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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.

169,051 papers · 148 categories

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164327491654 · Jun 202019922001200920172026
48 results for Scope function

Many machine learning models, such as logistic regression~(LR) and support vector machine~(SVM), can be formulated as composite optimization problems. Recently, many distributed stochastic optimization~(DSO) methods have been proposed to solve the large-scale composite optimization problems, which have shown better per…

2016-01-30abs ↗pdf ↗

SCOPE iteratively optimizes sparsity-constrained problems without tuning hyperparameters.

problem Optimizing sparsity-constrained problems in signal processing, statistics, and machine learning.
method SCOPE (Sparsity-Constrained Optimization via sPlicing itEration) replaces gradient steps with a splicing operation guided by the objective value.
result SCOPE achieves linear convergence and superior support recovery performance.

BAxUS optimizes high-dimensional functions adaptively, avoiding performance degradation and failure.

problem State-of-the-art HDBO methods degrade or fail with increasing dimensions.
method BAxUS uses nested random subspaces to adaptively optimize high-dimensional functions.
result BAxUS outperforms state-of-the-art methods across various applications.

Convolutional neural network improves assertion detection in multi-label clinical text.

problem Detecting assertions in multi-label clinical text with rich descriptions.
method Developed a CNN architecture for multi-label scope detection.
result At least 12% improvement over state-of-the-art on multi-label clinical text.

Study reduces emissions in portfolios with error-prone emissions data.

problem Portfolio optimization with firm-level emissions intensities measured inaccurately.
method Introduced a scope-specific penalty operator to rescale asset payoffs based on revenue-normalized emissions intensity.
result Reduces average Scope~1 emissions intensity by roughly 92% while maintaining similar Sharpe ratios.

Scoping review finds EEG key in MCI research, identifying ERP/EEG, QEEG, and machine learning.

problem Identifying MCI early and accurately.
method Scoping review with co-occurrence analysis and PAGER framework.
result Main research themes identified: ERP/EEG, QEEG, and EEG-based machine learning.

SCOPE-FE improves feature engineering efficiency for high-dimensional datasets.

problem Expanding and reducing feature space in tabular learning becomes computationally expensive with increased dimensionality.
method SCOPE-FE controls the search space by regulating operator and feature-pair spaces, using OperatorProbing and FeatureClustering.
result SCOPE-FE reduces feature engineering time while maintaining competitive predictive performance.

SCOPE fuses categorical variable levels to estimate high-dimensional linear models.

problem Estimating high-dimensional linear models with nominal categorical data.
method SCOPE uses nonconvex concave penalties to fuse levels and achieve efficient computation.
result SCOPE achieves oracle least squares solution under certain conditions.

Scoping review of EO-ML methods for causal inference in poverty geography.

problem Lack of thorough documentation and best practices for EO-ML methods in causal analysis.
method Comprehensive scoping review cataloging five principal approaches.
result Detailed protocol for integrating EO data into causal analysis.

Scoping review and benchmarking of synthetic EHR data generation methods.

problem Creating realistic synthetic electronic health records for research and training.
method Conducted a scoping review and benchmarked seven methods on open-source EHR datasets.
result GAN-based methods excel in fidelity and utility, while rule-based methods excel in privacy protection.

Study finds carbon emissions affect stock value, but not bought emissions.

problem Determining if carbon emissions impact stock value and whether this is due to direct or indirect emissions.
method Fixed-effects analysis with propensity score weighting to control for selection bias.
result Firms with higher Scope 1 emissions have a statistically significant positive carbon premium, but Scope 2 emissions do not.

Two new estimators reduce costs and improve accuracy for EHR outcome prediction.

problem Sparse estimate distributions, high computational cost, and high sampling variance in EHR outcome prediction.
method Proposed SCOPE and REACH estimators that leverage next-token probability distributions.
result SCOPE and REACH match Monte Carlo accuracy with token reductions of 2.5-3.4 times and variance guarantees.

We develop a general theory of convex duality for certain singular control problems, taking the abstract results by Kramkov and Schachermayer (1999) for optimal expected utility from nonnegative random variables to the level of optimal expected utility from increasing, adapted controls. The main contributions are the f…

2014-07-29abs ↗pdf ↗

New CPWL functions for deep neural networks with practical applications in coding.

problem Expressivity of deep ReLU neural networks in high dimensions.
method Developed new families of CPWL functions and showed they can be computed by ReLU networks.
result Proved approximation error of CPWL functions by shallower networks and separation result.

