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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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133267400533 · Jun 202019922001200920172026
48 results for comparative scoring

Study compares different scoring rules for machine-learned weather forecasts, finding scale-awareness improves forecast realism.

problem Improving the accuracy of machine-learned probabilistic weather forecasts.
method Comparison of scoring rules (CRPS, fair global energy score, graph energy score) and analysis of their impact on forecast field spectra.
result Scale-awareness improves forecast realism, particularly in the tropics.

Proposes a score to compare rule-based algorithms' interpretability.

problem Lack of consensus on interpretability for predictive models.
method Defines a score with three terms: predictivity, stability, and simplicity, each quantified by simple formulas.
result Compares interpretability of rule-based and tree-based algorithms for regression and classification.

New scoring rules improve probabilistic classification model evaluation.

problem Traditional scoring rules misalign with the preference for correct classifications.
method Introduces Penalized Brier Score (PBS) and Penalized Logarithmic Loss (PLL) to modify proper scoring rules.
result PBS and PLL better identify optimal checkpoints and early stopping points, leading to superior F1 scores.

Paper tackles transparency and auditability of machine learning in credit scoring.

problem Missed potential in using modern machine learning for credit scoring due to lack of transparency.
method Develops a framework for making black box machine learning models transparent, auditable, and explainable.
result Comparable interpretability can be achieved with machine learning while maintaining predictive power.

In the last two decades several biclustering methods have been developed as new unsupervised learning techniques to simultaneously cluster rows and columns of a data matrix. These algorithms play a central role in contemporary machine learning and in many applications, e.g. to computational biology and bioinformatics. …

2019-07-24abs ↗pdf ↗

Paper proposes an efficient causal discovery method with linear computational complexity.

problem Identifying causal relationships efficiently in large datasets.
method Approximate kernel-based generalized score function with low-rank technique and sampling algorithms.
result Significantly reduces computational costs while maintaining comparable accuracy.

Unified study of nine multi-output conformal methods with generalized scores.

problem Challenges in extending conformal prediction to multi-output problems.
method Nine conformal methods with generalized multi-output conformity scores.
result Generalized scores ensure asymptotic conditional coverage and exact finite-sample marginal coverage.

A new method for estimating density ratios in high dimensions.

problem Difficulty in accurately comparing probability distributions in high-dimensional settings.
method Divide-and-conquer approach via an infinite continuum of bridge distributions and time score matching.
result The proposed method effectively estimates density ratios and performs well on complex datasets.

Paper compares ML methods for credit scoring, highlighting feature selection and scaling impacts.

problem Determining default risk in credit scoring models.
method Eight ML methods (SVM, Naive Bayes, DT, RF, XGBoost, KNN, MLP, LR) with feature selection and scaling.
result Feature selection and scaling improve model performance in credit scoring.

Unified score and distance-based GoF tests for model adequacy.

problem Difficulty in extending score-based GoF tests to nonparametric alternatives.
method Introducing semiparametric kernelized Stein discrepancy (SKSD) test.
result SKSD test is computationally efficient and universally consistent.

Standardized fairness measures for continuous risk scores using Wasserstein distance.

problem Quantifying and interpreting group disparities in continuous risk scores.
method Proposes standardized fairness measures based on Wasserstein distance for continuous scores.
result Proposed measures outperform ROC-based fairness measures by being more explicit and quantifying significant biases.

Proposes a new method to minimize non-singleton predictions in conformal prediction.

problem Large prediction sets in conformal prediction are costly and inefficient.
method Introduces a new nonconformity score to minimize non-singleton sets and provides an algorithm to compute it efficiently.
result The proposed Singleton-Optimized Conformal Prediction (SOCOP) method increases singleton frequency by over 20% compared to standard scores, with minimal impact on average set size.

Proposes SD-KDE for density estimation using debiased kernel density with score-based adjustments.

problem Density estimation with bias in kernel density estimation.
method Adjusts data points by taking a step along the estimated score function, then applies standard KDE with modified bandwidth.
result Significantly reduces mean integrated squared error compared to standard Silverman KDE, especially with noisy score function estimates.

DDSME outperforms SME in estimating multimodal distributions.

problem Efficiency of score matching in multimodal distributions.
method Diffusion-based denoising score matching (DDSME) compared to vanilla score matching (SME).
result DDSME avoids the error bound deterioration of SME with increasing mode separation.

Evaluates explanations of LTR models using decision paths and compares their accuracy.

problem Challenges in evaluating local explanations of LTR models due to lack of ground truth feature importance scores.
method Focuses on tree-based LTR models, extracts ground truth feature importance scores using decision paths, and compares them with explanation techniques.
result Explanation accuracy varies depending on the model and data point.

This research adapts scoring rules for training survival models, improving predictive performance.

problem Training survival models with traditional methods struggles with censoring.
method Adapting scoring rules for survival analysis, creating a flexible framework for model training.
result Scoring rules can be successfully incorporated into model training, yielding competitive performance.

T-PSDA improves speaker recognition accuracy on toroidal submanifolds.

problem Improving speaker recognition accuracy on hypersphere embeddings.
method Extends PSDA to model within and between-speaker variabilities in toroidal submanifolds of the hypersphere.
result T-PSDA achieves accuracy on par with cosine scoring on VoxCeleb and large accuracy gains on NIST SRE'21.