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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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55110164219 · Jun 202019922001200920172026
48 results for average precision

SQWA improves low-precision DNNs with model averaging and quantization.

problem Designing good generalization DNNs with quantized weights.
method Floating-point model training, direct quantization, multiple low-precision models, weight averaging, re-quantization, fine-tuning, loss visualization.
result State-of-the-art results for 2-bit QDNNs on CIFAR-100 and ImageNet datasets.

Low precision operations can provide scalability, memory savings, portability, and energy efficiency. This paper proposes SWALP, an approach to low precision training that averages low-precision SGD iterates with a modified learning rate schedule. SWALP is easy to implement and can match the performance of full-precisi…

2019-04-26abs ↗pdf ↗

The paper examines the consistency of item embeddings in recommendation systems.

problem The relevance of averaging item embeddings for user or concept representation.
method Proposes an expected precision score to measure consistency and analyzes it theoretically and empirically.
result Real-world averages are less consistent for recommendation compared to theoretical assumptions.

With ever-increasing computational demand for deep learning, it is critical to investigate the implications of the numeric representation and precision of DNN model weights and activations on computational efficiency. In this work, we explore unconventional narrow-precision floating-point representations as it relates …

2018-08-07abs ↗pdf ↗

The paper analyzes MACD using operator theory.

problem Understanding the mathematical foundation of MACD.
method Developed a functional-analytic framework interpreting MACD as a phase-corrected, smoothed derivative operator.
result MACD is structurally equivalent to a band-pass filter and can be expressed as a finite difference of delayed and doubly averaged signals.

Today, despite decades of developments in medicine and the growing interest in precision healthcare, vast majority of diagnoses happen once patients begin to show noticeable signs of illness. Early indication and detection of diseases, however, can provide patients and carers with the chance of early intervention, bett…

2019-07-22abs ↗pdf ↗

Efficiently selects nearest neighbors for labeling to speed up active learning.

problem Intractable active learning and search for large-scale unlabeled data.
method Restricts candidate pool to nearest neighbors of labeled set.
result Achieved similar performance to global approach but reduced computational cost by up to 3 orders of magnitude.

BOSH optimizes functions with stochastic evaluations more efficiently and precisely.

problem Optimizing functions with noisy evaluations can lead to suboptimal solutions.
method BOSH uses a hierarchical Gaussian process to generate a growing pool of realizations.
result BOSH provides more efficient and higher-precision optimization than standard BO.

EMPIR combines low and full precision DNNs to enhance robustness against adversarial attacks.

problem Vulnerability of DNNs to adversarial attacks that misclassify inputs with small perturbations.
method Ensemble of quantized DNN models with different numerical precisions.
result EMPIR ensembles increase adversarial robustness by 42.6% on average across different tasks.

BayesBlend blends multiple models' predictions for better insurance loss predictions.

problem Improving insurance loss predictions by combining multiple models.
method Pseudo-Bayesian model averaging, stacking, and hierarchical stacking.
result BayesBlend provides a user-friendly way to blend model predictions and estimate weights.

Transformations of macroeconomic data affect machine learning forecasts, especially with regularization and nonlinearity.

problem The impact of data transformations on machine learning forecasts in macroeconomic contexts.
method Review and propose new data transformations, empirically evaluate their effects, and compare traditional and moving average rotations.
result Traditional factors should almost always be included as predictors, and moving average rotations can provide important gains.

Gradient descent stagnates in low-precision, but unbiased rounding schemes improve convergence.

problem Stagnation of gradient descent in low-precision computation.
method Proposed unbiased stochastic rounding schemes that trade zero bias for larger probability of preserving small gradients.
result Unbiased rounding methods typically improve convergence rate of gradient descent for convex problems.

Transforms game optimization dynamics into frequency domain for precise hyperparameter analysis.

problem Analyzing convergence of hyperparameters in game optimization.
method Frequency-domain framework using High-Resolution Differential Equations (HRDEs) and Laplace transforms.
result Derives precise convergence criteria for the Lookahead algorithm.

