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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.

168,657 papers · 148 categories

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48 results for benchmark data

Generates synthetic data for benchmarking unsupervised outlier detection.

problem Difficulty in benchmarking unsupervised outlier detection due to rare and varied outliers in real data.
method Proposes a generic process to generate synthetic data with insightful characteristics.
result Demonstrates practicality of the generic process through a benchmark with state-of-the-art detection methods.

RealCause provides a realistic benchmark for causal inference.

problem Lack of a reliable benchmark for comparing causal effect estimators.
method Flexible generative models to create a benchmark that is both ground-truth and realistic.
result Evaluation of over 1500 causal estimators provides evidence for choosing hyperparameters using predictive metrics.

We provide a benchmark dataset for hand gesture recognition using force myography.

problem Lack of publicly available benchmark data for force myography hand gesture recognition.
method Collected data from 20 persons covering 18 unique gestures using a commercially available sensor setup.
result Improved gesture recognition accuracy through transfer learning.

Benchmark data sets are an indispensable ingredient of the evaluation of graph-based machine learning methods. We release a new data set, compiled from International Planning Competitions (IPC), for benchmarking graph classification, regression, and related tasks. Apart from the graph construction (based on AI planning…

2019-05-15abs ↗pdf ↗

The study initiates a theoretical analysis of dynamic benchmarking models.

problem Lack of theoretical foundation and empirical studies in dynamic benchmarks.
method Examined two realizations of dynamic benchmarking: sequential and hierarchical dependency models.
result Sequential dynamic benchmarks show initial performance improvement but can stall after three rounds due to label noise.

Benchmark for UDA in time series classification.

problem Lack of benchmarks for unsupervised domain adaptation in time series.
method Introduces a comprehensive benchmark with new datasets and state-of-the-art neural network backbones.
result Insights into strengths and limitations of UDA methods for time series data.

Paper introduces a benchmark for predicting bankruptcy from text data.

problem Lack of a common benchmark dataset and evaluation strategy for unstructured data in bankruptcy prediction.
method Describes and evaluates several baseline models, including a bag-of-words model.
result A lightweight bag-of-words model performs surprisingly well, especially when considering data from multiple years.

LOB-Bench benchmarks generative AI for financial data, outperforming traditional models.

problem Lack of consensus on evaluating generative AI models for financial data.
method Python-based benchmark with LOB statistics and market impact metrics.
result Generative autoregressive models outperform traditional models in LOB data.

OceanForecastBench offers a comprehensive benchmark for data-driven ocean forecasting models.

problem Lack of open-source, standardized benchmarks for data-driven ocean forecasting models.
method Proposes OceanForecastBench, a benchmark with high-quality data and evaluation pipeline.
result Offers the most comprehensive benchmarking framework for data-driven ocean forecasting.

Fidel-TS creates a new benchmark for time series forecasting models.

problem Lack of high-quality benchmarks for time series forecasting models.
method Formalized high-fidelity benchmark principles, including data sourcing integrity, leak-free design, and structural clarity. Created Fidel-TS, a new large-scale benchmark.
result Demonstrated the limitations of prior benchmarks and potential discrepancies in model evaluation.

Study proposes new methods to calculate probabilistic benchmarks in noisy data.

problem Identifying opportunities for improvement in comparable units with noisy data.
method 2-step methodology involving undersampling and relevance vector machine.
result Higher discrimination power achieved with macro-economic environment variables.

New benchmark protocol evaluates neural network optimizers for efficiency and data shift sensitivity.

problem Benchmarking neural network optimizers with hyperparameter complexity and data shift sensitivity.
method Proposed a new evaluation protocol combining end-to-end and data-addition training efficiency, using bandit hyperparameter tuning and human study validation.
result No clear winner across all tasks, highlighting the complexity of optimizer performance.

CSTS benchmarks time series clustering by evaluating correlation structures.

problem Lack of validated ground truth for objectively assessing clustering quality.
method Synthetic benchmark CSTS for evaluating correlation structures in multivariate time series data.
result CSTS enables precise diagnosis of methodological limitations in correlation-based time series clustering.

We created financial benchmarks for distribution shifts in crude oil prices and volatility.

problem Scarcity of task-labeled time-series benchmarks in finance.
method Transformed asset price data into volatility proxies, generated task labels based on distribution shifts, and made datasets publicly available.
result Inclusion of task labels improves continual learning algorithms' performance on real-world data.

