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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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149299448597 · May 202619922001200920172026
48 results for consistency bounds

Study on HH-consistency bounds for machine learning surrogates.

problem Estimating target loss error relative to surrogate loss error in machine learning.
method Developed HH-consistency bounds for various surrogates and loss functions.
result Stronger guarantees than existing methods, offering distribution-dependent and -independent bounds.

Enhanced HH-consistency bounds derived under relaxed conditions.

problem Quantifying the relationship between zero-one estimation error and surrogate loss estimation error.
method Relaxing the condition on the surrogate loss conditional regret and presenting a general framework for establishing enhanced HH-consistency bounds.
result Derivation of more favorable HH-consistency bounds in various scenarios.

Enhanced consistency bounds derived for classification under a new noise condition.

problem Enhanced consistency bounds for classification under a new noise condition.
method Model Margin Noise (MM noise) assumption, derived enhanced H-consistency bounds.
result Enhanced H-consistency bounds under MM noise condition, interpolates between linear and square-root regimes.

Study of loss functions for learning to defer, proving consistency.

problem Learning to defer in machine learning.
method Introduced a family of surrogate losses parameterized by ΨΨ and proved their consistency.
result Proved realizable HH-consistency and Bayes-consistency of specific surrogate losses.

Unified surrogate loss framework for multi-label learning with strong consistency guarantees.

problem Improving consistency and accounting for label correlations in multi-label learning.
method Introducing multi-label logistic loss and extending it to comprehensive multi-label comp-sum losses, proving strong consistency guarantees for any multi-label loss.
result Unified surrogate loss framework benefiting from strong consistency guarantees for any multi-label loss.

The paper bounds eigenvalues and integrals of eigenfunctions on hyperbolic manifolds.

problem Eigenvalues and integrals of eigenfunctions on compact hyperbolic manifolds.
method Spectral decompositions and consistency conditions derived from quadruple overlap integrals.
result Upper bounds on Laplacian eigenvalues and triple overlap integrals.

The paper derives upper bounds on eigenvalues of Laplace-Beltrami operator on hyperbolic surfaces.

problem Finding upper bounds on eigenvalues of Laplace-Beltrami operator on hyperbolic surfaces.
method Using spectral decompositions and consistency conditions derived from quadruple overlap integrals in terms of triple overlap integrals.
result Derives upper bounds on eigenvalues, nearly saturated by the Bolza surface.

Study on top-kk classification with new loss functions and algorithms.

problem Improving multi-class classification accuracy and cardinality trade-off.
method Introducing cardinality-aware loss functions and deriving their consistency bounds.
result New cardinality-aware algorithms for top-kk classification.

MaxMatch improves SSL with worst-case consistency for better generalization.

problem Efficiently supervised learning with unlabeled data.
method Worst-case consistency regularization for SSL, providing a bound and an algorithm.
result The proposed method converges to a stationary point and improves generalization.

Develops a framework for consistent pricing of interest rate derivatives.

problem Consistent pricing of bivariate interest rate exotics across interconnected markets.
method Schrödinger optimal transport problem with constraints.
result Demonstrates practical applicability and no-arbitrage bounds computation.

This paper improves multi-label ranking by reweighting univariate losses, enhancing consistency and performance.

problem Improving multi-label ranking performance while maintaining consistency.
method Systematic study of consistency and generalization error bounds for learning algorithms, proposing a reweighted univariate loss.
result Inconsistent pairwise losses can lead to better performance than consistent univariate losses in practice.

Novel Orlicz regrets consistently bound environmental variable statistics.

problem Consistent evaluation of stochastic environmental variables like water quality indices.
method Proposed novel Orlicz regrets for upper and lower bounds.
result Explicit linkage between Orlicz regrets and divergence risk measures.

Study shows how discrete graph curvature relates to manifold curvature.

problem Relating discrete graph curvature to intrinsic manifold curvature.
method Continuum limits of Ollivier's Ricci curvature on data clouds.
result Random geometric graphs inherit global curvature properties of manifolds.

New method improves consistency in preference learning for neural networks.

problem Inconsistent surrogate losses in preference learning for neural networks.
method Formulated a margin-shifted ranking framework and introduced Structure-Aware HH-consistency.
result Proved superior consistency guarantees for capacity-bounded models using heavy-tailed surrogates.

This article studies the achievable guarantees on the error rates of certain learning algorithms, with particular focus on refining logarithmic factors. Many of the results are based on a general technique for obtaining bounds on the error rates of sample-consistent classifiers with monotonic error regions, in the real…

2015-12-22abs ↗pdf ↗

Paper establishes a universal growth rate for smooth surrogate losses in classification.

problem Analyzing growth rates of consistency bounds for various surrogate losses.
method Proves square-root growth rate for smooth margin-based losses; extends to multi-class classification.
result Demonstrates a universal square-root growth rate for smooth comp-sum and constrained losses.

AUC (area under ROC curve) is an important evaluation criterion, which has been popularly used in many learning tasks such as class-imbalance learning, cost-sensitive learning, learning to rank, etc. Many learning approaches try to optimize AUC, while owing to the non-convexity and discontinuousness of AUC, almost all …

2012-08-03abs ↗pdf ↗

This paper tackles deferral learning with multiple experts, providing strong theoretical guarantees.

problem Optimizing input assignment to experts balancing accuracy and computational cost.
method Introducing new surrogate loss functions and efficient algorithms with strong theoretical learning guarantees.
result Realizable HH-consistency, HH-consistency bounds, and Bayes-consistency for deferral learning.

