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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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2935868781,171 · Jun 202019922001200920172026
48 results for data sources

Improves neural network performance by dynamically adjusting model weights based on source reliability.

problem Training neural networks on data from unreliable sources leads to poor performance.
method Dynamic re-weighting strategy using likelihood tempering to adjust model weights based on estimated source reliability.
result Significant improvement in model performance when trained on mixtures of reliable and unreliable data sources.

Adaptive kernel approach learns causal effects from diverse data sources.

problem Learning causal effects from multiple, decentralized data sources in a federated setting.
method Adaptive transfer algorithm using Random Fourier Features to estimate similarities and disentangle loss function components.
result Empirically outperforms baselines on decentralized data sources with different distributions.

Study evaluates cross-validation methods for clinical ECG classification, finding leave-source-out more reliable.

problem Overoptimistic cross-validation estimates for new patient sources.
method Empirical evaluation of K-fold and leave-source-out cross-validation methods.
result Leave-source-out cross-validation provides more reliable performance estimates.

Study optimizes data collection from biased, costly sources to minimize risk.

problem Estimating population means and group-conditional means from multiple sources with varying costs and biases.
method Develops a sampling plan that maximizes effective sample size, paired with a post-stratification estimator.
result Achieves budgeted minimax optimal risk for estimating population means and group-conditional means.

The paper tackles distribution-free prediction intervals for multi-source data.

problem Challenges in achieving valid inferences due to distribution shifts and privacy concerns.
method Derives efficient influence functions, incorporates machine learning, and proposes data-adaptive strategies.
result Achieves parametric rates of convergence to nominal coverage probabilities for prediction intervals.

The paper tackles robust policy learning from multiple data sources.

problem Learning a policy that generalizes across diverse settings from multiple heterogeneous data sources.
method Proposes a minimax regret optimization objective and a policy learning algorithm combining doubly robust offline policy evaluation and no-regret learning.
result Achieves minimal worst-case mixture regret up to a moderated vanishing rate of the total data across all sources.

This study tackles offline RL with perturbed data sources, deriving a lower bound and proposing an optimal algorithm.

problem Understanding offline RL with multiple perturbed data sources.
method Derives an information-theoretic lower bound, proposes HetPEVI algorithm considering sample and source uncertainties.
result HetPEVI is optimal up to a polynomial factor of the horizon length and can solve offline RL tasks.

Deep neural networks suffer from performance decay when there is domain shift between the labeled source domain and unlabeled target domain, which motivates the research on domain adaptation (DA). Conventional DA methods usually assume that the labeled data is sampled from a single source distribution. However, in prac…

2019-11-22abs ↗pdf ↗

Clarinet uses complementary labels to train classifiers with less source data.

problem Training classifiers with true-label data from source domain is costly.
method Proposes CLARINET to train classifiers with complementary-label source data and unlabeled target data.
result CLARINET significantly outperforms baselines in unsupervised domain adaptation.

The paper tackles personalized policy learning from diverse data sources in a federated setting.

problem Learning personalized decision policies from observational bandit feedback across multiple heterogeneous data sources.
method Introduces a novel regret analysis for distinguishing global and local regret, and presents a federated policy learning algorithm using local policies trained with doubly robust offline policy evaluation strategies.
result Establishes finite-sample upper bounds on global and local regret, characterizing them by source heterogeneity and distribution shift.

Study characterizes harmful low-fidelity data sources for surrogate models.

problem Identifying which low-fidelity data sources to use in constructing surrogate models.
method Employed benchmark filtering techniques to assess harmful sources using limited data.
result Provided guidelines for using low-fidelity sources in an industrial setting.

MFNets constructs efficient multifidelity surrogates from diverse information sources.

problem Creating accurate surrogates from multiple, potentially costly or inaccurate data sources.
method Directed acyclic graph of connections, gradient-based minimization of least squares objective, flexible information source structure.
result Error reduction by orders-of-magnitude, especially in low-data scenarios.

This paper examines risks and uncertainties of changing data sources in machine learning for official statistics.

problem Risks and uncertainties associated with changing data sources in machine learning for official statistics.
method An overview of risks, causes, and repercussions of changing data sources, with a checklist of measures.
result Maintaining integrity, reliability, consistency, and relevance in official statistics.

Neural network fusion reduces data acquisition costs for multi-fidelity sources.

problem Reducing cost in acquiring information from multiple data sources with varying fidelity.
method Employing a novel neural network architecture for nonlinear manifold learning of multi-fidelity data.
result Our approach provides high predictive power and quantifies various sources uncertainties.

Improves understanding of PWS by calculating influence of sources and data.

problem Understanding the influence of each component in PWS.
method Proposes source-aware Influence Function (IF) to decompose and calculate influence.
result Improves end model's generalization performance and identifies mislabeling.

