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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.

169,051 papers · 148 categories

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48 results for adaptive model selection

ACS is an interactive framework for model-free selection with guaranteed error control.

problem Model-free selection with rigorous error control.
method Adaptive conformal selection with human-in-the-loop data exploration and new information incorporation.
result ACS provides concrete selection algorithms for various goals, including model update/selection, diversified selection, and incorporating new data.

Improves model calibration and selection in unsupervised domain adaptation.

problem Distribution shifts in unsupervised domain adaptation.
method Developed a novel importance weighted group accuracy estimator.
result Improves state-of-the-art performances by 22% in model calibration and 14% in model selection.

A classical condition for fast learning rates is the margin condition, first introduced by Mammen and Tsybakov. We tackle in this paper the problem of adaptivity to this condition in the context of model selection, in a general learning framework. Actually, we consider a weaker version of this condition that allows one…

2008-04-18abs ↗pdf ↗

New insights into variable selection with different model assumptions.

problem Sparse recovery with \ell_\infty error guarantees in variable selection.
method Separation between oblivious and adaptive models of \ell_\infty sparse recovery.
result Proves a surprising contrast between oblivious and adaptive models in \ell_\infty sparse recovery.

Adaptive model selection for RL with unknown function classes.

problem Model selection for RL with unknown function classes.
method Proposed adaptive algorithms that adapt to the smallest function class containing the true model.
result Cumulative regret matches that of an oracle with known function classes.

ATSDLN adapts to time series data for anomaly detection.

problem Challenges in selecting and optimizing anomaly detectors for time series data.
method Adaptive Time Series Detector Learning Network (ATSDLN) that selects and optimizes detectors and parameters.
result ATSDLN outperforms other methods in anomaly detection across various datasets.

New algorithms for model selection in linear bandits adapt to instance complexity.

problem Adapting to the instance-dependent complexity of the true model in linear bandits.
method Design of algorithms in fixed confidence and fixed budget settings, leveraging experimental design and selection-validation procedures.
result Near instance optimal guarantees for model selection in linear bandits.

ADML combines debiased learning with data-driven model selection for efficient inference.

problem Debiased machine learning estimators can be unstable and biased in nonparametric models.
method Data-driven model selection techniques combined with debiased machine learning.
result ADML estimators yield superefficient inference for pathwise differentiable parameters.

This work evaluates PDA methods without target labels, revealing significant accuracy drops.

problem Evaluating PDA methods without target labels and inconsistent experimental settings.
method Realistic evaluation of 7 PDA methods with 7 model selection strategies on 2 datasets.
result Accuracy drops up to 30 percentage points without target labels, only one method performs well.

This paper improves volatility forecasting using dynamic subset selection in genetic programming.

problem Improving accuracy of implied volatility forecasting.
method Dynamic training-subset selection methods applied to genetic programming.
result Dynamic subset selection improves predictive accuracy of genetic programming models.

Paper proposes adaptive parameter selection for KGD algorithms.

problem Improving parameter selection for kernel-based gradient descent.
method Integrates bias-variance analysis with splitting method, introduces empirical effective dimension.
result Adaptive parameter selection strategy achieves optimal generalization error bound.

New algorithms for model selection in linear contextual bandits without feature diversity conditions.

problem Model selection in linear contextual bandits without feature diversity conditions.
method Data-adaptive algorithms that provide model selection guarantees without feature diversity conditions.
result O(d^α T^{1-α}) model selection guarantees with no feature diversity conditions.

AFS-BM improves model accuracy by dynamically selecting features.

problem Feature selection challenges in ML, especially scalability and adaptability.
method Joint optimization for feature selection and model training with binary masking.
result AFS-BM achieves significant improvements in model accuracy and computational efficiency.

This research investigates selectively pruning hyper and hypo neurons to improve neural network generalization.

problem Improving neural network generalization to unseen data.
method Investigates pruning hyper and hypo neurons selectively in fully connected layers of CNNs.
result Selective pruning of hyper and hypo neurons improves model performance on out-of-domain data.

Adaptive tuning of portfolio selection parameters improves performance in volatile markets.

problem Improving online portfolio selection in volatile financial markets.
method Modeling parameter space with Gaussian process prior and using adaptive Bayesian optimization for automatic configuration.
result Oracle-based adaptive configuration enhances performance of online portfolio selection algorithms.

SKADA-bench evaluates unsupervised DA methods across diverse modalities.

problem Evaluating unsupervised DA methods on diverse modalities with realistic validation.
method Nested cross-validation and unsupervised model selection scores.
result Highlights the importance of realistic validation and provides practical guidance.

DMFAW improves multi-view clustering with adaptive weights and feature selection.

problem Lack of effective feature selection and empirical hyperparameter selection in existing deep matrix factorization methods.
method Introduces Deep Matrix Factorization with Adaptive Weights (DMFAW) for multi-view clustering, incorporating feature selection and dynamically updating weights using Control Theory.
result DMFAW outperforms state-of-the-art methods in clustering performance.

Efficiently selects seed nodes to maximize content influence in unknown social networks.

problem Maximizing content spread in social networks with unknown network model.
method Formulated as an infinite-horizon discounted MDP, uses model-based reinforcement learning to select seed users adaptively.
result Established a regret bound of O~(T)\widetilde O(\sqrt{T}) for the algorithm.

