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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.

169,341 papers · 148 categories

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143286428571 · Jun 202019922001200920182026
48 results for distributed stream

This paper reviews methods for distributed training of machine learning models from high-rate streams.

problem Training machine learning models from high-rate distributed streams in a compute- and bandwidth-limited setting.
method Recently developed methods for large-scale distributed stochastic optimization.
result There exist regimes where systems can learn from distributed, streaming data at order-optimal rates.

Method learns Bayesian networks from distributed streaming data with reduced communication.

problem Learning and maintaining machine learning models over distributed, streaming data.
method Communication-efficient method for continuously learning Bayesian networks over a distributed stream.
result Exponential reduction in communication compared to baseline approaches.

Paper proposes a distributed method to estimate principal eigenvector from high-rate streaming data.

problem Estimating principal eigenvector from high streaming data rate.
method Distributed Krasulina (D-Krasulina) and mini-batch extension (DM-Krasulina) methods.
result Achieves optimal estimation error rates under high streaming conditions.

CURIE uses cellular automata to detect concept drift in data streams.

problem Detecting changes in data distribution (concept drift) in data streams.
method CURIE represents data stream distribution in a cellular automata grid and uses its neighborhood rule to detect changes.
result CURIE, when hybridized with base learners, performs competitively in detection metrics and classification accuracy.

LOBDIF predicts limit order book events using a diffusion model.

problem Predicting the timing and type of events in a dynamic market system.
method LOBDIF uses a diffusion model to learn the complex time-event distribution in limit order book streams.
result LOBDIF significantly outperforms existing methods in real-world data experiments.

StreamEnsemble dynamically selects ML models for ST data streams to improve predictive accuracy.

problem Predictive queries over spatiotemporal data streams are challenging due to varying distributions and patterns.
method Dynamic selection and allocation of ML models based on time series distributions and characteristics.
result Significantly outperforms traditional ensemble and single model approaches, reducing prediction error by over 10 times.

Paper proposes a beta distribution method for detecting concept drift in adaptive classifiers.

problem Adaptive classifiers need to detect and respond to concept drift in real-time data streams.
method The paper introduces a beta distribution model to monitor model error and identify abnormal behavior as drift.
result The method effectively detects abrupt changes in model error, improving classifier performance.

Bayesian nonparametric CMS improves frequency estimation for power-law data.

problem Estimating frequencies of low-frequency tokens in power-law data streams.
method Developed a learning-augmented count-min sketch using a normalized inverse Gaussian process prior.
result The approach achieves remarkable performance in estimating low-frequency tokens.

DDG-DA predicts future data distribution to adapt models for predictable concept drift.

problem Adapting models to streaming data with predictable concept drift.
method Train a predictor to forecast future data distribution, generate training samples, and train models on them.
result Significant improvement on multiple models in real-world tasks.

New findings show concept drift in data streams implies temporal dependence, affecting model design.

problem Concept drift in data streams challenges existing model design and deployment approaches.
method Developed gradient-descent methods for continuous adaptation without explicit drift detection.
result Gradient-descent methods offer major advantages in accuracy and efficiency for concept-drifting streams.

Low-precision streaming PCA estimates the leading eigenvector with limited precision.

problem Estimating the leading eigenvector in a streaming setting with limited precision.
method Oja's algorithm with linear and nonlinear stochastic quantization.
result A batched version of the quantized variants achieves the lower bound on quantization error up to logarithmic factors.

Efficiently tests discrete distributions with limited memory and communication.

problem Testing discrete distributions with constraints on memory and communication.
method Developed efficient algorithms for uniformity/identity and closeness testing in streaming and distributed models.
result Nearly-tight lower bounds on sample complexity and communication cost for uniformity testing.

Paper addresses challenges in benchmarking stream learning algorithms with real-world data.

problem Lack of publicly available non-stationary real-world datasets for evaluating stream algorithms.
method Proposes a new public data repository for benchmarking stream algorithms with real-world data.
result Mitigates problems related to dataset choice in experimental evaluation of stream classifiers and drift detectors.

A scalable algorithm for computing Wasserstein barycenters of streaming data.

problem Aggregating data from different, possibly non-identically distributed sources.
method Parallel, semi-discrete algorithm for continuous input distributions.
result Robust, streaming Wasserstein barycenter estimate that tracks nonstationary distributions.

Paper analyzes Async-MSGD for nonconvex problems using streaming PCA.

problem Understanding convergence properties of Async-MSGD for nonconvex problems.
method Diffusion approximation to analyze Async-MSGD for streaming PCA.
result Async-MSGD requires reduced momentum for acceleration through asynchrony.

DiwE uses regional distribution changes to create diverse ensemble classifiers for concept drift.

problem Handling concept drift in evolving data streams.
method DiwE measures diversity based on regional distribution disagreement and uses it to weight instances and select classifiers.
result DiwE outperforms other algorithms on various synthetic and real-world data stream benchmarks.

A new control chart detects shifts in binary data streams quickly and reliably.

problem Early detection of small shifts in multiple binary data streams.
method Cumulative Standardized Binomial EWMA (CSB-EWMA) chart with exact variance derivation.
result Adaptive control limits ensure robust detection across different data distributions.

New robustness certificates for streaming models with a sliding window.

problem Applying robustness certificates to streaming data with correlated inputs.
method Deriving robustness certificates for models using a sliding window over a sequence of potentially correlated inputs.
result Guarantees hold for the average model performance across the entire stream, independent of stream size.

Classifiers trained on data sets possessing an imbalanced class distribution are known to exhibit poor generalisation performance. This is known as the imbalanced learning problem. The problem becomes particularly acute when we consider incremental classifiers operating on imbalanced data streams, especially when the l…

2014-05-09abs ↗pdf ↗

A new framework predicts hidden Markov model regimes online.

problem Efficiently identify hidden Markov model regimes in streaming data.
method Develops a predictive-first optimisation framework for streaming HMMs, approximating the full posterior predictive distribution.
result The method provides competitive prequential performance compared to Online EM and Sequential Monte Carlo.

KQT-EWMA monitors multivariate data streams online with flexible and practical change detection.

problem Online monitoring of multivariate data streams for detecting changes.
method Combines Kernel-QuantTree histogram and EWMA statistic for non-parametric monitoring.
result Controls Average Run Length (ARL0) while achieving comparable detection delays.

New analysis for sampling from non-convex distributions with dependent data.

problem Sampling from non-logconcave distributions in stochastic optimization.
method Stochastic Gradient Langevin Dynamics (SGLD) with dependent data streams.
result Sharper and uniform convergence estimates in L1L^1-Wasserstein distance.