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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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80161241321 · Jun 202019922001200920172026
48 results for active strategies

Active data collection improves convergence rates in operator learning.

problem Improving convergence rates in operator learning with linear target and stochastic input.
method Active data collection strategies with mean-zero stochastic process and continuous covariance kernels.
result Achieves arbitrarily fast error convergence rates with eigenvalue decay of covariance kernels.

New active learning strategy improves decision-making accuracy.

problem Maximizing decision-making accuracy in sequential data acquisition.
method Introduces a novel active learning criterion that maximizes expected information gain on the posterior decision distribution.
result Improved performance in decision-making accuracy compared to existing alternatives.

We consider active learning of deep neural networks. Most active learning works in this context have focused on studying effective querying mechanisms and assumed that an appropriate network architecture is a priori known for the problem at hand. We challenge this assumption and propose a novel active strategy whereby …

2018-11-19abs ↗pdf ↗

Develops a numerical method for LRM strategies in BNS models with infinite active jumps.

problem Calculating locally risk-minimizing strategies for non-martingale BNS models with infinite active jumps.
method Modified Malliavin calculus expression and Monte Carlo method for non-martingale BNS models.
result Proposes a numerical method for LRM strategies in non-martingale BNS models with infinite active jumps.

Study shows big winner stocks significantly impact passive and active investment strategies.

problem Impact of big winner stocks on passive and active investment strategies.
method Numerical and analytical techniques applied to historical stock price data.
result Concentrated portfolios underperform equally weighted indexes due to missing big winner stocks.

In this work, we propose a novel framework for the labeling of entity alignments in knowledge graph datasets. Different strategies to select informative instances for the human labeler build the core of our framework. We illustrate how the labeling of entity alignments is different from assigning class labels to single…

2020-01-24abs ↗pdf ↗

Active learning from demonstration allows a robot to query a human for specific types of input to achieve efficient learning. Existing work has explored a variety of active query strategies; however, to our knowledge, none of these strategies directly minimize the performance risk of the policy the robot is learning. U…

2019-01-08abs ↗pdf ↗

We propose a general-purpose approach to discovering active learning (AL) strategies from data. These strategies are transferable from one domain to another and can be used in conjunction with many machine learning models. To this end, we formalize the annotation process as a Markov decision process, design universal s…

2018-10-09abs ↗pdf ↗

Training examples are not all equally informative. Active learning strategies leverage this observation in order to massively reduce the number of examples that need to be labeled. We leverage the same observation to build a generic strategy for parallelizing learning algorithms. This strategy is effective because the …

2013-10-30abs ↗pdf ↗

We present the first adaptive strategy for active learning in the setting of classification with smooth decision boundary. The problem of adaptivity (to unknown distributional parameters) has remained opened since the seminal work of Castro and Nowak (2007), which first established (active learning) rates for this sett…

2017-11-25abs ↗pdf ↗

Unified study of active learning for deep neural networks.

problem Improving performance of deep neural networks through active learning.
method Investigation of incremental and cumulative training modes, model configurations, query strategies, and pseudo-labels.
result Proposed more efficient querying procedures and insights into active learning behavior.

Crowdsourcing and active learning reduce manual annotation in social media event classification.

problem Manual annotation is time-consuming and resource-intensive in social media event classification.
method Crowdsourcing pipeline combined with active learning strategies.
result Active learning strategies help reduce the number of tweets needed for classification.

Active learning has long been a topic of study in machine learning. However, as increasingly complex and opaque models have become standard practice, the process of active learning, too, has become more opaque. There has been little investigation into interpreting what specific trends and patterns an active learning st…

2017-07-31abs ↗pdf ↗

This paper explores portfolio management strategies to maximize alpha and minimize beta.

problem Maximizing returns while minimizing risk in investment portfolios.
method Examines asset allocation, diversification, active management, and risk management strategies.
result Combining these strategies optimizes portfolio performance.

The paper tackles matching a desired mean in causal systems through shift interventions.

problem Matching a desired mean in causal systems.
method Defining Markov equivalence classes, proposing active learning strategies, deriving lower bounds.
result Proposed active learning strategies require fewer interventions than previous approaches, especially for certain graph classes.

This study improves stock investment strategies using advanced neural networks.

problem Improving stock investment strategies for better performance.
method Used LSTM-GRU neural networks combined with SVM for stock prediction.
result LSTM-GRU outperformed benchmarks in stock predictions.

