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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.

168,657 papers · 148 categories

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48 results for data evaluation

This paper evaluates and validates cluster results using external and internal evaluation methods.

problem Evaluating and validating the quality of clustering results.
method External evaluation using Homogeneity, Correctness, and V-measure scores; internal evaluation using Silhouette Index and Sum of Square Errors.
result Validation of the number of clusters using dendrogram and statistical frequency distribution.

Study evaluates saliency maps on artificial data with different backgrounds.

problem Objective evaluation of saliency methods on artificial data with varying backgrounds.
method Developed a framework to generate artificial data with synthetic lesions and a known ground truth map, evaluated two data sets with different backgrounds (Perlin noise and 2D brain MRI slices).
result Heatmaps vary strongly between saliency methods and backgrounds.

New protocol evaluates synthetic data for temporal consistency.

problem Synthetic data generators can produce invalid timestamps and trajectories.
method Characterize datasets by four properties, then measure timestamp validity and dynamics.
result Temporal fidelity must be measured, not inferred from static data.

A framework evaluates synthetic tabular data quality objectively.

problem Lack of an objective interpretation of tabular data metrics.
method Proposes a single mathematical objective for synthetic tabular data distribution, structurally decomposes it, and unifies existing metrics.
result Synthesizers that represent tabular structure outperform other methods, especially on smaller datasets.

Evaluates change point detection algorithms on real-world data.

problem Insufficient evaluation of change point detection algorithms on real-world time series.
method Developed a data set of 37 time series from various domains, annotated by human experts, and evaluated 14 algorithms using consistency metrics.
result Demonstrates the need for better evaluation methods in change point detection.

This paper evaluates targeted data poisoning attacks by focusing on the hardest samples, improving evaluation and defense strategies.

problem The effectiveness of targeted data poisoning attacks is often overestimated due to average evaluation methods.
method The paper introduces metrics to identify the hardest and easiest to poison samples based on clean model information.
result The proposed metrics reliably stratify samples by poisoning vulnerability, enabling rigorous worst-case evaluation and proactive defense.

Our paper improves uplift model evaluation on randomized controlled trials (RCT) data.

problem Variance in uplift evaluation metrics makes their signals arbitrary and unreliable.
method Theoretical analysis and statistical adjustment of the outcome to reduce variance.
result Variance reduction methods improve uplift evaluation metrics on RCT data.

The paper evaluates variational auto-encoders using model criticism methods.

problem Evaluating the quality of variational auto-encoders (VAEs).
method Statistical model criticism, focusing on reproducing statistics of unknown data generating processes.
result The proposed framework offers possibilities for model selection beyond intrinsic metrics.

Study finds AUC is most consistent across different prevalence in binary classification.

problem Consistency of model evaluation metrics across varying prevalence in binary classification.
method Analysis of 156 data scenarios with 18 metrics, 5 models, and a random guess model.
result AUC has the smallest variance in evaluating individual models and ranking of models.

New framework for interpreting disaggregated fairness evaluations using causal models.

problem Misinterpretation of disaggregated fairness evaluations due to data representativeness and selection bias.
method Causal graphical models to characterize fairness properties and metric stability under different data generating processes.
result Disaggregated evaluations are unreliable without explicit assumptions regarding bias mechanisms.

Recommendation systems have been integrated into the majority of large online systems. They tailor those systems to individual users by filtering and ranking information according to user profiles. This adaptation process influences the way users interact with the system and, as a consequence, increases the difficulty …

2014-07-03abs ↗pdf ↗

Proposes a new framework to evaluate causal discovery methods for time series data.

problem Lack of ground truth for causal discovery in time series data.
method Flexible framework for generating synthetic time series data.
result Demonstrates degradation in performance when assumptions are violated.

Develops a method to evaluate OPE robustness to hyperparameters and policies.

problem Difficulty in selecting and tuning OPE estimators due to limited experimental evaluations.
method Introduces IEOE (Interpretable Evaluation for Offline Evaluation) to assess robustness.
result Demonstrates improved evaluation of OPE estimators' reliability.

Paper develops streaming algorithms to estimate classifier accuracy on unlabeled data.

problem Estimating classifier accuracy on unlabeled data with noisy decisions.
method Two algebraic evaluators: majority voting and a novel method to handle correlated classifiers.
result The novel method can be as accurate as 1% when handling small amounts of correlation.

