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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.

169,341 papers · 148 categories

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36811 · Jun 202019922001200920182026
48 results for Lovász hinge

A new convex loss function optimizes set predictions with balanced size and coverage.

problem Optimizing set predictions with balanced size and coverage.
method Proposes a convex loss function using Choquet integrals for nondecreasing subset-valued functions.
result Optimal trade-offs between conditional probabilistic coverage and set size.

LOV model calibrates European and American options with path-dependent volatility.

problem Calibrating European and American options with path-dependent volatility.
method Designing a local volatility model that incorporates path-dependent shocks through an occupation sensitivity function.
result LOV model successfully calibrates options chains with automatic European vanilla option calibration and path-dependent flexibility.

Deep CNN classifies EEG-based brain connectivity in schizophrenia.

problem Classifying neuropsychiatric disorders using EEG connectivity.
method Multi-domain connectome CNN framework integrating time and frequency-domain metrics.
result MDC-CNN achieves 93.06%93.06\% accuracy in schizophrenia classification.

Sz\H ucs proved in 2000 that the rr-tuple-point manifold of a generic immersion is cobordant to the Σ1r1Σ^{1_{r-1}}-point manifold of its generic projection. Here we slightly extend this by showing that the natural mappings of these manifolds are bordant to each other. The main novelty of our approach is that we constru…

2008-03-30abs ↗pdf ↗

Random Hinge Forests are a new decision forest method that can be integrated into neural networks.

problem Training and optimizing neural networks efficiently and effectively.
method Random Hinge Forests are a novel variant of decision forests that can be integrated into neural networks and optimized end-to-end.
result Random Hinge Forests can be efficiently optimized end-to-end with stochastic gradient descent.

Motivated by the hinge structure present in protein chains and other molecular conformations, we study the singularities of certain maps associated to body-and-hinge and panel-and-hinge chains. These are sequentially articulated systems where two consecutive rigid pieces are connected by a hinge, that is, a codimension…

2008-12-07abs ↗pdf ↗

Hinge-FM2I fills missing data in time series with high accuracy.

problem Handling missing data in univariate time series.
method Inspired by door hinges, Hinge-FM2I imputes missing data using FM2I and selects the best imputed gap.
result Hinge-FM2I significantly outperforms other methods in sMAPE scores.

We introduce cylindrical projections to simulate infinite-dimensional occupation flows of diffusions.

problem Computational intractability of infinite-dimensional occupation flows of diffusions.
method Introduce cylindrical projections to approximate the occupation flow via a finite-dimensional system.
result Strong convergence of cylindrical projections to the initial process with derived rates.

O. Plamenevskaya associated to each transverse knot K an element of the Khovanov homology of K. In this paper, we give two refinements of Plamenevskaya's invariant, one valued in Bar-Natan's deformation of the Khovanov complex and another as a cohomotopy element of the Khovanov spectrum. We show that the first of these…

2013-03-26abs ↗pdf ↗

Logitron combines Perceptron and logistic loss for improved classification.

problem Non-convex and non-smooth zero-one loss function in classification models.
method Introduces a Perceptron-augmented convex classification framework with an extended logistic loss function.
result Hinge-Logitron outperforms logistic regression and SVM in classification accuracy.

We study body-and-hinge and panel-and-hinge chains in R^d, with two marked points: one on the first body, the other on the last. For a general chain, the squared distance between the marked points gives a Morse-Bott function on a torus configuration space. Maximal configurations, when the distance between the two marke…

2008-12-07abs ↗pdf ↗

JoVA combines two VAEs to learn user and item representations for better recommendation.

problem Collaborative filtering with implicit feedback.
method Joint Variational Autoencoders (JoVA) with a hinge-based pairwise loss function (JoVA-Hinge).
result JoVA-Hinge outperforms state-of-the-art methods in top-k recommendation.

We study general conditions under which the computations of the index of a perturbed Dirac operator Ds=D+sZD_{s}=D+sZ localize to the singular set of the bundle endomorphism ZZ in the semi-classical limit ss\to \infty . We show how to use Witten's method to compute the index of DD by doing a combinatorial computation inv…

2003-07-17abs ↗pdf ↗

Paper proposes a boosting method with fast learning rates and early stopping.

problem Missing theoretical guarantees for boosting methods in binary classification.
method Fully-corrective gradient boosting with squared hinge loss and ADMM algorithm.
result Derives fast learning rates of O((m/logm)1/4){\cal O}((m/\log m)^{-1/4}) and O((m/logm)1/2){\cal O}((m/\log m)^{-1/2}).

