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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.

168,657 papers · 148 categories

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62123185246 · Jun 202019922001200920172026
48 results for Uncertain labels

Matching the performance of conditional Generative Adversarial Networks with little supervision is an important task, especially in venturing into new domains. We design a new training algorithm, which is robust to missing or ambiguous labels. The main idea is to intentionally corrupt the labels of generated examples t…

2019-06-09abs ↗pdf ↗

We propose Generative Well-intentioned Networks (GWINs), a novel framework for increasing the accuracy of certainty-based, closed-world classifiers. A conditional generative network recovers the distribution of observations that the classifier labels correctly with high certainty. We introduce a reject option to the cl…

2019-10-28abs ↗pdf ↗

The paper tackles multi-label ranking with uncertain probabilities.

problem Making skeptical inferences for multi-label ranking with sets of probabilities.
method Assumes a convex set of probabilities (credal set) over labels and seeks set-valued predictions.
result Developed methods for making skeptical inferences in multi-label ranking with uncertain probabilities.

Improved drug-protein interaction prediction using FTL method.

problem Predicting drug-protein interactions from noisy data with uncertain labels.
method Filtered Transfer Learning (FTL) method that fine-tunes a deep neural network across multiple tiers of data confidence.
result FTL method outperforms deep neural networks trained on single confidence ranges.

Most recent semi-supervised deep learning (deep SSL) methods used a similar paradigm: use network predictions to update pseudo-labels and use pseudo-labels to update network parameters iteratively. However, they lack theoretical support and cannot explain why predictions are good candidates for pseudo-labels. In this p…

2019-08-09abs ↗pdf ↗

Classical clustering algorithms typically either lack an underlying probability framework to make them predictive or focus on parameter estimation rather than defining and minimizing a notion of error. Recent work addresses these issues by developing a probabilistic framework based on the theory of random labeled point…

2018-06-02abs ↗pdf ↗

Study improves resilience against adversarial clean-label attacks in real and noisy settings.

problem Ensuring accurate predictions in the presence of adversarial clean-label samples.
method Sequential learning from a stream of i.i.d. data, allowing abstention for uncertain predictions.
result Theoretical analysis and adaptations for the agnostic setting with a clean-label adversary and noise.

New method improves deep learning models in noisy label classification.

problem Improving deep learning models in noisy label classification.
method Analyzes loss and uncertainty changes during training, designs a new robust training method.
result Significantly outperforms other state-of-the-art methods in various deep learning models.

OPAL optimizes labeling strategy for precise inference from uncertain models.

problem Inference from uncertain machine learning models is brittle.
method OPAL learns a smooth policy to adaptively label data points based on model uncertainty.
result OPAL yields estimators with the lowest variance and achieves nominal coverage in finite samples.

The paper explores how to handle uncertain evidence in probabilistic models.

problem Handling uncertain evidence in probabilistic models and stochastic simulators.
method The paper considers distributional evidence, Jeffrey's rule, and virtual evidence as methods for interpreting uncertain evidence.
result The paper provides guidelines on how to account for uncertain evidence and highlights the importance of careful consideration.

Adversarial examples are delicately perturbed inputs, which aim to mislead machine learning models towards incorrect outputs. While most of the existing work focuses on generating adversarial perturbations in multi-class classification problems, many real-world applications fall into the multi-label setting in which on…

2019-01-02abs ↗pdf ↗

This paper studies the problem of Generalized Zero-shot Learning (G-ZSL), whose goal is to classify instances belonging to both seen and unseen classes at the test time. We propose a novel space decomposition method to solve G-ZSL. Some previous models with space decomposition operations only calibrate the confident pr…

2018-10-17abs ↗pdf ↗

New method uses conformalization to create classification regions from ambiguous labels.

problem Creating provable guarantees in classification with uncertain labels.
method Conformal methods applied to credal regions for classification problems.
result New method provides smaller and more disentangled prediction sets.

In this paper, within the framework of uncertainty theory, the valuation of equity warrants is investigated. Different from the methods of probability theory, the equity warrants pricing problem is solved by using the method of uncertain calculus. Based on the assumption that the firm price follows an uncertain differe…

2017-11-22abs ↗pdf ↗

Quantum methods model uncertain volatility in financial markets.

problem Modeling financial asset prices with uncertain volatility.
method Quantum stochastic calculus with unitary and non-unitary time evolution.
result Different volatility levels encoded in quantum states, leading to varied market price evolutions.

