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.
In many real-world binary classification tasks (e.g. detection of certain objects from images), an available dataset is imbalanced, i.e., it has much less representatives of a one class (a minor class), than of another. Generally, accurate prediction of the minor class is crucial but it's hard to achieve since there is…
Phase retrieval problems involve solving linear equations, but with missing sign (or phase, for complex numbers) information. More than four decades after it was first proposed, the seminal error reduction algorithm of (Gerchberg and Saxton 1972) and (Fienup 1982) is still the popular choice for solving many variants o…
We propose a sample-efficient alternative for importance weighting for situations where one only has sample access to the probability distribution that generates the observations. Our new method, called Geometric Resampling (GR), is described and analyzed in the context of online combinatorial optimization under semi-b…
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…
An approximate method for conducting resampling in Lasso, the ℓ1 penalized linear regression, in a semi-analytic manner is developed, whereby the average over the resampled datasets is directly computed without repeated numerical sampling, thus enabling an inference free of the statistical fluctuations due to sam…
Online class imbalance learning constitutes a new problem and an emerging research topic that focusses on the challenges of online learning under class imbalance and concept drift. Class imbalance deals with data streams that have very skewed distributions while concept drift deals with changes in the class imbalance s…
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…
It is known that evolution strategies in continuous domains might not converge in the presence of noise. It is also known that, under mild assumptions, and using an increasing number of resamplings, one can mitigate the effect of additive noise and recover convergence. We show new sufficient conditions for the converge…
Importance sampling (IS) is a common reweighting strategy for off-policy prediction in reinforcement learning. While it is consistent and unbiased, it can result in high variance updates to the weights for the value function. In this work, we explore a resampling strategy as an alternative to reweighting. We propose Im…
The estimation of normalizing constants is a fundamental step in probabilistic model comparison. Sequential Monte Carlo methods may be used for this task and have the advantage of being inherently parallelizable. However, the standard choice of using a fixed number of particles at each iteration is suboptimal because s…
A method to robustly federate learning with non-i.i.d. data and Byzantine workers.
problem Byzantine workers sending malicious messages in federated learning with non-i.i.d. data.
method Resampling strategy to reduce inner and outer variation, stochastic average gradient, robust geometric median aggregation.
result The method reaches a neighborhood of the optimal solution at a linear convergence rate and learning error depends on the number of Byzantine workers.
Robustly computes intrinsic coordinates on point clouds using resampling and averaging.
problem Computing intrinsic coordinates on noisy or outlier-prone point clouds.
method Subsample data, vary hyperparameters, cluster candidate embeddings, identify representative embeddings, and average them using Procrustes analysis.
result Robust to noise and outliers, validated on synthetic and real data.
The infinitesimal jackknife (IJ) has recently been applied to the random forest to estimate its prediction variance. These theorems were verified under a traditional random forest framework which uses classification and regression trees (CART) and bootstrap resampling. However, random forests using conditional inferenc…