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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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4081121161 · May 202619922001200920172026
48 results for F1 Score

This paper provides new insight into maximizing F1 scores in the context of binary classification and also in the context of multilabel classification. The harmonic mean of precision and recall, F1 score is widely used to measure the success of a binary classifier when one class is rare. Micro average, macro average, a…

2014-02-08abs ↗pdf ↗

New scoring rules improve probabilistic classification model evaluation.

problem Traditional scoring rules misalign with the preference for correct classifications.
method Introduces Penalized Brier Score (PBS) and Penalized Logarithmic Loss (PLL) to modify proper scoring rules.
result PBS and PLL better identify optimal checkpoints and early stopping points, leading to superior F1 scores.

Enhances multi-tag classification using low-dimensional vector representations and virtual data.

problem Improving the performance of multi-tag classifiers.
method Embedding raw data into a low-dimensional feature space, then generating virtual data from linear operations on these vectors, to train multi-tag classifiers.
result Significant improvement in F1 scores (up to 224%) compared to training directly with raw data.

Communities in social networks or graphs are sets of well-connected, overlapping vertices. The effectiveness of a community detection algorithm is determined by accuracy in finding the ground-truth communities and ability to scale with the size of the data. In this work, we provide three contributions. First, we show t…

2010-11-02abs ↗pdf ↗

In predictive maintenance, model performance is usually assessed by means of precision, recall, and F1-score. However, employing the model with best performance, e.g. highest F1-score, does not necessarily result in minimum maintenance cost, but can instead lead to additional expenses. Thus, we propose to perform model…

2018-09-28abs ↗pdf ↗

Transformer models improve malware classification, especially for imbalanced datasets.

problem Imbalanced multiclass malware classification.
method Bagging-based random transformer forest (RTF) ensemble of pre-trained transformer models (BERT or CANINE).
result Ensemble of pre-trained transformer models achieves state-of-the-art F1-score of 0.6149 on a benchmark dataset.

GWN improves multimodal data fusion accuracy for chronic pain patients.

problem Dynamic and unspecified uncertainties in multimodal data fusion.
method Inspired by Global Workspace Theory, GWN is a neural network architecture that dynamically attends to multiple modalities.
result GWN achieved higher F1 scores (0.92 and 0.75) for multimodal discrimination and classification tasks.

To address Task 5 in the Detection and Classification of Acoustic Scenes and Events (DCASE) 2018 challenge, in this paper, we propose an ensemble learning system. The proposed system consists of three different models, based on convolutional neural network and long short memory recurrent neural network. With extracted …

2018-12-11abs ↗pdf ↗

Syndromic surveillance detects and monitors individual and population health indicators through sources such as emergency department records. Automated classification of these records can improve outbreak detection speed and diagnosis accuracy. Current syndromic systems rely on hand-coded keyword-based methods to parse…

2018-05-19abs ↗pdf ↗

Proposes sigmoidF1 loss for multilabel classification, improving performance metrics.

problem Lack of smooth, tractable loss functions for multilabel classification.
method Introduces sigmoidF1, a smooth F1 score surrogate loss function.
result sigmoidF1 outperforms other loss functions on various datasets and metrics.

A new stable similarity measure for time series using persistent homology.

problem Constructing a robust measure of time series similarity.
method Persistent homology for stability, bi-conditional periodicity score for similarity.
result Stability of the bi-conditional periodicity score under perturbations and dimension reduction.

Pronoun resolution is part of coreference resolution, the task of pairing an expression to its referring entity. This is an important task for natural language understanding and a necessary component of machine translation systems, chat bots and assistants. Neural machine learning systems perform far from ideally in th…

2019-06-03abs ↗pdf ↗

Class imbalance problem is commonly faced while developing machine learning models for real-life issues. Due to this problem, the fitted model tends to be biased towards the majority class data, which leads to lower precision, recall, AUC, F1, G-mean score. Several researches have been done to tackle this problem, most…

2019-08-18abs ↗pdf ↗

The Synthetic Minority Oversampling TEchnique (SMOTE) is widely-used for the analysis of imbalanced datasets. It is known that SMOTE frequently over-generalizes the minority class, leading to misclassifications for the majority class, and effecting the overall balance of the model. In this article, we present an approa…

2019-08-22abs ↗pdf ↗

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.

