method Develops a general theory for minimum norm interpolating estimators and RERM in linear models without conditions on errors.
result Quantitative bound for the prediction error relating it to Rademacher complexity, norm of minimum norm interpolator of errors, and subdifferential size.

Study on double descent behavior in two-layer neural networks for binary classification.

problem Understanding the double descent phenomenon in model test error.
method Two-layer neural network with ReLU activation for binary classification. Quantified model size by sample-to-dimension ratio. Empirical risk minimization using Convex Gaussian Min Max Theorem.
result Observed and investigated the double descent behavior of model test error.

In this paper we study the consistency of an empirical minimum error entropy (MEE) algorithm in a regression setting. We introduce two types of consistency. The error entropy consistency, which requires the error entropy of the learned function to approximate the minimum error entropy, is shown to be always true if the…

2014-12-17abs ↗pdf ↗

MEVA aggregates model predictions to improve accuracy without needing model details.

problem Improving model accuracy by combining multiple models.
method Non-intrusive, data-driven framework that treats models as black boxes and optimizes aggregation methods.
result MVA outperforms MEA in estimating aggregated predictions, enhancing robustness and accuracy.

The paper connects three machine learning methods to reduce generalization errors.

problem Reducing generalization errors in machine learning models.
method Distributionally robust optimization, Bayesian methods, and regularization.
result Machine learning models can be characterized using distributional uncertainty and robustness measures.

This work proves L2L_2-regularized ERM controls smCE without post-hoc correction.

problem Calibration of predicted probabilities in machine learning models.
method Canonical L2L_2-regularized empirical risk minimization.
result Theoretical proof that smCE is controlled by ERM without post-hoc correction.

Estimates the generalization error of deep neural networks without relying on capacity measures.

problem Understanding how generalization error scales with training data for deep neural networks.
method Derives estimates of generalization error for deep networks based on two assumptions: zero training error and error probability proportional to distance to nearest training point.
result Estimates the generalization error of DNNs as O(1/(δN^{1/d})), matching experimental behavior.

We examine the impact of learning Lipschitz continuous models in the context of model-based reinforcement learning. We provide a novel bound on multi-step prediction error of Lipschitz models where we quantify the error using the Wasserstein metric. We go on to prove an error bound for the value-function estimate arisi…

2018-04-19abs ↗pdf ↗

New bounds on machine learning model generalization error moments.

problem Understanding the performance of machine learning models.
method Information-theoretic bounds on the moments of the generalization error of learning algorithms.
result Proposed bounds on generalization error moments and their high-probability bounds.

New method calibrates probabilistic regression models without restrictive assumptions.

problem Ensuring predictive distributions accurately reflect true uncertainty.
method Nonparametric re-calibration algorithm based on conditional kernel mean embeddings.
result Consistently outperforms prior re-calibration approaches across various benchmarks.

The paper examines the tilted empirical risk's generalization and robustness under negative tilt.

problem The generalization error of machine learning algorithms under negative tilt.
method Uniform and information-theoretic bounds on the tilted generalization error under negative tilt.
result The tilted empirical risk's generalization error has a convergence rate of \(O(n^{-ε/(1+ε)})\).

We propose an empirical Bayes estimator based on Dirichlet process mixture model for estimating the sparse normalized mean difference, which could be directly applied to the high dimensional linear classification. In theory, we build a bridge to connect the estimation error of the mean difference and the misclassificat…

2017-02-16abs ↗pdf ↗

Paper develops error rates for physics-informed learning, comparing it to data-driven methods.

problem Understanding the trade-off between soft penalties and hard constraints in PISL.
method Develops complexity-dependent error rates using the small-ball method.
result Physics-informed estimators have comparable error rates to hard constrained methods, differing only by constants.

We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We prove the existence of an optimal MAPE model and we show the universal consistency of Empirical Risk Minimization based on the MAPE. We also show that finding the best model under…

2016-05-09abs ↗pdf ↗

Deep learning (DL) creates impactful advances following a virtuous recipe: model architecture search, creating large training data sets, and scaling computation. It is widely believed that growing training sets and models should improve accuracy and result in better products. As DL application domains grow, we would li…

2017-12-01abs ↗pdf ↗

Study evaluates Deep PDE solvers for high-dimensional option pricing, identifying key sources of error.

problem Empirical study on error analysis of Deep PDE solvers for high-dimensional option pricing.
method Comparative experiments with Deep BSDE method and other solvers, identifying three main sources of error.
result Deep BSDE method is superior and robust to option specifications, improving with larger batch sizes and fewer time steps.

We use the GARCH model with a fat-tailed error distribution described by a rational function and apply it for the stock price data on the Tokyo Stock Exchange. To determine the model parameters we perform the Bayesian inference to the model. The Bayesian inference is implemented by the Metropolis-Hastings algorithm wit…

2013-12-26abs ↗pdf ↗

The paper decomposes unsupervised learning's generalization error into model, data, and variance components.

problem Understanding the components of unsupervised learning's generalization error.
method Information-geometric decomposition of the Kullback-Leibler generalization error.
result The optimal rank in εε-PCA is the noise floor, balancing model-error gain and data-bias cost.

New generalization concept considers distribution of errors, not just average error.

problem Classical generalization fails to capture distributional differences in classifier outputs.
method Formal conjectures about distributional generalization based on model architecture, training procedure, and data distribution.
result Distributional generalization can be expected in specific conditions, as evidenced by empirical results.

A new learning rule consistently reduces error over data samples.

problem Finding a learning rule that consistently reduces error over all data distributions.
method A deterministic, data-dependent partitioning rule that only partitions cyclic intervals with sufficient empirical diversity of labels.
result The expected error is monotone non-increasing with the sample size under every data distribution.

The study sets lower bounds on MMSE for inferring sensitive features from noisy data.

problem Estimating sensitive features from noisy observations of correlated features.
method Adversarial evaluation framework based on MMSE estimation with theoretical lower bounds.
result Derives closed-form bounds for linear models, showing optimality in noise variance.

A new method uses RF's out-of-bag errors for multiple imputation.

problem Missing data in biomedical studies and lack of prediction uncertainty.
method Constructs conditional distributions from the empirical distribution of out-of-bag prediction errors.
result Valid multiple imputation results achieved without parametric assumptions.

Improved sample complexity for training diffusion models.

problem How many samples are needed to train an accurate diffusion model?
method Analyzing the sample complexity of training diffusion models using neural networks.
result Exponential improvement in the dependence on Wasserstein error and depth, along with improved dependencies on other parameters.

CSER improves SGD efficiency by resetting errors and partial synchronization.

problem Limited scalability of Distributed Stochastic Gradient Descent (SGD) due to communication bottlenecks.
method Introduces 'error reset' technique and partial synchronization for gradients and models.
result Proves convergence for smooth non-convex problems and accelerates distributed training significantly.

SCORE resolves the robustness vs accuracy trade-off by redefining robust error.

problem The inherent trade-off between robustness and accuracy in adversarial training.
method SCORE defines local equivariance as the ideal robust behavior, leading to a new robust error metric.
result SCORE reconciles robustness and accuracy, improving model performance on RobustBench.