Research
On-device research index

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

Trend · papers per month

201401602802 · Jun 202019922001200920172026
48 results for Versatile Loss Function

Paper tackles tensor decomposition for unaligned observations using RKHS and novel loss functions.

problem Tackles tensor decomposition for unaligned observations.
method Uses functions in RKHS to represent mode with unaligned observations, introduces versatile loss function, proposes optimization algorithm and stochastic gradient method.
result Demonstrates improved tensor decomposition efficiency and effectiveness with synthetic and real data.

A new method, VIF, calculates influence for non-decomposable losses efficiently.

problem Efficiently calculating influence for complex machine learning models with non-decomposable losses.
method Revisiting influence function from robust statistics, proposing Versatile Influence Function (VIF) for any non-decomposable loss.
result VIF method is up to 10^3 times faster than brute-force methods and closely matches influence results.

In most machine learning training paradigms a fixed, often handcrafted, loss function is assumed to be a good proxy for an underlying evaluation metric. In this work we assess this assumption by meta-learning an adaptive loss function to directly optimize the evaluation metric. We propose a sample efficient reinforceme…

2019-05-15abs ↗pdf ↗

Unified framework for fair regression under demographic parity.

problem Ensuring fairness in regression tasks subject to demographic parity constraints.
method Proposes a unified framework applicable to various regression tasks with a broad spectrum of loss functions, derived a novel characterization of the fair risk minimizer, and established theoretical consistency and convergence rates.
result Effective minimization of risk while satisfying fairness constraints across various regression settings.

There are a variety of Domain Adaptation (DA) scenarios subject to label sets and domain configurations, including closed-set and partial-set DA, as well as multi-source and multi-target DA. It is notable that existing DA methods are generally designed only for a specific scenario, and may underperform for scenarios th…

2019-12-08abs ↗pdf ↗

Regularizes ML algorithms for robust multivariate analysis against distribution shifts.

problem Ensuring robustness of multivariate analysis algorithms against distribution shifts.
method Integrates a causal regularisation term into the loss function of multivariate analysis algorithms.
result Demonstrates improved out-of-distribution generalisation with reduced-rank regression and partial least squares.

A novel framework for regression with multiple experts, addressing challenges in infinite and continuous label spaces.

problem Challenges in regression with multiple experts due to the infinite and continuous nature of the label space.
method Introduces a novel framework for regression with deferral, analyzing both single-stage and two-stage scenarios with new surrogate loss functions.
result Proves HH-consistency bounds for both single-stage and two-stage methods, providing stronger guarantees than Bayes consistency.

The fused lasso penalizes a loss function by the L1L_1 norm for both the regression coefficients and their successive differences to encourage sparsity of both. In this paper, we propose a Bayesian generalized fused lasso modeling based on a normal-exponential-gamma (NEG) prior distribution. The NEG prior is assumed in…

2016-02-16abs ↗pdf ↗

Neural networks solve variational inequalities for optimal stopping problems.

problem Solving variational inequalities for optimal stopping problems in finance.
method Proposed neural network approach using loss functions directly incorporating variational inequality on whole domain.
result Existence and convergence of neural networks whose losses converge to zero.

FourNet approximates financial transition densities using Fourier transforms.

problem Approximating transition densities in finance with high accuracy.
method FourNet is a novel FFNN with Gaussian activation, learning from characteristic functions.
result FourNet can approximate transition densities arbitrarily well with finite neurons.

SA algorithms control dynamic regret in non-stationary settings with strong convexity or exp-concavity.

problem Non-stationary Online Convex Optimization with dynamic regret control.
method Strongly Adaptive (SA) algorithms view dynamic regret as path variation of the comparator sequence.
result SA algorithms achieve ildeO(TVTlogT) ilde O(\sqrt{TV_T} \vee \log T) and ildeO(dTVTdlogT) ilde O(\sqrt{dTV_T} \vee d\log T) dynamic regret for strongly convex and exp-concave losses, respectively.

