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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.

168,738 papers · 148 categories

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92184276368 · Jun 202019922001200920172026
48 results for Log Loss

Paper analyzes statistical properties of log-cosh loss function.

problem No statistical analysis of log-cosh loss function in literature.
method Presented statistical properties of log-cosh loss function, compared to Cauchy distribution, and examined various statistical procedures.
result Characterized statistical properties of log-cosh loss function, including distribution, likelihood function, and Fisher information.

Separable losses are inconsistent for structured prediction models.

problem Inconsistency of separable losses in structured prediction models.
method Analysis of separable negative log-likelihood losses for structured prediction.
result Separable losses are not Bayes consistent and may not predict the most probable structure.

PACMAN provides bounds for classification tasks considering accuracy vs. negative log-loss mismatch.

problem Mismatch between accuracy and negative log-loss in classification tasks.
method Point-wise PAC approach over generalization gap, using likelihood ratio and concentration inequalities.
result PACMAN provides point-wise PAC bounds for the generalization problem.

New algorithm reduces prediction errors across various loss functions.

problem Online forecasting algorithms' inability to adapt to different loss functions.
method Design of a novel Follow-the-Perturbed-Leader (FTPL) algorithm with self-concordant noise.
result Simultaneously achieves ildeO(T) ilde O(\sqrt{T}) regret for bounded proper losses and O(logT)O(\log T) regret for bounded smooth proper losses.

Improved COCO algorithms with better constraint control.

problem Achieving small regret and constraint violation in online convex optimization.
method Simple projection-based algorithm leveraging self-contraction geometry.
result Exponential improvement in cumulative constraint violation for strongly convex losses.

We present αα-loss, α[1,]α\in [1,\infty], a tunable loss function for binary classification that bridges log-loss (α=1α=1) and 00-11 loss (α=α= \infty). We prove that αα-loss has an equivalent margin-based form and is classification-calibrated, two desirable properties for a good surrogate loss function for the ideal y…

2019-02-12abs ↗pdf ↗

The paper improves sparse Gaussian processes by optimizing predictive loss.

problem Optimizing predictive loss in sparse Gaussian processes.
method Direct loss minimization (DLM) for log-loss and square loss, with product sampling (uPS) and biased Monte Carlo (bMC) for non-conjugate cases.
result DLM shows significant performance improvement in both log-loss and square loss cases.

Paper studies multiclass classifiers from binary classifiers, proving methods and demonstrating advantages.

problem Constructing efficient multiclass classifiers from binary ones.
method Two methods: one vs. all and hierarchical classification, with a new leverage-hierarchical method introduced.
result Proves upper bounds and exact formulas for multiclass regret in terms of binary regrets.

Optimal sketching bounds for sparse linear regression under various loss functions are established.

problem Sparse linear regression under different loss functions.
method Distribution over oblivious sketches for sparse 2\ell_2 norm regression and hinge-like loss functions.
result Optimal sketching bounds with O(klog(d/k)/ε2)O(k\log(d/k)/\varepsilon^2) rows for sparse 2\ell_2 norm regression and O(μ2klog(μnd/ε)/ε2)O(μ^2 k\log(μn d/\varepsilon)/\varepsilon^2) rows for hinge-like loss functions.

We consider prediction with expert advice under the log-loss with the goal of deriving efficient and robust algorithms. We argue that existing algorithms such as exponentiated gradient, online gradient descent and online Newton step do not adequately satisfy both requirements. Our main contribution is an analysis of th…

2019-01-08abs ↗pdf ↗

In this work we study loss functions for learning and evaluating probability distributions over large discrete domains. Unlike classification or regression where a wide variety of loss functions are used, in the distribution learning and density estimation literature, very few losses outside the dominant log losslog\ loss ar…

2019-06-06abs ↗pdf ↗

VarGrad reduces variance in ELBO gradient estimation for variational inference.

problem Improving the variance of gradient estimators in variational inference.
method VarGrad uses a new log-variance loss to estimate the ELBO gradient, achieving lower variance than the score function method.
result VarGrad offers a lower variance gradient estimator compared to other methods.

Solves learning halfspaces with Massart noise for log-concave distributions.

problem Learning halfspaces with Massart noise in distribution-specific PAC model.
method Identifies a smooth non-convex surrogate loss and uses SGD to solve the learning problem.
result First computationally efficient algorithm for learning halfspaces with Massart noise for a broad family of distributions.

The log-likelihood loss in heteroscedastic neural networks can lead to poor parameter estimates.

problem Capturing aleatoric uncertainty in deep learning models.
method Examine the log-likelihood loss in conjunction with gradient-based optimizers and propose an alternative formulation, ββ-NLL.
result Using an appropriate ββ largely mitigates the issue of poor parameter estimates.