Proposes hinge-Wasserstein to improve uncertainty estimation in regression tasks.

problem Estimating multimodal aleatoric uncertainty in regression tasks from images.
method Regression-by-classification paradigm with hinge-Wasserstein loss.
result Hinge-Wasserstein loss improves uncertainty estimation on challenging tasks.

The paper studies consistency of surrogate loss procedures under constrained classifiers.

problem Consistency of surrogate loss approaches under constrained classifiers without correct specification.
method The paper develops theoretical results and hinge loss based procedures for a constrained classification problem.
result Hinge losses are the only surrogate losses that preserve consistency in second-best scenarios.

New framework enhances neural network robustness against adversarial attacks.

problem Vulnerability of deep neural networks to small perturbations.
method Integrates Lipschitz constraint using optimal transport and hinge regularization.
result Proposes a new loss function that certifies adversarial robustness.

We prove a conjecture due to M. Kazarian, connecting two classifying spaces in singularity theory. These spaces are: - Kazarian's space (generalizing Vassiliev's algebraic complex and) showing which cohomology classes are represented by singularity strata. - Author's space XτX_τ giving homotopy representation of cobord…

2006-12-06abs ↗pdf ↗

Efficient algorithms for large-scale multiclass classification with linear classifiers.

problem Training 1\ell_1-regularized linear classifiers with high dimensionality and many classes.
method Combines quasi-bilinear objective, stochastic mirror descent, and non-uniform sampling.
result Proposes a sublinear algorithm for multiclass hinge loss.

A new procedure for learning cost-sensitive SVM(CS-SVM) classifiers is proposed. The SVM hinge loss is extended to the cost sensitive setting, and the CS-SVM is derived as the minimizer of the associated risk. The extension of the hinge loss draws on recent connections between risk minimization and probability elicitat…

2012-12-05abs ↗pdf ↗

New IRLS algorithms for SVM fitting via MM approach.

problem Fitting support vector machines (SVMs) via quadratic programming.
method Majorization--Minimization (MM) paradigm for iteratively-reweighted least-squares (IRLS) algorithms.
result IRLS algorithms for SVM risk minimization problems with various losses and penalties.

New loss functions improve extreme classification with missing labels.

problem Large number of infrequent labels and missing labels in XMC.
method Derive unbiased loss functions for XMC, incorporating them into existing algorithms.
result Significant improvement in extreme classification performance (up to 20%) over existing methods.

Neural networks for binary classification have zero training error at all local minima under certain conditions.

problem Understanding the loss surface of neural networks for binary classification.
method Analyzing single-layered neural networks with smooth hinge loss function, providing conditions for zero training error at all local minima.
result Zero training error at all local minima is achieved under specific conditions (strict convexity of neurons and smooth hinge loss).

Gradient penalty improves GAN performance by inducing a large-margin classifier.

problem Improving GAN performance and addressing vanishing gradients.
method A unifying framework of expected margin maximization, showing gradient penalties induce large-margin classifiers.
result Gradient penalties reduce vanishing gradients and produce better generated outputs.

New algorithms and bounds for contextual bandits using surrogate losses.

problem Efficiently solving contextual bandit problems with margin-based regret bounds.
method Use of surrogate losses (ramp and hinge) to derive new regret bounds and algorithms.
result Derives new margin-based regret bounds and efficient algorithms for contextual bandits.

AUC (area under ROC curve) is an important evaluation criterion, which has been popularly used in many learning tasks such as class-imbalance learning, cost-sensitive learning, learning to rank, etc. Many learning approaches try to optimize AUC, while owing to the non-convexity and discontinuousness of AUC, almost all …

2012-08-03abs ↗pdf ↗

The paper analyzes the dynamics of a simple neural network using a mean-field approach.

problem Understanding the training dynamics of neural networks, especially in classification tasks.
method Developed an analytic theory using a mean-field limit for a simple neural network.
result Explicitly solved the dynamics of a linearly separable dataset with a linear hinge loss.