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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.

168,878 papers · 148 categories

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48 results for K-fold

K-fold CV improves machine learning model selection but faces challenges with small datasets.

problem Challenges in validating machine learning models, especially with small datasets.
method K-fold cross-validation with K-fold CUBV (Upper Bound of the actual risk) and Upper Bound of the actual risk for linear classifiers.
result K-fold CUBV is a robust criterion for detecting effects and validating accuracy values from machine learning models.

This work improves AutoML systems by dynamically evaluating fitness to reduce overfitting.

problem Overfitting in AutoML systems, especially during internal cross-validation iterations.
method Introducing dynamic fitness evaluations that approximate repeated k-fold cross-validation.
result Significant improvement in generalization/testing performance over baseline methods.

We construct the full linearisation functor which takes a graded bundle of degree kk (a particular kind of graded manifold) and produces a kk-fold vector bundle. We fully characterise the image of the full linearisation functor and show that we obtain a subcategory of kk-fold vector bundles consisting of symmetric $…

2015-12-08abs ↗pdf ↗

A manifold is locally \emph{kk-fold symmetric}, if for any point and any kk-dimensional vector subspace tangent to this point there exists a local isometry such that this point is a fixed point and the differential of the isometry restricted to that kk-dimensional vector subspace is minus the identity. We show that …

2016-07-19abs ↗pdf ↗

Groups with specific curvature have a regular language of geodesics.

problem Understanding the language of geodesics in non-positively curved triangle groups.
method Proving finitely many cone types and regularity of geodesic languages.
result The language of lexicographically first geodesics is regular and satisfies the fellow traveller property.

Proposes K-Fold Causal BART for improved CATE estimation.

problem Improving estimation of Conditional Average Treatment Effects (CATE).
method K-Fold Causal Bayesian Additive Regression Trees (K-Fold Causal BART).
result K-Fold Causal BART is not state-of-the-art for ATE and CATE estimation in the IHDP dataset, but provides insights into model robustness and evaluation methods.

Improves test set performance and reduces out-of-sample disappointment for unstable models.

problem Ensuring strong test set performance via cross-validation for unstable models.
method Nested k-fold cross-validation with hyperparameter selection based on a weighted sum of cross-validation metric and model stability measure.
result Improves out-of-sample MSE for sparse ridge regression and CART by 4% and 2% respectively, compared to k-fold cross-validation.

This paper formalizes and compares different CV methods for estimating classifier performance.

problem Variations of cross-validation methods for estimating classifier performance are not well understood.
method Mathematical formalization and analysis of different CV methods, proving their properties and suggesting a smooth estimator.
result The repeated KK-fold CV is the only smooth estimator, but it estimates both conditional and mean performance accurately.

Improved portfolio optimization method yields better risk-adjusted returns.

problem Optimizing global minimum variance portfolios with reduced risk.
method k-fold boosted kk-BAHC covariance cleaning procedure for correlation matrices.
result Our method outperforms other filtering methods in Sharpe ratios, despite higher turnover.

Let f:VnMmf:V^n\looparrowright M^m be a smooth generic immersion. Then the set of points, that have at least kk preimages is an image of a (non-generic) immersion. If the manifolds VnV^n and MmM^m are oriented and mnm-n is even, then the manifold of kk-fold points is also oriented. In this paper we compute the oriented b…

2000-08-07abs ↗pdf ↗

Proposes a method to create prediction intervals for neural networks using cross-validation.

problem Lack of prediction intervals for neural networks.
method k-fold cross-validation to construct conformal prediction intervals.
result Proposed method produces narrower intervals with similar coverage compared to SC method.

K-fold Cross Validation is commonly used to evaluate classifiers and tune their hyperparameters. However, it assumes that data points are Independent and Identically Distributed (i.i.d.) so that samples used in the training and test sets can be selected randomly and uniformly. In Human Activity Recognition datasets, we…

2019-04-04abs ↗pdf ↗

We consider branched coverings which are simple in the sense that any point of the target has at most one singular preimage. The cobordism classes of kk-fold simple branched coverings between nn-manifolds form an abelian group Cob1(n,k)Cob^1(n,k). Moreover, Cob1(,k)=n=0Cob1(n,k)Cob^1(*,k) = \bigoplus_{n=0}^{\infty} Cob^1(n,k) is a module over…

2017-07-08abs ↗pdf ↗

We consider a priori generalization bounds developed in terms of cross-validation estimates and the stability of learners. In particular, we first derive an exponential Efron-Stein type tail inequality for the concentration of a general function of n independent random variables. Next, under some reasonable notion of s…

