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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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48 results for Natural errors

Energy-efficient detection of natural errors in deep networks.

problem Deep networks lack error detection capability without additional energy costs.
method Append RACs at hidden layers to detect natural errors with early classification termination.
result Early classification termination reduces energy consumption.

We propose an approach to distinguish between correct and incorrect image classifications. Our approach can detect misclassifications which either occur unintentionally\it{unintentionally} ("natural errors"), or due to intentional adversarial attacks\it{intentional~adversarial~attacks} ("adversarial errors"), both in a single unified framework\it{unified~framework}. Our appr…

2019-02-01abs ↗pdf ↗

The lasso has been studied extensively as a tool for estimating the coefficient vector in the high-dimensional linear model; however, considerably less is known about estimating the error variance in this context. In this paper, we propose the natural lasso estimator for the error variance, which maximizes a penalized …

2017-12-06abs ↗pdf ↗

The paper analyzes error propagation in dynamic programming for stochastic control and option pricing.

problem Error propagation in dynamic programming for stochastic control and option pricing.
method Formulated a general dynamic programming framework, used RKHSs for nonparametric regression, and Monte Carlo subsampling for estimating continuation value.
result Proposed a rigorous error decomposition and control mechanism for error propagation in dynamic programming.

Overrides of credit ratings are important correctives of ratings that are determined by statistical rating models. Financial institutions and banking regulators agree on this because on the one hand errors with ratings of corporates or banks can have fatal consequences for the lending institutions and on the other hand…

2012-03-10abs ↗pdf ↗

We introduce in this paper a new way of optimizing the natural extension of the quantization error using in k-means clustering to dissimilarity data. The proposed method is based on hierarchical clustering analysis combined with multi-level heuristic refinement. The method is computationally efficient and achieves bett…

2012-04-29abs ↗pdf ↗

New fairness concept extends minimax fairness to lexicographic fairness.

problem Fairness in supervised learning, especially lexicographic fairness.
method Introduced approximate lexifairness, derived algorithms for finding solutions, and proved generalization bounds.
result Proved that approximate lexifairness on training data implies approximate lexifairness on true distribution.

Study loop corrections in random feature models affecting training and test errors.

problem Analyzing loop corrections in random feature models to understand training and test errors.
method Statistical physics and effective field theory approach to study loop corrections.
result Derived loop corrections to training error, test error, and generalization gap.

New framework improves EM algorithm convergence under log-Sobolev inequality.

problem Improving convergence of the EM algorithm.
method Extending gradient flow techniques to EM algorithm, using free energy representation.
result Exponential convergence of EM algorithm under log-Sobolev inequality.

Context: Conducting experiments is central to research machine learning research to benchmark, evaluate and compare learning algorithms. Consequently it is important we conduct reliable, trustworthy experiments. Objective: We investigate the incidence of errors in a sample of machine learning experiments in the domain …

2019-09-10abs ↗pdf ↗

This paper analyzes error bounds for biased SMC samplers in conditional sampling.

problem Analyzing error bounds for biased SMC samplers in conditional sampling.
method Develops a non-asymptotic error analysis for SMC samplers with biased mutation kernels.
result Derives the first non-asymptotic error bound for conditional sampling with score-based diffusion models.

Entropy-regularized NPG converges linearly with linear function approximation.

problem Analyzing convergence of entropy-regularized NPG with function approximation.
method Established finite-time convergence analyses with entropy regularization and linear function approximation.
result Entropy-regularized NPG achieves linear convergence up to a function approximation error.

Data-driven method for error estimation without needing class complexity.

problem Constructing confidence intervals for a class of estimates.
method Data-driven approach to derive high-probability upper bounds on maximum error.
result Method naturally adapts to unknown correlation structures and works for finite and infinite classes.

