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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.

168,695 papers · 148 categories

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1122 · Feb 201919922001200920172026
17 results for algorithm-agnostic

New methods interpret clustering outcomes without altering data structure.

problem Post-processing methods destroy data integrity and obscure interpretations.
method Algorithm-agnostic interpretation methods using permutation feature importance, individual conditional expectation, and partial dependence.
result Preserves original feature structure and explains clustering outcomes.

Proposes a framework to assess feature importance without algorithm constraints.

problem Lack of a general framework for assessing feature importance across different algorithms.
method Develops a nonparametric framework for algorithm-agnostic variable importance assessment.
result Valid confidence intervals and testing strategies for variable importance.

Traditional reinforcement learning agents learn from experience, past or present, gained through interaction with their environment. Our approach synthesizes experience, without requiring an agent to interact with their environment, by asking the policy directly "Are there situations X, Y, and Z, such that in these sit…

2019-02-27abs ↗pdf ↗

One-hot encoding is a labelling system that embeds classes as standard basis vectors in a label space. Despite seeing near-universal use in supervised categorical classification tasks, the scheme is problematic in its geometric implication that, as all classes are equally distant, all classes are equally different. Thi…

2018-10-22abs ↗pdf ↗

The paper analyzes generalization bounds for NC-SC/NC-C stochastic minimax optimization.

problem Generalization analysis of nonconvex-(strongly)-concave stochastic minimax optimization.
method Established algorithm-agnostic and algorithm-dependent generalization bounds via uniform convergence and stability arguments.
result Sample complexities and generalization bounds for NC-SC and NC-C settings.

Geometric framework links clustering accuracy to structural recovery.

problem Understanding the trade-off between robustness and sensitivity in clustering.
method Develops a clustering condition number to compare within-cluster scale to the minimum loss increase required to move a point across a cluster boundary.
result Sharp phase transitions for exact recovery under different objectives, providing geometric principle for interpreting low objective values.

VRER selectively reuses past observations to reduce variance in policy optimization.

problem Lack of effective experience replay for accelerating policy optimization in complex systems.
method Variance Reduction Experience Replay (VRER) framework that selectively reuses informative samples.
result VRER reduces gradient variance and improves policy learning over state-of-the-art algorithms.

Neural clustering learns time series affinity from statistical features.

problem Challenging time series clustering with unknown cluster shapes and structures.
method Amortized neural inference using statistical features.
result Competitive clustering accuracy without manual specification of cluster shapes.

Proposes PIC and POIC for measuring task difficulty in RL.

problem Lack of metrics to measure task difficulty in RL.
method Introduces policy information capacity (PIC) and policy-optimal information capacity (POIC) as metrics based on mutual information.
result Empirically shows PIC and POIC correlate with task solvability better than alternatives.

CODA resolves coordination issues in offline multi-agent reinforcement learning.

problem Coordination failure in offline multi-agent reinforcement learning.
method Diffusion-based multi-agent trajectory generator for data augmentation.
result CODA resolves coordination pathologies in continuous polynomial games and complex benchmarks.

Paper proposes a transfer learning approach for decentralized QoE estimation.

problem Challenges in QoE model development due to small datasets, user diversity, and IPR/privacy concerns.
method A transfer learning-based ML model training approach that allows decentralized local models to share generic indicators and customize them further.
result The approach shows advantages of stacking various generic and specific models with corresponding weight factors.

This paper tackles causal representation learning with linear and general transformations.

problem Identify and recover latent causal variables and graphs under unknown transformations.
method Score-based algorithms that use gradients of log-density functions for identifiability and achievability.
result Two stochastic hard interventions per node are sufficient for identifiability of general transformations.

New framework for neural network score estimation in diffusion models.

problem Rigorous guarantees for practical score estimation with neural networks.
method Developed a mathematical framework for score estimation with GD-trained neural networks, addressing optimization and generalization.
result Established minimax-optimal generalization bounds for GD-trained neural networks in diffusion models.

New research shows fairness in machine learning can sometimes make disadvantaged groups worse off.

problem The impact of fairness constraints in machine learning on different groups.
method Unified, population-level (Bayes) framework for binary classification under prevalent group fairness notions.
result Fairness in machine learning can lead to leveling down, making one or both groups worse off.