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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.

168,694 papers · 148 categories

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48 results for corruption resistance

New method improves neural network robustness without sacrificing generalization.

problem Robustness and generalization are often at odds in neural networks.
method Distributionally robust loss function bridging robustness and generalization.
result Certified robustness against data evasion and poisoning attacks with guaranteed generalization.

RILA learns HQMMs robustly against adversarial corruption.

problem Robustness of HQMM learning algorithms under adversarial perturbations.
method Adversarially Corrupted HQMM (AC-HQMM) and Robust Iterative Learning Algorithm (RILA).
result RILA outperforms existing algorithms in convergence stability, corruption resilience, and physical validity.

Study on measuring vulnerability of neural network parameters via corruption.

problem Understanding the robustness and generalization of deep neural networks.
method Proposes an indicator to measure parameter robustness via parameter corruption and provides a gradient-based estimation.
result Demonstrates the effectiveness of the proposed indicator and training method in improving parameter robustness and accuracy.

New algorithm resists corruption in linear contextual bandits.

problem Adversarial corruption in linear contextual bandits.
method Variance-aware algorithm with multi-level partition and adaptive confidence sets.
result Regret bound of ildeO(C2dt=1Tσt2+C2RdT) ilde{O}(C^2d\sqrt{\sum_{t = 1}^T σ_t^2} + C^2R\sqrt{dT}).

New algorithm resists contamination in high-dimensional regression with optimal performance.

problem Adversarial and measurement errors in high-dimensional data.
method Adversarial Contamination-resistant Iterative Hard Thresholding (AC-IHT) algorithm.
result Achieves minimax near-optimal estimation and signal-adaptive support recovery.

In high dimensions, most machine learning methods are brittle to even a small fraction of structured outliers. To address this, we introduce a new meta-algorithm that can take in a base learner such as least squares or stochastic gradient descent, and harden the learner to be resistant to outliers. Our method, Sever, p…

2018-03-07abs ↗pdf ↗

New study shows acceleration in hyperbolic spaces is impossible for strongly geodesically convex functions.

problem Acceleration in hyperbolic spaces for strongly geodesically convex functions is impossible.
method Perturbing hard functions with sums of bump functions chosen by a resisting oracle.
result Acceleration is unachievable for any deterministic algorithm in hyperbolic spaces for strongly geodesically convex functions.

FAL improves formation resistivity prediction from cased boreholes with noise resistance.

problem Noise and high-frequency disaster in predicting formation resistivity from cased boreholes.
method Frequency-aware framework and temporal anti-noise block for LSTM.
result FAL achieves a 24.3% improvement in R2 over LSTM, reaching R2=0.91.

Optimal trading strategy under market resistance and concave price impact model.

problem Optimal trading in a market with endogenous resistance and concave price impact.
method Modeling market resistance, deriving a stochastic Fredholm equation, proving existence and uniqueness, proposing an iterative scheme.
result Existence and uniqueness of optimal control under certain conditions, exponential convergence of iterative scheme.

Identifying meaningful signal buried in noise is a problem of interest arising in diverse scenarios of data-driven modeling. We present here a theoretical framework for exploiting intrinsic geometry in data that resists noise corruption, and might be identifiable under severe obfuscation. Our approach is based on uncov…

2018-01-25abs ↗pdf ↗

Extends Newton's minimal resistance problem to Lorentz-Minkowski space.

problem Minimal resistance in Lorentz-Minkowski space.
method Derived functional energy, determined Euler-Lagrange equation, analyzed maximum principle, found separable and radial solutions.
result Obtained solutions with conical singularities at the origin and analyzed the Single Shock Condition.

Paper defends diffusion models from membership inference attacks using Langevin dynamics.

problem Defending diffusion models against membership inference attacks.
method Uses critically-damped higher-order Langevin dynamics with auxiliary variables.
result Demonstrates improved resistance to membership inference attacks through theoretical investigation and validation.

Proposes a new method to improve deep model security against adversarial deformations.

problem Deep neural networks' resistance to adversarial attacks, especially location perturbations.
method Regularizes flow gradients to provide a tighter bound and improve model resistance.
result Models trained with flow gradient regularization show better resistance to adversarial deformations compared to input gradient regularization and adversarial training.

