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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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52105157209 · Jun 202019922001200920172026
48 results for Uncertainty Mitigation

Proposes a method to quantify and explain deep learning model uncertainties.

problem Deep learning model predictions are sensitive to perturbations and adversarial attacks.
method Gradient-based uncertainty attribution method to identify problematic regions and propose mitigation strategies.
result Proposed UA-Backprop method achieves competitive accuracy and efficiency compared to existing methods.

Combines Laplace approximations of deep networks for better uncertainty quantification.

problem Overconfident predictions on outliers in deep learning models.
method Gaussian mixture model posterior using weighted sum of Laplace approximations of pre-trained deep networks.
result Mitigates overconfidence 'far away' from training data.

This work introduces uncertainty principles to mitigate Maximal Extractable Value in blockchain systems.

problem Maximal Extractable Value (MEV) in decentralized systems due to transaction submission privacy and monopolist power.
method Unified approaches via uncertainty principles, akin to harmonic analysis and physics, to quantify trade-offs between transaction flexibility and user economic payoff.
result Demonstrates a quantitative trade-off between transaction flexibility and user economic payoff, analogous to the Nyquist-Shannon sampling theorem.

ARO overfits by making constraints dependent on uncertainty, leading to brittleness.

problem ARO's adaptive policies become brittle when realizations fall outside the uncertainty set.
method Assigning constraint-specific uncertainty set sizes with probabilistic guarantees.
result Regularization through specific uncertainty set sizes ensures stability and flexibility.

New RL algorithm learns good actions from offline data, reducing uncertainty and divergence.

problem Limited applicability of current RL algorithms in real-world settings due to high costs of exploration.
method Proposes an algorithm for batch RL using a fixed offline dataset, with penalties for policy and value constraints.
result Compared favorably to state-of-the-art methods on 32 continuous-action benchmarks.

Method converts neural networks to function space for better uncertainty quantification.

problem Lack of uncertainty estimates and difficulty in incorporating new data in deep neural networks.
method Dual parameterization to convert from weight space to function space, enabling sparse representation.
result Compact and principled way to capture uncertainty and incorporate new data.

Enhances reinforcement learning uncertainty estimation with a generalized Gaussian error model.

problem Inaccurate error representations and compromised uncertainty estimation in conventional uncertainty-aware TD learning.
method Introduces a novel framework for generalized Gaussian error modeling in deep reinforcement learning, incorporating higher-order moments, particularly kurtosis, to improve uncertainty estimation and mitigation.
result Significant performance gains in policy gradient algorithms with the proposed framework.

New method reduces uncertainty in AI-driven Monte Carlo simulations.

problem Epistemic uncertainty in AI surrogate models affects Monte Carlo sampling outcomes.
method Penalty Ensemble Method (PEM) modifies Metropolis acceptance rule to increase rejection probability in uncertain regions.
result PEM enhances reliability of Monte Carlo simulations by reducing uncertainty propagation.

Model shows how discount rates affect intergenerational equity in climate mitigation.

problem Intergenerational equity in climate mitigation decisions.
method Extended DICE model with stochastic discount rates and financing extensions.
result Discount-rate uncertainty amplifies intergenerational inequality in climate mitigation.

Early stopping methods reduce unnecessary reasoning steps in LLMs by monitoring uncertainty signals.

problem LLMs sometimes generate unnecessary reasoning steps, especially under uncertainty.
method Statistically principled early stopping methods that monitor uncertainty signals during generation.
result Uncertainty-aware early stopping improves efficiency and reliability in LLM reasoning, especially in math reasoning.

Non-parametric bootstrap improves robust portfolio and trading strategy optimization.

problem Mitigating uncertainty in expected returns and covariances in financial decision-making.
method Non-parametric bootstrap framework for robust optimization without distributional assumptions.
result Improved out-of-sample performance with smoother, more stable results.

UTE improves reinforcement learning by measuring action uncertainty, enhancing policy learning efficiency.

problem Degrading performance of action repetition in reinforcement learning, especially with sub-optimal actions.
method UTE uses ensemble methods to measure uncertainty during action extension, allowing strategic exploration or certainty.
result UTE outperforms existing action repetition algorithms, significantly enhancing policy learning efficiency.

FAML addresses biased evidence learning in multi-view learning, improving fairness and prediction reliability.

problem Biased evidence learning in multi-view learning, leading to unreliable uncertainty estimation.
method FAML introduces an adaptive prior and fairness constraint to balance evidence allocation across views.
result FAML enhances fairness and improves prediction reliability compared to state-of-the-art methods.

Paper analyzes uncertainty metrics in ensemble learning for healthcare AI.

problem Selecting appropriate uncertainty metrics for ensemble learners in healthcare AI.
method Rigorous analysis of two uncertainty metrics: ensemble mean and variance.
result Ensemble mean is preferable to ensemble variance for decision making in healthcare AI.

The paper tackles biases in session-based recommender systems by modeling user interest as a stochastic process.

problem Data uncertainty, popularity bias, and exposure bias in session-based recommender systems.
method The paper proposes treating user interest as a stochastic process in the latent space, debiasing item embeddings, modeling dense user interest, and introducing fake targets to simulate extended exposure.
result The proposed approach mitigates challenges in session-based recommender systems, as shown by computational experiments on various datasets.

