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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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63127190253 · Jun 202019922001200920172026
48 results for Sparse joint shift

Paper proposes SJS model to estimate model performance under covariate and label shifts.

problem Estimating model performance when both covariates and labels shift.
method Sparse Joint Shift (SJS) model and SEES algorithm.
result SEES achieves significant shift estimation error improvements over existing approaches.

Domain adaptation framework identifies latent variables for target distribution identifiability.

problem Unsupervised domain adaptation without identifiable joint distribution of features and labels.
method Formulated latent variable model with invariant and changing components, constrained domain shift to influence only changing components.
result Joint distribution of data and labels in target domain is identifiable under mild conditions.

Extends FJS analysis to general label spaces, including classification and regression.

problem Distribution shift in general label spaces, including covariate and label shifts.
method Proposes a framework for analyzing FJS in general label spaces and generalizes existing results.
result Generalizes FJS analysis to general label spaces, including classification and regression.

In this paper we formally analyse the use of sparse filtering algorithms to perform covariate shift adaptation. We provide a theoretical analysis of sparse filtering by evaluating the conditions required to perform covariate shift adaptation. We prove that sparse filtering can perform adaptation only if the conditional…

2016-07-22abs ↗pdf ↗

We provide a distribution-free test that can be used to determine whether any two joint distributions pp and qq are statistically different by inspection of a large enough set of samples. Following recent efforts from Long et al. [1], we rely on joint kernel distribution embedding to extend the kernel two-sample test…

2016-07-25abs ↗pdf ↗

Proposes MSS to identify causal structure from heterogeneous environments.

problem Distribution shifts between environments violate i.i.d. data assumption.
method Sparse mechanism shift hypothesis, score-based approach.
result Identifies entire causal structure with high probability.

Zero-shot learning (ZSL) is a framework to classify images belonging to unseen classes based on solely semantic information about these unseen classes. In this paper, we propose a new ZSL algorithm using coupled dictionary learning. The core idea is that the visual features and the semantic attributes of an image can s…

2019-06-10abs ↗pdf ↗

Proposes SVI for covariate-shift generalization with sparse variable independence.

problem Covariate-shift generalization with limited data and unstable variables.
method Introduces sparsity constraint and combines reweighting and selection in an iterative way.
result Improves covariate-shift generalization performance on synthetic and real-world datasets.

CtrlNS learns latent factors and distribution shifts from sparse transitions without prior knowledge.

problem Lack of prior knowledge of domain variables limits causal temporal representation learning.
method Sparse transition assumption and identifiability results from theoretical perspective.
result Effective in identifying distribution shifts and latent factors without prior knowledge.

WR-CP reduces prediction set size and coverage gap under distribution shift.

problem Guaranteed coverage under distribution shift not achievable with i.i.d. assumption.
method Wasserstein distance, probability measure pushforwards, importance weighting, regularized representation learning.
result Reduces coverage gap to 3.2% across different confidence levels.

Generates counterfactuals in target domain from source domain observations.

problem Cross-domain learning with domain shifts and lack of parallel datasets.
method Unsupervised, Neural Causal Models, Joint Causal Graphs, Effect-Intrinsic vs Domain-Intrinsic Variables.
result Framework generates counterfactuals that closely match ground truth.

This paper proposes a method to select relevant features for multi-label learning.

problem Feature selection in multi-label learning to retain important information with minimal features.
method Random manifold sampling and joint sparse regularization to solve multicollinearity and obtain sparse feature sets.
result The proposed method outperforms other methods in selecting relevant features for multi-label learning.

Safe-DRFS selects features robust to covariate shifts for reliable performance.

problem Feature selection fails in diverse deployment environments.
method Safe-DRFS extends safe screening to distributionally robust settings under covariate shift.
result Safe-DRFS identifies a feature subset encompassing optimal subsets across distribution shifts.

Unsupervised Domain Adaptation aims to learn a model on a source domain with labeled data in order to perform well on unlabeled data of a target domain. Current approaches focus on learning \textit{Domain Invariant Representations}. It relies on the assumption that such representations are well-suited for learning the …

2019-07-29abs ↗pdf ↗

Combines adversarial and interventional robustness for machine learning models.

problem Designing robust models for distribution shifts in machine learning.
method RISe formulation using distributionally robust optimization.
result Demonstrates efficacy of RISe approach with synthetic and real-world datasets.

A new method for joint noise removal and trend estimation from sparse signals.

problem Jointly removing noise and estimating trends from sparse signals.
method PENDANTSS combines SOOT/SPOQ penalties with BEADS algorithm in a Trust-Region block alternating variable metric forward-backward approach.
result Outperforms comparable methods in deconvolving analytical chemistry signals.

FLIPHAT addresses joint differential privacy for high-dimensional sparse linear bandits.

problem Efficient sequential decision-making with high-dimensional sparse features and privacy concerns.
method FLIPHAT combines iterative forgetting and N-IHT for sparse linear regression, achieving optimal regret.
result FLIPHAT achieves optimal regret in terms of privacy parameters, context dimension, and time horizon.