Machine learning predicts liquid water properties from cluster data.

problem Accuracy of bulk properties from machine-learned potentials is limited by training data.
method Local, atom-centred descriptors enable prediction of bulk properties from cluster data.
result Excellent agreement with experimental and theoretical counterparts of liquid water properties.

The small-ball method was introduced as a way of obtaining a high probability, isomorphic lower bound on the quadratic empirical process, under weak assumptions on the indexing class. The key assumption was that class members satisfy a uniform small-ball estimate: that Pr(fκfL2)δPr(|f| \geq κ\|f\|_{L_2}) \geq δ for given const…

2017-09-04abs ↗pdf ↗

Trained neural networks perform Bayesian reasoning for tasks beyond their initial scope.

problem Performing Bayesian reasoning for tasks outside the trained neural networks' initial scope.
method Used deep generative models as priors and classification/regression networks as constraints. Approximated Bayesian inference through variational or sampling techniques.
result The approach built on top of already trained networks, expanding the addressable questions.

Defines Learning Analytics' foundational structure and scope.

problem Lack of theoretical foundation in Learning Analytics.
method Proposes an axiomatic theory based on psychological learning and LA methodology.
result Clarifies the epistemological stance of Learning Analytics and its limitations.

SCOPE estimator improves covariance and precision matrix estimation.

problem Estimating covariance and precision matrices accurately.
method Distributionally robust optimization with convex spectral divergence.
result SCOPE estimator reduces spectral bias and improves condition number.

Paper develops efficient methods for estimating Hessian inverses in stochastic optimization.

problem Estimating the inverse Hessian for convex function minimization.
method Robbins-Monro procedure for recursive estimation of the inverse Hessian.
result Develops universal stochastic Newton methods with improved efficiency.

New method optimizes neural network learning by adjusting random parameters to target function features.

problem Difficulty in setting optimal random parameters for neural network learning.
method Adjusts sigmoid slopes and positions to target function features in a randomized learning method.
result Significantly better approximation of complex target functions compared to standard methods.

This paper examines how different loss functions affect neural network features and performance.

problem Investigating which loss function is best for deep neural networks.
method Examining last-layer features of deep networks and drawing inspiration from the Neural Collapse phenomenon.
result All relevant loss functions (CE, LS, FL, MSE) produce equivalent features and similar performance.

The paper tackles cooperative RL with function approximation, achieving near-optimal learning with limited communication.

problem Cooperative multi-agent reinforcement learning with function approximation.
method Careful message-passing and cooperative value iteration.
result Achieving near-optimal no-regret learning with limited communication in cooperative multi-agent settings.

In this paper we characterise the propensity of big capital investments to systematically deliver poor outcomes as "fragility," a notion suggested by Nassim Taleb. A thing or system that is easily harmed by randomness is fragile. We argue that, contrary to their appearance, big capital investments break easily - i.e. d…

2016-03-04abs ↗pdf ↗

DIGEN benchmark provides synthetic datasets for ML algorithm evaluation.

problem Understanding and comparing machine learning algorithms' performance.
method Synthetic datasets generated using 40 mathematical functions to evaluate machine learning algorithms.
result DIGEN resource facilitates understanding why algorithms perform poorly and provides ideas for improvement.

AutoWS-Bench-101 evaluates automated weak supervision methods for diverse domains.

problem Limited applicability of weak supervision due to difficulty in designing labeling functions.
method Automates labeling function design using a small set of ground truth labels.
result AutoWS methods often require foundation models to outperform simple few-shot baselines.

We introduce a measure to quantify ambiguity in deep learning models, improving their reliability.

problem Deep learning models make mistakes on seemingly trivial cases and fail in recognizing what they don't know.
method We define ambiguity based on decision boundaries and convex hulls in feature space, developing a theoretical framework to identify unknowns.
result A single ambiguity measure can detect a significant portion of model mistakes, including adversarial and out-of-distribution inputs.

This summarizes the study of the financial and economic crisis in Europe. The starting questions were: 1) Why do we have a crisis? Unde venis? 2) What will be the outcome? Quo vadis? Here is the reasoning which touches many areas, ranging from financial to politics and from psychology and economy.

2013-05-23abs ↗pdf ↗

Efficient offline reinforcement learning with neural networks using differentiable function approximation.

problem Statistical efficiency of offline reinforcement learning with function approximators.
method Pessimistic fitted Q-learning (PFQL) and differentiable function approximation.
result Provably efficient offline reinforcement learning with differentiable function approximation.