The uncertainty measurement of classifiers' predictions is especially important in applications such as medical diagnoses that need to ensure limited human resources can focus on the most uncertain predictions returned by machine learning models. However, few existing uncertainty models attempt to improve overall predi…

2019-07-17abs ↗pdf ↗

Modeling climate change costs with stochastic interest rates shows inequality, but funding abatement can reduce this.

problem Evaluating the costs and benefits of climate change mitigation with uncertain discount rates.
method Amended DICE model with stochastic interest rates and funding abatement costs.
result Introducing funding abatement can reduce intergenerational inequality in climate change costs.

This research improves neural network uncertainty estimates and reliability.

problem Lack of inherent uncertainty estimates and variability in softmax scores.
method Ensemble-based Dirichlet modeling with method of moments estimator.
result Improved stability and predictive uncertainty estimates.

Characterizes uncertainty in high-dimensional linear classification models.

problem Assessing uncertainty in high-dimensional linear classification models.
method Approximate message passing algorithm for posterior marginals, closed-form formula for joint statistics.
result Closed-form formula for joint statistics between logistic classifier, Bayesian uncertainty, and ground-truth probit uncertainty.

Proposes CPO framework for robust decision-making with explainable uncertainty regions.

problem Overly conservative uncertainty regions in data-driven optimization lead to suboptimal decisions.
method Conformal-Predict-Then-Optimize (CPO) framework using conditional generative models and visual summaries.
result Demonstrates improved robustness and explainability in decision-making.

GCNs favor high-degree nodes, leading to biased performance; a new method mitigates this.

problem Degree-related biases in GCNs, especially for low-degree nodes.
method Developed a novel SL-DSGC that reduces model and data biases.
result SL-DSGC improves GCN accuracy significantly for low-degree nodes.

FedGTEA learns new tasks in federated learning with task embeddings and alignment.

problem Federated class-incremental learning with task-specific knowledge and model uncertainty.
method Cardinality-Agnostic Task Encoder (CATE) for Gaussian task embeddings, 2-Wasserstein distance for inter-task alignment.
result FedGTEA achieves superior classification performance and mitigates forgetting.

Proposes a method to adapt DNNs to drift in data distribution.

problem Adapting to out-of-distribution data and shifting objectives.
method Bayesian Inference, Variational Density Propagation, Evidence Lower Bound (ELBO), Minimum Description Length (MDL) Principle.
result Minimizes catastrophic forgetting by approximating MDL principle.

New method uses optimal transport to improve conformal prediction under distribution shifts.

problem Improving conformal prediction's coverage in non-exchangeable settings.
method Optimal transport to estimate and mitigate distribution shifts.
result Estimates and mitigates loss in coverage for arbitrary distribution shifts.

Unified framework for reliable uncertainty quantification in RL.

problem Uncertainty quantification in high-stakes reinforcement learning.
method Unified conformal prediction framework integrating distributional RL and conformal calibration.
result Significantly improved coverage and reliability over standard methods.

Study finds more flood risk strategies can improve outcomes in NYC.

problem Managing future flood risks with complex models.
method Used an intermediate complexity model to analyze flood risk strategies.
result More combinations of risk mitigation strategies expand the solution set and improve outcomes.

Continual learning aims to learn new tasks without forgetting previously learned ones. This is especially challenging when one cannot access data from previous tasks and when the model has a fixed capacity. Current regularization-based continual learning algorithms need an external representation and extra computation …

2019-06-06abs ↗pdf ↗

Proposes a three-stage debiasing framework to improve out-of-distribution accuracy.

problem Inaccurate uncertainty estimations in bias-only models damage ensemble-based debiasing performance.
method Calibrates the bias-only model to improve its uncertainty estimations, creating a three-stage ensemble-based debiasing framework.
result The three-stage debiasing framework consistently outperforms traditional methods in out-of-distribution accuracy.

Proposes a method to quantify uncertainty in DNN models for discrete inputs.

problem Uncertainty quantification for DNN models with categorical and discrete feature variables.
method Develops a mathematical framework to quantify prediction uncertainty from discrete input noise and model parameters.
result Identifies risk-sensitive cases prone to misclassification due to discrete predictor errors.

Robust reinforcement learning aims to produce policies that have strong guarantees even in the face of environments/transition models whose parameters have strong uncertainty. Existing work uses value-based methods and the usual primitive action setting. In this paper, we propose robust methods for learning temporally …

2018-02-09abs ↗pdf ↗

Improved Gaussian Process model for predicting trajectories without independence assumption errors.

problem Incorrect independence assumption in previous work on Gaussian Process uncertainty propagation.
method Proposed a novel piecewise linear approximation to correct the independence assumption in continuous models.
result Corrected the independence assumption in Gaussian Process models for predicting trajectories.

Thompson Sampling with bilateral uncertainty improves performance in Bayesian Optimization.

problem Twin difficulties of modeling and searching complex functions in high dimensions.
method Exploiting conditional independence, Thompson Sampling respecting bilateral uncertainty (BU).
result Thompson Sampling with BU is more effective than the additive approximation in small budgets.

New method reduces over-pessimism in Bayesian control under parameter uncertainty.

problem Over-pessimism in Bayesian control due to misspecified priors.
method Distributionally robust Bayesian control (DRBC) with strong duality and optimization.
result Validated algorithm on synthetic and real data, reducing over-pessimism.

Paper proposes a probabilistic alignment method for domain adaptation.

problem Latent distribution mismatch and miscalibrated uncertainty in adapting large-scale models.
method Bayesian latent transport framework with PAC-Bayesian regularization.
result Reduction in latent manifold discrepancy and improved uncertainty calibration.