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.

169,181 papers · 148 categories

Trend · papers per month

275380106 · Jun 202019922001200920182026
48 results for attack overestimation

Improved attack reveals overestimation of robustness in large neural networks.

problem Difficulty in computing robustness guarantees for large neural networks and larger perturbations.
method Scaled up randomized gradient-free adversarial attack for ReLU networks.
result Achieves similar or smaller robust accuracy than state-of-the-art methods.

Compensation methods correct overestimation of adversarial robustness in neural networks.

problem Overestimation of adversarial robustness using first-order attack methods.
method Proposed compensation methods address inaccurate gradient computation and reduce backpropagations.
result Empirical evaluation of adversarial robustness is improved with these methods.

New defense mechanism detects and mitigates poisoned regression data.

problem Vulnerability of regression models to targeted data poisoning attacks.
method Introduces N-LID, a measure of local intrinsic dimensionality to distinguish poisoned samples.
result N-LID based defense outperforms state-of-the-art methods in prediction accuracy and runtime.

Study shows unequal success of membership inference attacks across different groups.

problem Unequal success of membership inference attacks across different groups.
method Established conditions for preventing MIAs and derived connections to fairness and differential privacy.
result Estimating disparate vulnerability to MIAs can lead to overestimation; suitable attacks and statistical framework provided.

Study analyzes impact of DDoS attack announcements on stock prices using three methods.

problem Estimating economic damages from DDoS attacks on stock prices.
method Three approaches to test hypothesis: normal distribution assumption, no distribution assumption, empirical distribution.
result Assumption of cumulative abnormal returns being normally distributed leads to overestimation/underestimation of impact.

Paper tackles overestimation bias in continuous control, improving performance by 25%.

problem Overestimation bias in off-policy learning.
method Truncated Quantile Critics (TQC) combines distributional representation, truncation, and ensembling of critics.
result TQC outperforms state-of-the-art methods by 25% on the Humanoid environment.

New dropout technique reduces variance and overestimation in deep Q-Learning.

problem Reduction of variance and overestimation in deep Q-Learning.
method Using Dropout techniques to reduce variance and overestimation in deep Q-Learning.
result Demonstrated effectiveness in enhancing stability and reducing both variance and overestimation.

Q-Learning overestimation bias influenced by learning rate, discount factor, and reward signal.

problem Overestimation bias in Q-Learning algorithm.
method Investigated the influence of learning rate, discount factor, and reward signal on Q-Learning's overestimation bias. Tuned parameters and used an exponential moving average of reward signal.
result Q-Learning can achieve more accurate value estimates by tuning parameters and using an exponential moving average of reward signal.

New method reduces overestimation in actor-critic reinforcement learning.

problem Function approximation errors in actor-critic methods lead to suboptimal policies.
method Proposes novel mechanisms to minimize overestimation, including using the minimum value between critics and delaying policy updates.
result Outperforms state-of-the-art methods on OpenAI gym tasks.

Bayesian models overestimate clusters, but practical summaries can correct this.

problem Bayesian mixture models overestimate the number of clusters.
method Simulations and gene expression data analysis using MCMC summarisation.
result Overestimation is limited in finite samples and can be corrected, but misspecification leads to significant overestimation.

We correct a mistake in the published version of our paper. Our new conclusion is that the "implied leverage effect" for single stocks is underestimated by option markets for short maturities and overestimated for long maturities, while it is always overestimated for OEX options, except for the shortest maturities wher…

2011-05-25abs ↗pdf ↗

The paper examines skill estimation and variance under model misspecification in IRT.

problem Underestimation and overestimation of skills when non-compensatory model is misspecified as compensatory.
method Theoretical approach to analyze underestimation and overestimation of skills and variance.
result Overestimation of skills occurs around the origin and asymptotic variance differs under model misspecification.

A new method approximates loss functions asymmetrically to prevent catastrophic forgetting.

problem Catastrophic forgetting in deep neural networks.
method Approximating a true loss function using an asymmetric quadratic function with one side overestimated.
result Achieves state-of-the-art accuracy close to upper-bound performance on benchmark datasets.

New algorithm reduces Q-value overestimation in deep reinforcement learning.

problem Q-value overestimation in deep reinforcement learning for high-dimensional state spaces.
method Adapting information theory concepts, an intrinsic penalty signal is introduced to encourage reduced Q-value estimates.
result Algorithm outperforms other methods in Atari games, demonstrating efficient and robust learning.

Study shows statistical biases can mislead transformer models, impairing their generalization.

problem Statistical biases in transformers affect their ability to generalize.
method Evaluated transformer models on synthetic algorithmic tasks with varying statistical biases.
result Statistical biases lead to overestimation of transformer models' generalization capabilities.

