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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.

168,742 papers · 148 categories

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241482722963 · Jun 202019922001200920172026
48 results for augmented expected improvement

Paper proposes a new Bayesian optimisation method to handle aleatoric uncertainty.

problem Representing and minimizing aleatoric noise in Bayesian optimisation.
method Heteroscedastic Gaussian process (GP) surrogate model with AEI and ANPEI acquisition functions.
result Improved performance on toy problems and real-world datasets compared to homoscedastic methods.

Existing deep neural networks, say for image classification, have been shown to be vulnerable to adversarial images that can cause a DNN misclassification, without any perceptible change to an image. In this work, we propose shock absorbing robust features such as binarization, e.g., rounding, and group extraction, e.g…

2019-05-26abs ↗pdf ↗

Enhances crypto-asset AMM with deep learning for better liquidity and efficiency.

problem Reduced slippage and improved liquidity in decentralized finance.
method Deep reinforcement learning for predicting market equilibrium and optimizing liquidity.
result Improved capital efficiency and reduced slippage for crypto-asset traders.

This paper proposes synthetic augmentation for nuclei image segmentation in medical pathology.

problem Rare and time-consuming labeling of tumor nuclei images for semantic segmentation.
method Label-to-image translation to generate synthetic images.
result Synthetic augmentation improves segmentation accuracy.

A study on optimizing data augmentation weights for improved test-time predictions.

problem Improving robustness of predictions during testing with data augmentation methods.
method A weighted Test-Time Augmentation (TTA) approach based on variational Bayesian framework to optimize weights.
result Optimizing weights suppresses unwanted data augmentations and improves prediction performance.

iGCL preserves graph semantics in latent space augmentations.

problem Manual tuning of augmentation ratios and unexpected graph changes.
method iGCL uses a Variational Graph Auto-Encoder to learn augmentations in the latent space, optimizing an upper bound for contrastive loss.
result iGCL achieves state-of-the-art performance on graph-level and node-level tasks.

In this paper, we propose a novel implicit semantic data augmentation (ISDA) approach to complement traditional augmentation techniques like flipping, translation or rotation. Our work is motivated by the intriguing property that deep networks are surprisingly good at linearizing features, such that certain directions …

2019-09-26abs ↗pdf ↗

The paper explains how data augmentation improves semi-supervised learning efficiency.

problem Improving accuracy from a small fraction of labeled data.
method Data augmentation induces a similarity graph, which is graph-Laplacian-regularized for downstream learning.
result A fast transductive rate of O(1/nL)O(1/n_L) is achieved, reducing the number of labels needed.

Neurally Augmented ALISTA improves sparse reconstruction performance.

problem Improving sparse reconstruction performance with theoretical guarantees and empirical improvements.
method Integrates an LSTM network to compute adaptive step sizes and thresholds for each target vector during reconstruction.
result Empirical performance is further improved, especially as compression ratios become more challenging.

Max-margin learning is a powerful approach to building classifiers and structured output predictors. Recent work on max-margin supervised topic models has successfully integrated it with Bayesian topic models to discover discriminative latent semantic structures and make accurate predictions for unseen testing data. Ho…

2013-10-10abs ↗pdf ↗

Deep Learning (DL) methods have emerged as one of the most powerful tools for functional approximation and prediction. While the representation properties of DL have been well studied, uncertainty quantification remains challenging and largely unexplored. Data augmentation techniques are a natural approach to provide u…

2019-03-22abs ↗pdf ↗

New framework explains data augmentation's role in machine learning.

problem Understanding how data augmentation affects generalization and invariance learning.
method Information-theoretic framework based on mutual information bounds and orbit-averaged loss functions.
result Derives a new generalization bound decomposing the generalization gap into three interpretable terms.

Graph data augmentation improves GNN performance in node classification.

problem Improving generalizability of graph neural networks (GNNs) in semi-supervised node classification.
method Introduces GAug framework for graph data augmentation using neural edge predictors.
result GAug framework improves GNN-based node classification performance across various architectures and datasets.

Data augmentation doesn't improve robustness, contrary to belief.

problem The effectiveness of data augmentation in improving model robustness is questioned.
method Taking a Domain Generalization viewpoint, the study examines the robustness of augmented representations.
result Augmented representations are not robust to distortions used during training.

To backpropagate the gradients through stochastic binary layers, we propose the augment-REINFORCE-merge (ARM) estimator that is unbiased, exhibits low variance, and has low computational complexity. Exploiting variable augmentation, REINFORCE, and reparameterization, the ARM estimator achieves adaptive variance reducti…

2018-07-30abs ↗pdf ↗

Data augmentation improves financial prediction models, especially for small datasets.

problem Improving financial prediction models on small, noisy, non-stationary datasets.
method Evaluation of data augmentation methods combined with deep learning models on financial datasets.
result Data augmentation significantly improves financial performance, up to 400% improvement in risk-adjusted return.

