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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.

168,982 papers · 148 categories

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179358537716 · Jun 202019922001200920172026
48 results for correction function

Paper proves autodiff systems are correct for non-differentiable functions.

problem Correctness of autodiff systems for non-differentiable functions in deep learning.
method Investigation of PAP functions and introduction of intensional derivatives.
result Intensional derivatives always exist and coincide with standard derivatives for almost all inputs.

The paper examines when importance weighting is needed for nonparametric and misspecified models.

problem When is importance weighting correction needed for covariate shift adaptation?
method Analysis of IW-corrected kernel ridge regression in various settings.
result The importance weighting correction is needed for nonparametric and misspecified models to obtain the best approximation of the true unknown function.

This paper corrects the proof of the Theorem 2 from the Gower's paper \cite[page 5]{Gower:1982} as well as corrects the Theorem 7 from Gower's paper \cite{Gower:1986}. The first correction is needed in order to establish the existence of the kernel function used commonly in the kernel trick e.g. for kk-means clusterin…

2017-01-19abs ↗pdf ↗

New method corrects bias in datasets using cumulative distribution functions.

problem Varying domains and biased datasets lead to differences between training and target distributions.
method Empirical cumulative distribution function estimates of the target distribution, rigorously generalized.
result Method is more robust, not reliant on parameter tuning, and performs similarly to state-of-the-art techniques.

SCoreBO improves Bayesian optimization by learning hyperparameters and self-correcting.

problem Efficient hyperparameter tuning for Gaussian process models in Bayesian optimization.
method Introduces SAL and SCoreBO, which prioritize hyperparameter learning and perform simultaneous optimization and learning.
result SCoreBO outperforms state-of-the-art methods on traditional benchmarks and atypical tasks.

Paper analyzes convergence of PAM method for low-rank factorization models.

problem Convergence analysis of PAM method with subspace correction for low-rank factorization models.
method Majorized proximal alternating minimization (PAM) method with subspace correction.
result Established full convergence of PAM method under KL property and column 2,0\ell_{2,0}-norm condition.

Corrected a false lemma in Cimasoni's work on linking theory.

problem A false lemma in Cimasoni's geometric construction of the Conway potential function.
method Presented counterexamples and a detailed proof of the corrected lemma.
result The lemma is false and its correction has significant consequences for subsequent works.

New method for estimating treatment effects without complex propensity models.

problem Estimating treatment effects in dynamic treatment regimes.
method Recursive Riesz representer estimation for de-biasing corrections.
result Directly estimates de-biasing corrections without auxiliary models.

This paper improves deep learning model consistency through ensemble methods.

problem Consistency and correct-consistency issues in deep learning models.
method Formal definition of consistency and correct-consistency, proving ensemble improvement, proposing dynamic snapshot ensemble method.
result Ensemble methods can improve correct-consistency of deep learning models.

Resampling outperforms reweighting for correcting biased data in machine learning models.

problem Correcting sampling bias in machine learning models trained on biased data sets.
method Compared resampling and reweighting techniques, focusing on their performance with stochastic gradient algorithms.
result Resampling outperforms reweighting when combined with stochastic gradient algorithms.

Derives log-corrections in AdS4/CFT3 using supergravity localization.

problem Factorizing log-corrections in AdS4/CFT3.
method Supergravity localization, Atiyah-Singer index theorem, fixed points (NUTs), fixed two-manifolds (Bolts).
result General fixed-point formula for log-corrections in large N expansion.

Study loop corrections in random feature models affecting training and test errors.

problem Analyzing loop corrections in random feature models to understand training and test errors.
method Statistical physics and effective field theory approach to study loop corrections.
result Derived loop corrections to training error, test error, and generalization gap.

This paper is concerned with the following Markovian stochastic differential equation of mean-reversion type \[ dR_t= (θ+σα(R_t, t))R_t dt +σR_t dB_t \] with an initial value R0=r0RR_0=r_0\in\mathbb{R}, where θRθ\in\mathbb{R} and σ>0σ>0 are constants, and the mean correction function $α:\mathbb{R}\times[0,\infty)\to α(x,t)\…

2013-05-08abs ↗pdf ↗

This paper quantifies how well random neural networks can approximate continuous functions.

problem Approximating continuous functions with random neural networks.
method Investigates three types of random neural networks: infinite width, subsampled, and corrected. Analyzes approximation rates and provides bounds.
result A function can be approximated with complexity proportional to δδ and dd.

