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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 · Sep 201719922001200920172026
28 results for batch-mode

Value-function approximation methods that operate in batch mode have foundational importance to reinforcement learning (RL). Finite sample guarantees for these methods often crucially rely on two types of assumptions: (1) mild distribution shift, and (2) representation conditions that are stronger than realizability. H…

2019-05-01abs ↗pdf ↗

Exact distribution of split conformal prediction coverage found.

problem Determining the reliability of prediction sets in batch mode.
method Analysis of exchangeable data to find universal distribution of empirical coverage.
result Exact distribution of empirical coverage is universal and determined by nominal miscoverage level and calibration sample size.

Rule-based models are often used for data analysis as they combine interpretability with predictive power. We present RuleKit, a versatile tool for rule learning. Based on a sequential covering induction algorithm, it is suitable for classification, regression, and survival problems. The presence of a user-guided induc…

2019-08-02abs ↗pdf ↗

We propose a new batch mode active learning algorithm designed for neural networks and large query batch sizes. The method, Discriminative Active Learning (DAL), poses active learning as a binary classification task, attempting to choose examples to label in such a way as to make the labeled set and the unlabeled pool …

2019-07-15abs ↗pdf ↗

MASnet enhances speech on mobile devices with low latency.

problem Efficiently enhancing speech on mobile devices with low latency.
method MASnet processes linear-scale spectrograms, using ratio masks to enhance noisy frames, and operates in low-latency incremental inference mode.
result MASnet achieves efficient speech enhancement with low latency, reducing FMA/s operations.

While both cost-sensitive learning and online learning have been studied extensively, the effort in simultaneously dealing with these two issues is limited. Aiming at this challenge task, a novel learning framework is proposed in this paper. The key idea is based on the fusion of online ensemble algorithms and the stat…

2013-10-30abs ↗pdf ↗

In this paper, we present an online adaptive PCA algorithm that is able to compute the full dimensional eigenspace per new time-step of sequential data. The algorithm is based on a one-step update rule that considers all second order correlations between previous samples and the new time-step. Our algorithm has O(n) co…

2017-09-07abs ↗pdf ↗

We develop a data driven approach to perform clustering and end-to-end feature learning simultaneously for streaming data that can adaptively detect novel clusters in emerging data. Our approach, Adaptive Nonparametric Variational Autoencoder (AdapVAE), learns the cluster membership through a Bayesian Nonparametric (BN…

2019-06-07abs ↗pdf ↗

Proposes a graph-based method for active learning in regression.

problem Active learning for regression is understudied and faces challenges with noisy labels and parameter uncertainty.
method Formulates active regression as a bipartite graph optimization problem.
result Demonstrates the effectiveness of the proposed graph-based approach on benchmark data sets.

Active learning (AL) concerns itself with learning a model from as few labelled data as possible through actively and iteratively querying an oracle with selected unlabelled samples. In this paper, we focus on analyzing a popular type of AL in which the utility of a sample is measured by a specified goal achieved by th…

2019-05-30abs ↗pdf ↗

Training large machine learning models requires a distributed computing approach, with communication of the model updates being the bottleneck. For this reason, several methods based on the compression (e.g., sparsification and/or quantization) of updates were recently proposed, including QSGD (Alistarh et al., 2017), …

2019-01-26abs ↗pdf ↗

The QLBS model is enhanced with a large trader's impact, leading to optimal hedging strategies.

problem Finding an optimal hedging strategy with low transaction costs and fair price convergence.
method Extending the QLBS model, defining a hypothetical limit order book, and using batch-mode reinforcement learning.
result Optimal hedging strategy with lower transaction costs and fair price convergence.

We present a streaming model for large-scale classification (in the context of 2\ell_2-SVM) by leveraging connections between learning and computational geometry. The streaming model imposes the constraint that only a single pass over the data is allowed. The 2\ell_2-SVM is known to have an equivalent formulation in …

2009-08-05abs ↗pdf ↗

New algorithm improves on EM for streaming data, outperforming existing methods.

problem Processing high-volume, streaming data efficiently.
method Incremental stochastic Majorization-Minimization (MM) algorithm.
result The algorithm converges to a stationary point with vanishing gradient.