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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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110221331441 · Jun 202019922001200920172026
48 results for Meta test risks

Bayesian MAML outperforms MAML in meta learning tasks with theoretical guarantees.

problem Theoretical understanding of Bayesian MAML's superiority over MAML.
method Comparison of meta test risks between Bayesian MAML and MAML in meta linear regression.
result Bayesian MAML has provably lower meta test risks than MAML in both distribution agnostic and linear centroid cases.

Meta-learning improves predictions with generalized ridge regression in high-dimensional settings.

problem Improving meta-learning performance in high-dimensional settings.
method Generalized ridge regression applied to high-dimensional multivariate random-effects linear models.
result Optimal predictive risk achieved when using the inverse of the covariance matrix of random coefficients.

We build a theoretical framework for designing and understanding practical meta-learning methods that integrates sophisticated formalizations of task-similarity with the extensive literature on online convex optimization and sequential prediction algorithms. Our approach enables the task-similarity to be learned adapti…

2019-06-06abs ↗pdf ↗

The paper proves how Transformers learn from context and generalize well.

problem Understanding how Transformers generalize from diverse tasks.
method Developed a statistical theory for in-context learning, separating risk into Bayes Gap and Posterior Variance.
result The Posterior Variance is task-independent, and the Bayes Gap decreases with more in-context examples.

Few-shot classification is the task of predicting the category of an example from a set of few labeled examples. The number of labeled examples per category is called the number of shots (or shot number). Recent works tackle this task through meta-learning, where a meta-learner extracts information from observed tasks …

2019-09-25abs ↗pdf ↗

Meta two-sample testing uses auxiliary data to quickly find powerful tests from limited samples.

problem Challenges in identifying powerful kernels for distinguishing complex distributions with limited data.
method Introduces meta two-sample testing (M2ST) to leverage abundant auxiliary data on related tasks.
result Proposed algorithms improve over baselines and identify powerful tests from scarce observations.

In this work we study generalization of neural networks in gradient-based meta-learning by analyzing various properties of the objective landscapes. We experimentally demonstrate that as meta-training progresses, the meta-test solutions, obtained after adapting the meta-train solution of the model, to new tasks via few…

2019-07-16abs ↗pdf ↗

Meta-learning bounds derived using PAC-Bayes theory for improved generalization.

problem Uncertainty in generalization performance for meta-learning with new tasks.
method PAC-Bayes relative entropy bounds and empirical risk minimization (ERM) method.
result Competitive generalization performance and rapid convergence with data-dependent prior.

Paper proposes a method to evaluate SME credit risk using meta paths.

problem Evaluate credit risk of small and medium-sized enterprises with limited data.
method Exploits the representative power of information networks and meta paths to infer SME financial status.
result Meta path feature effectively identifies SMEs with credit risks.

MPM uses machine learning to switch between two portfolio strategies for better risk management.

problem Adaptive portfolio strategy selection for improved risk management.
method XGBoost learns to switch between HRP and NRP strategies.
result MPM outperforms both HRP and NRP in risk-reward profile and interpretability.

A machine learning model that generalizes well should obtain low errors on unseen test examples. Thus, if we know how to optimally perturb training examples to account for test examples, we may achieve better generalization performance. However, obtaining such perturbation is not possible in standard machine learning f…

2019-05-30abs ↗pdf ↗

A new meta-learning framework that assigns weights to source tasks based on target samples.

problem Learning initialization for target tasks with limited labeled examples.
method A general framework that assigns weights to the loss of different source tasks, which can depend on the target samples. Provides upper bounds and develops a learning algorithm based on minimizing the error bound with respect to an empirical IPM.
result Empirically, the weighted meta-learning algorithm finds better initializations than uniformly-weighted meta-learning algorithms.

Meta-learning is a promising strategy for learning to efficiently learn within new tasks, using data gathered from a distribution of tasks. However, the meta-learning literature thus far has focused on the task segmented setting, where at train-time, offline data is assumed to be split according to the underlying task,…

2019-12-18abs ↗pdf ↗

Meta-learning reformulated as Bayesian risk minimization.

problem Learning models to quickly adapt to new tasks from small datasets.
method Formalized meta-learning as Bayesian risk minimization, using a probabilistic framework to compute predictive distributions from posterior distributions of latent variables conditioned on contextual datasets.
result A novel Gaussian approximation for the posterior distribution that converges to maximum likelihood estimates and outperforms Neural Process on benchmark datasets.

Ensembles are popular methods for solving practical supervised learning problems. They reduce the risk of having underperforming models in production-grade software. Although critical, methods for learning heterogeneous regression ensembles have not been proposed at large scale, whereas in classical ML literature, stac…

2018-04-17abs ↗pdf ↗

Meta-learning framework for credit risk assessment of SMEs, aligning financial statement dates with evaluation dates.

problem Temporal misalignment of credit scoring models leading to bias and inconsistent predictions.
method Two-step temporal decomposition: static model for annual PDs, dynamic model for monthly PDs; stacking architecture to aggregate multiple models.
result Framework effectively captures credit risk evolution over time, improving temporal consistency and predictive stability.

