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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.

168,742 papers · 148 categories

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71142213284 · Jun 202019922001200920172026
48 results for Soft-Margin Loss

A new SVM classifier using L0/1L_{0/1} soft-margin loss for improved performance.

problem Improving SVM performance in binary classification tasks.
method Introducing L0/1L_{0/1} soft-margin loss and using the alternating direction method of multipliers.
result The new L0/1L_{0/1}-SVM model generates better performance with shorter computational time and fewer support vectors.

Gradient descent finds halfspaces with low error for agnostic learning.

problem Agnostic learning of linear halfspaces with convex surrogates.
method Gradient descent on convex surrogates for zero-one loss.
result Gradient descent finds halfspaces with error O(OPT1/2+ε)O(\mathsf{OPT}^{1/2} + \varepsilon) in poly time and sample complexity.

This work establishes the equivalence between neural networks and support vector machines.

problem Establishing the equivalence between neural networks and support vector machines.
method Proposed a method to establish the equivalence between infinitely wide neural networks trained by soft margin loss and standard soft margin SVMs with NTK trained by subgradient descent.
result The equivalence between NN and SVM is established, enabling practical applications such as non-vacuous generalization bounds and robustness certificates.

We design and mathematically analyze sampling-based algorithms for regularized loss minimization problems that are implementable in popular computational models for large data, in which the access to the data is restricted in some way. Our main result is that if the regularizer's effect does not become negligible as th…

2019-05-26abs ↗pdf ↗

The Support Vector Machine (SVM) is one of the most widely used classification methods. In this paper, we consider the soft-margin SVM used on data points with independent features, where the sample size nn and the feature dimension pp grows to \infty in a fixed ratio p/nδp/n\rightarrow δ. We propose a set of equatio…

2019-05-13abs ↗pdf ↗

New algorithms estimate Q-functions under partial coverage and realizability, improving offline RL guarantees.

problem Offline RL with limited exploration and assumptions about data coverage and Q-function realizability.
method Proposes minimax learning algorithms to estimate soft or vanilla Q-functions with L2L^2-convergence guarantees.
result PAC guarantees for offline RL under partial coverage and realizability conditions.

We investigate the relation of two fundamental tools in machine learning and signal processing, that is the support vector machine (SVM) for classification, and the Lasso technique used in regression. We show that the resulting optimization problems are equivalent, in the following sense. Given any instance of an $\ell…

2013-03-05abs ↗pdf ↗

Tropical SVM tackles phylogenomics by classifying multi-locus data.

problem Classifying multi-locus data sets for phylogenetic analysis.
method Proposes tropical support vector machines (SVMs) for phylogenomics, formulated as linear programming problems.
result Developed methods for hard and soft margin tropical SVMs, proving necessary and sufficient conditions for separation.

Let X be a data matrix of rank ρ, whose rows represent n points in d-dimensional space. The linear support vector machine constructs a hyperplane separator that maximizes the 1-norm soft margin. We develop a new oblivious dimension reduction technique which is precomputed and can be applied to any input matrix X. We pr…

2012-11-26abs ↗pdf ↗

Recently, there has been much interest in finding globally optimal Bayesian network structures. These techniques were developed for generative scores and can not be directly extended to discriminative scores, as desired for classification. In this paper, we propose an exact method for finding network structures maximiz…

2012-06-27abs ↗pdf ↗

An emerging problem in trustworthy machine learning is to train models that produce robust interpretations for their predictions. We take a step towards solving this problem through the lens of axiomatic attribution of neural networks. Our theory is grounded in the recent work, Integrated Gradients (IG), in axiomatical…

2019-05-23abs ↗pdf ↗

The distance metric plays an important role in nearest neighbor (NN) classification. Usually the Euclidean distance metric is assumed or a Mahalanobis distance metric is optimized to improve the NN performance. In this paper, we study the problem of embedding arbitrary metric spaces into a Euclidean space with the goal…

2007-06-24abs ↗pdf ↗

The accuracy and complexity of kernel learning algorithms is determined by the set of kernels over which it is able to optimize. An ideal set of kernels should: admit a linear parameterization (tractability); be dense in the set of all kernels (accuracy); and every member should be universal so that the hypothesis spac…

2017-11-15abs ↗pdf ↗

Framework learns stochastic dynamics from endpoint and intermediate distributions using soft energy constraints.

problem Learning stochastic dynamics from endpoint and intermediate distributional observations.
method Formulates generation as a McKean-Vlasov control problem with soft energy constraints, solving it through FBSDE.
result Model learns coherent stochastic trajectories matching prescribed marginal laws.

Combines neural networks and decision trees for supervised learning.

problem Challenges in optimizing hierarchical parameters and constructing tree structures.
method Probabilistic approach with modified gradient ascent and adaptive tree construction.
result Novel classification and regression technique that combines strengths of neural networks and decision trees.

Unified SVM framework tackles multiclass and multilabel classification.

problem Extending SVM to handle multiclass and multilabel problems.
method Unified framework with class-specific weight vectors and penalizing patterns close to an origin.
result Unified framework achieves competitive performance for multiclass and multilabel classification.

