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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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118236354472 · Jun 202019922001200920172026
48 results for K-class estimators

PULSE estimator improves prediction in causal inference with bounded interventions.

problem Optimizing causal models for bounded interventions.
method Relates K-class estimators to anchor regression, introduces PULSE estimator for minimization of mean squared prediction error with bounded constraints.
result PULSE estimator outperforms other estimators in real data and simulation experiments, especially in weak instrument settings.

The difficulty of multi-class classification generally increases with the number of classes. Using data from a subset of the classes, can we predict how well a classifier will scale with an increased number of classes? Under the assumptions that the classes are sampled identically and independently from a population, a…

2017-12-27abs ↗pdf ↗

A new method combines simple binary classifiers to build complex multiclass classifiers, achieving performance limits in a Gaussian setting.

problem Building a sophisticated multiclass classifier from simple binary decisions.
method Combining O(logK)O(\log K) simple binary classifiers to form a KK-class classifier.
result Explicit performance bounds across various decoding and dimensional regimes for a stylized Gaussian setting.

Estimates fat-shattering dimension of aggregated function classes.

problem Understanding the complexity of aggregated function classes.
method Analyzes fat-shattering dimension of kk-fold aggregations of real-valued function classes.
result Provides upper and lower bounds on fat-shattering dimension for linear and affine function classes.

This paper provides a KK-theoretic obstruction for higher kernel dimension for Dirac operators. For this we use a fibre-wise Dirac operator that gives rise to a family of Fredholm operators representing a class in topological KK-theory. Then Chern classes of this KK-class contain some information about the kernel of…

2018-02-19abs ↗pdf ↗

New linear algorithms improve wSVMs for multiclass probability estimation.

problem Estimating conditional probabilities for multiclass problems.
method Proposed baseline learning and OVA learning schemes to improve wSVMs.
result Linear algorithms achieve optimal computational efficiency and good estimation accuracy.

Expectation maximization (EM) algorithm is to find maximum likelihood solution for models having latent variables. A typical example is Gaussian Mixture Model (GMM) which requires Gaussian assumption, however, natural images are highly non-Gaussian so that GMM cannot be applied to perform clustering task on pixel space…

2018-12-02abs ↗pdf ↗

In the framework of fibred cusp operators on a manifold XX associated to a boundary fibration $Φ: \pa X\to Y$, the homotopy groups of the space of invertible smoothing perturbations of the identity are computed in terms of the K-theory of TYT^{*}Y. It is shown that there is a periodicity, namely the odd and the even h…

2004-08-17abs ↗pdf ↗

Novel causal effect estimators and distributionally robust prediction methods.

problem Estimating causal effects and distributional robustness in statistical models.
method Developed novel estimators and proposed a general framework for distributional robustness.
result Mean squared error improvements in causal effect estimation compared to existing methods.

Proposes novel wSVMs for sparse learning and accurate probability estimation.

problem Sparse features with redundant noise limit the performance of existing wSVMs.
method Develops 1\ell^1-norm and elastic net regularized wSVMs for automatic variable selection and probability estimation.
result Elastic net regularized wSVMs achieve superior performance in variable selection and probability estimation.

Modeling data as being sampled from a union of independent subspaces has been widely applied to a number of real world applications. However, dimensionality reduction approaches that theoretically preserve this independence assumption have not been well studied. Our key contribution is to show that 2K2K projection vect…

2014-12-07abs ↗pdf ↗

Proposes a new method to minimize non-singleton predictions in conformal prediction.

problem Large prediction sets in conformal prediction are costly and inefficient.
method Introduces a new nonconformity score to minimize non-singleton sets and provides an algorithm to compute it efficiently.
result The proposed Singleton-Optimized Conformal Prediction (SOCOP) method increases singleton frequency by over 20% compared to standard scores, with minimal impact on average set size.

