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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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2855708551,140 · Jun 202019922001200920172026
48 results for data shifts

Paper proposes SJS model to estimate model performance under covariate and label shifts.

problem Estimating model performance when both covariates and labels shift.
method Sparse Joint Shift (SJS) model and SEES algorithm.
result SEES achieves significant shift estimation error improvements over existing approaches.

FSL-Net detects and localizes feature shifts in large, high-dimensional datasets.

problem Feature shifts between data sources lead to erroneous features in various applications.
method FSL-Net is a neural network trained on multiple datasets to localize feature shifts.
result FSL-Net accurately localizes feature shifts from unseen datasets without re-training.

This research examines how model explanations change under distribution shifts in tabular data.

problem Detecting distribution shifts in tabular data affecting model performance and explanations.
method Investigates the relationship between model performance and explanation characteristics under distribution shifts.
result Explanation shifts are a better indicator for detecting predictive performance changes than traditional distribution shift techniques.

A feature-weighted mean shift algorithm improves clustering in high-dimensional data.

problem Clustering high-dimensional data with traditional mean shift algorithms.
method Feature-weighted mean shift algorithm.
result The algorithm outperforms conventional mean shift and preserves computational simplicity.

DetectShift framework detects and quantifies dataset shifts in various data types.

problem Frequent dataset shifts decrease supervised learning performance.
method DetectShift framework quantifies and tests for multiple dataset shifts in various data types.
result DetectShift framework effectively detects dataset shifts even in higher dimensions.

This work uses adversarial learning to detect and correct feature shifts in various datasets.

problem Detecting and correcting feature shifts in real-world datasets.
method Adversarial learning applied to multiple discriminators to detect and correct feature shifts.
result Mainstream classifiers can effectively localize and correct feature shifts, outperforming existing techniques.

Paper tackles backwards-compatible data adaptation for confounded covariate and label shifts.

problem Adapt covariates to predict labels confounded with covariate shifts.
method Proposes confounded shift framework based on minimizing divergence between source and target conditional distributions, conditioning on confounders.
result Demonstrates approach on synthetic and real datasets, achieving backwards-compatible data adaptation.

AdapTable adapts tabular models to shifts without source data, improving HELOC performance.

problem Distribution shifts in tabular data threaten model performance.
method Shift-aware uncertainty calibrator and label distribution handler.
result Up to 16% improvement on HELOC dataset.

Proposes SGShift to identify shifted features causing model performance degradation under concept shift.

problem Concept shift leading to miscalibration in ML models across domains.
method SGShift method for identifying sparse set of shifted features using feature selection and statistical tools.
result SGShift identifies shifted features more accurately than baseline methods, requires few samples in the shifted domain, and is robust to complex cases.

HySRL improves RL sample efficiency with shifted-dynamics data.

problem Leveraging historical data with shifted dynamics to improve sample efficiency in RL.
method HySRL, a hybrid transfer RL algorithm that uses prior information on dynamics shift to achieve better sample complexity.
result HySRL achieves problem-dependent sample complexity and outperforms pure online RL.

We describe in this paper the theory and practice behind a new modal clustering method for binary data. Our approach (BinNNMS) is based on the nearest neighbor median shift. The median shift is an extension of the well-known mean shift, which was designed for continuous data, to handle binary data. We demonstrate that …

2019-02-11abs ↗pdf ↗

Study shows current image classification models lack robustness to real-world dataset shifts.

problem Robustness of current image classification models to natural distribution shifts in real datasets.
method Evaluation of 204 ImageNet models in 213 different test conditions.
result Little to no transfer of robustness from synthetic to natural distribution shifts.

CTRF combines logged data and randomized experiments for robust prediction.

problem Robust prediction models to handle distributional shifts between training and testing data.
method CTRF uses existing training data and a small amount of randomized experiment data to train a robust model.
result CTRF produces robust predictions and outperforms baseline methods in the presence of feature shifts.

Combines adversarial and interventional robustness for machine learning models.

problem Designing robust models for distribution shifts in machine learning.
method RISe formulation using distributionally robust optimization.
result Demonstrates efficacy of RISe approach with synthetic and real-world datasets.

Enhanced regime shifts detection using unstructured text and financial data.

problem Detecting regime shifts in financial markets is challenging due to noisy and multicollinear data.
method Combines LLM reasoning on unstructured text and statistical validation on financial time series.
result Framework achieves F1 score of 0.82, outperforming pure data-driven methods.

Study evaluates methods for improving model robustness to various real-world distribution shifts.

problem Improving model robustness to real-world distribution shifts like geographic changes.
method Introduced new datasets and evaluated existing methods on four types of shifts (style, blurriness, location, camera operation).
result Data augmentations and larger models can improve robustness on real-world distribution shifts, contrary to prior claims.

Paper tackles robust classification under class-dependent domain shift.

problem Class-dependent domain shift in machine learning.
method Defined a simple optimization problem with an information theoretic constraint and solved it using neural networks.
result Demonstrated that the proposed method can learn robust classifiers that generalize well to unseen domains.

