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.

168,742 papers · 148 categories

Trend · papers per month

12.8%25.6%38.4%51.2% · May 201919922001200920172026
48 results for adaptive proposals

We propose algorithms for online principal component analysis (PCA) and variance minimization for adaptive settings. Previous literature has focused on upper bounding the static adversarial regret, whose comparator is the optimal fixed action in hindsight. However, static regret is not an appropriate metric when the un…

2019-01-23abs ↗pdf ↗

A Bayesian estimation of a GARCH model is performed for US Dollar/Japanese Yen exchange rate by the Metropolis-Hastings algorithm with a proposal density given by the adaptive construction scheme. In the adaptive construction scheme the proposal density is assumed to take a form of a multivariate Student's t-distributi…

2010-12-29abs ↗pdf ↗

Automation of machine learning model development is increasingly becoming an established research area. While automated model selection and automated data pre-processing have been studied in depth, there is, however, a gap concerning automated model adaptation strategies when multiple strategies are available. Manually…

2018-12-27abs ↗pdf ↗

We propose a method to construct a proposal density for the Metropolis-Hastings algorithm in Markov Chain Monte Carlo (MCMC) simulations of the GARCH model. The proposal density is constructed adaptively by using the data sampled by the MCMC metho d itself. It turns out that autocorrelations between the data generated …

2009-01-08abs ↗pdf ↗

A new federated learning method reduces communication costs and improves adaptivity.

problem Large communication overhead and lack of adaptivity in federated learning.
method FedCAMS: A novel communication-efficient adaptive federated learning method with theoretical guarantees.
result FedCAMS achieves the same convergence rate as non-compressed federated learning methods.

We introduce a gradient-based learning method to automatically adapt Markov chain Monte Carlo (MCMC) proposal distributions to intractable targets. We define a maximum entropy regularised objective function, referred to as generalised speed measure, which can be robustly optimised over the parameters of the proposal di…

2019-11-04abs ↗pdf ↗

In this paper, we propose a novel adaptive kernel for the radial basis function (RBF) neural networks. The proposed kernel adaptively fuses the Euclidean and cosine distance measures to exploit the reciprocating properties of the two. The proposed framework dynamically adapts the weights of the participating kernels us…

2019-05-09abs ↗pdf ↗

Adaptive linear bandit algorithm with best-of-three-worlds regret bounds.

problem Adaptive to adversarial and stochastic environments with varying sub-optimality gaps and corruption.
method Combines SCRiBLe algorithm with scaled-up sampling and optimistic online learning.
result Achieves best-of-three-worlds regret bounds of O(TlogT)O(\sqrt{T \log T}) for adversarial and O(logTΔmin+ClogTΔmin)O(\frac{\log T}{Δ_{\min}} + \sqrt{\frac{C \log T}{Δ_{\min}}}) for stochastic environments.

The present paper proposes generalized Gaussian kernel adaptive filtering, where the kernel parameters are adaptive and data-driven. The Gaussian kernel is parametrized by a center vector and a symmetric positive definite (SPD) precision matrix, which is regarded as a generalization of the scalar width parameter. These…

2018-04-25abs ↗pdf ↗

Adaptive importance sampling is a class of techniques for finding good proposal distributions for importance sampling. Often the proposal distributions are standard probability distributions whose parameters are adapted based on the mismatch between the current proposal and a target distribution. In this work, we prese…

2019-06-20abs ↗pdf ↗

An adaptive clustering algorithm learns from evolving data without manual tuning.

problem Clustering in dynamic data environments where distributions change over time.
method ART-based topological clustering with self-adjusting vigilance parameter.
result The algorithm outperforms state-of-the-art methods in clustering performance and continual learning.

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.

The paper proposes an efficient method for estimating ATEs using adaptive experiments.

problem Estimating average treatment effects (ATEs) with minimal sample size and high accuracy.
method The paper defines and uses the efficient treatment-assignment probability to sequentially assign treatments, estimating ATEs using an Adaptive Augmented Inverse Probability Weighting (A2IPW) estimator.
result The proposed experimental design and A2IPW estimator achieve the minimized semiparametric efficiency bound and provide anytime valid confidence intervals for early stopping.

Paper proposes a new DR estimator for adaptive experiments with improved performance.

problem Improving policy evaluation in adaptive experiments with dependent samples.
method Adaptive-fitting variant of sample-splitting for non-Donsker nuisance estimators.
result Proposed DR estimator shows better performance than other estimators with dependent samples.

Learn to automatically plug domain-specific modules into a common network.

problem Learning inflexibility and computational intensiveness in multi-domain learning.
method Neural Architecture Search (NAS) for data-driven adapter plugging and structure design.
result NAS-driven MDL model achieves comparable performance to existing approaches.

