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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.

169,291 papers · 148 categories

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3066119171,222 · Jun 202019922001200920182026
48 results for Performance prediction

New framework for predicting decisions that influence their own outcomes.

problem Predictions that affect the outcomes they predict, leading to undesirable distribution shift.
method Risk minimization framework combining statistics, game theory, and causality.
result Necessary and sufficient conditions for retraining to converge to a performatively stable point of minimal loss.

A new framework for performative prediction robust to distributional misspecification.

problem Performative prediction models can be influenced by their own predictions, leading to suboptimal outcomes.
method Introduces distributionally robust performative prediction (DRPO) to approximate the true performative optimum (PO) robustly.
result DRPO provides provable guarantees as a robust approximation to the true PO when the nominal distribution map is misspecified.

Survey of performative prediction, a machine learning setup causing distribution shifts.

problem Machine learning models causing shifts in the environment they predict.
method Classification of performative prediction settings based on distribution map information.
result Introduction of new solution concepts and theoretical analyses.

Partially performative prediction studies how predictive models influence future data.

problem Distribution shift in predictive models due to endogenous and exogenous factors.
method Generalizing performative prediction to capture both endogenous and exogenous sources of distribution shift.
result Developed online analogues of performative stability and optimality for partially performative environments.

This paper extends performative prediction to nonlinear cases.

problem Performative prediction's effectiveness is limited by linear assumptions in real-world applications.
method Formulated a maximum margin approach loss function and extended it to nonlinear spaces using kernel methods.
result Derived conditions for performative stability in both linear and nonlinear cases.

New approach tackles decision-making under predictions that shape outcomes.

problem Challenges in learning optimal decision rules when predictions influence outcomes.
method Introduces performative omniprediction, a predictor that encodes optimal decision rules for multiple objectives.
result Efficient performative omnipredictors exist under a natural restriction of outcome performativity.

The paper proposes a method to predict the performance of data-driven algorithms using surrogate models.

problem Improving the performance prediction of data-driven knowledge discovery algorithms.
method Surrogate-assisted performance prediction using evolutionary modeling of clinical pathways.
result The proposed approach provides interpretable prediction of algorithm performance and quality.

Study shows how machine learning can improve human performance in deception detection.

problem Improving human performance in critical tasks involving ethical and legal concerns.
method Investigated how machine learning models and their predictions can assist humans in deception detection tasks.
result Explanations and predicted labels from machine learning models can improve human performance in deception detection.

The paper explores conditions for predicting optimization performance.

problem Lack of formal theoretical guarantees linking prediction and optimization performance.
method Exploring conditions for asymptotic convergence and exact quantification of optimization performance.
result Explicit theoretical relationship between prediction and optimization performance.

Study uses deep learning to predict asset prices, finds complex target processes lead to meaningless predictions.

problem Complexity of successful price prediction models hinders understanding.
method Deep learning models for high-frequency price prediction, focusing on volatility and directional prediction.
result Inadequately defined target price process renders predictions meaningless.

New causal models perform poorly when evaluated on biased training sets.

problem Sample selection bias affects the evaluation of causal models' prediction performance.
method Re-evaluated prediction performance of causal models on a genetic perturbation data set, proposing a less-biased evaluation set.
result Causal models have similar or worse performance when evaluated on a less-biased set compared to standard association-based estimators.

Real-time student performance prediction without historical data.

problem Predict student performance in real-time with limited historical data.
method Domain adaptation framework using GritNet architecture with unsupervised transfer learning.
result GritNet generalizes well across different courses and enhances predictions in the early stages.

Study how predictions affect the data they're based on, improving generalization guarantees.

problem How well do models generalize when predictions influence the data they're trained on?
method Embed performative predictions into statistical learning theory and prove generalization bounds.
result There's a fundamental trade-off between affecting data and learning from it.

Proposes EPIG for active learning to improve predictive performance.

problem Suboptimal predictive performance of traditional active learning methods.
method Introduces EPIG, a new acquisition function measuring information gain in the space of predictions.
result EPIG leads to stronger predictive performance compared to BALD across various datasets and models.

Study evaluates predictive models for blended courses, analyzing performance across different offerings.

problem Limited success in predicting student performance in blended courses.
method Used data from two offerings of two different undergraduate courses to train and evaluate models.
result Models perform better on the same offering and less well on different offerings of the same course.

We have developed a novel prediction method based on string invariants. The method does not require learning but a small set of parameters must be set to achieve optimal performance. We have implemented an evolutionary algorithm for the parametric optimization. We have tested the performance of the method on artificial…

2016-06-20abs ↗pdf ↗

Paper tackles performative prediction without convexity assumptions.

problem Performative prediction where data distribution changes with model deployment.
method Reparameterization framework to transform non-convex objective into convex one.
result Provably sublinear regret guarantees for learnable model.

Unified framework for predicting data changes influenced by predictions.

problem Complex feedback loops in environments where predictions alter data distributions.
method Repeated Risk Minimization (RRM) and two-step plug-in estimator integrating RePPI and Importance Sampling.
result Achieves semiparametric efficiency bound and robustness under mild misspecification.

