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.

168,695 papers · 148 categories

Trend · papers per month

108217325433 · Jun 202019922001200920172026
48 results for agnostic case

We consider the problem of estimating the mean and covariance of a distribution from iid samples in Rn\mathbb{R}^n, in the presence of an ηη fraction of malicious noise; this is in contrast to much recent work where the noise itself is assumed to be from a distribution of known type. The agnostic problem includes many…

2016-04-24abs ↗pdf ↗

New algorithm learns halfspaces over hypercube with random bit flips.

problem Agnostic learning of Boolean halfspaces over discrete domains is computationally hard.
method Smoothed analysis with random bit flips for discrete inputs.
result First efficient algorithm for smoothed agnostic learning of halfspaces over Boolean hypercube.

This paper studies universal rates of ERM for binary classification under agnostic learning.

problem The challenge of achieving universal rates of ERM for binary classification under agnostic learning.
method The paper explores the agnostic universal rates of ERM for binary classification, revealing three possible rates: ene^{-n}, o(n1/2)o(n^{-1/2}), or arbitrarily slow.
result The paper provides a complete characterization of which concept classes fall into each of the three categories of agnostic universal rates.

We advocate the use of Agnostic Allocation for the construction of long-only portfolios of stocks. We show that Agnostic Allocation Portfolios (AAPs) are a special member of a family of risk-based portfolios that are able to mitigate certain extreme features (excess concentration, high turnover, strong exposure to low-…

2019-06-12abs ↗pdf ↗

Boosting with unlabeled data achieves optimal sample complexity in agnostic settings.

problem Boosting's sample inefficiency in agnostic learning.
method Designing an agnostic boosting algorithm with unlabeled data to match ERM's sample complexity.
result The total sample complexity is optimal, with a vanishing fraction needing to be labeled.

Study on learning halfspaces under adversarial perturbations, finding computational hardness.

problem Learning halfspaces in the presence of adversarial noise.
method Introduced an efficient learning algorithm and proved a nearly matching computational hardness result.
result The LL_{\infty} perturbations case is provably computationally harder than 2p<2 \leq p < \infty.

Query access significantly speeds up learning Multi-Index Models under Gaussian distribution.

problem Agnostically learning Multi-Index Models (MIMs) under Gaussian distribution.
method Query access for MIMs with complexity O(k)poly(1/ε)  poly(d)O(k)^{\mathrm{poly}(1/ε)} \; \mathrm{poly}(d) under standard regularity assumptions.
result Query access gives significant runtime improvements over random examples for agnostically learning MIMs.

New learner achieves optimal agnostic error in small error regime.

problem Optimizing agnostic learning in the small error regime.
method Careful aggregations of ERM classifiers.
result Achieves error $c \cdot τ+ O \left(\sqrt{\frac{τ(d + \log(1 / δ))}{m}} + \frac{d + \log(1 / δ)}{m} ight)$, matching lower bound when τd/mτ\approx d/m.

Hardness proof for agnostically learning halfspaces from worst-case lattice problems.

problem Agnostically learning halfspaces in the presence of noise.
method Reduction to worst-case lattice problems (GapSVP, SIVP).
result No efficient algorithm can achieve misclassification error better than 1/2 - γ under given hardness assumptions.

Study shows transductive learning is equivalent to PAC learning for most natural loss functions.

problem Understanding the relationship between transductive and PAC learning models.
method Extending existing results and developing new techniques to analyze the equivalence of the two models.
result Transductive learning is essentially equivalent to PAC learning for realizable learning with most natural loss functions.

Markowitz' celebrated optimal portfolio theory generally fails to deliver out-of-sample diversification. In this note, we propose a new portfolio construction strategy based on symmetry arguments only, leading to "Eigenrisk Parity" portfolios that achieve equal realized risk on all the principal components of the covar…

2016-10-27abs ↗pdf ↗

Bayesian MAML outperforms MAML in meta learning tasks with theoretical guarantees.

problem Theoretical understanding of Bayesian MAML's superiority over MAML.
method Comparison of meta test risks between Bayesian MAML and MAML in meta linear regression.
result Bayesian MAML has provably lower meta test risks than MAML in both distribution agnostic and linear centroid cases.

New algorithm improves active learning in agnostic pool-based classification.

problem Efficient active learning in the agnostic setting with minimized sample complexity.
method Solves an experimental design problem to determine a distribution over examples for label requests.
result Achieves sample complexity bounds never worse than best disagreement coefficient-based bounds, sometimes significantly smaller.

First proper learning algorithm for Gaussian halfspaces with matching sample and computational complexity.

problem Agnostically learning halfspaces under Gaussian distribution.
method First proper learning algorithm with matching sample and computational complexity.
result First proper learning algorithm for agnostically learning halfspaces under Gaussian distribution with matching sample and computational complexity.

