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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.

169,181 papers · 148 categories

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3937851,1781,570 · Jun 202019922001200920182026
48 results for constrained bootstrapping learning

New algorithm BEAR reduces instability in off-policy Q-learning.

problem High sensitivity of off-policy Q-learning methods to data distribution.
method Identified and mitigated bootstrapping error through constrained action selection.
result BEAR algorithm learns robustly from various off-policy distributions.

This study uses partially annotated data to improve TempRel extraction.

problem Lack of fully annotated data for TempRel extraction makes the task labor-intensive and limited in coverage.
method Utilizes partially annotated data (P) for TempRel extraction, even when annotations are missing.
result Partially annotated data (P) can still be a useful supervision signal for TempRel extraction within a constrained learning framework.

SPIBB improves safe policy improvement with a softer baseline approach.

problem Improving policies safely in reinforcement learning.
method Baseline Bootstrapping algorithm (SPIBB) that allows policy search over a wider set of policies, controlling policy change according to local model uncertainty.
result Significant improvement in safe policy improvement over existing methods.

New method stabilizes deep learning models for clinical risk prediction.

problem Stability issues in deep learning models for clinical risk prediction.
method Bootstrapping-based regularisation framework embedded in deep neural networks.
result Improved prediction stability across multiple datasets.

Learning the structure of dependencies among multiple random variables is a problem of considerable theoretical and practical interest. Within the context of Bayesian Networks, a practical and surprisingly successful solution to this learning problem is achieved by adopting score-functions optimisation schema, augmente…

2017-06-07abs ↗pdf ↗

This paper benchmarks monotone-constrained models for credit PD across datasets and finds constraints are mostly costless.

problem Aligning machine learning model behavior with domain knowledge in credit risk.
method Benchmarked monotone-constrained versus unconstrained gradient boosting models across five datasets and three libraries, defining the Price of Monotonicity (PoM) as the relative change in AUC.
result Monotonicity constraints are almost costless on large datasets and most costly on smaller datasets, with PoM ranging from essentially zero to about 2.9 percent.

Optimizes a small set of centroid points to approximate bootstrap distribution.

problem Computational inefficiency of standard bootstrap methods in large-scale machine learning.
method Explicitly optimizes a small set of high quality centroid points to approximate the ideal bootstrap distribution.
result Accurately estimates uncertainty with a small number of bootstrap centroids, outperforming i.i.d. sampling.

The paper provides CI for test unfairness of group-fairness-aware classifiers trained with online SGD.

problem Ensuring fairness in machine learning models trained with stochastic gradient descent.
method Developed an online multiplier bootstrap method to estimate CI for test unfairness of DI and DM-aware linear classifiers.
result Asymptotic Central Limit Theorem holds for CI estimation of DI and DM-aware models.

Bootstrap method for Markov chains in reinforcement learning.

problem Distributional consistency in finite controlled Markov chains with unknown control policies.
method Model-based bootstrap with novel LLN and CLT for visitation counts and transition increments.
result Asymptotically valid confidence intervals for value and QQ-functions in offline RL.

Delta method vs Bootstrap for deep learning classification shows strong linear relationship and faster computation.

problem Validating the Delta method for deep learning classification.
method Comparison of Delta method and Bootstrap on LeNet-based neural networks using MNIST and CIFAR-10 datasets.
result The Delta method provides a five times faster computation with strong linear predictive uncertainty relationship.

Method reweights instances and classes to improve robustness in noisy data.

problem Improving deep learning performance in the presence of label noise.
method Formulates constrained optimization problems to assign importance weights to instances and class labels.
result Significant performance gains observed in benchmark datasets with label noise.

Recently, multilayer bootstrap network (MBN) has demonstrated promising performance in unsupervised dimensionality reduction. It can learn compact representations in standard data sets, i.e. MNIST and RCV1. However, as a bootstrap method, the prediction complexity of MBN is high. In this paper, we propose an unsupervis…

2015-03-22abs ↗pdf ↗

Efficient exploration in complex environments remains a major challenge for reinforcement learning. We propose bootstrapped DQN, a simple algorithm that explores in a computationally and statistically efficient manner through use of randomized value functions. Unlike dithering strategies such as epsilon-greedy explorat…

2016-02-15abs ↗pdf ↗

Paper improves bootstrapping for off-policy reinforcement learning inference.

problem Improving bootstrapping for off-policy reinforcement learning inference.
method Proposes a bootstrapping FQE method for off-policy statistical inference and a subsampling procedure to improve runtime.
result Asymptotically efficient and distributionally consistent bootstrapping FQE method for off-policy inference.

New method for inference on covariates in NMF with random effects.

problem Formal inference for covariate effects in NMF with non-negativity constraints.
method NMF-RE model with random effects, ridge updates, df-based cap, asymptotic linearization, wild bootstrap.
result Valid inference on covariates with non-negativity constraint, avoiding degeneracy.

Bootstrap policies improve regret in continuous state-action reinforcement learning.

problem Improving regret in reinforcement learning for continuous state and action spaces.
method Bootstrap-based policies for stochastic linear systems with quadratic cost functions.
result Bootstrap policies achieve a square root scaling of regret with respect to time.

A new algorithm improves stochastic linear bandit performance using residual bootstrap.

problem Improving performance in stochastic linear bandit problems.
method Residual bootstrap exploration to estimate mean reward and pull the arm with the highest estimate.
result Proposed algorithm exttt{LinReBoot} achieves high-probability sub-linear regret under mild conditions.

