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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.

168,742 papers · 148 categories

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7142128 · May 202619922001200920172026
48 results for data-algorithm compatibility

The paper shows how data and algorithm interactions affect overparameterized linear regression generalization.

problem Understanding generalization in overparameterized linear regression.
method Introducing data-algorithm compatibility and performing data-dependent trajectory analysis with gradient descent.
result Early stopping iterates lead to better generalization than last-iterate analysis, with weaker restrictions.

Random forest (RF) missing data algorithms are an attractive approach for dealing with missing data. They have the desirable properties of being able to handle mixed types of missing data, they are adaptive to interactions and nonlinearity, and they have the potential to scale to big data settings. Currently there are …

2017-01-19abs ↗pdf ↗

This article reviews recent advances in convex optimization algorithms for Big Data, which aim to reduce the computational, storage, and communications bottlenecks. We provide an overview of this emerging field, describe contemporary approximation techniques like first-order methods and randomization for scalability, a…

2014-11-04abs ↗pdf ↗

Two fundamental problems in unsupervised learning are efficient inference for latent-variable models and robust density estimation based on large amounts of unlabeled data. Algorithms for the two tasks, such as normalizing flows and generative adversarial networks (GANs), are often developed independently. In this pape…

2017-09-04abs ↗pdf ↗

The paper tackles entry prediction in row/column-exchangeable matrices with arbitrary missing data.

problem Prediction in matrices with arbitrary missing data.
method Proposes two practical algorithms: one for fast emulation and another for acceleration using algorithmic stability.
result Demonstrates superior performance in synthetic and real-world data sets.

Defines compatibility between Jacobi structures and pseudo-Riemannian metrics on Jacobi algebroids.

problem Generalizing compatibility between Poisson and pseudo-Riemannian metrics to Jacobi structures.
method Introduces and studies compatibility conditions for Jacobi structures and pseudo-Riemannian metrics on Jacobi algebroids.
result Compatibility conditions are preserved under Poissonization and equivalent to Sasakian structures for contact pseudo-metrics.

The paper characterizes compatible linear connections on 3D Finsler manifolds.

problem Characterizing compatible linear connections on Finsler manifolds of dimension three.
method Intrinsic method to characterize compatible linear connections, focusing on indicatrices and Euclidean symmetries.
result If a compatible linear connection is not unique, indicatrices must be Euclidean surfaces of revolution.

The paper proposes reusable network components by making them compatible across tasks.

problem Training networks for different tasks independently leads to incompatible components.
method The paper splits a network into a features extractor and a target task head, and proposes various approaches to make them compatible.
result The proposed methods produce components that are directly compatible without compromising accuracy on original tasks.

Proves compatibility of light cones and projective structures.

problem Clarifying different concepts of compatibility between conformal and projective structures.
method Analyzes compatibility criteria introduced by Ehlers-Pirani-Schild and Trautman-Scholz.
result Proves that the compatibility criterion introduced by Ehlers-Pirani-Schild is correct.

The paper investigates compatible linear connections on Randers spaces and finds a unique extremal connection.

problem Investigating compatible linear connections on Randers spaces.
method Transformed compatibility equations by taking torsion components as variables and determined when these equations have solutions.
result Characterized Randers spaces as non-Riemannian generalized Berwald spaces with a positive constant norm of perturbing term.

The paper studies properties of group relations induced by compatible coarse structures.

problem Properties of asymptotic resemblance relations on groups.
method Generalization of asymptotic dimension and introduction of set theoretic coupling.
result Groups with compatible coarse structures that admit a set theoretic coupling are asymptotic equivalent.

Derdzinski and Shen's theorem on the restrictions posed by a Codazzi tensor on the Riemann tensor holds more generally when a Riemann-compatible tensor exists. Several properties are shown to remain valid in this broader setting. Riemann compatibility is equivalent to the Bianchi identity of the new "Codazzi deviation …

2012-04-05abs ↗pdf ↗

Study integrates deep learning with financial data for improved trading strategies.

problem Enhancing predictive performance in algorithmic trading and portfolio optimization.
method Developed embedding techniques to treat limit order book snapshots as image-based input channels.
result Achieved state-of-the-art performance in high-frequency trading algorithms.