We obtain the first positive results for bounded sample compression in the agnostic regression setting with the p\ell_p loss, where p[1,]p\in [1,\infty]. We construct a generic approximate sample compression scheme for real-valued function classes exhibiting exponential size in the fat-shattering dimension but independen…

2018-10-03abs ↗pdf ↗

Efficiently learns Single-Index Models with constant factor approximation.

problem Learning Single-Index Models under L22L_2^2 loss with unknown link functions.
method An efficient algorithm using alignment sharpness for optimization.
result Achieves constant factor approximation to optimal loss for various distributions and link functions.

New bounds show agnostic multiclass learning depends on two dimensions: Natarajan and Daniely-Shalev-Shwartz.

problem Understanding sample complexity in multiclass classification with agnostic learning.
method Developed a novel online procedure based on a self-adaptive multiplicative-weights algorithm.
result Agnostic sample complexity bounds are in the form of DS^(1.5)/ε + Nat/ε^2, nearly tight up to a √DS factor.

New method for robustly estimating treatment effects across different risk levels.

problem Missing risks and tail events in CATE, especially in aggregate analyses.
method Constructing a pseudo-outcome and regressing it on covariates using any regression learner.
result Robust and model-agnostic learning of conditional distributional treatment effects (CDTE).

New algorithm learns disjunctions faster than previous methods.

problem Learning Boolean disjunctions in the agnostic PAC model.
method Developed an agnostic learner with complexity 2ildeO(n1/3)2^{ ilde{O}(n^{1/3})}.
result First separation between SQ and CSQ models in distribution-free agnostic learning.

New method for private density estimation of high-dimensional Gaussian mixtures.

problem Private density estimation for mixtures of unrestricted high-dimensional Gaussians.
method Exploits list global stability to prove upper bound on sample complexity.
result First upper bound on sample complexity for agnostic private density estimation.

The study optimizes polynomial regression for learning under Gaussian distributions.

problem Agnostic learning of Boolean and real-valued functions under Gaussian distributions.
method LP duality and polynomial degree analysis for L1L^1-regression.
result Optimal SQ lower bounds for various function classes.

Develops a transparent surrogate model for complex data.

problem Balancing accuracy and transparency in complex decision-making models.
method Partial dependence effects for feature engineering, smart segmentation, and GLM fitting.
result The maidrr GLM closely approximates a black box model and outperforms benchmarks.

New algorithms save computation in agnostic learning with membership queries.

problem Efficiently learning touchstone classes with membership queries.
method Designing agnostic learning algorithms for circuits with sublinear gates.
result Agnostic learning algorithms for circuits with sublinear gates achieve significant computational savings.

SAR evaluates ML-based linear regression models for statistical significance.

problem Lack of formal statistical significance in ML-based regression models.
method Statistical Agnostic Regression (SAR) using concentration inequalities and worst-case scenario analysis.
result SAR provides a threshold for statistical significance without assuming underlying assumptions.

A fundamental problem in control is to learn a model of a system from observations that is useful for controller synthesis. To provide good performance guarantees, existing methods must assume that the real system is in the class of models considered during learning. We present an iterative method with strong guarantee…

2012-03-05abs ↗pdf ↗

Study robust online learning with adversarial perturbations.

problem Learning robust classifiers in the presence of adversarial perturbations.
method Formulated as an online learning problem, considered both realizable and agnostic learnability, defined new dimension controlling mistake/regret bounds.
result Showed new dimension controls mistake/regret bounds, generalized to multiclass hypothesis classes.

As a popular meta-learning approach, the model-agnostic meta-learning (MAML) algorithm has been widely used due to its simplicity and effectiveness. However, the convergence of the general multi-step MAML still remains unexplored. In this paper, we develop a new theoretical framework to provide such convergence guarant…

2020-02-18abs ↗pdf ↗

Proposes class-agnostic object detection to handle all objects without class labels.

problem Difficulty and cost in creating annotated datasets limit conventional object detection models to specific object types.
method Proposes class-agnostic object detection as a new problem and proposes training and evaluation protocols. Uses adversarial learning to exclude class-specific information.
result Adversarial learning improves class-agnostic detection efficacy.

New algorithm reduces prediction error in online learning without knowing base measure.

problem Smoothed online learning without knowledge of base measure.
method R-Cover algorithm based on recursive coverings.
result First algorithm to guarantee sublinear regret for agnostic smoothed online learning without prior knowledge of base measure.

Efficiently learns complex Boolean functions under Gaussian distributions.

problem Learning complex Boolean functions of halfspaces under Gaussian marginals.
method First efficient proper agnostic learning algorithm for arbitrary Boolean functions of K halfspaces.
result Matches the best known improper learning algorithm's run-time dependence on dimension.

The composition of elementary behaviors to solve challenging transfer learning problems is one of the key elements in building intelligent machines. To date, there has been plenty of work on learning task-specific policies or skills but almost no focus on composing necessary, task-agnostic skills to find a solution to …

2019-05-25abs ↗pdf ↗

We consider the classical problem of learning rates for classes with finite VC dimension. It is well known that fast learning rates up to O(dn)O\left(\frac{d}{n}\right) are achievable by the empirical risk minimization algorithm (ERM) if low noise or margin assumptions are satisfied. These usually require the optimal Baye…

2019-10-28abs ↗pdf ↗