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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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184367551734 · Jun 202019922001200920172026
48 results for Square loss mutual information

Feature selection is a technique to screen out less important features. Many existing supervised feature selection algorithms use redundancy and relevancy as the main criteria to select features. However, feature interaction, potentially a key characteristic in real-world problems, has not received much attention. As a…

2012-10-06abs ↗pdf ↗

Two novel methods estimate multiple FDR directions for binary categorical responses.

problem Estimating multiple FDR directions for categorical responses.
method Information maximization and square loss mutual information.
result Statistical consistency of the proposed methods established.

Estimating mutual information is an important statistics and machine learning problem. To estimate the mutual information from data, a common practice is preparing a set of paired samples {(xi,yi)}i=1ni.i.d.p(x,y)\{(\mathbf{x}_i,\mathbf{y}_i)\}_{i=1}^n \stackrel{\mathrm{i.i.d.}}{\sim} p(\mathbf{x},\mathbf{y}). However, in many situations, it…

2019-09-05abs ↗pdf ↗

New tighter bounds for learning algorithms from Steinke & Zakynthinou's supersample setting.

problem Improving generalization bounds for machine learning algorithms.
method Information-theoretic approach using projected loss and Rademacher sequence.
result The new bounds are tighter than previous information-theoretic bounds.

We decompose the squared price-of-risk premium into three components: intervention-stable premium, confounding wedge, and information loss.

problem Decomposing the squared price-of-risk premium into its components
method Identifying an order-three obstruction to aggregation across portfolios
result The decomposition is estimable and detectable with a permutation-calibrated screen

Cross-entropy loss linked to metric learning, outperforming complex pairwise losses.

problem Improving metric learning performance without complex optimization schemes.
method Theoretical analysis linking cross-entropy to pairwise losses, showing cross-entropy as an upper bound and equivalent to mutual information maximization.
result Minimizing cross-entropy is equivalent to maximizing mutual information, leading to state-of-the-art performance.

Semi-supervised clustering aims to introduce prior knowledge in the decision process of a clustering algorithm. In this paper, we propose a novel semi-supervised clustering algorithm based on the information-maximization principle. The proposed method is an extension of a previous unsupervised information-maximization …

2013-04-30abs ↗pdf ↗

Forecastability measures predictive information across horizons.

problem How much predictive information is available at each prediction horizon?
method Develops the consequences of mutual information between future observations and information set.
result Forecastability is a profile reflecting process dependence structure, with properties like compression and truncation error.

IndiSeek learns disentangled representations by balancing independence and completeness.

problem Learning disentangled representations with mutual information in multi-modal data.
method Combines independence-enforcing objective with a reconstruction loss that bounds conditional mutual information.
result Demonstrates effectiveness on synthetic data, CITE-seq, and real-world multi-modal benchmarks.

New bounds derived for machine learning algorithms using convex functions.

problem Bounding generalization error in machine learning.
method Using strongly convex functions and subgaussian loss tails, derived new generalization bounds.
result Generalization bounds can be derived using any strongly convex function of the joint input-output distribution.

InfoPrompt improves soft prompt tuning by maximizing mutual information, leading to better performance.

problem High sensitivity of prompt tuning to initial conditions and insufficient task-relevant information.
method Develops an information-theoretic framework to maximize mutual information between prompts and model parameters, using novel loss functions.
result InfoPrompt accelerates convergence and outperforms traditional methods.

Proposes a method to improve financial time series forecasting using compact representations and contrastive loss.

problem Financial time series forecasting with small datasets and overfitting issues.
method Class-conditioned latent variable model, mutual information maximization, contrastive loss, deep autoregressive models.
result Empirical experiments show improved performance compared to state-of-the-art methods.

This work improves generalisation bounds using chaining and information theory.

problem Improving generalisation bounds for supervised learning algorithms.
method Developed a theoretical framework linking generalisation bounds to their chained counterparts, derived new bounds using Wasserstein distance.
result Chained generalisation bounds can be tighter than standard bounds, especially for concentrated hypothesis distributions.

Proposes IIB for domain generalization, overcoming failure modes of IRM.

problem Domain generalization with nonlinear classifiers and pseudo-invariant features.
method Invariant Information Bottleneck (IIB) using mutual information and variational formulation.
result Significantly outperforms IRM on synthetic datasets and real-world benchmarks.

The paper establishes bounds for transductive learning using information theory.

problem Transductive learning generalization gap control.
method Information theory, PAC-Bayes, mutual information, conditional mutual information, different information measures.
result Established transductive information-theoretic and PAC-Bayesian bounds.

Develops a new self-supervised learning method combining contrastive and non-contrastive approaches.

problem Leveraging unlabeled data for representation learning, especially with high variance and low batch sizes.
method Converts a contrastive method (Spectral Contrastive Loss) into a non-contrastive form (MINC loss) to reduce variance and mutual information.
result MINC loss consistently improves upon the Spectral Contrastive loss baseline in learning image representations.