This work improves deep learning models for fMRI by generating realistic brain morphology images.

problem Limited dataset sizes for functional MRI limit the accuracy of deep learning models.
method Proposes a method to generate new fMRI images with realistic brain morphology.
result Demonstrates a 26% improvement in predicting antidepressant treatment response using augmented images.

This paper improves auto-augment efficiency by sharing augmentation weights.

problem Efficient evaluation of augmentation policies for model training.
method Augmentation-Wise Weight Sharing (AWS) to create a fast yet accurate proxy task.
result Augmentation policies found achieve superior accuracies compared to existing methods.

This work characterizes how data augmentation shapes neural representations.

problem Understanding the impact of data augmentation on neural network representations.
method Embedding neural network hidden representations into a metric space invariant to transformations, analyzing shape-space trajectories.
result Increasing data augmentation strength leads to well-behaved trajectories in the embedded space, and different augmentation types steer representations in distinct directions.

Simple policy search outperforms advanced learnable test-time augmentation techniques.

problem Improving predictive performance through test-time data augmentation.
method Greedy policy search (GPS) for learning test-time augmentation policies.
result Augmentation policies learned with GPS achieve superior predictive performance and robustness.

Automatically learns optimal data augmentation for image classification.

problem Finding optimal data augmentation hyperparameters is computationally demanding and requires domain knowledge.
method Proposes an online bilevel optimization framework to learn data augmentation parameters directly.
result Jointly trained method achieves comparable or better classification accuracy than hand-crafted data augmentation without an external validation loop.

New AI models improve financial hedging by reducing shortfall and tail risk.

problem Static model calibration gaps in derivatives markets.
method Two reinforcement learning frameworks: RLOP and QLBS.
result RLOP reduces shortfall frequency and improves tail risk in stress scenarios.

Develops a statistical framework for self-supervised representation learning using data augmentation.

problem Lack of theoretical understanding of data augmentation in nonlinear settings.
method Augmentation invariant manifold learning framework and stochastic optimization algorithm.
result Improves downstream analysis by exploiting manifold's geometric structure and invariant property of augmented data.

Data augmentation impacts adversarial risk; careful application recommended.

problem Understanding how data augmentation affects adversarial risk in deep learning.
method Empirical analysis using three measures of adversarial risk.
result Data augmentation does not always improve adversarial risk; augmented data influences models more.

Synthetic augmentation improves financial machine learning performance in variance-dominant regimes.

problem Data scarcity in financial machine learning.
method Formalized synthetic augmentation, introduced size-matched null augmentation, and developed a non-parametric block permutation test.
result Synthetic augmentation is beneficial only in variance-dominant regimes, such as persistent volatility forecasting.

Synthetic data augmentation can improve imbalanced classification metrics.

problem Improving imbalanced classification metrics
method Developing a framework for analyzing the effects of synthetic data augmentation on score-based classification
result Augmentation can improve AUROC, AUPRC, balanced accuracy, and F1 score

Study challenges the necessity of data augmentation for improving predictions on imbalanced text datasets.

problem Improving predictions on imbalanced text datasets.
method Comparing classifier cutoff adjustments to data augmentation techniques.
result Classifier cutoff adjustments can produce similar results to data augmentation without the need for additional data.

Task-agnostic data augmentation shows little benefit for pretrained transformers.

problem Evaluating the effectiveness of task-agnostic data augmentation on pretrained transformers.
method Conducted a systematic examination of two data augmentation techniques (Easy Data Augmentation and Back-Translation) across 5 tasks, 6 datasets, and 3 pretrained transformer models.
result Data augmentation techniques previously effective for non-pretrained models fail to consistently improve performance for pretrained transformers, even with limited training data.

Investment decisions can benefit from incorporating an accumulated knowledge of the past to drive future decision making. We introduce Continual Learning Augmentation (CLA) which is based on an explicit memory structure and a feed forward neural network (FFNN) base model and used to drive long term financial investment…

2018-12-06abs ↗pdf ↗

Unified theory explains how data augmentation improves deep learning models.

problem Understanding why data augmentation improves model generalization.
method Unified theoretical framework explaining two key effects: partial semantic feature removal and feature mixing.
result Data augmentation enhances generalization through partial semantic feature removal and feature mixing.

Regularising for invariance to data augmentation improves machine learning models.

problem Improving generalization in machine learning models through data augmentation.
method Explicit regularisation to encourage invariance at the level of individual model predictions.
result Explicit regularisation improves generalization and equalizes performance differences between objectives.