Motivation: Modelling methods that find structure in data are necessary with the current large volumes of genomic data, and there have been various efforts to find subsets of genes exhibiting consistent patterns over subsets of treatments. These biclustering techniques have focused on one data source, often gene expres…

2015-12-29abs ↗pdf ↗

New method disentangles sources of different timescales in planetary seismic data.

problem Unsupervised source separation of multi-scale seismic data from planetary missions.
method Wavelet scattering spectra for multi-scale clustering and variational autoencoder for source separation.
result Disentangles sources with different timescales in InSight mission seismic data.

Bayesian method mitigates negative transfer in unknown source data.

problem Negative transfer in transfer learning where target performance worsens after source data consideration.
method Proxy-informed robust method for probabilistic transfer learning (PROMPT).
result Negative transfer can be mitigated without prior knowledge of source data.

Study shows diverse data sources improve cryptocurrency forecasting models.

problem Improving cryptocurrency market forecasting accuracy.
method Integrating various data types, including on-chain metrics, traditional indices, and macroeconomic indicators.
result Data source diversity significantly enhances forecasting model performance.

Paper tackles entity matching over multi-source data, optimizing alignment and mitigating negative transfer.

problem Learning effective entity matching models over multi-source large-scale data with relaxed assumptions.
method Proposes a Relaxed Multi-source Large-scale Entity-matching (RMLE) problem and Incentive Compatible Pareto Alignment (ICPA) method.
result Optimized cross-source alignments and mitigated negative transfer, improving entity matching accuracy.

Unified model detects transferable variables and source data in high-dimensional linear regression.

problem Scarcity of target data and heterogeneity of source and target data distributions.
method UTrans model, estimation error bounds, hypothesis testing for source detection.
result UTrans achieves lower estimation and prediction errors than existing methods.

Proposes a framework to fuse heterogeneous data sources for better modeling.

problem Heterogeneous data sources with different input parameter spaces.
method Input mapping calibration (IMC) and latent variable Gaussian process (LVGP).
result Improved predictive accuracy over single source models.

A new method for analyzing multi-source, multi-way data reduces dimensionality and reveals shared and individual structures.

problem Analyzing multi-source, multi-way data from different high-throughput technologies.
method Multiple Linked Tensor Factorization (MULTIFAC) extending CP decomposition with L2 penalties and EM algorithm for incomplete data.
result MULTIFAC approximates underlying signal, identifies shared and unshared structures, and imputes missing data.

We aim to understand the value of additional labeled or unlabeled target data in transfer learning, for any given amount of source data; this is motivated by practical questions around minimizing sampling costs, whereby, target data is usually harder or costlier to acquire than source data, but can yield better accurac…

2020-02-12abs ↗pdf ↗

New method uses neural networks to identify sources from limited data in complex systems.

problem Identifying sources from noisy and limited data in high-dimensional systems.
method Calibrating deep neural network surrogates to ensemble simulations and using Bayesian optimization for source identification.
result Reliable source identification with uncertainty quantification using limited data and auxiliary processes.

Developing a visual platform for faster astronomical source cataloging.

problem Speeding up cataloging of large area surveys in radio astronomy.
method Integration of advanced source finding and classification tools into a visual analytic platform.
result Improvement and acceleration of cataloging process in astronomical surveys.

We provide complete source code for building a fundamental industry classification based on publically available and freely downloadable data. We compare various fundamental industry classifications by running a horserace of short-horizon trading signals (alphas) utilizing open source heterotic risk models (https://ssr…

2017-06-13abs ↗pdf ↗

The task of clustering a set of objects based on multiple sources of data arises in several modern applications. We propose an integrative statistical model that permits a separate clustering of the objects for each data source. These separate clusterings adhere loosely to an overall consensus clustering, and hence the…

2013-02-28abs ↗pdf ↗

An important preprocessing step in most data analysis pipelines aims to extract a small set of sources that explain most of the data. Currently used algorithms for blind source separation (BSS), however, often fail to extract the desired sources and need extensive cross-validation. In contrast, their rarely used probab…

2018-03-23abs ↗pdf ↗

New method improves multi-fidelity Bayesian optimization by accounting for local correlations and varying noise.

problem Existing multi-fidelity Bayesian optimization methods assume global correlation and constant noise, which limits performance.
method Proposes an MF emulation method that learns noise models for each data source and leverages locally correlated LF sources.
result Improves performance of multi-fidelity Bayesian optimization by accounting for local correlations and varying noise.

Paper proposes a method to adapt classifiers using complementary labels instead of true labels.

problem Training classifiers with true labels from the source domain is costly and sometimes impossible.
method Proposes a novel setting with complementary labels and a complementary label adversarial network (CLARINET).
result CLARINET significantly outperforms baselines on handwritten digits and object recognition tasks.

EnMDAP aligns conditional distributions for multi-source domain adaptation using pseudolabels.

problem Training a target model with no labeled data in the absence of target data labels.
method EnMDAP uses label-wise moment matching and ensemble learning with multiple feature extractors.
result EnMDAP achieves state-of-the-art performance in multi-source domain adaptation tasks.