A novel method integrates feature and topology views for unsupervised graph representation learning.

problem Lack of mutual information across feature and topology views in graph representation learning.
method Proposes a multi-view representation learning module and a common representation learning module using mutual information maximization and reconstruction loss minimization.
result Demonstrates effectiveness in integrating feature and topology views, achieving comparable or better performance than supervised methods.

A new mutual information optimization method using self-supervised binary contrastive learning.

problem Improving self-supervised contrastive learning for better model performance.
method Proposes a novel loss function for contrastive learning that optimizes mutual information in positive and negative pairs.
result The proposed method outperforms state-of-the-art self-supervised contrastive frameworks on various benchmark datasets.

The paper introduces V(I) to guide algorithm choice and parameter tuning in financial forecasting.

problem Selecting optimal algorithms and tuning parameters for financial time-series forecasting.
method Estimating Shannon's mutual information and using it to define performance bounds.
result Illustrates the value of information for mean-square error minimization in cryptocurrency forecasts.

New bounds using samplewise evaluated CMI for deep neural networks.

problem Improving generalization bounds for deep neural networks.
method Introduced a new family of information-theoretic generalization bounds using samplewise evaluated conditional mutual information (CMI).
result The new bounds can be tighter than previous ones for deep neural networks.

A variety of graph neural networks (GNNs) frameworks for representation learning on graphs have been recently developed. These frameworks rely on aggregation and iteration scheme to learn the representation of nodes. However, information between nodes is inevitably lost in the scheme during learning. In order to reduce…

2019-05-21abs ↗pdf ↗

This paper tightens information-theoretic bounds on generalization errors.

problem Understanding the discrepancy between training and testing data losses.
method Investigates the tightness of information-theoretic bounds on generalization error.
result The individual sample mutual information bound can be asymptotically tight under specific assumptions.

Lower bounds on Bayes risk for realizable models derived using information theory.

problem Deriving lower bounds on Bayes risk for realizable machine learning models.
method Information-theoretic analysis using rate-distortion theory and mutual information.
result Lower bounds on Bayes risk for realizable models, matching known bounds up to logarithmic factors.

The paper bounds generalization error for iterative learning with bounded updates.

problem Generalization error of iterative learning algorithms with bounded updates for non-convex loss functions.
method Information-theoretic techniques, reformulating mutual information as update uncertainty, variance decomposition.
result Improved generalization error bounds for iterative learning algorithms with bounded updates.

Paper finds formulas for mutual information and MMSE in matrix tensor product problems.

problem High-dimensional inference problems involving matrix tensor products.
method Single-letter formulas for mutual information and MMSE, using new techniques.
result Analytical formulas describe leading order terms in mutual information and MMSE.

New insights into encoder-decoder structures using information measures.

problem Understanding the role of encoder-decoder design in machine learning.
method Using information sufficiency and mutual information loss concepts.
result Characterizes the expressiveness loss in encoder-decoder designs.

Study on limits of LLM-based multi-agent planning reliability.

problem Reliability limits of LLM-based multi-agent planning.
method Modeling LLM-based multi-agent architecture as a decision network, showing dominance by centralized Bayes decision maker.
result Optimizing multi-agent directed acyclic graphs under communication budget is equivalent to choosing a constrained experiment.

Proposes VCLANC for attributed network clustering using node and attribute embeddings.

problem Lack of mutual affinity exploitation between nodes and attributes in graph convolution.
method Dual variational auto-encoders for node and attribute embeddings, Gaussian mixture model priors, mutual distance and clustering assignment hardening losses.
result Demonstrates effectiveness on real-world attributed network datasets.

Bayesian nonparametric framework improves robustness of MI estimation.

problem Challenges in exact MI computation in high dimensions with intractable likelihoods.
method Uses a Dirichlet process posterior to regularize MI loss, reducing sensitivity to fluctuations and outliers.
result Significant improvements in convergence over EDF-based methods, enhancing robustness and accuracy.

Two new undersampling methods improve classification accuracy for imbalanced datasets.

problem Class imbalance and distributional differences in large datasets lead to biased models and poor predictive performance.
method Mutual information-based stratified simple random sampling and support points optimization.
result Empirical results show higher balanced classification accuracy compared to traditional techniques.

CGRL improves graph neural networks' OOD generalization by blocking spurious correlations.

problem Graph Neural Networks struggle with out-of-distribution data due to learning spurious correlations.
method Formulates a causal graph, uses backdoor adjustment, and introduces a loss replacement strategy.
result Significantly improves OOD generalization of GNNs, stabilizing mutual information learning.

Redundancy improves learning stability and generalization in structured systems.

problem Understanding redundancy in structured systems for learning and generalization.
method Developed a theoretical framework that redefines redundancy as a geometric principle unifying various measures.
result Redundancy balances structure and coupling, leading to optimal stability and generalization.