Boosts A/B test precision using auxiliary data from historical users.

problem Small sample sizes and imprecise estimates in A/B tests.
method Coupling design-based causal estimation with machine-learning models of historical user data.
result Effect estimates using auxiliary data are roughly equivalent to increasing sample size by 20%, or up to 50-80% in some cases.

Regulating causal effects through averaged constraints fails to enforce conditional independence.

problem Enforcing conditional independence in regulatory and analytic settings.
method Formulated causal masking as a linear program and analyzed the resulting enforcement problem from both regulator and optimizer perspectives.
result Averaged-constraint optimization often violates stratum-wise requirements while satisfying the averaged one exactly, and detection requires conditional-independence tests.

The paper clarifies the distinction between CATE and ITE under ignorability assumptions.

problem Confusion between CATE and ITE hinders personalized effect estimation.
method Clarifies the distinction between CATE and ITE under ignorability assumptions.
result CATE and ITE are not necessarily the same under ignorability assumptions.

Paper tackles imbalanced binary classification by optimizing precision and recall directly.

problem Imbalanced binary classification where standard accuracy is misleading.
method Exact constrained reformulations for precision and recall optimization.
result ERO framework outperforms state-of-the-art methods on multiple datasets.

Outlier detection methods have become increasingly relevant in recent years due to increased security concerns and because of its vast application to different fields. Recently, Pauwels and Lasserre (2016) noticed that the sublevel sets of the inverse Christoffel function accurately depict the shape of a cloud of data …

2018-06-18abs ↗pdf ↗

New insights into using momentum for non-convex optimization.

problem Improving training of non-convex models like deep neural networks.
method Developed a Lyapunov analysis of SGD with momentum using stochastic primal averaging.
result Precise conditions under which SGD+M outperforms SGD and optimal hyper-parameter schedules.

Study on stochastic approximation with Polyak-Ruppert averaging for linear systems.

problem Understanding the asymptotic and non-asymptotic properties of stochastic approximation procedures.
method Detailed analysis of linear stochastic approximation with Polyak-Ruppert averaging, focusing on asymptotic and non-asymptotic properties.
result Proves CLT and non-asymptotic concentration inequality for averaged iterates, providing refined understanding of linear stochastic approximation.

The paper offers precise bounds for averaged LSA iterates in linear systems.

problem Computing approximate solutions of linear systems with noisy observations.
method Finite-time analysis of LSA algorithms with Polyak-Ruppert averaging.
result Sharp high-probability bounds for averaged LSA iterates.

Deep ROC analysis improves model selection and interpretation in medical and AI applications.

problem Inadequate performance measures for binary classifiers.
method Deep ROC analysis, translating AUC and partial AUC into balanced average accuracy and post-test measures.
result Deep ROC analysis provides balanced average accuracy, average sensitivity, and average specificity.

This paper provides new insight into maximizing F1 scores in the context of binary classification and also in the context of multilabel classification. The harmonic mean of precision and recall, F1 score is widely used to measure the success of a binary classifier when one class is rare. Micro average, macro average, a…

2014-02-08abs ↗pdf ↗

Motivated by modern applications in which one constructs graphical models based on a very large number of features, this paper introduces a new class of cluster-based graphical models, in which variable clustering is applied as an initial step for reducing the dimension of the feature space. We employ model assisted cl…

2018-06-13abs ↗pdf ↗

New method combines multiple datasets to estimate ATE with valid confidence intervals.

problem Combining multiple observational datasets to estimate ATE with valid confidence intervals.
method Prediction-powered inferences to shrink CIs and provide valid CIs.
result Valid confidence intervals for ATE from multiple datasets.

Novel AMP framework for multi-environment transfer learning.

problem Characterizing risk of Lasso-based transfer learning estimators.
method Multi-Environment Generalized Long AMP (multi-environment GLAMP) framework.
result Precise characterization of the risk of three Lasso-based transfer learning estimators.

We aim to predict and explain service failures in supply-chain networks, more precisely among last-mile pickup and delivery services to customers. We analyze a dataset of 500,000 services using (1) supervised classification with Random Forests, and (2) Association Rules. Our classifier reaches an average sensitivity of…

2018-10-20abs ↗pdf ↗