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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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174348522696 · Jun 202019922001200920172026
48 results for adaptive prediction

JANET improves time series prediction with adaptive uncertainty regions.

problem Time series data's lack of exchangeability and multi-step prediction challenges.
method Proposes JANET, a framework for joint adaptive prediction regions with controlled error rates.
result Demonstrates superior performance in multi-step prediction tasks across diverse datasets.

Paper proposes a new framework for predictive optimization without training data.

problem Prediction in a new domain without training samples.
method Proposes a simple framework for predictive optimization with zero-shot domain adaptation.
result Demonstrates the potential usefulness of the proposed framework through numerical experiments.

Skew-adaptive method improves prediction intervals for regression.

problem Improving prediction intervals for regression models, especially in cases of skewness and varying scales.
method Develops a skew-adaptive extension of split conformal prediction using an asymmetric interval family and gauge approach.
result Preserves marginal validity and adapts to local scale and skewness, with efficiency gains over existing methods.

JAPAN uses flow-based models to create adaptive prediction areas with better coverage guarantees.

problem Inadequate prediction areas from existing conformal prediction methods, especially for multimodal distributions.
method JAPAN employs density-based conformity scores using flow-based models to construct context-adaptive prediction areas.
result JAPAN produces more accurate and context-adaptive prediction areas compared to existing methods.

Adaptive Quantum Conformal Prediction improves reliability of quantum machine learning predictions.

problem Quantum machine learning lacks robust uncertainty quantification methods.
method Adaptive Conformal Inference applied to quantum conformal prediction to maintain validity over time.
result AQCP achieves target coverage levels and is more stable than standard quantum conformal prediction.

Locally adaptive interpretable regression improves linear regression's predictability.

problem Linear regression's predictability is limited; it lacks adaptability.
method Locally adaptive interpretable regression (LoAIR) uses neural networks to predict percentile of a Gaussian distribution for regression coefficients.
result LoAIR achieves comparable or better predictive performance than state-of-the-art baselines.

IA-BMA adapts model weights to inputs for better predictions.

problem Predicting with multiple models in heterogeneous settings.
method Input adaptive Bayesian Model Averaging (IA-BMA) with an input adaptive prior and amortized variational inference.
result IA-BMA consistently delivers more accurate and better-calibrated predictions.

Adaptive prediction timing improves healthcare outcomes by predicting patient events at the right frequency.

problem Inconsistent prediction granularity in healthcare models.
method Introduces a novel approach using Bayesian recurrent models and a new aggregation method to adapt prediction frequency based on uncertainty.
result Adaptive prediction timing leads to improved predictive performance, especially in the critical first 12 hours of patient stay.

This work improves adaptive conformal prediction using self-supervised learning.

problem Improving the adaptability of conformal prediction intervals.
method Train an auxiliary model with a self-supervised pretext task on top of an existing predictive model and use the self-supervised error as an additional feature to estimate nonconformity scores.
result Empirically demonstrates the benefit of additional information in improving the efficiency (width), deficit, and excess of conformal prediction intervals.

New online conformal prediction methods minimize strongly adaptive regret and achieve near-optimal coverage.

problem Uncertainty quantification in online settings with changing data distributions.
method Developed new online conformal prediction methods that minimize strongly adaptive regret.
result Achieve near-optimal strongly adaptive regret and approximately valid coverage.

PAS improves estimation of multiple means using ML predictions and shrinkage.

problem Improving statistical estimates with limited gold-standard data and noisy ML predictions.
method Prediction-Powered Adaptive Shrinkage (PAS) that combines PPI with empirical Bayes shrinkage.
result PAS adapts to the reliability of ML predictions and outperforms traditional methods in large-scale applications.

The paper proposes a method for distribution-free prediction sets that adapt to unknown temporal changes.

problem Distribution-free prediction sets require reliable calibration data, which is often unavailable in real-world settings with temporal changes.
method The method selects an adaptive window to construct prediction sets, optimizing a bias-variance tradeoff.
result The method provides sharp coverage guarantees and is shown to be adaptive to temporal drift through numerical experiments.

Adaptive framework predicts stock prices better during volatile periods.

problem Inability of standard prediction models to handle regime-dependent stock market behavior.
method Autoencoder-Gated Dual Node Transformers with Reinforcement Learning Control.
result 0.59% MAPE with adaptive system, compared to 0.80% for baseline.

Paper proposes a method to predict disk failures using multi-layer domain adaptive learning.

problem Traditional machine learning models struggle to predict disk failures due to limited data.
method Multi-layer domain adaptive learning with source and target domains.
result The proposed method improves failure prediction accuracy on disk data with few failure samples.

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.

Paper improves bike-sharing demand prediction by adapting to changing patterns.

problem Improving bike-sharing demand prediction under temporal domain shifts.
method Gen-ROTDA, a robust optimal transport-guided residual domain adaptation framework.
result Gen-ROTDA achieves the lowest MAE and is the best OT-family method on average.

CPATTA uses conformal prediction for efficient test-time adaptation.

problem Low data selection efficiency in existing ATTA methods.
method Conformal Prediction, online weight-update algorithm, domain-shift detector, staged update scheme.
result CPATTA consistently outperforms state-of-the-art methods by 5% in accuracy.

