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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 Prediction Problems

Prediction problems often admit competing models that perform almost equally well. This effect challenges key assumptions in machine learning when competing models assign conflicting predictions. In this paper, we define predictive multiplicity as the ability of a prediction problem to admit competing models with confl…

2019-09-14abs ↗pdf ↗

The paper emphasizes the importance of joint predictions over marginal predictions for decision-making.

problem The need for accurate joint predictions in decision-making problems.
method The paper analyzes combinatorial decision problems, sequential predictions, and multi-armed bandits, introducing an approximate Thompson sampling algorithm and new regret bounds.
result Accurate joint predictions are essential for good performance in decision-making problems.

Decision trees improve decision-making by optimizing predictions of unknown parameters.

problem Optimizing decisions based on predicted unknown parameters.
method SPO Trees (SPOTs) for training decision trees under the SPO loss function.
result SPOTs provide higher quality decisions and significantly lower model complexity compared to other machine learning approaches.

Student performance prediction - where a machine forecasts the future performance of students as they interact with online coursework - is a challenging problem. Reliable early-stage predictions of a student's future performance could be critical to facilitate timely educational interventions during a course. However, …

2018-04-19abs ↗pdf ↗

Study examines how imputation accuracy affects prediction accuracy in regression problems with missing covariates.

problem Missing covariates in regression or classification problems.
method Simulation and empirical analysis using UCI datasets and statistical inference.
result Imputation accuracy impacts prediction accuracy, especially with Machine Learning methods.

Many real-world analytics problems involve two significant challenges: prediction and optimization. Due to the typically complex nature of each challenge, the standard paradigm is predict-then-optimize. By and large, machine learning tools are intended to minimize prediction error and do not account for how the predict…

2017-10-22abs ↗pdf ↗

In this paper, we study the novel problem of not only predicting ingredients from a food image, but also predicting the relative amounts of the detected ingredients. We propose two prediction-based models using deep learning that output sparse and dense predictions, coupled with important semi-automatic multi-database …

2019-09-26abs ↗pdf ↗

Proposes a cGAN-based model for probabilistic predictions and uncertainty estimation.

problem Deterministic predictions in ANNs limit their use in fields requiring uncertainty.
method Reverses cGAN structure for probabilistic prediction, introduces entropy for uncertainty measurement.
result Superior estimation performance, especially on noisy data.

This paper provides a ML framework for diabetes prediction and care management.

problem Diabetes prediction and care management challenges in real-world healthcare.
method Illustrates a Machine Learning framework for T2DM prediction and risk stratification.
result ML models align with physician's disease management steps.

Multi-output prediction deals with the prediction of several targets of possibly diverse types. One way to address this problem is the so called problem transformation method. This method is often used in multi-label learning, but can also be used for multi-output prediction due to its generality and simplicity. In thi…

2019-04-08abs ↗pdf ↗

We study the problem of structured prediction under test-time budget constraints. We propose a novel approach applicable to a wide range of structured prediction problems in computer vision and natural language processing. Our approach seeks to adaptively generate computationally costly features during test-time in ord…

2016-02-28abs ↗pdf ↗

The paper tackles entry prediction in row/column-exchangeable matrices with arbitrary missing data.

problem Prediction in matrices with arbitrary missing data.
method Proposes two practical algorithms: one for fast emulation and another for acceleration using algorithmic stability.
result Demonstrates superior performance in synthetic and real-world data sets.

Paper uses CNN to predict stock price movement as an image classification problem.

problem Predicting stock price movement using machine learning.
method CNN-based model for classifying stock price movement based on the first hour of trading.
result The algorithm effectively separated between stock price movement classes and outperformed other strategies.

Generative AI can solve in-context learning problems using a martingale perspective.

problem Estimating when a conditional generative model can solve an in-context learning problem.
method Bayesian interpretation, ancestral sampling, generative predictive p-value.
result Developed a method to assess the suitability of CGMs for ICL problems using generative predictive p-values.

The paper offers a method to create prediction sets with uncertainty control.

problem Calibrating and communicating uncertainty in machine learning predictions.
method Distribution-free, risk-controlling prediction sets using a holdout set to calibrate set sizes.
result Explicit finite-sample guarantees for error control in various machine learning tasks.

New approach optimizes decisions based on uncertainty in predictions.

problem Mismatch between prediction accuracy and decision loss in sequential design.
method Directional uncertainty-guided approach to sequential experimental design.
result Directional uncertainty-based design stops earlier and performs better.

This paper investigates different vector step-size adaptation approaches for non-stationary online, continual prediction problems. Vanilla stochastic gradient descent can be considerably improved by scaling the update with a vector of appropriately chosen step-sizes. Many methods, including AdaGrad, RMSProp, and AMSGra…

2019-07-17abs ↗pdf ↗

In its simplest form, the traffic flow prediction problem is restricted to predicting a single time-step into the future. Multi-step traffic flow prediction extends this set-up to the case where predicting multiple time-steps into the future based on some finite history is of interest. This problem is significantly mor…

2018-03-04abs ↗pdf ↗

This paper addresses a multi-label predictive fault classification problem for multidimensional time-series data. While fault (event) detection problems have been thoroughly studied in literature, most of the state-of-the-art techniques can't reliably predict faults (events) over a desired future horizon. In the most g…

2020-01-27abs ↗pdf ↗

Study tackles imbalanced data in car insurance claims prediction.

problem Predicting rare events (claims) in car insurance with imbalanced data.
method Various machine learning techniques (logistic-regression, decision tree, random forest, xgBoost, feed-forward network) applied to imbalanced dataset.
result Comparison of machine learning algorithms' performance in claim occurrence prediction.

The article proposes a method to make valid insurance claim predictions without relying on specific models.

problem Prediction of insurance claims using statistical models can be unreliable due to model misspecification, selection effects, and lack of finite-sample validity.
method The article employs conformal prediction, a machine learning strategy that is model-free and tuning-parameter-free, ensuring finite-sample validity.
result The proposed method guarantees valid predictions at a pre-assigned coverage probability level and performs well in insurance applications, including meeting Solvency II requirements.

Study evaluates ensemble methods for zero-shot uncertainty quantification with diffusion models.

problem Quantifying uncertainty in zero-shot regression problems using diffusion models.
method Used diffusion probabilistic models for ensemble prediction and evaluated their effectiveness on various regression tasks.
result Ensemble methods consistently improve model prediction accuracy across different regression tasks.

GEN tackles few-shot out-of-graph link prediction in evolving multi-relational graphs.

problem Predicting links between unseen nodes in evolving multi-relational graphs with few edges per node.
method Transductive meta-learning framework (GEN) for inductive and transductive inference.
result GEN significantly outperforms relevant baselines for out-of-graph link prediction tasks.

Conditional independence testing is a key problem required by many machine learning and statistics tools. In particular, it is one way of evaluating the usefulness of some features on a supervised prediction problem. We propose a novel conditional independence test in a predictive setting, and show that it achieves bet…

2019-07-31abs ↗pdf ↗