Many natural signals exhibit a sparse representation, whenever a suitable describing model is given. Here, a linear generative model is considered, where many sparsity-based signal processing techniques rely on such a simplified model. As this model is often unknown for many classes of the signals, we need to select su…

2012-12-12abs ↗pdf ↗

Jointly learns feature and sample relevancies for robust sparse recovery.

problem Sparse recovery sensitivity to data contaminants like outliers or misspecified noise.
method Jointly learns feature and sample relevancies via marginal likelihood optimization.
result Consistent sparse and robust prediction models across diverse tasks.

DRSS method identifies unnecessary samples and features in DR covariate shift.

problem Identifying unnecessary samples and features in DR covariate shift.
method Combines DR learning and safe screening techniques.
result DRSS method provides reliable identification of unnecessary samples and features under specified distribution uncertainty.

Sparse coding is an unsupervised learning algorithm that learns a succinct high-level representation of the inputs given only unlabeled data; it represents each input as a sparse linear combination of a set of basis functions. Originally applied to modeling the human visual cortex, sparse coding has also been shown to …

2012-06-20abs ↗pdf ↗

New framework identifies worst-case shifts for predictive resource allocation models.

problem Identifying harmful shifts in predictive models for resource allocation.
method Hierarchical model structure and submodular optimization for worst-case loss.
result Empirical evidence shows divergent worst-case shifts identified by different metrics.

Sparse coding, which represents a data point as a sparse reconstruction code with regard to a dictionary, has been a popular data representation method. Meanwhile, in database retrieval problems, learning the ranking scores from data points plays an important role. Up to now, these two problems have always been conside…

2014-09-08abs ↗pdf ↗

A new method for estimating joint value functions in multi-scene reinforcement learning.

problem High variance in samples for policy gradient computations in multi-scene environments.
method Sparse attention mechanism over multiple value function hypotheses to approximate the true joint value function.
result Significant improvements in reward scores and enhanced navigation efficiency across OpenAI ProcGen environments.

Fairness measures fail in predictive settings that intentionally shift outcomes.

problem Fairness measures fail in performative prediction settings.
method Formalized concept shift and counterfactual outcomes.
result Predictors that are fair during training become unfair during deployment.

This paper addresses the problem of identifying a lower dimensional space where observed data can be sparsely represented. This under-complete dictionary learning task can be formulated as a blind separation problem of sparse sources linearly mixed with an unknown orthogonal mixing matrix. This issue is formulated in a…

2009-08-31abs ↗pdf ↗

Bayesian approach improves sparse PCE for high-dimensional problems.

problem Sparse PCE struggles with high-dimensional uncertainty and underdetermined situations.
method Joint shrinkage priors and MCMC for sparse PCE with uncertainty estimation.
result Bayesian PCE achieves sparse representations with higher polynomial degrees.

Proposes SGShift to identify shifted features causing model performance degradation under concept shift.

problem Concept shift leading to miscalibration in ML models across domains.
method SGShift method for identifying sparse set of shifted features using feature selection and statistical tools.
result SGShift identifies shifted features more accurately than baseline methods, requires few samples in the shifted domain, and is robust to complex cases.

The paper proposes a method to create domain-invariant representations using Wasserstein distance.

problem Domain shifts in training data affect machine learning model performance across different domains.
method The method combines classification/regression losses with a GAN-type discriminator to minimize the Wasserstein distance between domains.
result The approach produces the highest minimum classification accuracy and most invariant representation across domains.

SiMLR reduces complex biomedical data into simpler, interpretable forms.

problem Handling high-dimensional biomedical data for better understanding and prediction.
method Similarity-driven multi-view linear reconstruction (SiMLR) with novel objective function and regularization.
result SiMLR outperforms other methods in various biomedical datasets.

TILT improves target domain performance by penalizing an auxiliary component on unlabeled target inputs.

problem Improving performance on target domain under covariate shift.
method TILT uses a novel objective function to decompose the source predictor and penalize an auxiliary component on unlabeled target inputs.
result TILT improves target domain performance over source-only training and other baselines.

DeRegiME forecasts with regime structure, improving probabilistic predictions across various time series.

problem Probabilistic forecasting discards residual uncertainty, and distribution shifts are hard to capture.
method DeRegiME uses a sparse variational Gaussian process with a nonstationary regime-mixing kernel to separate latent uncertainty regimes.
result DeRegiME improves NLPD by 20.3% on average across benchmarks, with gains on CRPS and MSE.

Proposes a new method for joint sample and feature selection in multi-view data.

problem Cannot detect latent subsets of samples and remove outliers.
method Weighted Sparse Partial Least Squares (/0\ell_\infty/\ell_0-wsPLS) method for joint sample and feature selection.
result Developed globally convergent algorithm and iterative algorithms for multi-view data fusion.

Enhanced regime shifts detection using unstructured text and financial data.

problem Detecting regime shifts in financial markets is challenging due to noisy and multicollinear data.
method Combines LLM reasoning on unstructured text and statistical validation on financial time series.
result Framework achieves F1 score of 0.82, outperforming pure data-driven methods.