Paper develops a hybrid DNN approach for RUL prediction with adaptive drift.

problem RUL estimation challenges in practice, especially online update and uncertainty quantification.
method Hybrid DNN approach with Wiener-based-degradation model and adaptive drift. LSTM-CNN for trajectory prediction and Bayesian inference for adaptive drift.
result Superior accuracy in RUL prediction demonstrated on turbofan engines data.

Adaptive TFTs improve cryptocurrency price prediction accuracy.

problem Precise short-term price prediction in volatile cryptocurrency markets.
method Dynamic subseries lengths and pattern-based categorization.
result Significantly outperforms baseline models in prediction accuracy and profitability.

HireVAE adapts to market regimes for online stock prediction.

problem Building an online and adaptive factor model for stock prediction.
method HireVAE uses a hierarchical latent space to estimate latent factors from historical market information.
result HireVAE outperforms previous methods in active returns across benchmarks.

Most existing examples of full conformal predictive systems, split-conformal predictive systems, and cross-conformal predictive systems impose severe restrictions on the adaptation of predictive distributions to the test object at hand. In this paper we develop split-conformal and cross-conformal predictive systems tha…

2019-02-18abs ↗pdf ↗

Novel method for time-series prediction with tighter confidence intervals.

problem Improving prediction intervals for time-series data.
method Kernel-based Optimally Weighted Conformal Prediction Intervals (KOWCPI) using adaptive weights.
result KOWCPI achieves narrower confidence intervals with guaranteed coverage.

New bin-wise scaling methods improve prediction uncertainty calibration for machine learning.

problem Improving prediction uncertainty calibration for machine learning regression.
method Adaptations of Binwise Variance Scaling (BVS) with alternative loss functions and feature-based binning.
result Improved adaptivity and consistency in prediction uncertainty calibration.

We study the problem of structured prediction under test-time budget constraints. We propose a novel approach applicable to a wide range of structured prediction problems in computer vision and natural language processing. Our approach seeks to adaptively generate computationally costly features during test-time in ord…

2016-02-28abs ↗pdf ↗

MELO predicts electricity loads by adapting to shifts without external indicators.

problem Adapting to non-stationary prediction challenges in online settings.
method MELO combines multiple forgetting factors and aggregation rules to adaptively predict.
result MELO reduces RMSE by 34.7% compared to base predictors and external covariates.

Paper proposes faster adaptation to distribution shifts in online settings.

problem Violation of exchangeability assumption in evolving data environments.
method Online conformal inference with retrospective adjustment.
result Faster adaptation to distributional shifts demonstrated through numerical studies.

Adaptive coverage policies improve conformal prediction accuracy.

problem Fixed coverage levels in traditional conformal prediction lead to uninformative predictions.
method Optimizes adaptive coverage policy using a neural network trained on leave-one-out calibration.
result Adaptive coverage policies produce more informative and flexible prediction sets.

We propose a novel adaptive approximation approach for test-time resource-constrained prediction. Given an input instance at test-time, a gating function identifies a prediction model for the input among a collection of models. Our objective is to minimize overall average cost without sacrificing accuracy. We learn gat…

2017-05-26abs ↗pdf ↗

ELSA efficiently adapts to label shift without post-prediction calibrations.

problem Domain adaptation with label shift across training and testing datasets.
method Moment-matching framework based on influence function geometry; solves linear systems for adaptation weights.
result ELSA estimator is n\sqrt{n}-consistent and asymptotically normal, achieving state-of-the-art estimation performance.

This research improves neural network performance with adaptive activation functions in sparse data settings.

problem Limited data availability in scientific and engineering problems.
method Investigation of two types of adaptive activation functions with individual trainable parameters.
result Adaptive activation functions, especially with individual trainable parameters, enhance prediction accuracy and confidence in sparse data settings.

Adaptive model learns from time series data with changing distributions.

problem Predicting time series data under distribution shift.
method Formulates distribution shift as weighted empirical risk minimization. Uses a gradient-based learning method for a forgetting mechanism.
result Proposes an efficient method for adaptive time series prediction.

LSCI provides locally adaptive prediction sets for operator models with tighter coverage.

problem Generating robust, calibrated uncertainty quantification for operator models.
method Local Sliced Conformal Inference (LSCI) for operator models.
result LSCI yields tighter prediction sets with stronger adaptivity compared to conformal baselines.

Study improves stock price prediction using adaptive Mixture of Experts framework.

problem Tackles diverse volatility regimes in stock price prediction.
method Combines RNN for high-volatility stocks and linear regression for stable stocks with a gating mechanism.
result Achieves up to 33% improvement in MSE for volatile assets and 28% for stable assets.

Paper adapts ACI for online multi-step time-series forecasting with coverage guarantees.

problem Achieving reliable error bounds in online multi-step time-series forecasting.
method Adaptive conformal inference (ACI) adapted for multi-step forecasting with dynamic significance levels.
result Proposes a multi-step ACI algorithm with finite-sample coverage guarantees for non-exchangeable data.

SADA safely combines predictions from various models for semi-supervised learning.

problem Combining uncertain quality predictions from multiple models in semi-supervised learning.
method Safe and adaptive aggregation of black-box predictions.
result The method guarantees better performance than using labeled data alone and adapts to perfect predictions.