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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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3569104138 · Jun 202019922001200920172026
48 results for Flexible Extrapolation

Learnable token perturbations boost extrapolation in LLMs.

problem Limited flexibility of current discrete perturbations in large language models.
method Learnable continuous latent vector transformations in embedding space, unbiased estimating equations, stochastic gradient descent optimization.
result Significant gains in out-of-domain settings over state-of-the-art methods.

Bayesian nonparametric models, such as Gaussian processes, provide a compelling framework for automatic statistical modelling: these models have a high degree of flexibility, and automatically calibrated complexity. However, automating human expertise remains elusive; for example, Gaussian processes with standard kerne…

2015-10-26abs ↗pdf ↗

Gaussian Processes offer a flexible method for modeling and predicting outcomes with uncertainty estimates.

problem Capturing uncertainty in predictions at new data points, especially with poor overlap and extrapolation.
method Gaussian Processes model a posterior distribution over outcomes, reflecting the range of plausible models.
result GPs provide a principled approach to handling extrapolation and uncertainty in predictions.

Frengression models causal data flexibly and faithfully.

problem Challenges in robust benchmarking and evaluation of causal inference with real-world data.
method Introduces frengression, a deep generative model for joint distribution of covariates, treatments, and outcomes.
result Frengression provides accurate estimation and flexible simulation of multivariate, time-varying data.

Gaussian processes are rich distributions over functions, with generalization properties determined by a kernel function. When used for long-range extrapolation, predictions are particularly sensitive to the choice of kernel parameters. It is therefore critical to account for kernel uncertainty in our predictive distri…

2018-02-02abs ↗pdf ↗

The generalization properties of Gaussian processes depend heavily on the choice of kernel, and this choice remains a dark art. We present the Neural Kernel Network (NKN), a flexible family of kernels represented by a neural network. The NKN architecture is based on the composition rules for kernels, so that each unit …

2018-06-12abs ↗pdf ↗

RTE enables extrapolation to new tasks by learning task transformations.

problem Learning systems struggle to generalize to unseen tasks.
method Relational Task Extrapolator (RTE) learns task transformations to enable extrapolation.
result RTE substantially outperforms existing approaches on extrapolation tasks.

We extend nonparametric models to handle extrapolation, providing bounds for inference.

problem Challenges in nonparametric statistical inference when evaluating outside the conditioning variable's support.
method Introduced a class of extrapolation assumptions and a consistent estimation procedure to handle extrapolation.
result Validated extrapolation-aware conclusions through various applications and real-world data.

Method controls extrapolation in prediction profiles for statistical and machine learning models.

problem Avoiding invalid predictions due to extrapolation in prediction profiles.
method Genetic algorithm optimization over constrained factor regions.
result Optimal factor settings without constraint are often invalid and extrapolated.

Neural networks struggle with extrapolation, but a new framework allows them to learn counterfactual invariances.

problem Neural networks' inability to extrapolate beyond training data distribution.
method Introduces a learning framework that allows neural networks to extrapolate over group transformations based on counterfactual invariances.
result Neural networks can learn counterfactual invariances from a single environment, overcoming their limitations in extrapolation.

CODE learns ODE dynamics from sparse data, outperforming neural and kernel methods.

problem Learning ODE dynamics from sparse and noisy data.
method CODE uses Polynomial Chaos Expansion (aPCE) for the ODE's RHS, enabling global orthonormal polynomial representation.
result CODE exhibits remarkable extrapolation capabilities even under novel initial conditions and measurement noise.

Study shows LLMs can extrapolate rules from out-of-distribution prompts.

problem Understanding LLMs' ability to generalize from unexpected inputs.
method Formal languages and rule-based scenarios to evaluate LLMs' OOD behavior.
result LLMs can extrapolate rules from out-of-distribution prompts, even in complex scenarios.

New methods reduce extrapolation errors in feature importance.

problem Flawed feature importance methods using unrestricted permutations lead to extrapolation errors.
method Three new approaches: conditional model reliance, Knockoffs with Gaussian transformation, and restricted ALE plot designs.
result Theoretical and numerical results show our strategies reduce/eliminate extrapolation.

Neural networks extrapolate poorly in simple tasks but succeed in complex ones.

problem Understanding neural networks' extrapolation capabilities and conditions for success.
method Analyzing ReLU MLPs and GNNs, connecting to neural tangent kernel.
result ReLU MLPs learn linear functions but not most nonlinear ones, while GNNs succeed in complex tasks due to task-specific non-linearities.

We extend return extrapolation to incorporate asymmetry and saturation, finding that asymmetric nonlinear extrapolation leads to lower welfare loss.

problem Optimal portfolio choice under stochastic volatility
method Smooth, nonlinear extrapolation function with sentiment and variance hedging
result Lower welfare loss with asymmetric nonlinear extrapolation

Logical neural networks solve mazes by filling dead ends, but not all methods generalize well.

problem Understanding how logical neural networks extrapolate solutions to mazes.
method Examined recurrent and implicit neural networks trained on maze-solving tasks.
result Models fail to generalize well to diverse maze sizes, suggesting limitations in learning scalable algorithms.