Safety evaluation of self-driving technologies has been extensively studied. One recent approach uses Monte Carlo based evaluation to estimate the occurrence probabilities of safety-critical events as safety measures. These Monte Carlo samples are generated from stochastic input models constructed based on real-world d…

2019-04-19abs ↗pdf ↗

New methods evaluate data representations by complexity of low-loss predictor learning.

problem Evaluating quality of data representations for downstream tasks.
method Surplus Description Length (SDL) and ε Sample Complexity (εSC) methods.
result Methods measure the information needed to approximate optimal predictor up to specified tolerance.

The paper tackles sampling bias in credit scoring models and proposes methods to improve their training and evaluation.

problem Sampling bias in credit scoring models leads to an incomplete representation of the borrower population.
method Bias-aware self-learning framework and Bayesian evaluation method to correct for bias.
result Bayesian evaluation outperforms standard accuracy measures in predicting future performance.

New method efficiently evaluates policies using trajectory data.

problem Statistically efficient policy evaluation with limited data.
method Trajectory-based approach for policy evaluation.
result Improved sample complexity for policy evaluation.

This paper improves sample efficiency for off-policy evaluation with preference data.

problem Improving sample efficiency for off-policy evaluation with preference data.
method Using a deep neural network to learn the value function and leveraging manifold structure.
result Established a provably efficient guarantee for off-policy evaluation with RLHF.

R-AutoEval+ improves model evaluation efficiency and reliability using adaptive synthetic data.

problem Accurate model selection from AI candidates using real-world data is costly and impractical at scale.
method R-AutoEval+ uses adaptive prediction-powered inference to correct bias in autoevaluators while maintaining or improving sample efficiency.
result R-AutoEval+ provides finite-sample reliability guarantees and enhanced sample efficiency compared to conventional methods.

Combines experimental and historical data for robust policy evaluation.

problem Policy evaluation with mixed data sources, especially experimental vs historical.
method Linear integration of estimators from experimental and historical data, optimized for MSE minimization.
result Proposed estimators outperform traditional methods in ridesharing company data.

Machine learning suffers from poor design, data, and evaluation practices.

problem Ad hoc design, poor data hygiene, and lack of statistical rigor in model evaluation.
method Examines the entire machine learning process from design to evaluation, highlighting common pitfalls and providing recommendations.
result Common pitfalls in machine learning research and development are identified and actionable recommendations are provided.

Presents SPEED, an algorithm for optimal policy evaluation in linear bandits with heteroscedastic noise.

problem Optimal data collection for policy evaluation in linear bandits with heteroscedastic reward noise.
method Formulated an optimal design for weighted least squares estimates, derived the optimal sample allocation, introduced SPEED algorithm, and derived regret bounds.
result SPEED leads to policy evaluation with MSE comparable to oracle strategy and significantly lower than random policy execution.

Paper introduces metrics to evaluate missing data imputation without ground truth.

problem Handling missing data in time series without ground truth.
method Introduces Wasserstein distance (WD) and Jensen-Shannon divergence (JSD) as metrics to evaluate imputation quality.
result WD and JSD are effective metrics for assessing missing data imputation quality.

Proposes standards for evaluating online machine learning methods in evolving data streams.

problem Difficulty in evaluating online machine learning methods under realistic conditions.
method Proposes comprehensive evaluation standards, performance measures, and evaluation strategies.
result Provides a new Python framework (float) for modular integration of libraries and custom code.

This paper compares and evaluates methods for evaluating statistical models using benchmarking data and simulations.

problem Choosing between benchmarking data sets and simulation studies for method comparison studies.
method Borrowing ideas from mixed methods research and Clinical Scenario Evaluation, the paper investigates and develops new approaches to evaluate methods.
result Develops new approaches to evaluate methods by combining the strengths of benchmarking data sets and simulation studies.

This study evaluates clustering algorithms on high-dimensional data.

problem Comparing clustering algorithms on high-dimensional datasets.
method Evaluation of K-means, DBSCAN, and Spectral Clustering using PCA, t-SNE, UMAP, and multiple metrics.
result UMAP preprocessing improves clustering quality across all algorithms, with Spectral Clustering excelling.

This research evaluates measures of dependence for financial time-series data.

problem Accurately preparing time series data and selecting an appropriate measure of dependence is challenging.
method Review and establishment of a comprehensive analysis framework for shaping time-series data and evaluating measures of dependence.
result A method, framework, and example for selecting and evaluating a suitable measure of dependence are presented.

The paper introduces negative controls to evaluate causal discovery algorithms, improving their reliability.

problem Lack of a general guideline for evaluating causal discovery algorithms.
method Derive exact distributional results under random guessing for evaluation metrics and propose a pipeline for using negative controls.
result Evaluation metrics can achieve very favorable values under random guessing, highlighting the need for negative control results.