Research
On-device research index

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.

169,181 papers · 148 categories

Trend · papers per month

2.7%5.4%8.1%10.9% · Jun 202019922001200920182026
48 results for PIP loss

Paper explores vector embeddings, distributional hypothesis, and PIP loss for natural language processing.

problem Understanding the effect of dimensionality on vector embeddings and their functionality.
method Formulates a theoretical framework, proposes PIP loss, and reveals bias-variance trade-off.
result Discovers robustness and forward stability of vector embeddings, answers dimensionality selection problem.

PIP-Net predicts pedestrian crossing intentions with up to 4-second lead.

problem Accurate pedestrian intention prediction for autonomous vehicles in real-world scenarios.
method Recurrent and temporal attention-based model using kinematic and spatial features.
result PIP-Net predicts pedestrian crossing intentions up to 4 seconds in advance.

New sampler reduces MCMC complexity for Bayesian variable selection.

problem High-dimensional Bayesian variable selection with high computation complexity.
method Variable-complexity subset weighted-Tempered Gibbs Sampler (wTGS) with Rao-Blackwellized estimator.
result Variances of Rao-Blackwellized estimator are smaller than those of subset wTGS.

Study analyzes price response and spread impact in foreign exchange markets.

problem Understanding deviations from Markovian behavior in foreign exchange markets.
method Detailed large-scale data analysis of price response functions for different years and time scales, using pip bid-ask spread definition.
result Large pip spreads significantly impact price response in foreign exchange markets.

New method improves conformal prediction for machine learning models.

problem Improving the efficiency and informativeness of conformal prediction models.
method Introduces Penalized Inverse Probability (PIP) and Regularized PIP (RePIP) nonconformity score functions.
result PIP-based conformal classifiers strike a good balance between informativeness and efficiency.

Signatory calculates signature and logsignature transforms efficiently on CPU and GPU.

problem Efficient computation of signature and logsignature transforms for machine learning.
method CPU and GPU parallelism, backpropagation, efficient precomputation strategies, algorithmic improvements.
result Substantial speedups on CPU and GPU, including real-world applications.

MarkerMap selects key genes for cell type analysis in single-cell RNA-seq.

problem Selecting informative genes from large single-cell RNA-seq datasets is challenging and computationally intensive.
method MarkerMap is a generative model that identifies minimal gene sets explaining cell type variability.
result MarkerMap outperforms existing methods in both supervised and unsupervised marker selection.

Efficiently differentiate functions of large matrices using new adjoint systems.

problem Differentiating functions of large matrices in scientific and probabilistic machine learning models.
method Deriving and implementing new adjoint systems for Lanczos and Arnoldi iterations in JAX.
result Efficient differentiation of PDEs, Gaussian process models, and Bayesian neural networks.

BL learns interpretable optimization structures from data.

problem Learning interpretable optimization structures from data.
method BL parameterizes a compositional utility function from intrinsically interpretable modular blocks.
result BL supports architectures from single to hierarchical compositions, modeling hierarchical optimization structures.

Model predicts political ideology using context vectors to mitigate bias and scarcity.

problem Scarcity and selection bias in political ideology prediction.
method Proposes a statistical model decomposing embeddings into context and position vectors, training an end-to-end model for deployment.
result Model can predict ideological labels even with minimal biased data, outperforming state-of-the-art methods.

Confidence bands for tuning curves improve hyperparameter comparison in NLP.

problem Ambiguity in comparing hyperparameter tuning methods.
method Constructs exact, simultaneous, and distribution-free confidence bands for tuning curves.
result Confidence bands provide a robust basis for comparing methods rigorously.

A new ICA algorithm robustifies independent component analysis by accounting for group-wise stationary noise.

problem Tackles the challenge of independent component analysis in the presence of group-wise stationary confounding noise.
method Introduces coroICA, a novel ICA algorithm that extends the ordinary ICA model to incorporate group-wise confounding.
result Demonstrates improved performance and robustness of ICA in settings where other methods fail.

New method provides calibrated feature importance explanations for regression models.

problem Lack of uncertainty quantification in existing local explanation methods.
method Extension of Calibrated Explanations method to support regression and probabilistic regression.
result Calibrated Explanations for regression provides quantified uncertainty and robust explanations.

TorchIO simplifies medical image processing for deep learning.

problem Challenges in processing medical images like MRI and CT.
method Efficient loading, preprocessing, augmentation, and patch-based sampling.
result Enables researchers to focus on deep learning experiments.

New metrics fail adversarial tests, with some more robust than others.

problem Evaluation metrics for time-series anomaly detection were improved but not fully robust.
method Adversarial stress-testing of 12 adopted metrics on real benchmarks.
result Some metrics are more robust than others, with ROC-based metrics being gamed more often.

A new loss function αα-loss bridges log-loss and 00-11 loss for binary classification.

problem Improving binary classification performance using a tunable loss function.
method Introducing αα-loss, proving its margin-based form and classification-calibration, and providing an upper bound on empirical risk.
result Empirical and expected risk difference upper bound for logistic regression-based classification.

We study losses for binary classification and class probability estimation and extend the understanding of them from margin losses to general composite losses which are the composition of a proper loss with a link function. We characterise when margin losses can be proper composite losses, explicitly show how to determ…

2009-12-17abs ↗pdf ↗

Unified surrogate loss framework for multi-label learning with strong consistency guarantees.

problem Improving consistency and accounting for label correlations in multi-label learning.
method Introducing multi-label logistic loss and extending it to comprehensive multi-label comp-sum losses, proving strong consistency guarantees for any multi-label loss.
result Unified surrogate loss framework benefiting from strong consistency guarantees for any multi-label loss.

Visualizes basins of attraction for neural network loss functions.

problem Understanding the nature of neural network loss surfaces and basins of attraction.
method Gradient-based random sampling to visualize basins of attraction and stationary points.
result Entropic loss has a more searchable landscape with fewer stationary points than quadratic loss.

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.

Proposes squentropy loss for improved classification accuracy and model calibration.

problem Theoretical and empirical evidence for cross-entropy loss is lacking.
method Introduces squentropy loss as the sum of cross-entropy and average square loss over incorrect classes.
result Squentropy loss outperforms cross-entropy and rescaled square losses in classification accuracy and model calibration.

The study analyzes a model for aggregate losses with dependent and overdispersed inter-losses times.

problem Analyzing aggregate loss models with dependent and overdispersed inter-losses times.
method The study uses a two-state Markovian arrival process (MAP2) and a Markov renewal process to model the inter-losses times. Severities are modeled using a heavy-tailed, double-Pareto Lognormal distribution. The model is estimated via direct maximization of the likelihood function.
result The model with dependence and overdispersion in inter-losses times leads to higher capital charges compared to a Poisson process.

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.

Two new algorithms improve performance in adversarial bandits with unbounded losses.

problem Adversarial Multi-Armed Bandits with unbounded losses.
method Developed UMAB-NN and UMAB-G for non-negative and general unbounded losses respectively.
result UMAB-NN achieves the first adaptive and scale-free regret bound for non-negative unbounded losses.

Paper explores connections between loss functions and consistency in binary classification and regression.

problem Consistency in binary classification and regression applications.
method Characterization of conformable loss functions and derivation of a new Huber-type loss function.
result Margin-based loss functions are equivalent to loss functions of squared standardized logistic regression residuals.

Theoretical analysis of cross-entropy loss functions and their robustness.

problem Guarantees for using cross-entropy as a surrogate loss function.
method Theoretical analysis of a broad family of loss functions, including cross-entropy.
result First HH-consistency bounds for comp-sum losses and smooth adversarial comp-sum losses.