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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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211422632843 · Jun 202019922001200920172026
48 results for Margin Sets

We present a new active sampling method we call min-margin which trains multiple learners on bootstrap samples and then chooses the examples to label based on the candidates' minimum margin amongst the bootstrapped models. This extends standard margin sampling in a way that increases its diversity in a supervised manne…

2019-05-31abs ↗pdf ↗

Active learning can't improve over passive in certain settings.

problem Active learning vs. passive learning in nonparametric settings.
method Analyzing margin conditions and their effects on active learning performance.
result Nuances in margin conditions determine whether active learning can outperform passive learning.

New research shows the maximum ℓ1-margin classifier doesn't adapt to sparse ground truths.

problem Understanding the limitations of the maximum ℓ1-margin classifier in high-dimensional settings.
method Analyzing convergence and prediction error rates of the maximum ℓ1-margin classifier.
result Proves tight upper and lower bounds for prediction error, showing benign overfitting.

New DP algorithms with margin guarantees for various hypothesis sets.

problem Differential privacy in machine learning with margin guarantees.
method Developed pure and efficient DP learning algorithms for linear, kernel-based, and neural network hypotheses.
result Margin guarantees are independent of input dimension and hypothesis type.

We present an improved algorithm for {\em quasi-properly} learning convex polyhedra in the realizable PAC setting from data with a margin. Our learning algorithm constructs a consistent polyhedron as an intersection of about tlogtt \log t halfspaces with constant-size margins in time polynomial in tt (where tt is the nu…

2018-05-24abs ↗pdf ↗

We study the connections between spectral clustering and the problems of maximum margin clustering, and estimation of the components of level sets of a density function. Specifically, we obtain bounds on the eigenvectors of graph Laplacian matrices in terms of the between cluster separation, and within cluster connecti…

2018-12-16abs ↗pdf ↗

Both in practice and in the academic literature, models for setting margin requirements in futures markets classically use daily closing price changes. However, as well documented by research on high-frequency data, financial markets have recently shown high intraday volatility, which could bring more risk than expecte…

2011-03-28abs ↗pdf ↗

New insights into deep learning: reducing training data significantly improves performance.

problem Understanding and improving generalization in deep learning models.
method Analyzing the distribution of classification margins and dynamically reducing the training set.
result The area under the curve of the margin distribution is a good measure of generalization.

Study on neuron dynamics for XOR classification with zero-margin.

problem Understanding neural network training dynamics in zero-margin classification problems.
method Analysis of Gaussian XOR problem, focusing on neuron block dynamics and generalization without margin assumptions.
result Neurons cluster into four directions and block-level signals evolve coherently, essential for reliable prediction in the Gaussian setting.

We present a formulation of deep learning that aims at producing a large margin classifier. The notion of margin, minimum distance to a decision boundary, has served as the foundation of several theoretically profound and empirically successful results for both classification and regression tasks. However, most large m…

2018-03-15abs ↗pdf ↗

This paper considers some fundamental questions concerning marginally trapped surfaces, or apparent horizons, in Cauchy data sets for the Einstein equation. An area estimate for outermost marginally trapped surfaces is proved. The proof makes use of an existence result for marginal surfaces, in the presence of barriers…

2007-08-30abs ↗pdf ↗

Study minimax rates for binary classifier estimation with margin conditions.

problem Estimating binary classifiers with geometric margin conditions.
method Derive lower bounds for worst-case learning rates over various function classes.
result Identify optimal rates close to O(n1)\mathcal{O}(n^{-1}) for different function classes.

SGD converges to critical points of normalized margin in late-stage training for homogeneous neural networks.

problem Analyzing the implicit bias of SGD on homogeneous neural networks.
method Interpreting SGD dynamics as an Euler-like discretization of a conservative field flow associated with the normalized classification margin.
result Normalized SGD iterates converge to the set of critical points of the normalized margin at late-stage training.

Study stability and rigidity of axisymmetric marginally outer trapped surfaces.

problem Stability and rigidity of axisymmetric marginally outer trapped surfaces.
method Refined results from initial data sets with Killing vector fields, using new foliation lemma.
result Conditions for the stability of axisymmetric MOTS and new foliation lemma.

Copulas outperform marginal models in multivariate risk forecasting, reducing model risk by narrowing down the set of models.

problem Model risk in multivariate risk forecasting, especially during crises.
method Comprehensive empirical study comparing Copula-GARCH models with fixed marginals, copulas, or neither.
result Model risk is almost entirely due to copula choice, not marginal models.

The marginal maximum a posteriori probability (MAP) estimation problem, which calculates the mode of the marginal posterior distribution of a subset of variables with the remaining variables marginalized, is an important inference problem in many models, such as those with hidden variables or uncertain parameters. Unfo…

2013-02-26abs ↗pdf ↗

Study shows exponential error reduction in multiclass classification without bias-variance trade-off.

problem Multiclass classification with margin conditions.
method Analysis of classification error under hard-margin conditions.
result Exponential decrease in classification error without bias-variance trade-off.