Wasserstein active regression improves estimation precision.

problem Improving regression model accuracy through active learning.
method Combines Wasserstein distance and GroupSort Neural Networks for uncertainty quantification.
result Wasserstein active regression often provides more precise estimations.

New method corrects active learning for distribution shifts and outliers.

problem Conventional active learning methods fail to account for test-time distribution.
method JEPIG, a hybrid of BALD and EPIG, maximizes expected predictive information gain.
result JEPIG outperforms conventional methods in active learning with distribution shifts.

AMSAs adaptively manage crypto-currency trading by selecting multiple strategies based on market conditions.

problem Maximizing gains in volatile crypto-currency markets with high uncertainty.
method AMSAs use multiple sub-agents with different strategies, dynamically selecting them based on market conditions.
result AMSAs can achieve high positive alpha in long-term crypto-currency trading.

Erbium-doped fiber amplifier (EDFA) is an optical amplifier/repeater device used to boost the intensity of optical signals being carried through a fiber optic communication system. A highly accurate EDFA model is important because of its crucial role in optical network management and optimization. The input channels of…

2019-02-05abs ↗pdf ↗

Framework improves CATE estimation by aligning active learning with causal objectives.

problem High cost of outcome measurements limits CATE estimation.
method Causal-EPIG framework, targeting unobservable causal quantities.
result Strategies outperform standard baselines, revealing context-dependent optimal approaches.

We investigate different strategies for active learning with Bayesian deep neural networks. We focus our analysis on scenarios where new, unlabeled data is obtained episodically, such as commonly encountered in mobile robotics applications. An evaluation of different strategies for acquisition, updating, and final trai…

2017-03-21abs ↗pdf ↗

This work addresses various open questions in the theory of active learning for nonparametric classification. Our contributions are both statistical and algorithmic: -We establish new minimax-rates for active learning under common \textit{noise conditions}. These rates display interesting transitions -- due to the inte…

2017-03-16abs ↗pdf ↗

We develop a polynomial method to optimize trading in markets with transaction costs.

problem Optimizing trading strategies in markets with proportional transaction costs.
method Polynomial approximation of the residual value function to determine optimal trading strategies.
result Identify the trade-off between trading frequency and trade sizes for satisfactory agreement with theoretically optimal strategies.

We propose a new active learning strategy designed for deep neural networks. The goal is to minimize the number of data annotation queried from an oracle during training. Previous active learning strategies scalable for deep networks were mostly based on uncertain sample selection. In this work, we focus on examples ly…

2018-02-27abs ↗pdf ↗

Neural networks are known to be vulnerable to adversarial examples. Carefully chosen perturbations to real images, while imperceptible to humans, induce misclassification and threaten the reliability of deep learning systems in the wild. To guard against adversarial examples, we take inspiration from game theory and ca…

2018-03-05abs ↗pdf ↗

Improved EXACT strategy reduces GNN memory consumption and runtime.

problem Efficiently training large-scale GNNs with reduced memory usage.
method Block-wise quantization of intermediate activation maps with improved variance minimization.
result Further reduction in memory consumption (>15%) and runtime speedup (5%) with similar performance trade-offs.

Active learning selects optimal measurement times for inferring continuous paths from sparse data.

problem Inferring continuous probability paths from sparse snapshots in high-fidelity domains like single-cell biology.
method Extends active experimentation to the space of measures using Linearized Optimal Transport (LOT) for probabilistic surrogate modeling.
result Empirical results show that the proposed strategy outperforms uncertainty-agnostic baselines.

Estimates reliability of nuclear fuel using advanced modeling techniques.

problem Determining the reliability of TRISO-coated particle fuel, which has small failure probabilities and expensive computational models.
method Coupled active learning, multifidelity modeling, and subset simulation.
result Multifidelity modeling strategies consistently reduce the number of high-fidelity model calls.

Active learning (AL) concerns itself with learning a model from as few labelled data as possible through actively and iteratively querying an oracle with selected unlabelled samples. In this paper, we focus on analyzing a popular type of AL in which the utility of a sample is measured by a specified goal achieved by th…

2019-05-30abs ↗pdf ↗

Heterogeneous network embedding (HNE) is a challenging task due to the diverse node types and/or diverse relationships between nodes. Existing HNE methods are typically unsupervised. To maximize the profit of utilizing the rare and valuable supervised information in HNEs, we develop a novel Active Heterogeneous Network…

2019-05-14abs ↗pdf ↗