Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

2795588371,116 · Jun 202019922001200920172026
48 results for Holdout Data

Methodology creates holdout and test/train sets for ML studies, preserving data for future research.

problem Preserving data for future research studies that are analysis-naive.
method Modification of k-fold cross-validation, randomization, and three-way split (holdout, test, training).
result Efficiently creates holdout and test/train sets without forcing.

Adaptive statistical learning improves model generalization with privacy-preserving techniques.

problem Overfitting and poor generalization in adaptive statistical learning.
method Adapting Bayesian differential privacy techniques to handle correlated data.
result The holdout dataset can be reused adaptively in statistical learning with privacy-preserving perturbations.

The study introduces a holdout-based framework to assess synthetic data fidelity and privacy.

problem Evaluating the quality and privacy of synthetic data solutions for mixed-type tabular data.
method Holdout-based empirical assessment framework measuring fidelity and privacy risk.
result Synthetic data samples are as close to the training as to the holdout data, indicating generalization and independence from individual records.

Paper analyzes holdout cross-validation for large non-Gaussian covariance estimation.

problem Estimating large covariance matrices for non-Gaussian data.
method Use of Weingarten calculus and Ledoit-Péché formula for theoretical error derivation.
result Optimal train-test split ratio is proportional to square root of matrix dimension.

AI agents improve forecast combination but require transparency.

problem AI coding agents increase flexibility in empirical economics, leading to hidden degrees of freedom.
method Adapted open-source agent-loop architecture to empirical economics workflow, adding post-search holdout evaluation.
result Multiple agent runs outperform standard benchmarks in rolling evaluation but not all on post-search holdout.

We compare and contrast two approaches to validating a trained classifier while using all in-sample data for training. One is simultaneous validation over an organized set of hypotheses (SVOOSH), the well-known method that began with VC theory. The other is withhold and gap (WAG). WAG withholds a validation set, trains…

2015-10-09abs ↗pdf ↗

AI agents improve forecast combination in empirical economics.

problem Hidden researcher degrees of freedom in AI-generated code.
method Adapted agent-loop architecture to empirical economics, added holdout evaluation.
result Independent agent searches find better forecast methods than benchmarks.

The paper aims to develop a methodology to test memory systems in reinforcement learning agents.

problem Understanding and evaluating memory systems in reinforcement learning agents and their generalization.
method Construct diverse memory tasks, develop an agent architecture combining multiple memory systems, and perform ablations.
result The agent architecture can apply learned knowledge to holdout data that differs from the training data.

Optimal data splitting improves covariance matrix estimation in large datasets.

problem Improving large covariance matrix estimation in high-dimensional settings.
method Focus on holdout method, derive closed-form error expression, connect to eigenvalue variance.
result Optimal train-test split scales as square root of matrix dimension.

Paper examines fairness of data augmentation methods, finding vanilla Mixup outperforms Fair Mixup.

problem Improving fairness in classification models with limited minority data.
method Uses multicalibration to rigorously evaluate and improve data augmentation methods for classification fairness.
result Vanilla Mixup outperforms Fair Mixup and baseline methods in fairness and accuracy, especially with small minority groups.

Jointly tuning ensemble models improves performance and uncertainty calibration.

problem Improving both predictive performance and uncertainty calibration in deep ensembles.
method Investigated the impact of jointly tuning weight decay, temperature scaling, and early stopping.
result Jointly tuning ensemble models generally matches or improves performance, with significant variation across tasks.

The study compares parametric and nonparametric models for estimating mean-variance mixtures and finds that nonparametric models perform better.

problem Estimating the distribution of a normal mean-variance mixture under uncertainty.
method Comparison of six parametric mixing laws with a grid nonparametric maximum likelihood estimator, using a paired block bootstrap for score comparison.
result Nonparametric models outperform parametric models in estimating the distribution of a normal mean-variance mixture.

Reshuffling splits improves hyperparameter optimization's generalization performance.

problem Improving peak performance of machine learning models through better hyperparameter optimization.
method Reshuffling splits for every hyperparameter configuration improves generalization performance.
result Reshuffling leads to better generalization performance compared to fixed splits.

Cross-validation pitfalls in change-point regression are addressed with new approaches.

problem Cross-validation's prediction error-based criterion may lead to under- or over-estimation of change-points.
method Proposes two approaches: absolute error loss and modified holdout sets.
result Consistent estimation of the number of change-points under certain conditions.

We present a new modeling technique for solving the problem of ecological inference, in which individual-level associations are inferred from labeled data available only at the aggregate level. We model aggregate count data as arising from the Poisson binomial, the distribution of the sum of independent but not identic…

2018-02-04abs ↗pdf ↗

Novel framework uses synthetic data to quantify uncertainty in complex data.

problem Uncertainty quantification in complex, unstructured data.
method Perturbation-Assisted Sample Synthesis (PASS) and Perturbation-Assisted Inference (PAI) framework.
result Statistically guaranteed validity in inference, enhancing reliability of synthetic data.

