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.

168,742 papers · 148 categories

Trend · papers per month

8.3%16.7%25.0%33.3% · Jul 199219922001200920172026
48 results for Rank Loss

Ranking is a key aspect of many applications, such as information retrieval, question answering, ad placement and recommender systems. Learning to rank has the goal of estimating a ranking model automatically from training data. In practical settings, the task often reduces to estimating a rank functional of an object …

2014-07-23abs ↗pdf ↗

Paper develops methods for non-quadratic loss low-rank matrix recovery.

problem Recovery of low-rank matrices with non-quadratic losses.
method Projected gradient method with a regularity projection oracle.
result Projected gradient method converges globally and linearly.

This paper evaluates various loss functions for Transformer models in stock ranking.

problem Evaluating loss functions for Transformer models in stock ranking.
method Systematic evaluation of advanced loss functions (pointwise, pairwise, listwise) on S&P 500 data.
result Different loss functions impact a model's ability to discern profitable relative orderings among assets.

Listwise learning-to-rank methods form a powerful class of ranking algorithms that are widely adopted in applications such as information retrieval. These algorithms learn to rank a set of items by optimizing a loss that is a function of the entire set -- as a surrogate to a typically non-differentiable ranking metric.…

2019-11-22abs ↗pdf ↗

This paper improves multi-label ranking by reweighting univariate losses, enhancing consistency and performance.

problem Improving multi-label ranking performance while maintaining consistency.
method Systematic study of consistency and generalization error bounds for learning algorithms, proposing a reweighted univariate loss.
result Inconsistent pairwise losses can lead to better performance than consistent univariate losses in practice.

We propose a new learning to rank algorithm, named Weighted Margin-Rank Batch loss (WMRB), to extend the popular Weighted Approximate-Rank Pairwise loss (WARP). WMRB uses a new rank estimator and an efficient batch training algorithm. The approach allows more accurate item rank approximation and explicit utilization of…

2017-11-10abs ↗pdf ↗

We consider the problem of rank loss minimization in the setting of multilabel classification, which is usually tackled by means of convex surrogate losses defined on pairs of labels. Very recently, this approach was put into question by a negative result showing that commonly used pairwise surrogate losses, such as ex…

2012-06-27abs ↗pdf ↗

New algorithm predicts ranked stock lists for long-short portfolios.

problem Constructing effective long-short stock portfolios using machine learning.
method Proposes a new listwise learn-to-rank loss function to emphasize top and bottom of a rank list.
result Demonstrates superior performance in constructing long-short portfolios with a 38% annual return.

Improved unsupervised probing for ranking tasks using Contrast-Consistent Ranking.

problem Improving self-consistency in language model rankings.
method Adapting Contrast-Consistent Search (CCS) to Contrast-Consistent Ranking (CCR) for ranking tasks.
result CCR probing outperforms prompting techniques across different models and datasets.

Unified framework for binary responses using AUC loss and low-rank constraint.

problem Statistical inefficiency and shared structure in fitting multiple binary responses.
method Pairwise AUC loss aggregation with low-rank constraint, scalable projected gradient descent.
result Unified framework outperforms likelihood-based approaches in challenging settings.

Unified framework for non-Euclidean CPD under scalable stochastic mirror descent.

problem Handling non-Euclidean losses in tensor decomposition.
method Tensor fiber sampling strategy-based stochastic mirror descent.
result Global convergence to a stationary point under reasonable conditions.

TripleSurv improves survival analysis by ranking samples with time-adaptive adjustments.

problem Modeling censored time-to-event data with high accuracy and robustness.
method Introduces a time-adaptive coordinate loss function to rank samples and calibrate robustness.
result TripleSurv outperforms state-of-the-art methods on various survival datasets.

New method proves asymptotic normality for matrix sensing problems.

problem Proving asymptotic normality for matrix sensing under general convex losses.
method Riemannian geometry to handle degeneracy of the Hessian due to rotational symmetry.
result Proves n(φ0φ)DN(0,(H)1)\sqrt{n}(φ^0-φ^*)\xrightarrow{D}N(0,(H^*)^{-1}) as non o\infty.

DNN-based cross-modal retrieval has become a research hotspot, by which users can search results across various modalities like image and text. However, existing methods mainly focus on the pairwise correlation and reconstruction error of labeled data. They ignore the semantically similar and dissimilar constraints bet…

2017-03-21abs ↗pdf ↗

Study on deep matrix factorization with Bures-Wasserstein loss, focusing on critical points and convergence.

problem Analyzing critical points and convergence of generative deep linear networks trained with Bures-Wasserstein loss.
method Characterization of critical points and minimizers of Bures-Wasserstein distance, analysis of Hessian at low-rank matrices, convergence results for gradient flow and descent.
result Established convergence results for gradient flow and finite step size gradient descent under certain assumptions.