We disprove the generalized Chern-Hamilton conjecture on the existence of critical compatible metrics on contact 33-manifolds. More precisely, we show that a contact 33-manifold (M,α)(M,α) admits a critical compatible metric for the Chern-Hamilton energy functional if and only if it is Sasakian or its associated Reeb fl…

2023-11-27abs ↗pdf ↗

Some general properties of compatible Poisson brackets of hydrodynamic type are discussed, in particular: (1) an invariant differential-geometric criterion of the compatibility based on the Nijenhuis tensor; (2) the Lax pair with a spectral parameter governing compatible Poisson brackets in the diagonalizable case; (3)…

2000-05-23abs ↗pdf ↗

The construction of gauge theories beyond the realm of Lie groups and algebras leads one to consider Lie groupoids and algebroids equipped with additional geometrical structures which, for gauge invariance of the construction, need to satisfy particular compatibility conditions. This paper analyzes these compatibilitie…

2016-03-14abs ↗pdf ↗

New proof for unique semi-symmetric compatible linear connection on Finsler manifolds.

problem Existence and uniqueness of semi-symmetric compatible linear connections on Finsler manifolds.
method New linear algebra proof without integration, using convex body properties and intrinsic equations.
result Uniqueness of semi-symmetric compatible linear connection proved.

New method improves compatibility of risk stratification models without sacrificing accuracy.

problem Compatibility issues arise when updating clinical machine learning models.
method Proposes rank-based compatibility measure and new loss function.
result Increased compatibility of models by 0.019 with no loss in discriminative performance.

Given the Riemann, or the Weyl, or a generalized curvature tensor K, a symmetric tensor bijb_{ij} is named `compatible' with the curvature tensor if bimKjklm+bjmKkilm+bkmKijlm=0b_i{}^m K_{jklm} + b_j{}^m K_{kilm} + b_k{}^m K_{ijlm} = 0. Amongst showing known and new properties, we prove that they form a special Jordan algebra, i.e. the symmetriz…

2019-10-08abs ↗pdf ↗

New method for identifying causal relationships in financial time series data.

problem Identifying causal relationships in nonstationary financial time series data.
method Refined constraint-based causal discovery algorithm (CD-NOTS) for nonstationary time series data.
result CD-NOTS effectively identifies causal connections in financial applications.

The study examines backward compatibility issues in ML systems, especially with noisy data.

problem Backward compatibility challenges in ML systems, especially with noisy data.
method Empirical analysis of ML systems across different architectures and datasets, focusing on data shifts and noise.
result Backward compatibility issues arise even without data shift due to optimization stochasticity and training on large-scale noisy datasets can significantly decrease compatibility.

Generalized Lagrange-Weyl structures and compatible connections are introduced as a natural generalization of similar notions from Riemannian geometry. Exactly as in Riemannian case, the compatible connection is unique if certain symmetry conditions with respect to vertical and horizontal Christoffel symbols are impose…

2006-05-24abs ↗pdf ↗

AI systems are being deployed to support human decision making in high-stakes domains. In many cases, the human and AI form a team, in which the human makes decisions after reviewing the AI's inferences. A successful partnership requires that the human develops insights into the performance of the AI system, including …

2019-06-04abs ↗pdf ↗

Breiman's data analysis dichotomy is outdated, offering a third approach: mechanistic models.

problem Data analysis dichotomy between data modelers and algorithmic modelers.
method Interpolating between simple interpretable models and flexible function approximations using mechanistic models.
result Flexible, interpretable, and scientifically-informed hybrids can provide accurate and robust predictions.

No-regret learning with strategic experts, incentivized.

problem Online learning with strategic experts who misreport beliefs.
method Building on wagering mechanisms, we provide algorithms for no-regret and incentive compatibility in both full and partial information settings.
result Our algorithms achieve no regret and incentive compatibility for myopic experts, with comparable regret to classic no-regret algorithms and diminishing regret for forward-looking agents.

Let AA be a positive injective operator in a Hilbert space (\h, <,>), and denote by [,] the inner product defined by A: [f,g]=<Af,g>. A closed subspace $\s \subset \h$ is called A-compatible if there exists a closed complement for $\s$, which is orthogonal to $\s$ with respect to the inner product [,]. Equivalently, i…

2012-08-31abs ↗pdf ↗