Study evaluates how well question-answering models generalize to new data types.

problem Generalization of question-answering models to new data types.
method Constructed new test sets from different domains and evaluated models' performance.
result Models show significant performance drops when tested on new data types.

Study evaluates neural networks for corporate credit rating assessment.

problem Improving machine learning algorithms for credit assessment.
method Analysis of four neural network architectures (MLP, CNN, CNN2D, LSTM) on financial data from energy, financial, and healthcare sectors.
result LSTM architecture consistently outperforms others in predicting corporate credit ratings.

AGATHA predicts promising research directions from scientific data.

problem Efficiently winnowing thousands of potential targets in drug discovery.
method Deep-learning hypothesis generation system that ranks plausible term-pairs.
result Best-in-class performance on an established benchmark, high recommendation scores across subdomains.

Traditional statistical analysis requires that the analysis process and data are independent. By contrast, the new field of adaptive data analysis hopes to understand and provide algorithms and accuracy guarantees for research as it is commonly performed in practice, as an iterative process of interacting repeatedly wi…

2016-04-08abs ↗pdf ↗

Study shows annotation instrument design affects model performance in hate speech detection.

problem Impact of annotation instrument design on model performance in hate speech detection.
method Collected annotations from five experimental conditions of an annotation instrument, fine-tuned BERT models on each dataset, evaluated performance on holdout portion.
result Significant differences in model performance and annotations across conditions.

This paper optimizes perpetual contract liquidity by accounting for funding rates.

problem Optimal liquidity provision for perpetual contracts with stochastic funding rates.
method Formulated a control problem, solved with a HJB scheme, and calibrated on real data.
result Funding-aware market making improves performance and reduces inventory risk.

Interpretable additive models outperform complex DL and hybrid pipelines for air quality forecasting.

problem Accurate forecasting of urban air pollution for public health and policy guidance.
method Investigated lightweight additive models (FBP, NP) vs. deep learning and hybrid pipelines on Beijing PM2.5 and PM10 data.
result Facebook Prophet consistently outperformed NeuralProphet and traditional models, achieving high R2R^2 values.

New framework learns complex AI attitudes from heterogeneous data.

problem Heterogeneous ordinal structure in AI attitudes, poorly captured by existing methods.
method Monotone Gaussian score embedding, BNP complexity discovery, confirmatory fixed-K estimation.
result Reduced holdout MSE by 25.8% over single-graph baseline.

New estimate reduces overfitting risk in machine learning models.

problem Error rate on test data may not reflect true population error due to adaptive data analysis practices.
method Introduces Rip van Winkle's Razor, a simple estimate of overfit to test data based on information content.
result Shows non-vacuous estimate of deviation in many modern settings.

The paper explores how neural networks learn logical functions and their generalization error.

problem Learning logical functions with neural networks and understanding generalization error.
method Gradient descent on neural networks, analyzing noise-stability and Boolean influence.
result Gradient descent on certain neural architectures tends to favor low-degree representations, impacting generalization error.

The paper tackles sampling bias in credit scoring models and proposes methods to improve their training and evaluation.

problem Sampling bias in credit scoring models leads to an incomplete representation of the borrower population.
method Bias-aware self-learning framework and Bayesian evaluation method to correct for bias.
result Bayesian evaluation outperforms standard accuracy measures in predicting future performance.

Spatial Adapter adds structured spatial representation to frozen predictors.

problem Efficiently adding spatial structure to pre-trained models.
method Structured spatial decomposition and closed-form covariance for residual fields.
result Adapter improves spatial prediction and uncertainty quantification.

Identity-link IRT improves TVD-MI scores without curvature violations.

problem Preserving additivity in TVD-MI scores for efficient LLM evaluation.
method Derives clipped-linear model from Gini entropy maximization, using identity link.
result Identity-link yields lower curvature violations (median curl 0.080-0.150) compared to probit/logit.

New algorithms for model selection in off-policy evaluation of reinforcement learning.

problem Hyperparameter tuning for off-policy evaluation methods in reinforcement learning.
method Developed new model-free and model-based selectors with theoretical guarantees and a new experimental protocol.
result New model-free selector, LSTD-Tournament, demonstrates promising empirical performance.

The paper investigates overfitting in hyperparameter optimization.

problem Overfitting in hyperparameter optimization (overtuning).
method Formal definition, large-scale reanalysis of HPO benchmark data, analysis of factors affecting overtuning.
result Overtuning is more common than previously assumed, leading to worse generalization error in 10% of cases.