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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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166333499665 · Jun 202019922001200920172026
48 results for Evaluation Techniques

Our research extends the Bilingual Evaluation Understudy (BLEU) evaluation technique for statistical machine translation to make it more adjustable and robust. We intend to adapt it to resemble human evaluation more. We perform experiments to evaluate the performance of our technique against the primary existing evalua…

2015-09-30abs ↗pdf ↗

Determining the quality of the results obtained by clustering techniques is a key issue in unsupervised machine learning. Many authors have discussed the desirable features of good clustering algorithms. However, Jon Kleinberg established an impossibility theorem for clustering. As a consequence, a wealth of studies ha…

2019-05-14abs ↗pdf ↗

We consider evaluation methods for payoffs with an inherent financial risk as encountered for instance for portfolios held by pension funds and insurance companies. Pricing such payoffs in a way consistent to market prices typically involves combining actuarial techniques with methods from mathematical finance. We prop…

2011-09-08abs ↗pdf ↗

This study evaluates clustering algorithms on high-dimensional data.

problem Comparing clustering algorithms on high-dimensional datasets.
method Evaluation of K-means, DBSCAN, and Spectral Clustering using PCA, t-SNE, UMAP, and multiple metrics.
result UMAP preprocessing improves clustering quality across all algorithms, with Spectral Clustering excelling.

Researchers use DL and XAI to evaluate climate downscaling models.

problem Evaluating complex DL models for climate downscaling.
method Intercompare DL models, expand standard evaluation methods with XAI.
result XAI techniques provide new evaluation dimensions and model insights.

This paper evaluates quantization techniques for deep learning inference.

problem Reducing the size and improving inference of deep neural networks.
method Review and empirical evaluation of quantization parameters for various neural network models.
result 8-bit quantization maintains accuracy within 1% of floating-point models.

Evaluates explanations of LTR models using decision paths and compares their accuracy.

problem Challenges in evaluating local explanations of LTR models due to lack of ground truth feature importance scores.
method Focuses on tree-based LTR models, extracts ground truth feature importance scores using decision paths, and compares them with explanation techniques.
result Explanation accuracy varies depending on the model and data point.

This paper explores how IV methods can improve Q-function estimates in offline policy evaluation.

problem Confounding in estimating Q-function using reinforcement learning.
method Integrates IV techniques into offline policy evaluation (OPE) to improve Q-function estimates.
result State-of-the-art OPE methods are closely matched in performance by some IV methods.

In this work we present a technique to use natural language to help reinforcement learning generalize to unseen environments. This technique uses neural machine translation, specifically the use of encoder-decoder networks, to learn associations between natural language behavior descriptions and state-action informatio…

2017-07-26abs ↗pdf ↗

AI techniques explain synthetic tabular data weaknesses.

problem Challenges in evaluating synthetic tabular data quality.
method Apply explainable AI to a binary detection classifier.
result Reveals inconsistencies, unrealistic dependencies, or missing patterns in synthetic data.

Our work investigates disagreement in neural network feature attribution methods.

problem Disagreement among feature attribution methods for neural networks.
method Investigates the fundamental and distributional behavior of feature attribution methods.
result Illustrates the impact of scaling and encoding techniques on explanation quality.

Study improves distributional regression evaluation with CRPS, finding optimal rates of convergence.

problem Improving probabilistic forecasts in meteorology using distributional regression.
method Extends theoretical properties of CRPS evaluation to include covariates and finite sample sizes, analyzing convergence rates for different methods.
result Optimal minimax rate of convergence for distributional regression methods is achieved by k-nearest neighbor and kernel methods.

Sampling a fraction of pairs can match full evaluation in machine learning losses.

problem High computational cost of full pairwise loss evaluation.
method Survey sampling techniques targeting informative pairs.
result Performance close to full pairwise evaluation achieved with frugal sampling.

Study evaluates three class imbalance techniques across diverse datasets.

problem Class imbalance in binary classification tasks.
method Synthetic Minority Over-sampling Technique (SMOTE), Class Weights tuning, Decision Threshold Calibration.
result Decision Threshold Calibration is the most consistently effective technique.

We present a comparative study of different probabilistic forecasting techniques on the task of predicting the electrical load of secondary substations and cabinets located in a low voltage distribution grid, as well as their aggregated power profile. The methods are evaluated using standard KPIs for deterministic and …

2019-10-03abs ↗pdf ↗

In this paper, we introduce and evaluate a data-driven staged mixture modeling technique for building density, regression, and classification models. Our basic approach is to sequentially add components to a finite mixture model using the structural expectation maximization (SEM) algorithm. We show that our technique i…

2012-12-12abs ↗pdf ↗

Non-parallel voice conversion (VC) is a technique for learning the mapping from source to target speech without relying on parallel data. This is an important task, but it has been challenging due to the disadvantages of the training conditions. Recently, CycleGAN-VC has provided a breakthrough and performed comparably…

2019-04-09abs ↗pdf ↗

Established techniques for simulation and prediction with Gaussian process (GP) dynamics often implicitly make use of an independence assumption on successive function evaluations of the dynamics model. This can result in significant error and underestimation of the prediction uncertainty, potentially leading to failur…

2019-12-23abs ↗pdf ↗

This paper evaluates data enrichment techniques for rare event detection in manufacturing.

problem Rare events in manufacturing lead to unplanned downtime and high energy consumption.
method Time series data augmentation, sampling, and imputation techniques combined with supervised machine learning.
result Data enrichment enhances rare failure event detection and prediction by up to 48%.

Unified approach optimizes neural network training for various metrics.

problem Training and evaluation of neural network binary classifiers often use different metrics.
method Combines differentiable approximation and probabilistic soft sets.
result Effective in optimizing for metrics like F1-Score across various domains.

As neural networks revolutionize many applications, significant privacy conflicts between model users and providers emerge. The cryptography community developed a variety of techniques for secure computation to address such privacy issues. As generic techniques for secure computation are typically prohibitively ineffec…

2019-11-27abs ↗pdf ↗

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic noise in function evaluations. It builds a surrogate for the objective and quantifi…

2018-07-08abs ↗pdf ↗

A common issue for classification in scientific research and industry is the existence of imbalanced classes. When sample sizes of different classes are imbalanced in training data, naively implementing a classification method often leads to unsatisfactory prediction results on test data. Multiple resampling techniques…

2020-02-11abs ↗pdf ↗

A new L-BFGS method tackles large-scale optimization with fewer evaluations.

problem Efficiently solving large-scale unconstrained optimization problems.
method Proposes a regularized L-BFGS method with line search techniques.
result Shows global convergence and robust performance in numerical tests.

Machine Learning (ML) and Deep Learning (DL) innovations are being introduced at such a rapid pace that model owners and evaluators are hard-pressed analyzing and studying them. This is exacerbated by the complicated procedures for evaluation. The lack of standard systems and efficient techniques for specifying and pro…

2018-11-24abs ↗pdf ↗

The paper proposes a technique to speed up evolutionary algorithms by using lower-cost approximations of the objective function.

problem Evolutionary algorithms require many evaluations to solve computationally expensive black-box optimization problems.
method The paper introduces a technique to choose an appropriate approximate function cost during the execution of the optimization algorithm.
result The proposed approach can reach the same objective value in less than half the time in certain cases.