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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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142283425566 · Jun 202019922001200920172026
48 results for augmented prediction

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.

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.

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.

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.

Neural network with data augmentation improves multi-stage pump prediction accuracy.

problem Predicting multi-stage pump external characteristics with high accuracy.
method Neural network model with data augmentation for multi-objective prediction.
result Neural network model with data augmentation outperforms other models in accuracy.

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.

Improved chemical reaction prediction using augmented NLP models.

problem Predicting chemical reactions from text representations.
method Data augmentation and Transformer architecture for SMILES representation.
result Significantly improved accuracy in predicting chemical reactions.

ODVICE augments EHR cohorts using ontology to improve analysis robustness.

problem Limited records in cohorts for rare diseases hamper robust analysis.
method Ontology-driven Monte-Carlo graph spanning algorithm for data augmentation.
result ODVICE augmented cohorts show ~30% improvement in AUC over non-augmented datasets.

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.

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.

A new method predicts true classes from positive and unlabeled data with additional labeled observations.

problem Predicting true classes from positive and unlabeled data with selection bias.
method Introduces augmented PU prediction, allowing feature-dependent labeling, and compares various empirical Bayes rules.
result The variational autoencoder-based method performs similarly or better than other methods and improves accuracy for unlabeled samples.

Augments graph node features to improve GNN performance.

problem Improving graph neural networks' performance on large-scale datasets.
method Iteratively augments node features with gradient-based adversarial perturbations.
result Boosts model performance in node classification, link prediction, and graph classification tasks.

Enhances VC startup success predictions using graph augmented time series models.

problem Challenges in predicting startup success due to limited financial data and subjective forecasts.
method Integrates inter-company relationships into time series analysis using GraphRAG.
result Significantly outperforms previous models in startup success predictions.

MixupMP improves uncertainty quantification in neural networks using data augmentation.

problem Uncertainty quantification in deep learning models.
method MixupMP constructs a more realistic predictive distribution using data augmentation techniques.
result MixupMP achieves superior predictive performance and uncertainty quantification on various image classification datasets.

Enhances feature augmentation for high-dimensional learning.

problem Correlated high-dimensional measurements require dimensionality reduction.
method Augment features with factors extracted from design matrices and their transformations.
result Significantly weakens correlations between input variables, improving interpretability and numerical stability.

Framework uses synthetic data from pretrained models to improve predictive modeling.

problem Limited effectiveness of synthetic data from generative models for improving predictive performance.
method Proposes an end-to-end framework that generates and filters synthetic data through domain-specific statistical methods.
result Consistent improvements in predictive performance across various settings.

Two new Hie-TAN and Hie-TAN-Lite algorithms improve TAN for hierarchical feature spaces.

problem Learning dependencies in hierarchical feature spaces.
method Exploits hierarchical parent-child relationships as constraints to learn a dependency tree.
result Hie-TAN-Lite outperforms Hie-TAN and other methods in predictive accuracy.

Study improves sugarcane plot prediction using data interpolation.

problem Predicting adventive plants in sugarcane plots with limited data.
method Interpolation techniques (Gaussian processes, kriging) for geo-referenced data augmentation.
result GP-COMB outperforms other methods with less additional data.

Gaussian Processes enhance financial forecasting by predicting mean-reverting time series with probability distributions.

problem Accurate long-term financial predictions with probability distributions.
method Functional and augmented data structures for Gaussian Processes.
result Gaussian Processes offer improved long-term predictions with probability distributions.

Self-Predictive Representations improves data-efficient reinforcement learning from limited interaction.

problem Efficient reinforcement learning from limited data.
method Train agents to predict future latent state representations using self-supervised objectives.
result Achieves a median human-normalized score of 0.415 on Atari with 100k steps of interaction, 55% improvement over previous state-of-the-art.

New method combines neural nets with epidemic models for better prediction.

problem Improving epidemic prediction and forecasting using deep neural networks.
method Integrates machine learning with compartmental disease models for data-driven analysis.
result Data augmentation strategy improves neural network reliability for epidemic forecasting.

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.