LOBSTUR-GNN adapts bootstrapping for unsupervised GNNs, improving node representation learning.

problem Hyperparameter tuning and lack of established methodologies for unsupervised GNNs.
method Adapts bootstrapping techniques for local graph dependencies and uses CCA for embedding consistency.
result 65.9% improvement in classification accuracy compared to uninformed hyperparameter selection.

A novel deep bootstrap framework for nonparametric regression using conditional diffusion models.

problem Nonparametric regression with efficient sampling and accurate estimation.
method Conditional diffusion model for learning conditional distributions, integrating sampling and regression into a unified generative framework.
result Established optimal convergence rates in the Wasserstein distance and convergence guarantees for the bootstrap procedure.

Bayesian structure learning for high-dimensional data using recursive bootstrap.

problem Bayesian structure learning for domains with hundreds of variables.
method Non-parametric bootstrap, recursive structure learning, combining bootstrap with constraint-based learning.
result The proposed method learns better MAP models and more reliable causal relationships than other state-of-the-art methods.

The paper explores how prior functions and bootstrapping improve ensemble uncertainty estimation.

problem Improving uncertainty estimation in machine learning models.
method Investigates the benefits of prior functions and bootstrapping in ensemble models.
result Prior functions and bootstrapping enhance ensemble agents' uncertainty estimation across different inputs.

In distributed, or privacy-preserving learning, we are often given a set of probabilistic models estimated from different local repositories, and asked to combine them into a single model that gives efficient statistical estimation. A simple method is to linearly average the parameters of the local models, which, howev…

2016-07-04abs ↗pdf ↗

This paper develops bootstrap methods to assess uncertainty in variational inference.

problem Challenges in quantifying uncertainty with variational inference.
method Develops two bootstrap approaches for assessing uncertainty in variational estimates.
result Theoretical and practical uncertainty measures for variational inference.

Paper improves confidence intervals for LSA with multiplier bootstrap.

problem Improving confidence intervals for parameter estimation in LSA.
method Berry-Esseen bound for multivariate normal approximation and multiplier bootstrap.
result Valid confidence intervals for parameter estimation in LSA.

Normal-bundle bootstrap generates new data preserving geometric structure.

problem Probabilistic models often exhibit salient geometric structure.
method NBB method decomposes probability measure into manifold and normal spaces, estimates manifold as density ridge, and generates new data by bootstrapping projection vectors.
result NBB generates new data that preserves the geometric structure of a given data set.

Proposes a method to generate multivariate prediction intervals for random forests.

problem Uncertainty estimates for iterative design of experiments with multiple correlated model outputs.
method Recalibrated bootstrap method for bagged models.
result Significantly decreases the number of iterations required for satisfactory candidate in sequential learning problems.

This work uses statistical bootstrapping to provide accurate confidence intervals for policy value in reinforcement learning.

problem Bias in estimating policy value using empirical transitions and rewards.
method Statistical bootstrapping to produce calibrated confidence intervals for the true policy value.
result Statistical bootstrapping can yield correct confidence intervals under certain conditions, and mechanisms are proposed to mitigate these conditions.

New DRL algorithm improves sample efficiency and exploration performance.

problem High sample cost in deep reinforcement learning.
method Combines entropy and bootstrap techniques with Tsallis entropy regularization.
result Demonstrates more efficient and effective exploration on Atari games.

Study compares analytical and bootstrap DML confidence intervals across various machine learning algorithms.

problem Impact of machine learning algorithm choice on DML confidence intervals.
method Comprehensive simulation study comparing analytical and bootstrap DML confidence intervals across different machine learning algorithms.
result Substantial variability in coverage performance across analytical and bootstrap confidence intervals, highlighting the importance of learner choice.

TD learning reduces interference, leading to better generalization.

problem Understanding and reducing interference in TD learning for better generalization.
method Analyzing the inner product of gradients as interference, comparing TD and supervised learning, and examining the dynamics of interference and bootstrapping.
result TD learning leads to low-interference, under-generalizing parameters, while supervised learning does the opposite.

AR-Sieve Bootstrap improves Random Forest time series prediction accuracy.

problem Inaccurate time series prediction due to inadequate resampling methods.
method Combines Random Forest with AR-Sieve Bootstrap for better resampling.
result AR-Sieve Bootstrap leads to more accurate predictions compared to other methods.

Ribbon: Scalable Approximation and Robust Uncertainty Quantification

problem Reliably quantifying predictive uncertainty for complex models
method Ribbon, a scalable approximation to Dirichlet-reweighted bootstrap uncertainty
result Asymptotically equivalent to a flat-prior Laplace approximation under correct likelihood specification, recovers robust sandwich covariance under misspecification

Twin-Boot integrates uncertainty estimation into optimization using parallel training of identical models.

problem Uncertainty in overparameterized models, especially in low-data regimes.
method Twin-Bootstrap Gradient Descent (Twin-Boot) trains two identical models on independent bootstrap samples and uses their divergence to guide learning.
result Improves calibration and generalization, yields interpretable uncertainty maps.

Method captures shared information across many views robustly.

problem Modeling hundreds of views per event and learning robust embeddings without view knowledge.
method View bootstrapping using multi-view correlation and matrix concentration theory.
result View bootstrapping captures shared information across many views robustly.

We consider the performance of the bootstrap in high-dimensions for the setting of linear regression, where p<np<n but p/np/n is not close to zero. We consider ordinary least-squares as well as robust regression methods and adopt a minimalist performance requirement: can the bootstrap give us good confidence intervals fo…

2016-08-02abs ↗pdf ↗