Proposes a new measure to evaluate stability of statistical parameters under distributional shifts.

problem Difficulty in transferring knowledge across data sets due to distributional changes.
method Introduces a measure of instability quantifying sensitivity of statistical parameters to Kullback-Leibler divergence and directional shifts.
result The proposed measure can elucidate the type of shifts a parameter is sensitive to and improve estimation accuracy under shifted distributions.

Analysis of ridge regression under concept shift reveals nontrivial effects on generalization performance.

problem Understanding and mitigating the impact of distribution shift in machine learning models.
method Derivation of exact prediction risk expression in the thermodynamic limit for ridge regression under concept shift.
result Reveals a phase transition and nonmonotonic data dependence of test performance under concept shift.

Task shift from classification to regression is possible in overparameterized linear models with limited additional data.

problem Transferability of latent knowledge from classification to regression in overparameterized linear models.
method Investigation of task shift in overparameterized linear regression, zero-shot and few-shot cases, with a focus on minimum-norm interpolation.
result Minimum-norm interpolators can transfer latent knowledge from classification to regression with limited additional data.

STAD adapts models to evolving time-based data shifts.

problem Gradual distribution shifts over time challenge existing test-time adaptation methods.
method Bayesian filtering method that learns time-varying dynamics in hidden features.
result STAD excels in handling small batch sizes and label shift on real-world data.

New CPS model tackles conditional probability shift in machine learning.

problem Discrepancy between source and target distributions in machine learning.
method Conditional Probability Shift Model (CPSM) using multinomial regression and EM algorithm.
result Superior balanced classification accuracy on target data compared to existing methods.

Epanechnikov Mean Shift is a simple yet empirically very effective algorithm for clustering. It localizes the centroids of data clusters via estimating modes of the probability distribution that generates the data points, using the `optimal' Epanechnikov kernel density estimator. However, since the procedure involves n…

2017-11-20abs ↗pdf ↗

Bayes predictor remains robust to ignorable missingness shifts.

problem Challenges in prediction with missing covariates and shifts in missingness reasons.
method Bayesian approach and different prediction methods.
result Bayes predictor remains unchanged by ignorable shifts, but robust prediction requires disregarding missingness for non-ignorable shifts.

Detects which features have shifted in data distributions.

problem Identifying which specific features have caused a distribution shift.
method Formalizes the problem as multiple conditional distribution hypothesis tests, proposes non-parametric and parametric statistical tests, and uses a test statistic based on the density model score function.
result Demonstrates methods for identifying when and where a shift occurs in multivariate time-series data.

In this paper, we study how the mean shift algorithm can be used to denoise a dataset. We introduce a new framework to analyze the mean shift algorithm as a denoising approach by viewing the algorithm as an operator on a distribution function. We investigate how the mean shift algorithm changes the distribution and sho…

2016-10-13abs ↗pdf ↗

Shifts dataset evaluates uncertainty in real-world tasks across modalities.

problem Lack of standard datasets for evaluating uncertainty estimation and robustness to distributional shift.
method Proposes Shifts Dataset for evaluation of uncertainty estimates and robustness to distributional shift across tabular, audio, text, and sensor data.
result Baseline results for tabular weather prediction, machine translation, and SDC vehicle motion prediction.

Paper tackles high-dimensional quantile regression with distribution shift using transfer learning.

problem Efficiency of knowledge transfer is severely impacted by distribution shift in high-dimensional regression.
method Proposes a novel transferable set and framework for three types of distribution shift: parameter, covariate, and residual.
result Establishes estimation error bounds and source detection consistency for the proposed method.

The paper addresses missing data imputation issues by correcting for distribution shift.

problem Missing data imputation and the resulting distribution shift between observed and full data.
method Formulates imputation as a risk minimization problem and proposes a novel algorithm to correct for distribution shift.
result The proposed algorithm consistently improves imputation accuracy, reducing RMSE and Wasserstein distance by 3% and 7%, respectively.

TRACE analyzes risk changes in models trained on shifted data.

problem Understanding performance changes when a model trained on shifted data is used.
method TRACE framework decomposes risk change into four factors: generalization gaps, model change penalty, and covariate shift penalty.
result TRACE provides a diagnostic tool to understand and quantify risk changes due to covariate shift.

Adaptive monitoring for AI systems detects and diagnoses shifts in data distribution.

problem Continuous monitoring of AI systems to detect and address unsafe behavior.
method Weighted-conformal martingales (WCTMs) for online monitoring of AI systems.
result Improved performance over state-of-the-art baselines on real-world datasets.

The paper studies kernel smoothing and mean shift for directional data, deriving convergence rates and mode estimation.

problem Statistical and computational problems of kernel smoothing for directional data.
method Generalization of mean shift to directional data, derivation of convergence rates, and investigation of mode estimation.
result Statistical convergence rates of directional KDE and its derivatives, ascending property of directional mean shift, and mode estimation.

Optimizes weights for better model performance in shifting data.

problem Improper importance weighting leads to poor model performance in data shifts.
method Interprets weights as a bias-variance trade-off and optimizes them simultaneously with model parameters.
result Optimizing weights significantly improves model generalization performance.