Machine learning research depends on objectively interpretable, comparable, and reproducible algorithm benchmarks. We advocate the use of curated, comprehensive suites of machine learning tasks to standardize the setup, execution, and reporting of benchmarks. We enable this through software tools that help to create an…

2017-08-11abs ↗pdf ↗

Study benchmarks 19 survival models on 34 datasets, finding Cox model still best.

problem Quantitative comparison of survival models on low-dimensional data.
method Comprehensive benchmarking of 19 models on 34 datasets, tuning and evaluating using 6 metrics.
result Cox Proportional Hazards model remains best overall for low-dimensional, right-censored data.

A Python tool generates synthetic data for cluster analysis from high-level descriptions.

problem Creating synthetic data for cluster analysis is laborious and requires detailed geometric parameters.
method Proposes natural language-based synthetic data generation and implements it in a Python package.
result Makes it easy to set up interpretable and reproducible benchmarks for cluster analysis.

Scoping review and benchmarking of synthetic EHR data generation methods.

problem Creating realistic synthetic electronic health records for research and training.
method Conducted a scoping review and benchmarked seven methods on open-source EHR datasets.
result GAN-based methods excel in fidelity and utility, while rule-based methods excel in privacy protection.

Generates synthetic manufacturing data for causal discovery benchmarking.

problem Lack of suitable real data for validating causal discovery algorithms.
method Distributional random forests for estimating conditional distributions.
result Semisynthetic manufacturing data adheres to a causal model.

SurvHTE-Bench benchmarks HTE estimation in survival analysis with diverse datasets.

problem Challenges in estimating HTEs from right-censored survival data.
method Modular synthetic datasets, semi-synthetic datasets, and real-world datasets.
result First rigorous comparison of survival HTE methods under diverse conditions.

GIFT-Eval benchmarks time series forecasting models across diverse datasets.

problem Lack of comprehensive benchmarks for evaluating time series foundation models.
method Developed GIFT-Eval, a benchmark with 23 datasets, 177 million data points, and 144,000 time series.
result Promotes evaluation of foundation models across various domains and frequencies.

A new sparse benchmark metabench identifies key abilities from large benchmarks.

problem Redundancy and compression in existing benchmarks.
method Data from 5000+ LLMs to identify most informative items, distilling a sparse benchmark.
result Sparse benchmark metabench captures underlying abilities with high accuracy.

Paper compiles ML algorithm performance benchmarks on OpenML datasets.

problem Finding optimal hyperparameters for ML algorithms efficiently.
method Generated benchmark data for 7 ML algorithms on 39 datasets, fixed hyperparameters before testing.
result Comprehensive dataset of ML algorithm performance sensitivity.

New model reveals significant impact of data and parameter variations on machine learning benchmarks.

problem Variance in machine learning benchmarks due to data sampling, initialization, and hyperparameters.
method Modeling the benchmarking process, analyzing comparison methods, and studying error rates.
result Adding more sources of variation reduces compute cost while improving performance.

Wiki-CS dataset benchmarks Graph Neural Networks using Wikipedia articles.

problem Benchmarking Graph Neural Networks on a new domain with structural differences.
method Derived from Wikipedia, nodes represent Computer Science articles, edges from hyperlinks, 10 classes for different branches, evaluated semi-supervised node classification and link prediction.
result Graph Neural Networks perform well on Wiki-CS, showing structural differences from earlier benchmarks.

This paper evaluates how different imputation methods affect predictive models.

problem The impact of different imputation methods on predictive models' performance.
method Systematic evaluation of various imputation methods for different data sets and machine learning algorithms.
result Recommendation of a general method for empirical benchmarking of imputation methods.

Paper introduces TAP-Vid, a benchmark for tracking any point in videos.

problem Tackles the problem of tracking arbitrary physical points on surfaces over longer video clips.
method Formalizes the problem as TAP, introduces TAP-Vid benchmark, uses crowdsourced pipeline with optical flow estimates, proposes TAP-Net model.
result TAP-Net outperforms all prior methods on TAP-Vid benchmark when trained on synthetic data.

Paper establishes a comprehensive benchmark for ECG time-series analysis.

problem Incomplete understanding of ECG signal properties and limitations in evaluation metrics.
method Categorization of downstream applications, identification of limitations, introduction of a novel metric, benchmarking of time-series models.
result Validation of the effectiveness of the proposed metric and model architecture.