It is a significant challenge to design probabilistic programming systems that can accommodate a wide variety of inference strategies within a unified framework. Noting that the versatility of modern automatic differentiation frameworks is based in large part on the unifying concept of tensors, we describe a software a…

2019-10-23abs ↗pdf ↗

This paper deals with the unsupervised domain adaptation problem, where one wants to estimate a prediction function ff in a given target domain without any labeled sample by exploiting the knowledge available from a source domain where labels are known. Our work makes the following assumption: there exists a non-linea…

2017-05-24abs ↗pdf ↗

New algorithms for constrained online optimization with memory and predictions.

problem Control of constrained dynamical systems and scheduling with reconfiguration budgets.
method Proposed algorithms achieving sublinear regret and constraint violation under time-varying constraints, both with and without predictions.
result First algorithms achieving sublinear regret and constraint violation in constrained online optimization with memory.

A new privacy accountant for Gaussian differential privacy measures individual privacy losses.

problem Bounding differential privacy loss for each participant in data analysis.
method Developed a privacy accountant for adaptive compositions of randomised mechanisms using Gaussian differential privacy.
result Provided optimal bounds for the Gaussian mechanism and constructed an approximative individual privacy accountant.

LibAUC optimizes X-risks for AI tasks like CID, LTR, and CLR.

problem Optimizing risk functions in AI for tasks like classification, ranking, and representation learning.
method Developed a new mini-batch pipeline for deep X-risk optimization (DXO) algorithms.
result Achieved great success in solving CID, LTR, and CLR tasks with faster convergence and scalable performance.

Restricted Boltzmann machines (RBMs) are a powerful class of generative models, but their training requires computing a gradient that, unlike supervised backpropagation on typical loss functions, is notoriously difficult even to approximate. Here, we show that properly combining standard gradient updates with an off-gr…

2020-01-15abs ↗pdf ↗

We study the problem of learning classifiers robust to universal adversarial perturbations. While prior work approaches this problem via robust optimization, adversarial training, or input transformation, we instead phrase it as a two-player zero-sum game. In this new formulation, both players simultaneously play the s…

2018-09-20abs ↗pdf ↗

This thesis tackles learning with multi-class abstention and multi-expert deferral, improving model reliability and efficiency.

problem Improving model reliability and efficiency in large language models (LLMs) by leveraging multiple experts.
method Developed new surrogate losses and consistency guarantees for multi-class classification and regression with deferral.
result Strong consistency guarantees for surrogate losses in multi-class classification and regression with deferral.

New bounds show linear predictors rarely overfit with certain optimization methods.

problem Bounding test error for linear predictors with stochastic optimization methods.
method Coupling argument for fixed point methods like stochastic and batch mirror descent.
result Locally-adapted rates that depend on predictor properties, not global problem structure.

Deep neural networks for structured prediction using kernel-induced losses.

problem Structured prediction tasks for images and texts.
method Designing a novel family of deep neural architectures that predict in a finite-dimensional subspace derived from the kernel-induced loss.
result Gradient descent algorithms can be used for structured prediction with deep neural networks.

Unified approach for multimodal data prediction using synthetic data generation.

problem Challenges in integrating heterogeneous data types for accurate predictive performance.
method Generative Distribution Prediction (GDP) framework that uses multimodal synthetic data generation.
result Empirical validation across four tasks demonstrates versatility and effectiveness of GDP.

New inequalities help optimize first-order algorithms for statistical risk analysis.

problem Optimizing first-order iterative algorithms for statistical risk analysis.
method Introducing basic inequalities that connect implicit and explicit regularization.
result The basic inequalities translate the number of iterations into an effective regularization coefficient.

This paper learns state, dynamics, and filtering algorithms together for data assimilation.

problem Costly parameter tuning and inaccurate dynamics models hinder data assimilation algorithms.
method Auto-differentiable data assimilation framework that learns state, dynamics, and parameters via gradient-based optimization.
result Several data assimilation methods can be learned or tuned within this framework.

SRCA reduces high-dimensional data to lower dimensions while preserving geometric structures.

problem High-dimensional datasets with underlying geometric structures.
method Spherical Rotation Component Analysis (SRCA) incorporating geometric loss functions.
result SRCA provides a low-rank spherical representation of data with general theoretic guarantees.

Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various probability measures, as in the Wasserstein barycenter problem, or to carry out param…

2018-11-13abs ↗pdf ↗