The article deals with intrinsic metrics, Dirac operators and spectral triples induced by regular Dirichlet and resistance forms. We show, in particular, that if a local resistance form is given and the space is compact in resistance metric, then the intrinsic metric yields a geodesic space. Given a regular Dirichlet f…

2013-09-23abs ↗pdf ↗

Paper explores robust regression methods and their bias-variance trade-off.

problem Understanding the trade-off between robust estimation and optimization methods.
method Examines traditional outlier-resistant robust estimation and robust optimization.
result Both methods follow converse strategies due to a bias-variance trade-off.

The paper studies minimal resistance dynamics in radial fields, finding unique solutions for incompressible flows.

problem Nonlinear dynamics of minimal resistance in radial fields.
method Analysis of two non-equilibrium scenarios: scale-invariant free expansion and incompressible source flow.
result Incompressible flow acts as a structural regularizer, admitting unique, smooth, and strictly concave solutions.

Study optimal times to buy and sell stocks using support/resistance lines.

problem Optimal times to buy and sell stocks based on support and resistance lines.
method Mathematical model with probabilistic methods to solve optimal stopping problems.
result Best times to buy and sell stocks are determined by solving free boundary problems.

New method designs antimicrobial peptides with high potency and low toxicity.

problem Designing potent antimicrobial drugs with low toxicity.
method CLaSS method using deep generative autoencoder and atomistic simulations.
result Design and synthesis of two novel AMPs with high potency and low toxicity.

Paper proves minimal resistance for a body in a fluid with decreasing density.

problem Minimal resistance for a body moving through a fluid with non-constant density.
method Local existence and regularity of radial solutions using a fixed-point theorem.
result Maximal domain of the solution is finite, terminating at a critical slope.

This paper optimizes predicting support and resistance levels in financial markets.

problem Optimizing prediction of resistance and support levels in financial markets.
method Assuming a constant elasticity of variance process, the paper derives optimal trading boundaries using the aspiration level hypothesis.
result Optimal trading boundaries serve as predictors of resistance and support levels, located relative to the median interval of the hidden aspiration level.

Develops a comprehensive theory of corruption in supervised learning.

problem Widespread corruption in data collection affects supervised learning problems.
method Introduces a general theory of corruption using Markov kernels, distinguishing and comparing corruption types.
result Establishes a unified framework for corruption types and develops mitigation strategies.

The paper discovers and evaluates support and resistance levels in financial time series.

problem Understanding and predicting support and resistance levels in financial markets.
method Developed a heuristic discovery algorithm to identify SR levels in intraday price series.
result Discovered SR levels statistically significantly reverse price trends and have a decay aspect over time.

New approach uses RS levels to improve stock trading RL model efficiency and stability.

problem Stability and adaptivity challenges in current financial RL applications.
method Leverages RS levels as regularization terms in MBRL for stock trading optimization.
result Enhanced performance and better profit gain with less riskiness compared to pure MBRL models.

New framework robustifies loss functions with quantiles for outlier resistance.

problem Widespread outliers in big data affect statistical estimation and inference.
method Introduces a framework connecting to trimming, scalable algorithms, and new techniques.
result Robust estimators achieve minimax rate optimality in regression, classification, and neural networks.

New algorithm robust to label corruptions in active learning.

problem Active learning under unknown adversarial label corruptions.
method Proposed a new active learning algorithm that is provably correct without assumptions on corruptions.
result Achieves minimax label complexity in non-corrupted setting and only requires additional labels to achieve desired accuracy in corrupted setting.

Study improves image classifier robustness to random p-norm corruptions.

problem Improving robustness of image classifiers to real-world imperceptible corruptions.
method Training and testing with random p-norm corruptions, evaluating robustness against different p-norms.
result Training with a combination of p-norm corruptions significantly improves robustness.

Unified framework for corruption-robust linear bandits with optimal gap-dependent misspecification bounds.

problem Effective learning in linear bandits with corrupted rewards across different corruption models.
method Unified framework for analyzing strong and weak corruption, connection to gap-dependent misspecification, and specialized algorithm.
result Optimal bounds for gap-dependent misspecification in linear bandits.

We report quantitative relations between corruption level and economic factors, such as country wealth and foreign investment per capita, which are characterized by a power law spanning multiple scales of wealth and investments per capita. These relations hold for diverse countries, and also remain stable over differen…

2007-05-01abs ↗pdf ↗

CUTS removes corruption from models without clean data, improving utility and security.

problem Removing corruption from models without access to clean training data.
method CUTS uses a proxy set to amplify corruption and subtract it from model weights.
result CUTS recovers a large fraction of lost utility and nearly eliminates attacks with minimal damage.