We extend first-order model agnostic meta-learning algorithms (including FOMAML and Reptile) to image segmentation, present a novel neural network architecture built for fast learning which we call EfficientLab, and leverage a formal definition of the test error of meta-learning algorithms to decrease error on out of d…

2019-12-13abs ↗pdf ↗

We study 'meta-dependence' in conditional independence tests across different empirical distributions.

problem Understanding the breakdown of conditional independence properties in finite data.
method Geometric intuition and information projections to measure meta-dependence between conditional independences.
result We provide a measure of meta-dependence that consolidates findings across synthetic and real-world data.

A major challenge in reinforcement learning (RL) is the design of agents that are able to generalize across tasks that share common dynamics. A viable solution is meta-reinforcement learning, which identifies common structures among past tasks to be then generalized to new tasks (meta-test). In meta-training, the RL ag…

2019-10-22abs ↗pdf ↗

A tensor model for meta-learning adapts to task-specific features.

problem Learning shared representations for diverse tasks without task-specific observable information.
method Modeling meta-parameters as an order-3 tensor, estimating through tensor regression and method of moments.
result Tensor-based approach improves meta-learning performance with fewer samples.

Paper introduces Balanced Meta-Softmax for better long-tailed visual recognition.

problem Long-tailed distribution mismatch between training and testing data.
method Balanced Meta-Softmax, an unbiased extension of Softmax, using a Meta Sampler.
result Balanced Meta-Softmax outperforms state-of-the-art solutions on visual recognition and instance segmentation.

The paper analyzes meta-learning in a Gaussian setting, providing bounds and matching algorithms.

problem Understanding how task distributions influence transfer risk in meta-learning.
method Fixed design linear regression with Gaussian noise, Gaussian task distribution, weighted biased regularized regression method.
result A novel weighted version of biased regularized regression method matches distribution-dependent lower bounds on transfer risk up to a constant factor.

When fitting Bayesian machine learning models on scarce data, the main challenge is to obtain suitable prior knowledge and encode it into the model. Recent advances in meta-learning offer powerful methods for extracting such prior knowledge from data acquired in related tasks. When it comes to meta-learning in Gaussian…

2019-01-23abs ↗pdf ↗

Meta-learner estimates heterogeneous DiD effects robustly.

problem Estimating heterogeneous treatment effects in panel data with DiD.
method Doubly robust meta-learner for CATT, using convex risk minimization and auxiliary models.
result Superior performance over existing methods in empirical tests.

AdMRL improves meta-reinforcement learning by minimizing worst-case sub-optimality gap.

problem Meta-reinforcement learning's sensitivity to task distribution shift.
method Model-based adversarial approach with minimax objective and alternating optimization.
result Efficacy in worst-case performance, generalization to out-of-distribution tasks, and sample efficiency.

Meta-learning balances task-specific modeling and optimization complexity.

problem Balancing accurate task-specific modeling with ease of optimization in meta-learning.
method Theoretical and empirical analysis of trade-off between modeling and optimization in meta-learning.
result Explicit bounds on modeling and optimization errors for non-convex and linear regression problems.

The paper estimates personalized treatment effects in medical settings with competing risks.

problem Estimating treatment effectiveness for specific events in the presence of alternative event types.
method Meta-learners combining Cox regression or random survival forests for risk modeling and elastic net regression or random forests for direct CATE modeling.
result Compared meta-learners in multiple simulation settings, providing practical guidance for model selection.

This work sets theoretical limits on meta-learning performance.

problem Understanding the difficulty of adapting machine learning models to real-world data distributions.
method Information-theoretic lower bounds on convergence rates for meta-learning algorithms.
result Theoretical bounds on parameter estimation error for hierarchical Bayesian models of meta-learning.

Adaptive-Step Graph Meta-Learner tackles few-shot graph classification with limited labeled data.

problem Few labeled graph data in bioinformatics and other applications.
method A novel framework combining a graph meta-learner and a step controller for robust and generalization.
result State-of-the-art results on several few-shot graph classification tasks.

GeneraLight improves traffic signal control models' generalization ability.

problem Overfitting and lack of generalization ability in RL TSC models.
method GeneraLight uses a meta-RL framework with a traffic flow generator based on GANs.
result GeneraLight significantly boosts generalization performance across different traffic flows.

Model interpretability is a requirement in many applications in which crucial decisions are made by users relying on a model's outputs. The recent movement for "algorithmic fairness" also stipulates explainability, and therefore interpretability of learning models. And yet the most successful contemporary Machine Learn…

2018-02-02abs ↗pdf ↗

MADOD meta-learns invariant features for OOD detection across unseen domains.

problem Simultaneous covariate and semantic shifts in real-world machine learning applications.
method Meta-learning and G-invariance to learn robust, domain-invariant features.
result Superior performance in semantic OOD detection across unseen domains.

Meta-learning algorithms use past experience to learn to quickly solve new tasks. In the context of reinforcement learning, meta-learning algorithms acquire reinforcement learning procedures to solve new problems more efficiently by utilizing experience from prior tasks. The performance of meta-learning algorithms depe…

2018-06-12abs ↗pdf ↗