Area under ROC (AUC) is an important metric for binary classification and bipartite ranking problems. However, it is difficult to directly optimizing AUC as a learning objective, so most existing algorithms are based on optimizing a surrogate loss to AUC. One significant drawback of these surrogate losses is that they …

2018-04-16abs ↗pdf ↗

In many real-world applications of machine learning classifiers, it is essential to predict the probability of an example belonging to a particular class. This paper proposes a simple technique for predicting probabilities based on optimizing a ranking loss, followed by isotonic regression. This semi-parametric techniq…

2012-06-18abs ↗pdf ↗

Data compression speeds up machine learning loss calculations.

problem Computational demand in calculating mean squared error for large datasets.
method Use rank-1 lattices to compress data, assigning weights based on original data and responses.
result Our QMC data compression algorithms can lead to arbitrary high convergence rates for smooth functions.

The paper explores how the depth of neural networks affects their ability to represent data accurately.

problem Understanding the implicit bias and rank of neural networks with large depth.
method Analyzing the convergence of representation cost to a notion of rank as network depth increases, and investigating conditions for recovering the true rank of data.
result There is a range of network depths where the true rank of data is recovered, and this affects the topology of class boundaries.

Perceptron is a classic online algorithm for learning a classification function. In this paper, we provide a novel extension of the perceptron algorithm to the learning to rank problem in information retrieval. We consider popular listwise performance measures such as Normalized Discounted Cumulative Gain (NDCG) and Av…

2015-08-04abs ↗pdf ↗

FedLoRU improves FL efficiency by using low-rank updates.

problem Communication inefficiency and performance reduction in Federated Learning.
method Proposes FedLoRU, a low-rank update framework for FL, which reduces communication costs while maintaining performance.
result FedLoRU achieves convergence rates similar to FedAvg and is robust to heterogeneous and large numbers of clients.

StochasticRank optimizes ranking metrics efficiently and guarantees global convergence.

problem Optimizing discrete ranking metrics due to their ill-posed nature.
method Stochastic smoothing, gradient estimate, debiasing, and Stochastic Gradient Langevin Boosting.
result Global convergence and superior performance on ranking datasets.

A new concordance loss improves model performance and reliability in survival prediction.

problem Inconsistent evaluation of deep survival models using likelihood losses.
method Proposed a value-monotone concordance loss (SCL) to improve reliability and optimization.
result SCL achieves comparable discrimination and is the best or within one standard deviation of the best C-index across multiple datasets.

TA-VAAL improves active learning by better utilizing task structures and overall data distribution.

problem High labeling cost limits deep learning applications; active learning selects informative samples.
method Task-aware variational adversarial active learning (TA-VAAL) modifies VAAL by relaxing task loss prediction and using ranking loss information.
result TA-VAAL outperforms state-of-the-arts on various datasets, including balanced and imbalanced labels.

Paper proposes a method to improve deep neural networks' confidence estimates.

problem Overconfident predictions limit practical use of deep neural networks in safety-critical applications.
method Proposes a novel loss function, Correctness Ranking Loss, to regularize class probabilities.
result The method produces well-ranked confidence estimates and is effective for out-of-distribution detection and active learning.

A model for hit song prediction can be used in the pop music industry to identify emerging trends and potential artists or songs before they are marketed to the public. While most previous work formulates hit song prediction as a regression or classification problem, we present in this paper a convolutional neural netw…

2017-10-30abs ↗pdf ↗

Algorithm POLO learns low-rank MDPs with adversarial changes in full-info feedback.

problem Learning low-rank MDPs with adversarial changes and unknown transition probabilities.
method Policy optimization-based algorithm POLO with regret guarantee.
result POLO achieves sublinear regret guarantee with no dependence on state space size.

We introduce a new principle for model selection in regression and classification. Many regression models are controlled by some smoothness or flexibility or complexity parameter c, e.g. the number of neighbors to be averaged over in k nearest neighbor (kNN) regression or the polynomial degree in regression with polyno…

2007-02-27abs ↗pdf ↗

Develops algorithms for personalized ranking in recommender and energy systems.

problem Designing algorithms for personalized ranking in dynamic systems.
method Proposes SAROS for recommender systems and a fault detection algorithm for power systems.
result SAROS outperforms traditional methods in both recommender and energy systems.

We formalize and study the natural approach of designing convex surrogate loss functions via embeddings, for problems such as classification, ranking, or structured prediction. In this approach, one embeds each of the finitely many predictions (e.g.\ rankings) as a point in Rd\mathbb{R}^d, assigns the original loss val…

2019-07-17abs ↗pdf ↗