Concept modulation models unify identifiability and extrapolation in conditional latent variable models.

problem Reliable generalization in conditional latent variable models
method Concept modulation models (CMMs) with structure AoΛoCoXA o Λ o C o X
result Lifts identifiability to conditional settings and controls extrapolation through attribute potentials.

New framework shows ERM is optimal for both interpolation and extrapolation in domain generalization.

problem Formalizing and solving the challenges of domain generalization.
method Reformulated domain generalization as an online game between a risk-minimizing player and an adversary.
result ERM is minimax-optimal for both interpolation and extrapolation in domain generalization.

Extends return extrapolation to nonlinear, asymmetric functions under stochastic volatility.

problem Behavioral anomalies in portfolio choice under stochastic volatility.
method Smooth, nonlinear, asymmetric extrapolation function; CRRA investor; Heston stochastic volatility; Hamilton-Jacobi-Bellman equation; Numerical solutions (finite-difference ADI, deep learning-driven iterative).
result Saturation acts as an endogenous correction mechanism, reducing welfare loss.

This paper explores conditions for neural networks to extrapolate to new domains.

problem Understanding when neural networks can extrapolate to unseen domains.
method Analyzes conditions for nonlinear models to extrapolate under specific distribution shifts.
result Neural networks of the form f(x)=fi(xi)f(x)=\sum f_i(x_i) can extrapolate if feature covariance is well-conditioned.

The paper explores how to extrapolate from limited data points using causal mechanisms.

problem Handling distribution shifts with limited target samples.
method Formulates the extrapolation problem with a latent-variable model embodying the minimal change principle in causal mechanisms, and identifies conditions for identification.
result Theoretical understanding and practical methods for extrapolation without requiring an on-support target distribution.

Diverging Flows detects extrapolations in flow models, ensuring reliable predictions.

problem Flow models extrapolate into invalid data, leading to silent failures.
method Structurally enforce inefficient transport for off-manifold inputs.
result Effective detection of extrapolations without compromising predictive fidelity or inference latency.

Proposes a new method to avoid model extrapolation in Shapley values.

problem Model extrapolation in marginal Shapley values leads to unreliable explanations.
method Proposes a new approach that avoids model extrapolation using marginal averaging and causal information.
result Demonstrates the impacts of model extrapolation on Shapley values and proposes a new method to avoid it.

Paper tackles intervention extrapolation using identifiable representations.

problem Predicting effects of unseen interventions on outcomes.
method Combines identifiable representation learning with autoencoders to enforce linear invariance.
result Identifiable representations enable non-linear extrapolation of interventions.

Paper improves PINNs' extrapolation by TL and adaptive AFs.

problem PINNs' poor extrapolation performance and sensitivity to AFs.
method Transfer learning within an extended domain and adaptive activation functions.
result Average 40% reduction in relative L2 error and 50% in mean absolute error in extrapolation domain.

We present a framework on how to hedge the interest rate sensitivity of liabilities discounted by an extrapolated yield curve. The framework is based on functional analysis in that we consider the extrapolated yield curve as a functional of an observed yield curve and use its Gâteaux variation to understand the sensiti…

2014-06-24abs ↗pdf ↗

The paper tackles extrapolation in generative models by enforcing independence of mechanisms.

problem How to make generative models extrapolate to new, unseen environments?
method Developed a theoretical framework for independence of mechanisms, demonstrated on toy examples and real-world data.
result Extrapolation capabilities of generative models can be improved by enforcing independence of mechanisms explicitly during training.

Methodology extrapolates wind fields from sparse data with uncertainty quantification.

problem Extrapolating wind fields from limited measurements with uncertainty.
method Nonparametric Bayesian dictionary learning for sparse/incomplete data.
result Enhanced extrapolation accuracy, even in high-dimensional data.

BiPE blends intra-segment and inter-segment encodings for better length extrapolation.

problem Improving length extrapolation in language models.
method Bilevel Positional Encoding (BiPE) that separates intra-segment and inter-segment encodings.
result BiPE enhances length extrapolation across various text modalities.

Neural networks are surprisingly good at interpolating and perform remarkably well when the training set examples resemble those in the test set. However, they are often unable to extrapolate patterns beyond the seen data, even when the abstractions required for such patterns are simple. In this paper, we first review …

2019-11-10abs ↗pdf ↗

We win EVA2025 by estimating extreme precipitation events using Peaks Over Thresholds and martingale testing.

problem Estimating the probability of extreme precipitation events with limited data.
method Modeling Peaks Over Thresholds with an exponential distribution and using martingale testing for evaluation.
result Our method outperforms other approaches in estimating extreme precipitation events.

Density estimation is a versatile technique underlying many data mining tasks and techniques,ranging from exploration and presentation of static data, to probabilistic classification, or identifying changes or irregularities in streaming data. With the pervasiveness of embedded systems and digitisation, this latter typ…

2019-06-03abs ↗pdf ↗