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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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6121824 · May 202619922001200920172026
48 results for K-NN resampling

Paper uses K-NN resampling to simulate and evaluate LOB markets.

problem Simulating and evaluating limit order book (LOB) markets.
method Applies KK-nearest neighbor (KK-NN) resampling to LOB simulation and evaluation.
result Demonstrates the effectiveness and efficiency of KK-NN resampling in LOB simulation and evaluation.

In the kk-nearest neighborhood model (kk-NN), we are given a set of points PP, and we shall answer queries qq by returning the kk nearest neighbors of qq in PP according to some metric. This concept is crucial in many areas of data analysis and data processing, e.g., computer vision, document retrieval and machi…

2018-10-11abs ↗pdf ↗

We derive high-probability finite-sample uniform rates of consistency for kk-NN regression that are optimal up to logarithmic factors under mild assumptions. We moreover show that kk-NN regression adapts to an unknown lower intrinsic dimension automatically. We then apply the kk-NN regression rates to establish new …

2017-07-19abs ↗pdf ↗

Study shows kk-NN classifier is not universally consistent on (0,1)(0,1) but consistent on discrete and specific measure spaces.

problem Consistency of kk-NN classifier under Wasserstein distance on measure spaces.
method Analysis of kk-NN classifier properties under Wasserstein distance, use of σσ-finite metric dimension, geodesic structures of Wasserstein spaces.
result Consistency of kk-NN classifier on specific measure spaces (discrete, Gaussian, wavelet series) but not on (0,1)(0,1).

The kk-NN graph has played a central role in increasingly popular data-driven techniques for various learning and vision tasks; yet, finding an efficient and effective way to construct kk-NN graphs remains a challenge, especially for large-scale high-dimensional data. In this paper, we propose a new approach to const…

2013-07-30abs ↗pdf ↗

We propose a simple approach which, given distributed computing resources, can nearly achieve the accuracy of kk-NN prediction, while matching (or improving) the faster prediction time of 11-NN. The approach consists of aggregating denoised 11-NN predictors over a small number of distributed subsamples. We show, bot…

2017-12-06abs ↗pdf ↗

This paper studies the relationship between the classification performed by deep neural networks (DNNs) and the decision of various classical classifiers, namely k-nearest neighbours (k-NN), support vector machines (SVM) and logistic regression (LR), at various layers of the network. This comparison provides us with ne…

2018-05-17abs ↗pdf ↗

Improved convergence rate for kNN graph Laplacians with adaptive bandwidth.

problem Enhancing the efficiency of graph-based data analysis methods.
method Introducing a new class of kNN graph with adaptive bandwidth and proving operator convergence rate.
result Operator convergence rate of O(N2/(d+6))O(N^{-2/(d+6)}) for the kNN graph Laplacian, up to a log factor.

Proposes LRR and LRLR for improving stock prediction accuracy.

problem Improving stock prediction accuracy through nonparametric classification.
method Local radial regression and logistic regression variant.
result LRLR outperforms LPoR and MS-kk-NN in real-world stock datasets.

A new differentiable resampling method for Monte Carlo simulations.

problem Improving the efficiency and differentiability of resampling in Monte Carlo simulations.
method Proposes a diffusion model surrogate for resampling, proving consistency and outperforming existing methods.
result The proposed method outperforms state-of-the-art differentiable resampling methods on various benchmarks.

Prototype rules simplify multiclass classification in metric spaces, achieving consistency and reduced complexity.

problem Multiclass classification in metric spaces, focusing on universal consistency and convergence rates.
method Novel Proto-NN and hybrid rules for multiclass classification in metric spaces, analyzing convergence rates.
result Proto-NN is universally consistent and simpler to implement, with similar computational advantages.

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…

2017-07-12abs ↗pdf ↗

Introduction. Case Based Reasoning (CBR) is an emerg- ing decision making paradigm in medical research where new cases are solved relying on previously solved similar cases. Usually, a database of solved cases is provided, and every case is described through a set of attributes (inputs) and a label (output). Extracting…

2013-03-07abs ↗pdf ↗

Study shows SNN graph Laplacians converge to k-NN graph Laplacians under large scale asymptotics.

problem Understanding the convergence of SNN graph Laplacians to k-NN graph Laplacians.
method Analyzing the asymptotic behavior of SNN and k-NN graph Laplacians.
result The graph Laplacians of SNN and k-NN graphs converge to the same limit under large scale asymptotics.

In this paper, we consider the problem of malware detection and classification based on image analysis. We convert executable files to images and apply image recognition using deep learning (DL) models. To train these models, we employ transfer learning based on existing DL models that have been pre-trained on massive …

2019-01-21abs ↗pdf ↗

fastml guards against data leakage in automated machine learning.

problem Data leakage during preprocessing before resampling inflates apparent performance.
method fastml uses guarded resampling to re-estimate preprocessing inside each resample.
result Guarded resampling reduces apparent performance compared to global preprocessing.

We propose a non-parametric anomaly detection algorithm for high dimensional data. We score each datapoint by its average KK-NN distance, and rank them accordingly. We then train limited complexity models to imitate these scores based on the max-margin learning-to-rank framework. A test-point is declared as an anomaly…

2015-02-06abs ↗pdf ↗

This paper tackles noisy multi-objective optimization with adaptive resampling using bootstrapping.

problem Challenges in optimizing noisy multi-objective problems, especially trade-offs between exploration and exploitation.
method Adaptive resampling with bootstrapping to estimate probability of dominance and improve precision.
result Demonstrates the efficiency of the resampling approach in NSGA-II algorithm under multiple noise variations.

This work proves convergence of adaptive resampling for random Fourier features.

problem Sampling Fourier frequencies well for high-dimensional data.
method Data adaptive resampling of Fourier frequencies, asymptotically optimal.
result Proves convergence of adaptive resampling method for regression and classification problems.

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 ↗

Generates diverse images by resampling specific parts while maintaining global consistency.

problem Creating diverse images while maintaining global consistency in certain parts.
method Developed a new network architecture, training procedure, and resampling algorithm.
result Achieved low distortion block-resampling with spatially stochastic networks.

We investigate nearest neighbor and generative models for transferring pose between persons. We take in a video of one person performing a sequence of actions and attempt to generate a video of another person performing the same actions. Our generative model (pix2pix) outperforms k-NN at both generating corresponding f…

2018-06-24abs ↗pdf ↗