2017-06-19abs ↗pdf ↗

Given smooth manifolds VnV^n and MmM^m, an integer kk, and an immersion f:VMf:V\looparrowright M, we have constructed an obstruction for existence of regular homotopy of ff to an immersion f:VMf':V\looparrowright M without kk-fold points. This obstruction takes values in certain framed bordism group, and for $(k+1)(n+1)…

2002-03-13abs ↗pdf ↗

We develop a robust convex algorithm to select the regularization parameter in model selection. In practice this would be automated in order to save practitioners time from having to tune it manually. In particular, we implement and test the convex method for KK-fold cross validation on ridge regression, although the …

2014-11-27abs ↗pdf ↗

Efficient cross-validation method for Echo State Networks reduces validation time complexity.

problem Hyper-parameter tuning and validation for Echo State Networks (ESNs).
method Proposes several kk-fold cross-validation schemes for ESNs with an efficient algorithm.
result Cross-validation of ESNs can be done for the same time complexity as a single split validation.

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.

Given a multifunction from XX to the kk-fold symmetric product Symk(X)Sym_k(X), we use the Dold-Thom Theorem to establish a homological selection Theorem. This is used to establish existence of Nash equilibria. Cost functions in problems concerning the existence of Nash Equilibria are traditionally multilinear in the mixe…

2011-11-03abs ↗pdf ↗

One can formulate the classical Kepler problem on the Heisenberg group, the simplest sub-Riemannian manifold. We take the sub-Riemannian Hamiltonian as our kinetic energy, and our potential is the fundamental solution to the Heisenberg sub-Laplacian. The resulting dynamical system is known to contain a fundamental inte…

2013-11-23abs ↗pdf ↗

The VC-dimension of a set system is a way to capture its complexity and has been a key parameter studied extensively in machine learning and geometry communities. In this paper, we resolve two longstanding open problems on bounding the VC-dimension of two fundamental set systems: kk-fold unions/intersections of half-s…

2018-07-20abs ↗pdf ↗

A Sasakian structure on a manifold is called {\it positive} if its basic first Chern class can be represented by a positive (1,1)-form with respect to its transverse holomorphic CR-structure. We prove a theorem that says that every positive Sasakian structure can be deformed to a Sasakian structure whose metric has pos…

2001-04-11abs ↗pdf ↗

Study evaluates cross-validation methods for clinical ECG classification, finding leave-source-out more reliable.

problem Overoptimistic cross-validation estimates for new patient sources.
method Empirical evaluation of K-fold and leave-source-out cross-validation methods.
result Leave-source-out cross-validation provides more reliable performance estimates.

Whenever a finitely generated group GG acts properly discontinuously by isometries on a metric space XX, there is an induced uniform embedding (a Lipschitz and uniformly proper map) ρ:GXρ: G \rightarrow X given by mapping GG to an orbit. We study when there is a difference between a finitely generated group GG acting…

2019-03-08abs ↗pdf ↗

Study improves predictive performance testing for high-dimensional data using exhaustive nested cross-validation.

problem Reproducibility issues in KK-fold cross-validation for high-dimensional data.
method Proposes a novel predictive performance test based on exhaustive nested cross-validation, addressing computational complexity with a closed-form expression.
result Demonstrates the effectiveness of Ridge-based methods in high-dimensional predictive performance testing.

Using S1S^1-equivariant symplectic homology, in particular its mean Euler characteristic, of the natural filling of links of Brieskorn-Pham polynomials, we prove the existence of infinitely many inequivalent contact structures on various manifolds, including in dimension 5 the k-fold connected sums of S2×S3S^2\times S^3 a…

2015-06-29abs ↗pdf ↗

K-fold cross-validation (CV) with squared error loss is widely used for evaluating predictive models, especially when strong distributional assumptions cannot be taken. However, CV with squared error loss is not free from distributional assumptions, in particular in cases involving non-i.i.d. data. This paper analyzes …

2019-04-04abs ↗pdf ↗

In this article, we derive concentration inequalities for the cross-validation estimate of the generalization error for subagged estimators, both for classification and regressor. General loss functions and class of predictors with both finite and infinite VC-dimension are considered. We slightly generalize the formali…

2010-11-23abs ↗pdf ↗

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.

We propose a method for determining the spins of BPS states supported on line defects in 4d N=2\mathcal{N}=2 theories of class S. Via the 2d-4d correspondence, this translates to the construction of quantum holonomies on a punctured Riemann surface C\mathcal{C}. Our approach combines the technology of spectral networks…

2016-03-16abs ↗pdf ↗