New estimates for the population risk are established for two-layer neural networks. These estimates are nearly optimal in the sense that the error rates scale in the same way as the Monte Carlo error rates. They are equally effective in the over-parametrized regime when the network size is much larger than the size of…

2018-10-15abs ↗pdf ↗

Sign-based algorithms (e.g. signSGD) have been proposed as a biased gradient compression technique to alleviate the communication bottleneck in training large neural networks across multiple workers. We show simple convex counter-examples where signSGD does not converge to the optimum. Further, even when it does conver…

2019-01-28abs ↗pdf ↗

Nonparametric modeling approaches show very promising results in the area of system identification and control. A naturally provided model confidence is highly relevant for system-theoretical considerations to provide guarantees for application scenarios. Gaussian process regression represents one approach which provid…

2018-11-16abs ↗pdf ↗

Improves model calibration for deep neural networks using proper scores.

problem Calibration errors in deep neural networks are often biased and inconsistent.
method Introduces proper calibration errors related to proper scores.
result Demonstrates the superiority of proper scores over common estimators.

Paper improves uncertainty quantification in PINNs using error bounds and solution bundles.

problem Uncertainty quantification in PINNs for differential equation systems.
method Two-step procedure with Bayesian Neural Networks and heteroscedastic variance.
result Improved uncertainty estimation over PINNs solutions in differential equation systems.

iTimER learns from reconstruction errors to represent irregularly sampled time series.

problem Learning from irregularly sampled time series with missing data.
method iTimER models reconstruction errors as a proxy for unobserved values, using a mixup strategy and a Wasserstein metric.
result iTimER outperforms state-of-the-art methods in classification, interpolation, and forecasting tasks.

Study on ridge regression in convolutional models shows double descent error behavior.

problem Understanding generalization and estimation error in over-parameterized convolutional models.
method Analysis of ridge estimators for convolutional linear models, derivation of exact error formulae.
result Ridge estimators exhibit double descent error behavior in high-dimensional convolutional models.

Study reveals pervasive label errors in test sets, affecting machine learning benchmarks.

problem Label errors in test sets destabilize machine learning benchmarks.
method Identified label errors in 10 common datasets using confident learning algorithms and human validation.
result Lower capacity models may be more useful in real-world datasets with high proportions of erroneously labeled data.

Post-processing predictors reduces calibration errors for decision-making.

problem Predictors with low calibration error for machine learning may have high error for decision-making.
method Post-processing with ε distance to calibration adds noise to make predictions differentially private.
result Post-processing achieves O(√ε) ECE and CDL, asymptotically optimal.

New geometric SDEs and discretizations on Riemannian manifolds with error bounds.

problem Modeling diffusion processes on Riemannian manifolds with geometric SDEs.
method Introduced a new construction of geometric SDEs and provided non-asymptotic error bounds.
result First non-asymptotic error bound for geometric Euler-Murayama discretization.

Researchers compute Bayes error for classification models using normalizing flows.

problem Evaluating the inherent difficulty of classification problems.
method Invertible transformations and Gaussian base distributions to compute Bayes error.
result State-of-the-art models can achieve near-optimal accuracy but not always.

Study generalizes Picard iteration for nonlinear PDEs, deriving bounds on error.

problem Generalize Picard iteration for nonlinear parabolic PDEs.
method Formulate Picard iteration as abstract state-transition model, derive generalization error bounds.
result Picard depth reduction reduces Picard truncation error without increasing estimation error.

The paper extends Weyl's law to CROSSes, showing sharpness and polynomial improvement.

problem Understanding the error term in Weyl's law for different types of manifolds.
method Analyzing the Laplacian eigenvalues on Compact Rank One Symmetric Spaces (CROSSes).
result For CROSSes, the error term in Weyl's law is sharp, and for products of CROSSes, it can be polynomially improved.

Paper tackles efficient evaluation of natural stochastic policies in offline RL.

problem Efficiency issues in evaluating natural stochastic policies due to unknown evaluation policy.
method Derive efficiency bounds for tilting and modified treatment policies, propose nonparametric estimators.
result Proposed estimators attain efficiency bounds under lax conditions and enjoy partial double robustness.

This paper refines human labeling as a measurement process, revealing four sources of variation.

problem Systematic variation in human labeling obscures model learning.
method Introduces a statistical framework to decompose labeling outcomes.
result Empirical evidence for four components of labeling variation.