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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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131262393524 · Jun 202019922001200920172026
48 results for class probability

The law of total probability may be deployed in binary classification exercises to estimate the unconditional class probabilities if the class proportions in the training set are not representative of the population class proportions. We argue that this is not a conceptually sound approach and suggest an alternative ba…

2013-12-02abs ↗pdf ↗

Focal loss improves classification but not class-posterior probability estimation.

problem Improving class-posterior probability estimation from focal loss.
method Proved classification-calibration and derived a transformation to recover true class-posterior probabilities.
result A transformation of the confidence score from focal loss minimization allows recovery of true class-posterior probabilities.

One of the central themes in the classification task is the estimation of class posterior probability at a new point x\bf{x}. The vast majority of classifiers output a score for x\bf{x}, which is monotonically related to the posterior probability via an unknown relationship. There are many attempts in the literature …

2019-09-12abs ↗pdf ↗

An imprecise SHAP method explains class probabilities with limited data.

problem Explaining class probabilities with limited training data.
method New approach for computing feature marginal contributions and general approach to interval-valued Shapley values.
result The imprecise SHAP method improves explanation of class probabilities.

New linear algorithms improve wSVMs for multiclass probability estimation.

problem Estimating conditional probabilities for multiclass problems.
method Proposed baseline learning and OVA learning schemes to improve wSVMs.
result Linear algorithms achieve optimal computational efficiency and good estimation accuracy.

Proposes novel wSVMs for sparse learning and accurate probability estimation.

problem Sparse features with redundant noise limit the performance of existing wSVMs.
method Develops 1\ell^1-norm and elastic net regularized wSVMs for automatic variable selection and probability estimation.
result Elastic net regularized wSVMs achieve superior performance in variable selection and probability estimation.

Study on optimal rates for sequential probability assignment using smoothed analysis.

problem Optimal rates for sequential probability assignment under smoothed adversaries.
method General-purpose reduction from minimax rates to transductive learning, development of an efficient algorithm using MLE oracle.
result Optimal (logarithmic) fast rates for parametric and finite VC dimension classes, sublinear regret for general classes.

Implied posterior probability of a given model (say, Support Vector Machines (SVM)) at a point x\bf{x} is an estimate of the class posterior probability pertaining to the class of functions of the model applied to a given dataset. It can be regarded as a score (or estimate) for the true posterior probability, which ca…

2019-09-30abs ↗pdf ↗

Friedman's method performs well for estimating class distributions.

problem Estimating prior class probabilities without label observations.
method Friedman's method and DeBias method for designing linear equation systems.
result Friedman's method performs well for binary and multi-class quantification.

We study the problem of supervised learning for both binary and multiclass classification from a unified geometric perspective. In particular, we propose a geometric regularization technique to find the submanifold corresponding to a robust estimator of the class probability P(yx)P(y|\pmb{x}). The regularization term meas…

2015-03-04abs ↗pdf ↗

We consider a random walk on the mapping class group of a surface of finite type. We assume that the random walk is determined by a probability measure whose support is finite and generates a non-elementary subgroup HH. We further assume that HH is not consisting only of lifts with respect to any one covering. Then w…

2014-08-02abs ↗pdf ↗

Estimates growth of reciprocal classes in Hecke groups.

problem Estimating the growth of reciprocal conjugacy classes in Hecke groups.
method Using free product structure and word lengths of reciprocal elements, with tools from basic probability theory.
result Estimates the asymptotic growth of reciprocal conjugacy classes in Hecke groups.

In many applications, accurate class probability estimates are required, but many types of models produce poor quality probability estimates despite achieving acceptable classification accuracy. Even though probability calibration has been a hot topic of research in recent times, the majority of this has investigated n…

2020-02-07abs ↗pdf ↗

The majority of traditional classification ru les minimizing the expected probability of error (0-1 loss) are inappropriate if the class probability distributions are ill-defined or impossible to estimate. We argue that in such cases class domains should be used instead of class distributions or densities to construct …

2016-01-18abs ↗pdf ↗

New bounds on minimax regret for sequential probability assignment using logarithmic loss.

problem Minimizing regret in sequential probability assignment against arbitrary experts.
method Using self-concordance property of logarithmic loss to derive tight bounds.
result Tight bounds on minimax regret for various expert classes.

A key prerequisite to optimal reasoning under uncertainty in intelligent systems is to start with good class probability estimates. This paper improves on the current best probability estimation trees (Bagged-PETs) and also presents a new ensemble-based algorithm (MOB-ESP). Comparisons are made using several benchmark …

2012-07-11abs ↗pdf ↗

Paper introduces a novel method for estimating model confidence in deep neural classifiers.

problem Reliable confidence estimation for deep neural classifiers in safety-critical applications.
method Proposes a novel target criterion (true class probability) and learns it from data with an auxiliary model.
result The proposed method outperforms strong baselines in various tasks and network architectures.