We study losses for binary classification and class probability estimation and extend the understanding of them from margin losses to general composite losses which are the composition of a proper loss with a link function. We characterise when margin losses can be proper composite losses, explicitly show how to determ…

2009-12-17abs ↗pdf ↗

We present the Tamed Cross Entropy (TCE) loss function, a robust derivative of the standard Cross Entropy (CE) loss used in deep learning for classification tasks. However, unlike other robust losses, the TCE loss is designed to exhibit the same training properties than the CE loss in noiseless scenarios. Therefore, th…

2018-10-11abs ↗pdf ↗

Unified surrogate loss framework for multi-label learning with strong consistency guarantees.

problem Improving consistency and accounting for label correlations in multi-label learning.
method Introducing multi-label logistic loss and extending it to comprehensive multi-label comp-sum losses, proving strong consistency guarantees for any multi-label loss.
result Unified surrogate loss framework benefiting from strong consistency guarantees for any multi-label loss.

We present αα-loss, α[1,]α\in [1,\infty], a tunable loss function for binary classification that bridges log-loss (α=1α=1) and 00-11 loss (α=α= \infty). We prove that αα-loss has an equivalent margin-based form and is classification-calibrated, two desirable properties for a good surrogate loss function for the ideal y…

2019-02-12abs ↗pdf ↗

This work generalizes calibeating for a broader range of proper losses using Bregman divergence.

problem Calibration for a wide range of proper losses beyond Brier and log loss.
method Regret minimization based on Bregman divergence for a family of proper losses.
result U-calibration results for a family of Tsallis losses with logarithmic regret and dimension independence.

Proposes squentropy loss for improved classification accuracy and model calibration.

problem Theoretical and empirical evidence for cross-entropy loss is lacking.
method Introduces squentropy loss as the sum of cross-entropy and average square loss over incorrect classes.
result Squentropy loss outperforms cross-entropy and rescaled square losses in classification accuracy and model calibration.

The study analyzes a model for aggregate losses with dependent and overdispersed inter-losses times.

problem Analyzing aggregate loss models with dependent and overdispersed inter-losses times.
method The study uses a two-state Markovian arrival process (MAP2) and a Markov renewal process to model the inter-losses times. Severities are modeled using a heavy-tailed, double-Pareto Lognormal distribution. The model is estimated via direct maximization of the likelihood function.
result The model with dependence and overdispersion in inter-losses times leads to higher capital charges compared to a Poisson process.

Two new algorithms improve performance in adversarial bandits with unbounded losses.

problem Adversarial Multi-Armed Bandits with unbounded losses.
method Developed UMAB-NN and UMAB-G for non-negative and general unbounded losses respectively.
result UMAB-NN achieves the first adaptive and scale-free regret bound for non-negative unbounded losses.

Paper explores connections between loss functions and consistency in binary classification and regression.

problem Consistency in binary classification and regression applications.
method Characterization of conformable loss functions and derivation of a new Huber-type loss function.
result Margin-based loss functions are equivalent to loss functions of squared standardized logistic regression residuals.

Theoretical analysis of cross-entropy loss functions and their robustness.

problem Guarantees for using cross-entropy as a surrogate loss function.
method Theoretical analysis of a broad family of loss functions, including cross-entropy.
result First HH-consistency bounds for comp-sum losses and smooth adversarial comp-sum losses.

This paper improves operational risk modeling by selecting better loss severity distributions.

problem Inconsistent regulatory capital calculations due to changing loss severity distribution families.
method Presented truncation probability estimates and a consistent quantile scoring function for selection criteria. Also, recommended collecting loss frequencies below the minimum reporting threshold.
result More stable regulatory capital calculations through better selection of loss severity distributions.

This paper improves loss functions for deep learning with noisy labels.

problem Training deep neural networks with noisy labels.
method The paper introduces a normalization technique to make any loss function robust to noisy labels and proposes a framework called Active Passive Loss (APL) to combine robust loss functions.
result The proposed APL framework consistently outperforms state-of-the-art methods, especially under high noise rates.

We study cross-country GDP losses due to financial crises in terms of frequency (number of loss events per period) and severity (loss per occurrence). We perform the Loss Distribution Approach (LDA) to estimate a multi-country aggregate GDP loss probability density function and the percentiles associated to extreme eve…

2012-01-04abs ↗pdf ↗

The paper explores transferability of adversarial examples between convex and 01 loss models, finding non-transferability due to different decision boundaries caused by outliers.

problem Transferability of adversarial examples between convex and 01 loss models.
method Empirical study of transferability between linear 01 loss and convex (hinge) loss models, and between neural networks with different activation functions.
result Adversarial examples are non-transferable between convex and 01 loss models due to different decision boundaries caused by outliers.

Symmetrizes loss functions to improve neural network robustness against noisy labels.

problem Designing robust loss functions for noisy labels in neural networks.
method Symmetrization of multi-class loss functions, focusing on cross-entropy and unhinged loss.
result The multi-class unhinged loss is the unique convex symmetric loss under suitable assumptions.

EnsLoss combines multiple loss functions to prevent overfitting in classification.

problem Preventing overfitting in classification models.
method EnsLoss is an ensemble method that combines loss functions, ensuring calibration and consistency.
result EnsLoss improves classification accuracy compared to fixed loss methods.

Study compares metric learning loss functions for speaker verification.

problem Comparing metric learning loss functions for end-to-end speaker verification.
method Cross entropy loss, cosine loss, angular margin loss, center loss, contrastive loss, triplet loss.
result Additive angular margin loss outperforms other loss functions.