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.

168,695 papers · 148 categories

Trend · papers per month

69139208277 · Jun 202019922001200920172026
48 results for Platt scaling

Study calibrates high-dimensional binary classifiers using angle between estimator and true weights.

problem Calibrating high-dimensional binary classifiers with provable properties.
method Interpolates with a chance classifier to construct well-calibrated predictor based on angle between estimator and true weights.
result Angular calibration approach is provably well-calibrated in high dimensions, minimizing Bregman divergence.

Boosted decision trees typically yield good accuracy, precision, and ROC area. However, because the outputs from boosting are not well calibrated posterior probabilities, boosting yields poor squared error and cross-entropy. We empirically demonstrate why AdaBoost predicts distorted probabilities and examine three cali…

2012-07-04abs ↗pdf ↗

Study compares various calibration methods for binary classification tasks.

problem Improving probabilistic predictions in binary classification models.
method Benchmarked 21 classifiers using 5 calibration methods on real data.
result Venn-Abers predictors and Beta calibration show the largest log-loss reductions.

Obtaining accurate and well calibrated probability estimates from classifiers is useful in many applications, for example, when minimising the expected cost of classifications. Existing methods of calibrating probability estimates are applied globally, ignoring the potential for improvements by applying a more fine-gra…

2018-07-31abs ↗pdf ↗

Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use of approximate inference, Bayesian uncertainty estimates are often inaccurate -…

2018-07-01abs ↗pdf ↗

Applications such as weather forecasting and personalized medicine demand models that output calibrated probability estimates---those representative of the true likelihood of a prediction. Most models are not calibrated out of the box but are recalibrated by post-processing model outputs. We find in this work that popu…

2019-09-23abs ↗pdf ↗

Bayesian neural networks outperform calibrated neural networks for tabular data.

problem Uncertainty in neural network predictions for tabular data.
method Bayesian neural networks vs. post-hoc calibration methods.
result Bayesian neural networks yield competitive performance compared to calibrated neural networks.

Study three types of uncertainty quantification for binary classification without distributional assumptions.

problem Uncertainty quantification for binary classification in a distribution-free setting.
method Established theorems connecting calibration, confidence intervals, and prediction sets for score-based classifiers.
result Distribution-free calibration is only possible using scoring functions that partition feature space into countably many sets.

Accurate calibration of probabilistic predictive models learned is critical for many practical prediction and decision-making tasks. There are two main categories of methods for building calibrated classifiers. One approach is to develop methods for learning probabilistic models that are well-calibrated, ab initio. The…

2014-01-14abs ↗pdf ↗

Neural networks estimate spatial process likelihoods efficiently.

problem Challenges in estimating spatial processes with slow or intractable likelihoods.
method Convolutional neural networks trained on a classification task to learn likelihood function.
result Neural likelihood surfaces provide fast and accurate parameter estimation.

Develops geometric framework for uncertainty-aware multi-class classification.

problem Silent failure of AI models when uncertain, especially in multi-class settings.
method Geometric framework treating probability vectors as points on the (c1)(c-1)-dimensional probability simplex, using Fisher--Rao metric for calibration and uncertainty quantification.
result Empirical validation shows 72.5% of errors captured while deferring 34.5% of ambiguous predictions, reducing automated decision error rates from 16.8% to 6.9%.

The paper studies calibration in ML models for wireless networks, showing key theoretical and practical insights.

problem Ensuring ML models in wireless networks deliver well-calibrated confidence scores for reliable decision-making.
method Theoretical analysis and simulation-based experiments using Platt scaling and isotonic regression.
result Well-calibrated models improve the system's minimum achievable OP and are part of a broader class of predictors.

The article compares neural networks and logistic regression for credit scoring and introduces a new probability calibration technique.

problem Improving credit scoring accuracy using machine learning techniques.
method Comparison of logistic regression and neural networks, feature importance assessment, temporal feature inclusion, and SURE probability calibration.
result Neural networks can slightly improve credit scoring performance, and SURE calibration technique enhances probability calibration.

New method calibrates deep models for both in-distribution and out-of-distribution samples.

problem Ensuring calibration for deep models in safety-critical applications, especially in OOD regions.
method Geodesic distance and Gaussian kernel to calibrate deep models.
result Proposed KDF and KDN methods achieve well-calibrated posteriors for both in-distribution and out-of-distribution samples.

New scaling framework for MoE architectures ensures stability and optimal performance at scale.

problem Lack of principled understanding of how hyperparameters should scale in MoE architectures.
method Developed a novel Dynamical Mean Field Theory (DMFT) for three scaling regimes of MoE architectures.
result Derived Maximally Scale-Stable Parameterization (MSSP) for SGD and Adam, providing robust learning rate transfer and monotonic improvement with scale.