New model improves volatility forecasting by reducing overestimation and underestimation.

problem SVR-GARCH model overestimates or underestimates volatility, hindering peak or trough behaviors.
method Proposes blending ARCH and augmented blending-ARCH models to improve volatility forecasting.
result Empirical results show improved volatility forecasting ability.

Q-Distribution Guided Q-Learning corrects overestimation of uncertain OOD actions in offline RL.

problem Overestimation of Q-values for out-of-distribution actions in offline reinforcement learning.
method QDQ applies a pessimistic adjustment to Q-values in uncertain OOD regions based on a consistency model.
result QDQ improves performance on the D4RL benchmark and achieves significant improvements across many tasks.

DP-SGD analysis shows many datapoints leak less privacy than previously thought.

problem Empirical evidence suggests DP-SGD leaks less privacy than current analysis predicts.
method Developed a per-instance DP analysis of DP-SGD, introducing dependence on dataset distribution.
result Formally shows DP-SGD leaks significantly less privacy for many datapoints on common benchmarks.

EMIX minimizes surprise in multi-agent reinforcement learning.

problem Surprise and approximation bias in multi-agent reinforcement learning.
method Energy-based MIXer (EMIX) for minimizing surprise across multiple agents.
result EMIX demonstrates consistent stable performance in challenging StarCraft II scenarios.

Investigates offline RL in factorisable action spaces, overcoming overestimation bias.

problem Overestimation bias in value estimates for unseen state-action pairs.
method Value-decomposition approach in DecQN, adapted for factorised discrete action spaces.
result Demonstrates the effectiveness of factorised approach in offline RL.

The study aims to prevent unfair content presentation in recommender systems.

problem Over- and under-presentation of content leads to biased user preference estimates.
method Two models are considered: one that ignores systematic and limited exposure, and another that conditions on limited exposure.
result Ignoring systematic presentations overestimates promoted options and underestimates censored alternatives.

Proposes a conservative LR estimator for infrequent data near a frequency threshold.

problem Overestimation of likelihood ratios for infrequent data near a frequency threshold.
method Conservative likelihood ratio estimator for frequencies slightly above a threshold.
result Improves prediction accuracy in named entity context prediction.

A neural network method improves CVA computations for complex financial portfolios.

problem Improving accuracy of CVA computations for large, diverse portfolios of financial derivatives.
method Proposes a neural network-based approach to adjust exercise strategies for counterparty default risk.
result Shows significant overestimation of CVA by standard methods, especially for non-extreme cases.

The study examines the discrepancies between binary forecasts and real-world outcomes, revealing their often misleading nature.

problem The confusion between binary forecasts and real-world payoffs in decision-making and prediction.
method Comparative analysis of binary forecasts, bets, and real-world continuous payoffs under different tail conditions.
result Binary forecasting abilities do not translate to better real-world performance, and vice versa, especially under nonlinearities.

This paper proposes BAT to balance accuracy and robustness in adversarial training.

problem Balancing accuracy and robustness in adversarial training models.
method Blind adversarial training (BAT) uses a cutoff-scale strategy to adaptively estimate a nonuniform budget for AEs.
result BAT improves the overall robustness of adversarial training models.

A novel Q-learning variant reduces underestimation bias in deep actor-critic methods for reinforcement learning.

problem Underestimation bias in deep actor-critic methods for reinforcement learning.
method Introduces a parameter-free Q-learning variant that combines maximum and minimum operators to bound value estimates.
result Improves state-of-the-art performance on OpenAI Gym tasks.

In the presence of a layer of metaprobabilities (from uncertainty concerning the parameters), the asymptotic tail exponent corresponds to the lowest possible tail exponent regardless of its probability. The problem explains "Black Swan" effects, i.e., why measurements tend to chronically underestimate tail contribution…

2012-10-06abs ↗pdf ↗

Paper addresses underestimation bias in double Q-learning, proposing a method to improve learning performance.

problem Underestimation bias in double Q-learning leading to non-optimal fixed points.
method Proposes a simple approach using approximate dynamic programming to bound the target value.
result Significant improvement in learning performance over baseline algorithms in Atari benchmark tasks.

This paper detects multi-stage Feint Attacks using Bi-RNN and few-shot learning.

problem Detecting multi-stage Feint Attacks due to lack of professional datasets and semantic relationships.
method Fuzzy clustering for attack chain mining, few-shot deep learning, Bi-RNN for feature extraction.
result Accurately detected Feint Attacks using Bi-RNN and few-shot learning.

This paper studies adversarial attacks on Gaussian process bandits.

problem Adversarial attacks on Gaussian process bandits to manipulate optimal function regions.
method Proposes various adversarial attack methods on GP bandits, including white-box and black-box attacks.
result Adversarial attacks can force GP bandits to optima in target regions even with low attack budgets.