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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.

169,291 papers · 148 categories

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121242363484 · Jun 202019922001200920182026
48 results for adaptive combination

A new filter estimates complex system states more accurately.

problem Non-Gaussian features in nonlinear systems violate Kalman-type filters.
method Adaptive split-combine Gaussian mixture filter (AMF) that splits and combines Gaussian particles.
result AMF consistently outperforms other filters across diverse benchmarks.

Microdata improves inflation forecasts after major shocks, study finds.

problem Forecasting inflation in a non-stationary environment with microeconomic data.
method Developed a scan test to detect periods of micro forecast outperformance, combined with adaptive machine learning.
result Micro forecasts improve inflation predictions after major shocks, especially after 2020.

AI agents improve forecast combination in empirical economics.

problem Hidden researcher degrees of freedom in AI-generated code.
method Adapted agent-loop architecture to empirical economics, added holdout evaluation.
result Independent agent searches find better forecast methods than benchmarks.

New method combines HQR and WACI for better time series prediction intervals.

problem Challenges in creating reliable prediction intervals for time series forecasting.
method Combining Heteroscedastic Quantile Regression (HQR) with Width-Adaptive Conformal Inference (WACI).
result Combined approach meets or surpasses typical benchmarks for validity and efficiency.

Combines control variates and adaptive importance sampling for Monte Carlo integration.

problem Improving Monte Carlo integration accuracy with control variates and adaptive sampling.
method A quadrature rule combining control variates and adaptive importance sampling.
result Non-asymptotic bound on the probabilistic error of the procedure.

AI agents improve forecast combination but require transparency.

problem AI coding agents increase flexibility in empirical economics, leading to hidden degrees of freedom.
method Adapted open-source agent-loop architecture to empirical economics workflow, adding post-search holdout evaluation.
result Multiple agent runs outperform standard benchmarks in rolling evaluation but not all on post-search holdout.

Adaptive variational Bayes framework improves inference adaptively.

problem Lack of general and computationally tractable variational Bayes method for adaptive inference.
method Proposes a novel adaptive variational Bayes framework combining variational posteriors over individual models.
result Adaptive variational Bayes achieves optimal contraction rates adaptively under general conditions.

This work proposes ACTC for adaptive distributed learning under communication constraints.

problem Adaptive distributed learning in networks with communication constraints.
method ACTC (Adapt-Compress-Then-Combine) strategy with diffusion exchange of compressed updates.
result ACTC iterates converge to the optimizer with significant bit savings.

Method combines MLMC and adaptive sampling for efficient risk estimation.

problem Estimating the probability of large losses in financial portfolios.
method Combines MLMC for nested expectations with adaptive sampling.
result Adaptive MLMC method achieves $\mathcal{O}\left( \varepsilon^{-2}|\log\varepsilon|^2 ight)$ complexity.

New algorithms and guarantees for multiple-source adaptation.

problem Improving model performance on target mixtures from multiple sources.
method Normalized solutions with theoretical guarantees, algorithms for distribution-weighted combination.
result Our algorithm outperforms competing approaches by producing a robust model.

Framework improves gradient estimation for faster training convergence.

problem Efficiently estimating noisy gradients in stochastic optimization.
method Dynamic adaptive importance sampling combining multiple distributions.
result Adaptively weighted multiple importance sampling yields superior gradient estimates.

HyperAdam learns to optimize neural networks by combining Adam's updates with varying decay rates.

problem Limitation of learned black-box optimizers in generalization ability.
method HyperAdam combines learned and traditional Adam optimizer, adaptively learning weights and decay rates.
result HyperAdam outperforms traditional optimizers in various network training tasks.

CoDAG combines domain adaptation and generalization for unsupervised continual domain shift learning.

problem Acquiring knowledge in unsupervised continual domain shift learning.
method Complementary Domain Adaptation and Generalization (CoDAG) framework.
result CoDAG outperforms state-of-the-art models in all datasets and evaluation metrics.

Combining self-training and contrastive learning improves performance under distribution shift.

problem Improving performance under distribution shift using unlabeled data.
method Combining self-training and contrastive learning techniques.
result Combined method achieves 3-8% higher accuracy than either approach independently.

DCSE combines domain confusion and self-ensembling for unsupervised adaptation.

problem Unsupervised domain adaptation with time-consuming data collection and annotation.
method DCSE combines domain confusion and self-ensembling to learn invariant representations.
result DCSE outperforms existing methods in various unsupervised domain adaptation benchmarks.

Improves FI-PINNs by combining re-sampling and subset simulation for better failure probability estimation.

problem Estimating failure probability in physics-informed neural networks (PINNs).
method Adaptive sampling with re-sampling and subset simulation, using cosine-annealing for uniform to adaptive transition.
result Significant improvement in estimating failure probability and generating new training points in the failure region.

AFN learns adaptive-order feature interactions for better predictive models.

problem Learning optimal feature interactions in predictive models.
method AFN uses a logarithmic transformation layer to learn arbitrary-order cross features adaptively.
result AFN outperforms state-of-the-art models on four real datasets.