A corrective neural network approach improves memorization and learning efficiency.

problem Improving neural network memorization and learning efficiency.
method Divide neural network into groups to sequentially approximate and correct errors.
result Two-layer neural networks can memorize arbitrary labels with optimal number of ReLUs.

We correct for sampling bias in training models to improve real-world performance.

problem Sampling bias causes discrepancies between lab and real-world model performance.
method Bayesian risk minimization and derived bias-corrected loss functions.
result Our approach integrates seamlessly into current learning paradigms and improves model performance.

We propose and analyze an alternate approach to off-policy multi-step temporal difference learning, in which off-policy returns are corrected with the current Q-function in terms of rewards, rather than with the target policy in terms of transition probabilities. We prove that such approximate corrections are sufficien…

2016-02-16abs ↗pdf ↗

DisCor corrects reinforcement learning issues by re-weighting collected data.

problem Reinforcement learning algorithms struggle with instability and sensitivity to hyperparameters.
method DisCor reweights collected data to mitigate issues caused by the distribution of experience.
result DisCor improves reinforcement learning in challenging settings like multi-task learning and noisy reward signals.

Improves sampling quality in model composition using MH-like acceptance rule for score-based diffusion models.

problem Inability to apply MH corrections in score-based diffusion models for model composition.
method Introduces a novel MH-like acceptance rule based on line integration of the score function.
result Relative improvements similar to energy-based models without explicit energy parameterization.

This research improves online learning by correcting for target shift in machine learning.

problem Online learning struggles with distributional shift, especially in target values.
method Derives closed-form expressions for online and offline learning, and target correction.
result Online kernel-based learning can learn the same predictor as offline learning with target correction.

A corrected EI acquisition function handles noisy observations in Bayesian optimization.

problem Noisy observations in Bayesian optimization.
method Proposes a modified expected improvement (EI) acquisition function that incorporates covariance information from the Gaussian Process model.
result Achieves a sublinear convergence rate on cumulative regret bound under heteroscedastic observation noise.

Mitigates overfitting in UU classification from two unlabeled datasets.

problem Overfitting in the UU classification method.
method Wrapping negative empirical risk terms with correction functions and proving consistency.
result Successfully mitigates overfitting and improves classification accuracy.

Given an element in the first homology of a rational homology 3-sphere YY, one can consider the minimal rational genus of all knots in this homology class. This defines a function ΘΘ on H1(Y;Z)H_1(Y;\mathbb Z), which was introduced by Turaev as an analogue of Thurston norm. We will give a lower bound for this function usi…

2012-05-31abs ↗pdf ↗

New IRL algorithm for continuous state spaces with formal guarantees.

problem Finding a reward function for expert behavior in continuous state spaces.
method Modeling the system using orthonormal functions and providing correctness proofs.
result Proof of correctness and formal guarantees on sample and time complexity.

Corrected Monti's blow-up analysis for H-minimizing sets in Heisenberg group.

problem Blow-up analysis of H-minimizing sets in Heisenberg group with corrected partial differential equation.
method Revised Monti's results on blow-ups of H-perimeter minimizing sets in Hn\mathbb{H}^n and corrected the partial differential equation for the limit function.
result Corrected the partial differential equation for the limit function of blow-ups in Heisenberg group.

Bayesian priors offer a compact yet general means of incorporating domain knowledge into many learning tasks. The correctness of the Bayesian analysis and inference, however, largely depends on accuracy and correctness of these priors. PAC-Bayesian methods overcome this problem by providing bounds that hold regardless …

2012-02-14abs ↗pdf ↗

Learning robot objective functions from human input has become increasingly important, but state-of-the-art techniques assume that the human's desired objective lies within the robot's hypothesis space. When this is not true, even methods that keep track of uncertainty over the objective fail because they reason about …

2018-10-11abs ↗pdf ↗

SLOE speeds up logistic regression in high dimensions with accurate signal strength estimation.

problem Poor performance of logistic regression in high-dimensional settings.
method SLOE reparameterizes the signal strength for faster and more accurate estimation.
result SLOE provides a fast and accurate method for dimensionality correction in logistic regression.