Improved privacy and utility in machine learning with adaptive differential privacy.

problem Enhancing privacy in machine learning models while maintaining utility.
method Adaptive differentially private (ADP) learning method that optimally adapts noise to stepsize.
result ADP method significantly improves utility compared to standard differentially private methods.

Method generates intermediate domains to align source and target domains.

problem Challenges of domain adaptation with significant domain divergence.
method Progressive domain augmentation via domain interpolation and multiple subspace alignment.
result Achieves state-of-the-art performance on multiple domain adaptation tasks.

We propose a novel adaptive empirical Bayesian method for sparse deep learning, where the sparsity is ensured via a class of self-adaptive spike-and-slab priors. The proposed method works by alternatively sampling from an adaptive hierarchical posterior distribution using stochastic gradient Markov Chain Monte Carlo (M…

2019-10-23abs ↗pdf ↗

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.

Proposes novel losses for fine-grained categorical domain adaptation.

problem Fine-grained alignment of categories across domains in unsupervised domain adaptation.
method Joint category-domain classifier with adversarial training losses for both domain and category levels, and vicinal domain adaptation.
result Achieves state-of-the-art performance on benchmark datasets.

Proposes a method to refine PDE-driven high-dimensional rare-event simulation.

problem Challenges in constructing accurate surrogates for rare-event simulation.
method Adaptive importance sampling framework that refines a locally constructed surrogate.
result Achieves accuracy comparable to true-model adaptive importance sampling with fewer high-fidelity evaluations.

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.

Sequential Monte Carlo (SMC), or particle filtering, is a popular class of methods for sampling from an intractable target distribution using a sequence of simpler intermediate distributions. Like other importance sampling-based methods, performance is critically dependent on the proposal distribution: a bad proposal c…

2015-06-10abs ↗pdf ↗

Adaptive sequential decision making is one of the central challenges in machine learning and artificial intelligence. In such problems, the goal is to design an interactive policy that plans for an action to take, from a finite set of nn actions, given some partial observations. It has been shown that in many applicat…

2019-11-09abs ↗pdf ↗

New adaptive SGD algorithms for federated learning over physical channels.

problem Reducing communication cost in federated learning over physical channels.
method Proposed adaptive federated SGD algorithms considering channel noise and hardware constraints.
result Demonstrated convergence rates adaptive to stochastic gradient noise level.

Bayesian approach improves speech recognition with limited speaker data.

problem Reduces mismatch between training and evaluation data due to speaker differences.
method Bayesian learning for DNN adaptation models with limited speaker data.
result Bayesian adaptation consistently outperforms deterministic methods, reducing word error rates up to 1.4%.

Adaptive sampling method improves efficiency in complex target distributions.

problem Efficiency of importance sampling in complex target distributions, especially multimodal distributions in high-dimensional spaces.
method Proposes an adaptive scheme combining global sampling with delayed weighting to promote efficient exploration of target distributions.
result The proposed algorithm is geometrically convergent under mild assumptions and demonstrates improved efficiency in various numerical experiments.

Paper proposes a probabilistic alignment method for domain adaptation.

problem Latent distribution mismatch and miscalibrated uncertainty in adapting large-scale models.
method Bayesian latent transport framework with PAC-Bayesian regularization.
result Reduction in latent manifold discrepancy and improved uncertainty calibration.

A new method uses normalizing flows for gradual domain adaptation.

problem Difficulty in domain adaptation when source and target domains have a large gap.
method Proposes using normalizing flows to learn a transformation from target to Gaussian mixture distribution.
result Improves classification performance and mitigates the problem of gradual self-training failure.

FedDuA adapts global learning rate for federated learning.

problem Slow convergence in federated learning due to dataset and parameter space heterogeneity.
method FedDuA uses mirror descent to adaptively select global learning rate based on inter-client and coordinate-wise heterogeneity.
result FedDuA achieves minimax optimal convergence for convex objectives and outperforms baselines in various settings.

Proposes MEDM to balance entropy minimization and diversity maximization for better domain adaptation.

problem Trivial solutions in entropy minimization for unsupervised domain adaptation.
method Introduces diversity maximization to balance with entropy minimization, controlled by deep embedded validation.
result MEDM outperforms state-of-the-art methods on four domain adaptation datasets.

Adaptive designs achieve strong Neyman regret guarantees for ATE estimation.

problem Estimating unbiased average treatment effect in sequential experiments.
method Proposed adaptive designs with O~(logT)\widetilde{O}(\log T) Neyman regret under boundedness assumptions and O~(T)\widetilde{O}(\sqrt{T}) multigroup Neyman regret in covariate-based settings.
result Adaptive designs outperform non-adaptive designs in terms of Neyman regret, especially in covariate-based settings.