New algorithm reduces adaptation lag in online model selection.

problem Adaptation lag in online model selection for non-stationary environments.
method Optimistic online mirror descent with safeguarded large learning rates.
result Reduces adaptation lag from hundreds of rounds to a few rounds.

New algorithm offers costless model selection in contextual bandits.

problem Minimizing cumulative regret in stochastic contextual bandits.
method Gradually increasing class complexity and adapting to the simplest class with dominant estimation variance.
result Costless model selection is feasible under certain conditions, providing improved regret guarantees.

Study time-inconsistent control problems with model uncertainty, solving portfolio selection.

problem Time-inconsistent Markovian control problems under model uncertainty.
method Combining sub-game perfect strategies with adaptive robust stochastic methods.
result Solved numerically the mean-variance portfolio selection problem.

The study explores whether model selection guarantees apply to contextual bandits.

problem Applying model selection guarantees to contextual bandits.
method Investigates whether similar guarantees for model selection in statistical learning can be extended to contextual bandit learning.
result Initial findings suggest that model selection guarantees may not directly apply to contextual bandits.

Three adaptive methods improve financial forecasting and portfolio management.

problem Improving financial forecasting and portfolio management in volatile markets.
method Dynamic Model Selection (DMS), Adaptive Ensemble (AE), Dynamic Asset Allocation (DAA).
result Adaptive methods outperform long-only benchmarks in US market returns.

Bayesian method improves adaptive testing item selection, ensuring full item exposure.

problem Adaptive testing selects items to estimate ability, but must also ensure diverse item exposure.
method Formulated as Bayesian model averaging, deriving optimal item sampling probabilities.
result Stochastic method achieves full item bank exposure without sacrificing accuracy.

Paper proposes a new method to aggregate multiple sources with different label distributions.

problem Aggregating from multiple target-shifted sources with different label distributions.
method Unified framework to select relevant sources for domain adaptation with limited label, unsupervised, and label partial unsupervised scenarios.
result Empirical results significantly outperform baselines.

Adaptive cascade submodular maximization tackles sequential selection under uncertainty.

problem Maximizing expected utility from a set of items with unknown states and continuation probabilities.
method Proposed adaptive cascade submodular functions and a 0.12 approximation algorithm.
result Identified a class of functions (adaptive cascade submodular) that many practical applications satisfy.

New approach to adaptively select bandwidths in nonparametric regression.

problem Adaptive bandwidth selection in nonparametric regression.
method Inspired by 2\ell_2-norms of interval projections, introduces a new bandwidth selection procedure.
result Obtains non-asymptotic risk bounds for local polynomial regression methods that adapt to local Hölder exponent.

We study the distribution of the adaptive LASSO estimator (Zou (2006)) in finite samples as well as in the large-sample limit. The large-sample distributions are derived both for the case where the adaptive LASSO estimator is tuned to perform conservative model selection as well as for the case where the tuning results…

2008-01-30abs ↗pdf ↗

Adapts linearised Laplace method for deep learning models.

problem Incompatibility of linearised Laplace method with modern deep learning tools.
method Examines and adapts linearised Laplace method for model selection in deep learning.
result Recommendations for better adapting linearised Laplace method to modern deep learning.

An efficient algorithm selects the correct number of latent dimensions in multidimensional probit models.

problem Determining the correct number of latent dimensions in multidimensional probit graded response models.
method Adaptive Bayesian dimension selection framework using cumulative ordered spike-and-slab (COSS) prior and Albert--Chib latent response augmentation.
result The proposed method accurately recovers latent structures and avoids repeated model fitting.

FIESTA optimizes model selection by efficiently evaluating multiple splits and seeds.

problem Inefficient model selection leading to unreliable performance comparisons.
method Adaptive bandit algorithms to determine optimal number of data splits and random seeds.
result Significantly reduces model evaluations while ensuring correct optimal model selection.

Model selection based on classical information criteria, such as BIC, is generally computationally demanding, but its properties are well studied. On the other hand, model selection based on parameter shrinkage by 1\ell_1-type penalties is computationally efficient. In this paper we make an attempt to combine their st…

2013-07-08abs ↗pdf ↗

DARL framework tackles partial domain adaptation by selecting source instances for positive transfer.

problem Tackles the challenge of selecting source instances for positive transfer in partial domain adaptation.
method Proposes a Domain Adversarial Reinforcement Learning (DARL) framework that uses deep Q-learning and domain adversarial learning to select source instances and learn domain-invariant features.
result Demonstrates superior performance over existing methods for partial domain adaptation on several benchmark datasets.

Adaptive Nyström method improves Gaussian Process Regression scalability.

problem Scalability issue in Gaussian Process Regression due to cubic complexity.
method Adaptive Nyström approach that greedily selects landmarks to minimize kernel approximation error.
result Significantly outperforms random landmark selection in accuracy and stability.

The paper proposes a method to test features selected by SeqFS-DA with controlled FPR.

problem Ensuring reliability of feature selection after domain adaptation in high-dimensional regression.
method Proposes a novel method to test features selected by SeqFS-DA with controlled FPR.
result The proposed method controls FPR below a significance level αα (e.g., 0.05) and enhances statistical power.

ARL-GEN adapts to the smallest model class in nested families for RL with improved regret.

problem Model selection for Reinforcement Learning with nested model families.
method Adaptive Reinforcement Learning (ARL-GEN) with value targeted regression and model selection module.
result ARL-GEN achieves a matching regret to an oracle with knowledge of the true model class.