Study extends binary omniprediction to multiclass setting with improved sample complexity.

problem Suboptimality bounds for each loss function against infinite comparator family in multiclass prediction.
method Design of a framework for solving Blackwell approachability problems with coupled actions.
result Sample complexity of ε(k+1)\approx \varepsilon^{-(k+1)} for ε\varepsilon-omniprediction in a kk-class problem.

Language models allocate information storage, not collapsing into uniform representations.

problem Incomplete neural collapse in language model representations.
method Analyzing variance and information sharing across 14 models, proving an information floor.
result Within-class variance is allocated information storage, not collapsed into uniform representations.

We present DCSVM, an efficient algorithm for multi-class classification using Support Vector Machines. DCSVM is a divide and conquer algorithm which relies on data sparsity in high dimensional space and performs a smart partitioning of the whole training data set into disjoint subsets that are easily separable. A singl…

2018-10-23abs ↗pdf ↗

Spectral clustering has become a popular technique due to its high performance in many contexts. It comprises three main steps: create a similarity graph between N objects to cluster, compute the first k eigenvectors of its Laplacian matrix to define a feature vector for each object, and run k-means on these features t…

2016-02-05abs ↗pdf ↗

Improved neural active learning algorithms reduce regret and improve performance.

problem Improving performance and reducing regret in neural active learning for non-parametric streaming data.
method Introducing two new regret metrics and leveraging NNs for both exploitation and exploration. The algorithm uses tailored query decision-makers and full feedback.
result Achieved an instance-dependent regret upper bound improving by a multiplicative factor of O(logT)O(\log T) and removing the curse of dimensionality.

New method reduces labeler costs by aggregating predictions from local classifiers.

problem Reduce labeler costs in multiclass classification.
method Model KK-class classification using smaller classifiers trained on subsets of tasks.
result Near-optimal scheme for designing classifier configurations reduces labeler costs.

A new method for multi-expert learning-to-defer avoids optimization issues.

problem Optimization issues in multi-expert learning-to-defer systems.
method A decoupled surrogate with a softmax classifier head and independent sigmoid heads per expert.
result First multi-expert L2D guarantee with a constant not growing with the expert pool.

A new method for batch prediction sets in classification problems.

problem Constructing reliable prediction sets for multiple unlabeled examples.
method Proposes a uniformly more powerful approach to batch prediction sets using specific combinations of conformal p-values.
result The proposed method provides narrower prediction sets compared to the Bonferroni correction.

Paper improves robustness of GNNs against adversarial attacks.

problem Understanding robust generalization of GNNs in adversarial settings.
method Develops a sensitivity-aware PAC-Bayesian framework for MPGNNs.
result Derives tighter robust generalization bounds for MPGNNs.

New estimators outperform maximum likelihood without hyper-parameter estimation.

problem Improving system identification performance without hyper-parameter estimation.
method Developed generalized Bayes and closed-form biased estimators using excess MSE.
result New estimators have comparable performance to empirical-Bayes-based regularized estimator.

New framework converts offline to online estimation using black-box offline estimators.

problem Convert offline estimation algorithms to online estimation algorithms.
method Oracle-Efficient Online Estimation (OEOE) framework.
result Achieves near-optimal online estimation error via black-box offline estimators.

New estimator reduces variance in discrete random variables.

problem Estimating gradients for discrete random variables with reduced variance.
method Sampling without replacement and Rao-Blackwellization.
result Our estimator is the most consistent gradient estimator across different entropy settings.

SCOPE estimator improves covariance and precision matrix estimation.

problem Estimating covariance and precision matrices accurately.
method Distributionally robust optimization with convex spectral divergence.
result SCOPE estimator reduces spectral bias and improves condition number.

We present a multi-task learning approach to jointly estimate the means of multiple independent data sets. The proposed multi-task averaging (MTA) algorithm results in a convex combination of the single-task maximum likelihood estimates. We derive the optimal minimum risk estimator and the minimax estimator, and show t…

2011-07-21abs ↗pdf ↗