We introduce Fisher consistency in the sense of unbiasedness as a desirable property for estimators of class prior probabilities. Lack of Fisher consistency could be used as a criterion to dismiss estimators that are unlikely to deliver precise estimates in test datasets under prior probability and more general dataset…

2017-01-19abs ↗pdf ↗

Work in the classification literature has shown that in computing a classification function, one need not know the class membership of all observations in the training set; the unlabeled observations still provide information on the marginal distribution of the feature set, and can thus contribute to increased classifi…

2015-10-06abs ↗pdf ↗

Improves Active Learning by considering class imbalance and difficulty.

problem Active Learning's focus on individual samples ignores class distribution and difficulty.
method Proposes a method based on Bayes' rule to incorporate class imbalance, using a Variational Auto Encoder (VAE).
result Significantly outperforms state-of-the-art methods on datasets with heavy data imbalance.

New CPS model tackles conditional probability shift in machine learning.

problem Discrepancy between source and target distributions in machine learning.
method Conditional Probability Shift Model (CPSM) using multinomial regression and EM algorithm.
result Superior balanced classification accuracy on target data compared to existing methods.

The framework of this paper is that of risk measuring under uncertainty, which is when no reference probability measure is given. To every regular convex risk measure on Cb(Ω){\cal C}_b(Ω), we associate a unique equivalence class of probability measures on Borel sets, characterizing the riskless non positive elements of $…

2010-04-30abs ↗pdf ↗

Many classification applications require accurate probability estimates in addition to good class separation but often classifiers are designed focusing only on the latter. Calibration is the process of improving probability estimates by post-processing but commonly used calibration algorithms work poorly on small data…

2020-01-30abs ↗pdf ↗

In multi-instance (MI) learning, each object (bag) consists of multiple feature vectors (instances), and is most commonly regarded as a set of points in a multidimensional space. A different viewpoint is that the instances are realisations of random vectors with corresponding probability distribution, and that a bag is…

2018-03-07abs ↗pdf ↗

We show that the probability that a finitely supported random walk on a non-elementary subgroup of the the mapping class group gives a non-pseudo-Anosov element decays exponentially in the length of the random walk. More generally, we show that if R is a set of mapping class group elements with an upper bound on their …

2011-04-29abs ↗pdf ↗

Without probability theory, we define classes of supermartingales, martingales, and semimartingales in idealized financial markets with continuous price paths. This allows us to establish probability-free versions of a number of standard results in martingale theory, including the Dubins-Schwarz theorem, the Girsanov t…

2017-03-25abs ↗pdf ↗

A new method calculates optimal decisions from classifier outputs, improving predictions in drug discovery.

problem Finding optimal decisions from classifier outputs in fields like medicine.
method Develops a transducer that calculates probabilities from classifier outputs, enabling expected-utility maximization.
result Improves prediction accuracy in drug discovery problems, sometimes close to theoretical maximum.

A new IPM uses ReLU networks to measure probability discrepancies.

problem Measuring the difference between two probability distributions in high dimensions.
method Proposes a new parametric IPM using ReLU neural networks to optimize and distinguish between distributions.
result The proposed IPM has good convergence rates and can be used as a surrogate for other IPMs.

In many real-world applications of machine learning classifiers, it is essential to predict the probability of an example belonging to a particular class. This paper proposes a simple technique for predicting probabilities based on optimizing a ranking loss, followed by isotonic regression. This semi-parametric techniq…

2012-06-18abs ↗pdf ↗

KCal calibrates deep networks by embedding logits in a metric space.

problem Overconfident predictions from DNNs, especially in high-risk applications.
method KCal learns a metric space on the penultimate-layer latent embedding and generates predictions using kernel density estimates.
result KCal provides a provable full calibration guarantee and consistently outperforms baselines.

This paper extends adversarial attacks to produce desired class probability distributions.

problem Easily fooling deep learning models with imperceptible perturbations.
method Probabilistic framework to generate desired class probability distributions.
result The ability to closely approximate any probability distribution for classes while maintaining high fooling rates and preventing detection.

This work presents a new classifier that is specifically designed to be fully interpretable. This technique determines the probability of a class outcome, based directly on probability assignments measured from the training data. The accuracy of the predicted probability can be improved by measuring more probability es…

2017-10-27abs ↗pdf ↗

Develops methods to find most probable paths on complex manifolds.

problem Identifying optimal paths for manifold-valued processes, especially those with non-trivial structures.
method Constructs a general approach to defining and identifying most probable paths by measuring the Onsager-Machlup function on the anti-development of such processes.
result Derives explicit equations for development most probable paths that encompass various manifold-valued processes.

Gradient flows on distributions of distributions for machine learning tasks.

problem Designing gradient flows for datasets of probability distributions.
method Representing classes as conditional distributions, modeling datasets as mixture distributions, using Wasserstein over Wasserstein (WoW) distance and gradients.
result Demonstrated gradient flows for dataset transfer and distillation tasks.

We show that a random walk on the mapping class group of an orientable surface gives rise to a pseudo-Anosov element with asymptotic probability one. Our methods apply to many subgroups of the mapping class group, including the Torelli group.

2006-04-19abs ↗pdf ↗