The paper proposes calibration to improve algorithm performance using machine learning predictions.

problem Improving real-world performance of online algorithms with machine learning predictions.
method Calibration as a tool to bridge the gap between prediction uncertainty and algorithm design.
result Calibrated advice leads to more effective guidance in high-variance settings and significant performance improvements in real-world data.

The paper develops a student performance prediction model using ensemble methods.

problem Improving student performance prediction in high school courses.
method Developed a multilabel classification model using SVM, RF, KNN, and MLP. Improved performance with LP transformation and partitioning schemes.
result The model achieved better performance than binary relevance and classifier chains.

Predicts student performance in interactive online question pools using GNNs.

problem Predicting student performance in interactive online question pools with evolving knowledge.
method Proposes R^2GCN, a GNN model for heterogeneous networks to predict student performance.
result Achieves higher accuracy in student performance prediction than traditional methods.

This research examines how model explanations change under distribution shifts in tabular data.

problem Detecting distribution shifts in tabular data affecting model performance and explanations.
method Investigates the relationship between model performance and explanation characteristics under distribution shifts.
result Explanation shifts are a better indicator for detecting predictive performance changes than traditional distribution shift techniques.

Proposes a method to compute valid lower confidence bounds for multiple models selected based on their performance.

problem Model selection and evaluation in machine learning.
method Interprets model selection as a simultaneous inference problem, uses bootstrap tilting and maxT-type multiplicity correction.
result Yields valid lower confidence bounds that are at least as good as standard approaches and reliably reach nominal coverage probability.

PriceSeer benchmarks LLMs in real-time stock prediction.

problem Evaluating LLMs' stock prediction accuracy and robustness.
method Real-time benchmark with 110 U.S. stocks, internal and external information expansion.
result LLMs perform suboptimally in long-term predictions due to fake news and specific industries.

Paper improves multi-step traffic flow prediction performance.

problem Predicting multiple time-steps into the future based on finite history.
method Introduces a model for recursive prediction and a data augmentation method for multi-output setting.
result Improves multi-step traffic flow prediction in recursive and multi-output settings.

We provide scientific foundations for athletic performance prediction on an individual level, exposing the phenomenology of individual athletic running performance in the form of a low-rank model dominated by an individual power law. We present, evaluate, and compare a selection of methods for prediction of individual …

2015-05-05abs ↗pdf ↗

The study improves model performance prediction on unseen distributions.

problem Improving model performance prediction on unseen distributions.
method Connecting domain adaptation and predictive uncertainty techniques, investigating distributional distances and DoC.
result Difference of confidences (DoC) successfully estimates classifier performance change over various distribution shifts.

Study shows cross-domain X-ray prediction performance discrepancies and label shifts.

problem Quantifying generalization limits across different X-ray datasets.
method Large-scale study on multiple X-ray datasets, focusing on performance and label shifts.
result Interesting discrepancies found between model performance and agreement, and concept similarity across tasks.

New metric MADD assesses fairness of predictive student models.

problem Predictive student models can be biased and unfair, leading to discrimination.
method Proposes MADD metric to analyze model's discriminatory behaviors.
result Fair predictive performance does not guarantee fair behaviors or outcomes.

StonkBERT predicts stock price movements using company text data.

problem Can language models predict medium-run stock price movements?
method Fine-tuning transformer-based language models (BERT) on company text data (news articles, blogs, annual reports) for stock price performance classification.
result StonkBERT shows substantial improvement in predictive accuracy compared to traditional models, with news articles providing the best results.

This paper optimizes performative risk by focusing on convex properties and developing efficient algorithms.

problem Performative risk, the loss experienced by decision makers, is not optimized by stable models.
method Identifying convex properties of loss function and model-induced distribution shift, developing algorithms for optimization.
result Optimization of performative risk with better sample efficiency than generic methods.

The paper shows how the timing of prediction impacts model performance in healthcare.

problem The timing of prediction affects model performance in healthcare.
method The paper compares two prediction schemes: outcome-dependent and outcome-independent.
result An outcome-independent scheme outperforms an outcome-dependent scheme.

Ensembles of climate models are commonly used to improve climate predictions and assess the uncertainties associated with them. Weighting the models according to their performances holds the promise of further improving their predictions. Here, we use an ensemble of decadal climate predictions to demonstrate the abilit…

2015-09-17abs ↗pdf ↗

Super Learner improves prediction in electronic healthcare databases.

problem Improving prediction models in large electronic healthcare databases.
method Super Learner ensemble learning algorithm combined with high-dimensional propensity score variable selection.
result Super Learner adapts to different datasets and optimizes predictive performance.

New framework calibrates models to control risk under performativity.

problem Calibrating models to ensure reliable decision-making under performativity.
method Iteratively refined calibration process for different risk measures and tail bounds.
result Statistically rigorous risk control under performativity demonstrated.

New forward performance processes for predictable market updates.

problem Creating predictable forward performance processes for market information.
method Developed a binomial model with dynamic parameters and solved an inverse investment problem.
result Established conditions for the existence and uniqueness of solutions to the inverse problem.