New principles needed for scaling large language models, challenging traditional regularization methods.

problem The shift from generalization to scaling in machine learning requires new guiding principles.
method Examining the effectiveness of traditional regularization methods in the scaling-centric era.
result Traditional principles of regularization may not generalize to larger scales, highlighting new phenomena like scaling law crossover.

Improves U-Net for scale equivariance in semantic segmentation.

problem Improving generalization in semantic segmentation tasks with varying scales.
method Introduces Scale Equivariant U-Net (SEU-Net) with carefully applied subsampling and upsampling layers and scale-equivariant layers.
result Significantly improved generalization to different scales compared to U-Net and scale-equivariant architecture without upsampling.

New scaling laws optimize model size, training, and inference for better performance.

problem Trade-off between model size and inference cost in modern LLMs.
method Train-to-Test (T2T^2) scaling laws that jointly optimize model size, training tokens, and inference samples.
result Optimal pretraining decisions shift into overtraining regime, leading to stronger performance.

CrossAD detects anomalies in time series data by considering cross-scale associations and cross-window modeling.

problem Anomaly detection in time series data is challenging due to varying patterns at different scales and fixed window sizes.
method CrossAD incorporates cross-scale reconstruction and a query library to capture dynamic cross-scale associations and comprehensive context.
result CrossAD achieves state-of-the-art performance in anomaly detection across multiple real-world datasets.

We define the intrinsic scale at which a network begins to reveal its identity as the scale at which subgraphs in the network (created by a random walk) are distinguishable from similar sized subgraphs in a perturbed copy of the network. We conduct an extensive study of intrinsic scale for several networks, ranging fro…

2019-01-15abs ↗pdf ↗

One of the difficulties of training deep neural networks is caused by improper scaling between layers. Scaling issues introduce exploding / gradient problems, and have typically been addressed by careful scale-preserving initialization. We investigate the value of preserving scale, or isometry, beyond the initial weigh…

2016-04-26abs ↗pdf ↗

We introduce deep scale-spaces (DSS), a generalization of convolutional neural networks, exploiting the scale symmetry structure of conventional image recognition tasks. Put plainly, the class of an image is invariant to the scale at which it is viewed. We construct scale equivariant cross-correlations based on a princ…

2019-05-28abs ↗pdf ↗

The effectiveness of Convolutional Neural Networks (CNNs) has been substantially attributed to their built-in property of translation equivariance. However, CNNs do not have embedded mechanisms to handle other types of transformations. In this work, we pay attention to scale changes, which regularly appear in various t…

2019-10-14abs ↗pdf ↗

Unified scaling laws reveal how model size and training time impact neural network performance.

problem Understanding how much performance improvement can be expected from scaling model size or data volume.
method Established scale-time equivalence and combined it with a linear model analysis of double descent.
result Unified theoretical scaling laws explain previously unexplained phenomena and offer a more accessible path to training large models.

This paper reviews some of the phenomenological models which have been introduced to incorporate the scaling properties of financial data. It also illustrates a microscopic model, based on heterogeneous interacting agents, which provides a possible explanation for the complex dynamics of markets' returns. Scaling and m…

2000-07-25abs ↗pdf ↗

Preprocessing data is an important step before any data analysis. In this paper, we focus on one particular aspect, namely scaling or normalization. We analyze various scaling methods in common use and study their effects on different statistical learning models. We will propose a new two-stage scaling method. First, w…

2017-09-02abs ↗pdf ↗

Optimizer choice affects neural scaling laws, changing the exponent α\alpha.

problem The exponent α\alpha in neural scaling laws L(N)NαL(N) \propto N^{-\alpha} varies with the optimizer used.
method Controlled random-feature regression experiments with five optimizer variants and six spectral conditions.
result Preconditioned optimizers yield steeper scaling (larger α\alpha), with the α\alpha-shift increasing across most of the tested spectral range.

Model shows feature learning can improve neural scaling laws for hard tasks.

problem Understanding and improving neural network scaling laws for various task difficulties.
method Developed a solvable model of neural scaling laws, identified three scaling regimes, and demonstrated feature learning's impact on scaling exponents.
result Feature learning can improve scaling with training time and compute for hard tasks, nearly doubling the exponent.

Analyzed US firm data 1970-2019, identifying scale effects and distributional forms.

problem Understanding differences between small and large firms over time.
method Examined all public US firms, used stylized facts and DLN distribution analysis.
result Small firms are systematically different from large firms, with scale-dependent heteroskedasticity.

Classical scaling is shown to be optimal under various noisy conditions.

problem Consistency of classical scaling under general noise conditions.
method Established using finite fourth moments of noise, derived convergence rates, and matching minimax lower bounds.
result Classical scaling achieves minimax optimality in recovering true configuration from noisy dissimilarities.