The optimal ranking score between precision and recall is rarely F1 and can be found using specific methods.

problem Finding a meaningful and optimal compromise between precision and recall scores.
method Established a shortest path between precision- and recall-induced rankings, framed the problem as an optimization problem, and provided theoretical tools to find the optimal β.
result F1 and its skew-insensitive version are not optimal tradeoffs between precision and recall scores.

The study improves credit evaluation in peer-to-peer lending using machine learning.

problem Traditional credit histories are insufficient for distinguishing good from bad borrowers.
method Used machine learning classification and clustering algorithms to predict creditworthiness.
result Achieved 65% F1 and 73% AUC on LendingClub data, identifying key secondary attributes.

New metrics fail adversarial tests, with some more robust than others.

problem Evaluation metrics for time-series anomaly detection were improved but not fully robust.
method Adversarial stress-testing of 12 adopted metrics on real benchmarks.
result Some metrics are more robust than others, with ROC-based metrics being gamed more often.

Quantum Support Vector Classifier outperforms other QML models in finance fraud detection.

problem Detecting financial fraud using Quantum Machine Learning.
method Comparative study of four QML models: Quantum Support Vector Classifier, Variational Quantum Classifier, Estimator QNN, and Sampler QNN.
result Quantum Support Vector Classifier achieved the highest F1 scores (0.98) for fraud and non-fraud classes.

A method uses ITD and XGBoost for precise power transformer fault diagnosis.

problem Fault diagnosis of power transformers using DGA data.
method Ranking DGA parameters by skewness, extracting ITD features, and using an XGBoost classifier.
result The method achieves over 95% accuracy in classification.

Paper fine-tunes a language model to predict long-term stock buy signals.

problem Predicting long-term stock price movements with narrative text.
method Fine-tuning a small language model on 10-K reports for buy/sell decisions.
result Buy signals generated from 10-K text are most precise at 6 and 9 months, providing 4.8-9% improvement over random selection.

Improved performance in shape identification tasks using elastic metrics in t-SNE and UMAP.

problem Improper metrics in dimensionality reduction techniques lead to poor performance in machine learning applications.
method Incorporating elastic metrics into t-SNE and UMAP for functional data.
result Improved F1 scores on shape identification tasks for three benchmark datasets.

A new metric evaluates classification algorithms at the point of indistinguishability.

problem Evaluating classification algorithms at the point of indistinguishability.
method Set a threshold where algorithm's predictions are indistinguishable from real labels, then measure accuracy of positive labels.
result The new metric avoids pitfalls of existing metrics like AUC and F1-score.

Supervised machine learning (ML) algorithms are aimed at maximizing classification performance under available energy and storage constraints. They try to map the training data to the corresponding labels while ensuring generalizability to unseen data. However, they do not integrate meaning-based relationships among la…

2019-05-29abs ↗pdf ↗

A deep neural network detects sleep events in polysomnograms with high accuracy.

problem Manual scoring of sleep events in clinical analysis is inconsistent and time-consuming.
method A single deep neural network architecture trained on 1653 recordings for joint detection of arousals, leg movements, and sleep disordered breathing.
result Joint detection of sleep events yields higher accuracy compared to separate models, and correlates well with manual annotations.

RDLI integrates domain logic and context grounding to detect crypto anomalies under scarce labels.

problem Extreme label scarcity and evasion strategies in crypto networks.
method Relational Domain Logic Integration (RDLI) with Retrieval Grounded Context (RGC).
result RDLI outperforms GNN baselines by 28.9% in F1 score under 0.01% label scarcity.

TadGAN detects anomalies in time series data using GANs and LSTM.

problem Challenges in detecting anomalies in time series data, especially without labeled data.
method TadGAN uses Generative Adversarial Networks (GANs) with LSTM Recurrent Neural Networks to capture temporal correlations and compute anomaly scores.
result TadGAN outperforms 8 baseline methods in most cases, achieving the highest averaged F1 score.

Occupant behavior (OB) and in particular window openings need to be considered in building performance simulation (BPS), in order to realistically model the indoor climate and energy consumption for heating ventilation and air conditioning (HVAC). However, the proposed OB window opening models are often biased towards …

2018-07-10abs ↗pdf ↗