New algorithms improve privacy-preserving data release using external predictions.

problem Privacy-preserving data release with improved utility using external information.
method Learning-augmented algorithms for multiple quantile release.
result Error guarantees scale with prediction quality, almost recovering state-of-the-art guarantees.

DAERNN models censored data using neural networks with data augmentation.

problem Handling censored data in expectile regression.
method Data augmentation based Expectile Regression Neural Networks (ERNNs).
result DAERNN outperforms existing censored ERNNs methods and achieves comparable predictive performance to fully observed data.

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.

Proposes a method to use causal graph knowledge for better predictive modeling.

problem Lack of effective ways to incorporate causal graph knowledge into predictive models.
method Model-agnostic data augmentation method exploiting CI relations encoded in causal graphs.
result Improves prediction accuracy, especially in small-data scenarios.

GALA framework learns invariant graph representations via environment augmentation with minimal assumptions.

problem Learning invariant graph representations from different environments without additional assumptions.
method Developed GALA framework with minimal assumptions of variation sufficiency and consistency. Uses an assistant model to differentiate graph environment changes.
result Extracting maximally invariant subgraphs to proxy predictions identifies underlying invariant subgraphs for successful out-of-distribution generalization.

Learn invariances in neural networks by optimizing over augmentation parameters.

problem Lack of knowledge about present invariances and their extent in data.
method Parameterize a distribution over augmentations and optimize network parameters and augmentation parameters simultaneously.
result Recover correct set and extent of invariances on various tasks from training data alone.

Data augmentation by mixing samples, such as Mixup, has widely been used typically for classification tasks. However, this strategy is not always effective due to the gap between augmented samples for training and original samples for testing. This gap may prevent a classifier from learning the optimal decision boundar…

2019-06-20abs ↗pdf ↗

Study shows different trajectory prediction models generalize better under OoD conditions.

problem Comparing trajectory prediction models' robustness across different datasets.
method Training models on Argoverse 2 and testing on Waymo Open Motion, and vice versa, with various augmentation strategies.
result Smallest model with highest inductive bias performs best in OoD generalization.

Data augmentation, a technique in which a training set is expanded with class-preserving transformations, is ubiquitous in modern machine learning pipelines. In this paper, we seek to establish a theoretical framework for understanding data augmentation. We approach this from two directions: First, we provide a general…

2018-03-16abs ↗pdf ↗

SARL uses predicted asset movements to improve financial portfolio management.

problem Maximizing profits or minimizing risks in financial planning.
method State-Augmented RL framework that incorporates diverse asset information and price movement predictions.
result SARL outperforms existing PM approaches in terms of accumulated profits and risk-adjusted profits.

One of the major challenges in training deep architectures for predictive tasks is the scarcity and cost of labeled training data. Active Learning (AL) is one way of addressing this challenge. In stream-based AL, observations are continuously made available to the learner that have to decide whether to request a label …

2019-09-04abs ↗pdf ↗

SOOTT framework optimizes target tracking with robust and learning-augmented algorithms.

problem Optimizing target tracking in dynamic environments with adversarial perturbations.
method Integrates robust and learning-augmented algorithms for online decision-making.
result CoRT learning-augmented algorithm strictly improves over robust BEST when predictions are accurate.

This paper tackles overfitting in CTR models by introducing Multi-Epoch learning with Data Augmentation.

problem Overfitting of the embedding layer in CTR models during multi-epoch training.
method Introduces Multi-Epoch learning with Data Augmentation (MEDA) framework to reduce overfitting and enhance performance.
result MEDA minimizes overfitting and achieves data augmentation through varied embedding spaces, improving performance without overfitting.

The study finds that supply chain information from LLM embeddings improves stock returns predictions.

problem Predicting stock returns using textual information from annual reports.
method Combining LLM embeddings of annual reports with supply chain knowledge graph propagation.
result Network-augmented embeddings significantly predict stock returns with a Sharpe ratio of 0.86 and alpha of 7.27%.

We introduce Imagination-Augmented Agents (I2As), a novel architecture for deep reinforcement learning combining model-free and model-based aspects. In contrast to most existing model-based reinforcement learning and planning methods, which prescribe how a model should be used to arrive at a policy, I2As learn to inter…

2017-07-19abs ↗pdf ↗