We develop a variant of multiclass logistic regression that is significantly more robust to noise. The algorithm has one weight vector per class and the surrogate loss is a function of the linear activations (one per class). The surrogate loss of an example with linear activation vector a\mathbf{a} and class cc has t…

2017-05-19abs ↗pdf ↗

Improved algorithm reduces communication rounds for distributed online learning.

problem Complicated constraints in distributed online learning with locally light computations.
method Proposed D-BOCG algorithm with delayed update mechanism and redefined surrogate loss function.
result Achieved O(T3/4)O(T^{3/4}) regret bound with O(T)O(\sqrt{T}) communication rounds for convex losses.

Study on sequential prediction with log-loss, focusing on well-specified and misspecified cases.

problem Sequential prediction with log-loss under different specification conditions.
method Analysis of cumulative regret in well-specified and misspecified cases for a Gaussian location hypothesis class.
result Cumulative regrets in well-specified and misspecified cases asymptotically coincide for the dd-dimensional Gaussian location hypothesis class.

This work generalizes calibeating for a broader range of proper losses using Bregman divergence.

problem Calibration for a wide range of proper losses beyond Brier and log loss.
method Regret minimization based on Bregman divergence for a family of proper losses.
result U-calibration results for a family of Tsallis losses with logarithmic regret and dimension independence.

We exhibit a strong link between frequentist PAC-Bayesian risk bounds and the Bayesian marginal likelihood. That is, for the negative log-likelihood loss function, we show that the minimization of PAC-Bayesian generalization risk bounds maximizes the Bayesian marginal likelihood. This provides an alternative explanatio…

2016-05-27abs ↗pdf ↗

Recent work on discriminative segmental models has shown that they can achieve competitive speech recognition performance, using features based on deep neural frame classifiers. However, segmental models can be more challenging to train than standard frame-based approaches. While some segmental models have been success…

2016-10-21abs ↗pdf ↗

Boosted decision trees typically yield good accuracy, precision, and ROC area. However, because the outputs from boosting are not well calibrated posterior probabilities, boosting yields poor squared error and cross-entropy. We empirically demonstrate why AdaBoost predicts distorted probabilities and examine three cali…

2012-07-04abs ↗pdf ↗

Prevalidated ridge regression simplifies logistic regression for high-dimensional data.

problem Efficient probabilistic classification in high-dimensional data with logistic regression.
method Developed a prevalidated ridge regression model that matches logistic regression's performance but is more computationally efficient.
result Prevalidated ridge regression achieves similar classification error and log-loss to logistic regression for high-dimensional data.

LOO prediction method improves generalization guarantees for arbitrary datasets.

problem Understanding LOO error guarantees in fully transductive settings for arbitrary datasets.
method Median of Level-Set Aggregation (MLSA) for empirical-risk level sets.
result Multiplicative oracle inequality for LOO error with complexity scaling.

Maximum likelihood training improves the performance of score-based diffusion models.

problem Training score-based diffusion models with maximum likelihood.
method Trained by minimizing a weighted combination of score matching losses, with a specific weighting scheme that bounds negative log-likelihood.
result Maximum likelihood training improves the log-likelihood of score-based diffusion models across multiple datasets.

Logsy detects anomalies in logs using a novel classification-based approach.

problem Anomaly detection in unstructured logs is challenging due to limited model generalization.
method Logsy learns log representations by distinguishing normal and anomaly logs using a classification-based approach with an attention-based encoder and hyperspherical loss function.
result Logsy improves anomaly detection performance by 0.25 in F1 score compared to previous methods.

Let $\cF$ be a set of MM classification procedures with values in [1,1][-1,1]. Given a loss function, we want to construct a procedure which mimics at the best possible rate the best procedure in $\cF$. This fastest rate is called optimal rate of aggregation. Considering a continuous scale of loss functions with various …

2007-03-27abs ↗pdf ↗

New DP algorithms achieve near-optimal regret bounds for online learning problems.

problem Online learning problems with zero-loss solutions and differential privacy constraints.
method Developed new Differentially Private algorithms with near-optimal regret bounds.
result Achieved near-optimal regret bounds for various online prediction and convex optimization problems.

Proposes a new generalization bound for Bayesian deep nets without strict assumptions.

problem Lack of generalization bounds for Bayesian deep nets without strict assumptions.
method Exploits contractivity of Log-Sobolev inequalities to add a loss-gradient norm term to the generalization bound.
result Introduces a new generalization bound for Bayesian deep nets that avoids strict assumptions.

New algorithm exploits curvature of feasible sets for fast online convex optimization.

problem Online convex optimization with fast rates.
method Adapting FTL algorithm to curvature of feasible sets.
result Achieves logarithmic regret bound of O(ρlogT)O(ρ\log T) in stochastic environments.

New algorithms avoid a dominant lower-order term in heavy-tailed loss settings.

problem Prediction with heavy-tailed losses without prior knowledge.
method Adaptive algorithms that avoid the maximum of losses as a lower-order term in regret.
result Improved regret bounds of O(θTlog(K))\mathcal{O}(\sqrt{θT\log(K)}) and O(θlog(KT)/Δmin)\mathcal{O}(θ\log(KT)/Δ_{\min}).