Any bounding compact smooth manifold bounds a compact manifold with a spine consisting of transversely intersecting codimension one submanifolds. This paper provides details for a picture proof given in previous papers with S. Akbulut.

2016-02-08abs ↗pdf ↗

In distributed ML applications, shared parameters are usually replicated among computing nodes to minimize network overhead. Therefore, proper consistency model must be carefully chosen to ensure algorithm's correctness and provide high throughput. Existing consistency models used in general-purpose databases and moder…

2013-12-30abs ↗pdf ↗

Novel bounds improve TD learning consistency in RL.

problem Analyzing Temporal Difference learning's performance.
method High-dimensional concentration inequalities and Berry-Esseen bounds for Markov chain induced martingales.
result Sharp high-probability consistency guarantee for TD learning, matching asymptotic variance up to logarithmic factors.

We study time-consistency questions for processes of monetary risk measures that depend on bounded discrete-time processes describing the evolution of financial values. The time horizon can be finite or infinite. We call a process of monetary risk measures time-consistent if it assigns to a process of financial values …

2004-10-21abs ↗pdf ↗

The paper develops estimators for variance in graph structures using fused lasso.

problem Variance estimation in graph-structured problems.
method Developed linear time estimator for homoscedastic case and total variation regularization estimator for heteroscedastic case.
result Minimax rates and consistency for variance estimation in various graph structures.

Improves risk and variability measures continuity and consistency.

problem Improving the continuity and consistency of risk and variability measures.
method Analyzes convex and order bounded above functionals on Frechet lattices and Orlicz spaces.
result Order-continuous, law-invariant functionals on Orlicz spaces are strongly consistent everywhere.

We study the off-policy evaluation problem---estimating the value of a target policy using data collected by another policy---under the contextual bandit model. We consider the general (agnostic) setting without access to a consistent model of rewards and establish a minimax lower bound on the mean squared error (MSE).…

2016-12-04abs ↗pdf ↗

Upper bound found for Steklov eigenvalue of a surface of revolution.

problem Finding an upper limit for Steklov eigenvalues of a specific surface.
method Analyzing a surface of revolution with boundary conditions of two spheres.
result An upper bound for the first Steklov eigenvalue is derived and shown to be sharp in some cases.

We study collapsed manifolds with Ricci bounded covering geometry i.e., Ricci curvature is bounded below and the Riemannian universal cover is non-collapsed or consists of uniform Reifenberg points. Via Ricci flows' techniques, we partially extend the nilpotent structural results of Cheeger-Fukaya-Gromov, on collapsed …

2018-08-11abs ↗pdf ↗

Sharp bounds on ATE with unmeasured confounders, valid even when misspecified.

problem Bounding average treatment effects with unmeasured confounders.
method Distributionally robust optimization, double sharpness, double validity.
result Proposes estimators with robustness properties for valid bounds.

Paper bounds convergence rate of adversarial surrogate risk.

problem Vulnerability of binary classification models to adversarial attacks.
method Characterizes conditions for adversarial consistency and provides surrogate risk bounds.
result Surrogate risk bounds quantify the rate of convergence of adversarial classification risk.

Theoretical analysis of cross-entropy loss functions and their robustness.

problem Guarantees for using cross-entropy as a surrogate loss function.
method Theoretical analysis of a broad family of loss functions, including cross-entropy.
result First HH-consistency bounds for comp-sum losses and smooth adversarial comp-sum losses.

Paper improves Bayesian regret bounds for Thompson Sampling in reinforcement learning.

problem Improving Bayesian regret bounds for Thompson Sampling in reinforcement learning.
method Using a discrete set of surrogate environments and posterior consistency analysis, the authors derive an upper bound of order O(Hdl1T)O(H\sqrt{d_{l_1}T}).
result The derived upper bound of O(Hdl1T)O(H\sqrt{d_{l_1}T}) is a significant improvement over previous bounds.

The paper proposes methods for predicting missing values in mixed data matrices.

problem Matrix completion for mixed data types (continuous, binary, ordinal).
method Generalized latent factor models for low-rank matrix estimation with entrywise consistency.
result Tight probabilistic error bounds for the proposed estimators.

We study consistency properties of machine learning methods based on minimizing convex surrogates. We extend the recent framework of Osokin et al. (2017) for the quantitative analysis of consistency properties to the case of inconsistent surrogates. Our key technical contribution consists in a new lower bound on the ca…

2018-10-26abs ↗pdf ↗

A new lower bound on the complexity of a 3-manifold is given using the Z2-Thurston norm. This bound is shown to be sharp, and the minimal triangulations realising it are characterised using normal surfaces consisting entirely of quadrilateral discs.

2009-06-26abs ↗pdf ↗

Study of estimation errors in surrogate loss minimizers, providing stronger guarantees than existing methods.

problem Estimation errors in surrogate loss minimizers for various hypothesis sets.
method Detailed study of H\mathscr{H}-consistency estimation error bounds, proving general theorems for distribution-dependent and independent settings.
result Explicit bounds for zero-one and adversarial losses, showing enhancements under distributional assumptions.