New model predicts dynamic volatility in uncertain financial markets.

problem Predicting dynamic volatility in financial markets with uncertainty.
method Generalized Barndorff-Nielsen and Shephard (BN-S) model considering delay and fuzziness.
result Effective prediction of dynamic volatility with improved performance.

This paper extends transfer learning for linear regression to uncertain domain information.

problem Transfer learning for linear regression with uncertain domain information.
method A Dirichlet process is used to infer latent domain information from regression coefficients. A novel framework considers the joint distribution of variables.
result The proposed method controls bias better than previous pseudo-labelling approaches.

New algorithm for reinforcement learning in uncertain environments with unknown thresholds.

problem Safety in reinforcement learning in unknown and uncertain environments.
method Growing-Window estimator sampling and Stochastic Pessimistic-Optimistic Thresholding (SPOT) algorithm.
result Achieves sublinear regret and constraint violation of ildeO(T) ilde{\mathcal{O}}(\sqrt{T}).

Vote-boosting is a sequential ensemble learning method in which the individual classifiers are built on different weighted versions of the training data. To build a new classifier, the weight of each training instance is determined in terms of the degree of disagreement among the current ensemble predictions for that i…

2016-06-30abs ↗pdf ↗

This work addresses fairness in ML models by training and evaluating attribute classifiers under uncertain and incomplete data.

problem Challenges in fairness metrics due to uncertain and incomplete data.
method Developed a theoretical and empirical analysis to understand and improve bias estimation in the data-scarce regime.
result The test accuracy of the attribute classifier is not always correlated with its effectiveness in bias estimation.

A method for accurate pricing of multidimensional derivatives under uncertain volatility.

problem High-dimensional stochastic control problem in uncertain volatility model.
method Backward actor-critic stochastic policy gradient scheme combining DP, PPO, and neural networks.
result Accurate and efficient pricing of multidimensional derivatives compared to benchmarks.

The paper addresses portfolio allocation with uncertain covariance matrices, finding a logarithmic risk dependence.

problem Portfolio allocation with uncertain covariance matrices.
method Calculates the expected value of CARA utility function over a distribution of covariance matrices, considering uncertainty in future returns and covariances.
result Marginalization introduces a logarithmic dependence on risk, leading to lower allocation levels for higher uncertainties.

Bayesian Gaussian process models handle uncertain data locations in PDE approximations.

problem Handling uncertainties in data locations for PDE approximations.
method Bayesian inference of uncertain inputs integrated into Gaussian process predictions.
result Substantial reduction in predictive uncertainties achieved through Bayesian inference.

FDR-SVM improves classification robustness in federated learning with uncertain data.

problem Federated learning with uncertain and private client data.
method Develops FDR-SVM, a robust SVM approach using a mixture of Wasserstein balls ambiguity set.
result Establishes theoretical guarantees and derives algorithms with performance bounds.

Framework for games with uncertain parameters, ensuring no player can improve by changing strategy.

problem Non-cooperative games with globally uncertain parameters and no common prior.
method Mixed strategies and subjective priors, Extended Equilibrium defined by fixed-point argument.
result Existence of Extended Equilibrium under certain conditions.

SADA safely combines predictions from various models for semi-supervised learning.

problem Combining uncertain quality predictions from multiple models in semi-supervised learning.
method Safe and adaptive aggregation of black-box predictions.
result The method guarantees better performance than using labeled data alone and adapts to perfect predictions.

IDT learns human preferences from uncertain decisions, even when humans are suboptimal.

problem Learning human preferences from uncertain and suboptimal decisions.
method Inverse decision theory (IDT) framework, statistical analysis of IDT, characterizing sample complexity.
result Learning preferences is easier when decisions are more uncertain, even if humans are suboptimal.

The paper tackles robust control with uncertain dependence using data-driven methods.

problem Nonparametric robust control under dependence uncertainty in multi-period stochastic systems.
method Nonparametric adaptive robust control framework using stochastic gradient descent ascent algorithm.
result The controller benefits from knowing more about the uncertain model.