The paper examines how heavy-tailed risks behave under Gaussian copula models.

problem Understanding tail risk probabilities with heavy-tailed marginal risks and Gaussian dependence.
method Modeling heavy-tailed risks using regular variation and analyzing tail probabilities under Gaussian copula.
result The rate of decay of tail set probabilities varies with the type of tail sets and Gaussian correlation matrix.

This paper studies binary classification problem associated with a family of loss functions called large-margin unified machines (LUM), which offers a natural bridge between distribution-based likelihood approaches and margin-based approaches. It also can overcome the so-called data piling issue of support vector machi…

2019-08-13abs ↗pdf ↗

Study of marginally trapped surfaces in a perturbed Schwarzschild spacetime.

problem Understanding marginally trapped surfaces in perturbed Schwarzschild spacetime.
method Developed a method to study spacelike surfaces in a double null coordinate system.
result For every incoming null hypersurface nearly spherically symmetric, there exists a unique embedded marginally trapped surface.

The paper examines risk aggregation under mixtures of marginals, finding that more homogeneous distributions lead to larger uncertainty.

problem Investigating the impact of mixing on risk aggregation uncertainty.
method Analyzes ordering relations and inequalities for aggregation sets under distribution and quantile mixtures.
result More homogeneous marginals result in larger aggregation sets, indicating greater model uncertainty.

New algorithms recover clusters with minimal queries, connecting margins to recoverability.

problem Active cluster recovery with oracle queries for minimal cost.
method Introducing margin-based clustering, designing algorithms for various spaces.
result Achieve O(logn)O(\log n) queries for general pseudometric spaces and convex clusters.

A new approach for instance-optimal learning that bypasses impossibility results.

problem Impossibility of achieving marginal-by-marginal guarantees for all marginals.
method Introduces relatively smart learning, which requires competition only with certifiable semi-supervised guarantees.
result One-Inclusion Graph learner is relatively smart up to squaring the sample complexity.

Max-min margin Markov networks improve consistency in structured prediction.

problem Statistical inconsistency in max-margin methods for structured prediction.
method Defining a max-min margin formulation to overcome statistical inconsistency.
result Proves consistency and provides an explicit algorithm with finite sample generalization bounds.

New method estimates marginal likelihood for deep learning models using training data alone.

problem Estimation difficulties in marginal likelihood for model selection in deep learning.
method Scalable marginal likelihood estimation based on Laplace's method and Gauss-Newton approximations.
result Estimate outperforms cross-validation and manual tuning on various datasets.

Data augmentation (DA) is commonly used during model training, as it significantly improves test error and model robustness. DA artificially expands the training set by applying random noise, rotations, crops, or even adversarial perturbations to the input data. Although DA is widely used, its capacity to provably impr…

2019-05-08abs ↗pdf ↗

CMRM improves robustness in noisy label settings without requiring privileged knowledge.

problem Learning with noisy labels without privileged knowledge.
method Conformal Margin Risk Minimization (CMRM) framework.
result CMRM consistently improves accuracy and reduces mislabeling under various noise conditions.

This work introduces a noise-adaptive conformal inference method for better prediction sets in noisy data.

problem Real-world complications like random label noise limit the effectiveness of conformal inference.
method An adaptive conformal inference method capable of handling deviations from exchangeability.
result Informative prediction sets with tight marginal coverage guarantees in noisy data.

Neural networks can approximate high-dimensional classifiers with ReLU networks under margin conditions.

problem Approximating high-dimensional discontinuous classifiers with neural networks.
method Using ReLU neural networks with three hidden layers, approximating a classifier with a Barron-regular decision boundary.
result High-dimensional discontinuous classifiers can be approximated with a rate of n1n^{-1} under strong margin conditions.

In this paper, we deal with the problem of marginalization over and conditioning on two disjoint subsets of the node set of chain graphs (CGs) with the LWF Markov property. For this purpose, we define the class of chain mixed graphs (CMGs) with three types of edges and, for this class, provide a separation criterion un…

2014-05-28abs ↗pdf ↗

We propose the Margin Adaptation for Generative Adversarial Networks (MAGANs) algorithm, a novel training procedure for GANs to improve stability and performance by using an adaptive hinge loss function. We estimate the appropriate hinge loss margin with the expected energy of the target distribution, and derive princi…

2017-04-12abs ↗pdf ↗

In this work, we study a new approach to optimizing the margin distribution realized by binary classifiers. The classical approach to this problem is simply maximization of the expected margin, while more recent proposals consider simultaneous variance control and proxy objectives based on robust location estimates, in…

2018-10-11abs ↗pdf ↗

We solve the Plateau problem for marginally outer trapped surfaces in general Cauchy data sets. We employ the Perron method and tools from geometric measure theory to force and control a blow-up of Jang's equation. Substantial new geometric insights regarding the lower order properties of marginally outer trapped surfa…

2007-11-27abs ↗pdf ↗

New insights into using IPF for inferring dynamic networks from marginals.

problem Inferring dynamic networks from time-aggregated adjacency matrices and time-varying marginals.
method Identifying a generative network model and establishing its maximum likelihood estimates via IPF, with convergence guarantees for sparse data.
result IPF provides principled estimation of dynamic networks from marginals under certain conditions, with structure-dependent error bounds and guaranteed convergence for sparse data.