System learns to combine multiple model components for personalized text generation.

problem Adapting and biasing language models for personal preferences.
method Combines model-defined components, learns activation and probability combination from unlabeled text.
result Directly generates text with personalized components from unlabeled data.

A new method combines classifiers using possibility distributions and adaptive t-norms.

problem Aggregating predictions from multiple classifiers trained on overlapping datasets.
method Proposes a new approach to aggregate classifier predictions using possibility theory and adaptive t-norms.
result Proves the proposed approach possesses desirable robustness properties.

ANADDH uses deep learning to improve volatility risk management.

problem Traditional Vega hedging strategies are inadequate for rapidly changing markets.
method Combines distributional reinforcement learning with adaptive Nesterov acceleration.
result Significant performance gains over existing hedging techniques.

New method handles robust and adaptive control of linear systems with non-convex costs.

problem Robust and adaptive control of linear systems with unknown parameters.
method Combining non-asymptotic linear regression, interval prediction, and tree-based planning.
result First end-to-end suboptimality analysis for robust and adaptive MPC with non-convex costs.

Study reviews tree-based methods and introduces new ensemble strategies.

problem Improving the efficiency and performance of tree-based machine learning models.
method Review of tree-based methods, introduction of ISLE framework, ARM model combination strategy, and modified ISLEs.
result Performance evaluation of modified ISLEs on real data sets.

ReCAP adapts to dynamic financial markets by segmenting and combining policy vectors.

problem Inefficient traditional PM approaches in non-stationary financial markets.
method Integrates continual learning into PM, segmenting regimes and adapting policies.
result Consistently outperforms baselines in real-world financial datasets.

Improved LSTM and ARIMA model for traffic flow forecasting.

problem Poor stability, high data requirements, and adaptability issues in existing traffic flow prediction methods.
method Combination prediction method based on improved LSTM and ARIMA models.
result The SDLSTM-ARIMA model achieves higher accuracy in traffic flow prediction.

New adaptive strategy for active learning with smooth boundaries.

problem Adaptive active learning in multivariate classification with unknown distributional parameters.
method Combining insights from recent works, reduction to univariate-adaptive strategies.
result Near-optimal rates achieved without prior knowledge of distributional parameters.

FinFlowRL combines imitation and reinforcement learning for better financial control.

problem Traditional stochastic control methods fail in real-world finance due to changing market conditions.
method FinFlowRL uses imitation learning to pretrain an adaptive meta policy, then finetunes it with reinforcement learning.
result FinFlowRL consistently outperforms individual strategies across various market conditions.

Meta-GLAR combines global deep representations with local adaptation for improved forecasting accuracy.

problem Joint learning from related time series boosts accuracy but fails for out-of-sample forecasting.
method Meta-GLAR uses a meta-learning approach to adapt RNN representations for each time series.
result Meta-GLAR outperforms state-of-the-art methods in out-of-sample forecasting accuracy.

AOP combines model-based planning with model-free learning to handle lifelong learning challenges.

problem Learning control in an online reset-free lifelong learning scenario where mistakes can compound and dynamics change.
method Adaptive Online Planning (AOP) that combines model-based planning with model-free learning, approximating uncertainty to call upon planning only when necessary.
result Achieves strong performance in lifelong learning challenges, gracefully adapting behaviors in the face of unpredictable changes.

Combines RL and BF for risk-managed portfolio optimization.

problem Risk management in RL-based portfolio optimization under high volatility.
method Integrates reinforcement learning with barrier functions for dynamic risk control.
result Demonstrates superior performance in real-world data compared to RL-only approaches.

New method combines multiple kernels to process nonlinear temporal signals efficiently.

problem Discarding important temporal structure in kernel methods.
method Adaptive combination and selection of multiple kernels during training.
result Proposed method outperforms classical approaches in batch and online settings.

This paper improves neural network generalization by dynamically learning kernel parameters.

problem Improving neural network generalization and adaptability.
method Diagonal adaptive kernel model that learns kernel eigenvalues and output coefficients during training.
result The diagonal adaptive kernel model significantly improves generalization over fixed-kernel methods.

Paper tackles multi-source domain adaptation for regression.

problem Predicting HDL cholesterol levels using gut microbiome data.
method Two-step procedure: 1) Extend a flexible single-source DA algorithm for classification to regression. 2) Augment with ensemble learning for multi-source DA.
result Consistent improvement in HDL cholesterol level prediction performance over existing methods.

This paper considers the problem of adaptively searching for an unknown target using multiple agents connected through a time-varying network topology. Agents are equipped with sensors capable of fast information processing, and we propose a decentralized collaborative algorithm for controlling their search given noisy…

2015-11-10abs ↗pdf ↗

Adaptive ML learns complex time-varying systems without new data.

problem Applying ML to time-varying systems with shifting distributions.
method Mapping high-dimensional inputs to low-dimensional latent space, actively tuning latent space based on feedback.
result Learning correlations and tracking system evolution in real-time without new data.