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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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150299449598 · Jun 202019922001200920172026
48 results for empirical error

The paper examines the tilted empirical risk's generalization and robustness under negative tilt.

problem The generalization error of machine learning algorithms under negative tilt.
method Uniform and information-theoretic bounds on the tilted generalization error under negative tilt.
result The tilted empirical risk's generalization error has a convergence rate of \(O(n^{-ε/(1+ε)})\).

Large language models correlate in errors, even with different architectures and providers.

problem Lack of empirical evidence on whether different large language models differ meaningfully.
method Empirical evaluation of over 350 large language models using two leaderboards and a resume-screening task.
result Large language models have substantial correlation in errors, even with distinct architectures and providers.

A new learning rule consistently reduces error over data samples.

problem Finding a learning rule that consistently reduces error over all data distributions.
method A deterministic, data-dependent partitioning rule that only partitions cyclic intervals with sufficient empirical diversity of labels.
result The expected error is monotone non-increasing with the sample size under every data distribution.

Estimates the generalization error of deep neural networks without relying on capacity measures.

problem Understanding how generalization error scales with training data for deep neural networks.
method Derives estimates of generalization error for deep networks based on two assumptions: zero training error and error probability proportional to distance to nearest training point.
result Estimates the generalization error of DNNs as O(1/(δN^{1/d})), matching experimental behavior.

A new method uses RF's out-of-bag errors for multiple imputation.

problem Missing data in biomedical studies and lack of prediction uncertainty.
method Constructs conditional distributions from the empirical distribution of out-of-bag prediction errors.
result Valid multiple imputation results achieved without parametric assumptions.

A neural network method estimates densities from characteristic functions.

problem Estimating fixed-horizon probability densities from empirical characteristic functions.
method Data-driven Fourier-mixture neural-network method trained in Fourier space.
result Competitive performance and clear gains on heavy-tailed targets.

Study shows accuracy of neural networks depends more on error location than percentage of error.

problem Effect of noise on accuracy in incremental learning neural networks.
method Empirical study using Perceptron, Feed Forward Neural Network, and Radial Basis Function Neural Network.
result Accuracy of neural networks is more dependent on error location than the percentage of error.

Paper develops error rates for physics-informed learning, comparing it to data-driven methods.

problem Understanding the trade-off between soft penalties and hard constraints in PISL.
method Develops complexity-dependent error rates using the small-ball method.
result Physics-informed estimators have comparable error rates to hard constrained methods, differing only by constants.

Improved sample complexity for diffusion models without needing empirical risk minimizers.

problem Theoretical limitations in sample complexity for diffusion models.
method Structured decomposition of score estimation error, eliminating dependence on neural network parameters.
result Achieved sample complexity bound of O(ε^(-4)) without empirical risk minimizer access.

Study shows label errors impact model disparity metrics, proposing mitigation methods.

problem Impact of label errors on model disparity metrics.
method Empirical study, characterizing label error effects; proposing estimation and relabeling methods.
result Label errors significantly affect model disparity metrics, particularly for minority groups.

New truthful calibration errors improve model ranking in multiclass prediction.

problem Non-truthful calibration errors can mislead model comparisons.
method Introduced perfectly truthful calibration errors for multiclass predictions.
result Truthful calibration errors preserve decision-theoretic dominance and stabilize model rankings.

Detect changes in noisy dynamical systems using empirical approximations and finite-sample bounds.

problem Change detection in noisy dynamical systems
method Partition-based empirical approximations and finite-state stationary distribution stability
result Finite-sample bound for empirical stationary density

Neural network accuracy improves with denser training samples.

problem Improving neural network accuracy on unseen test samples.
method Bounding empirical training error smoothed across activation regions and using it to discard high-risk test samples.
result Discarding high-risk test samples based on error bounds improves prediction accuracy by up to 20%.

Motivated by problems of anomaly detection, this paper implements the Neyman-Pearson paradigm to deal with asymmetric errors in binary classification with a convex loss. Given a finite collection of classifiers, we combine them and obtain a new classifier that satisfies simultaneously the two following properties with …

2011-02-28abs ↗pdf ↗

Develops a method to find costly high-confidence errors in black box models.

problem Finding rare high-confidence errors missed by random sampling.
method Adversarial perturbation-guided search technique to find errors at rates greater than expected given model confidence.
result Our Adversarial Distance search discovers high-confidence errors at a rate greater than expected given model confidence.

Study evaluates Deep PDE solvers for high-dimensional option pricing, identifying key sources of error.

problem Empirical study on error analysis of Deep PDE solvers for high-dimensional option pricing.
method Comparative experiments with Deep BSDE method and other solvers, identifying three main sources of error.
result Deep BSDE method is superior and robust to option specifications, improving with larger batch sizes and fewer time steps.

The study analyzes robustness of estimators in linear models with adversarial errors.

problem Analyzing robustness of estimators in linear models with adversarial errors.
method Develops a general theory for minimum norm interpolating estimators and RERM in linear models without conditions on errors.
result Quantitative bound for the prediction error relating it to Rademacher complexity, norm of minimum norm interpolator of errors, and subdifferential size.

Selecting appropriate regularization coefficients is critical to performance with respect to regularized empirical risk minimization problems. Existing theoretical approaches attempt to determine the coefficients in order for regularized empirical objectives to be upper-bounds of true objectives, uniformly over a hypot…

2019-09-04abs ↗pdf ↗

The paper provides convergence guarantees for multicalibration gradient boosting.

problem Understanding the convergence properties of multicalibration gradient boosting.
method Computational guarantees for multicalibration gradient boosting algorithms, including adaptive variants.
result The magnitude of successive prediction updates decays at O(1/T)O(1/\sqrt{T}), leading to convergence in empirical multicalibration error.

In this paper we study the consistency of an empirical minimum error entropy (MEE) algorithm in a regression setting. We introduce two types of consistency. The error entropy consistency, which requires the error entropy of the learned function to approximate the minimum error entropy, is shown to be always true if the…

2014-12-17abs ↗pdf ↗

Scaling laws in linear regression explain model performance improvements with size and data.

problem Disagreement between empirical neural scaling laws and conventional wisdom on variance error.
method Infinite dimensional linear regression setup, one-pass SGD, Gaussian prior, power-law spectrum.
result Variance error is dominated by other errors, disappearing from the bound due to SGD's implicit regularization.

We propose an empirical Bayes estimator based on Dirichlet process mixture model for estimating the sparse normalized mean difference, which could be directly applied to the high dimensional linear classification. In theory, we build a bridge to connect the estimation error of the mean difference and the misclassificat…

2017-02-16abs ↗pdf ↗

Clarifies model-based RL's theoretical issues and counterexamples for popular losses.

problem Model-based reinforcement learning's empirical performance vs. theoretical properties and popular loss functions.
method Analyzes empirical and theoretical aspects of model-based RL and constructs counterexamples for losses.
result MuZero loss fails in stochastic and deterministic environments, leading to exponential sample complexity.

We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error (MAE) regression. We show that universal consistency of Empirical Risk Minimiza…

2015-06-12abs ↗pdf ↗

This work proves L2L_2-regularized ERM controls smCE without post-hoc correction.

problem Calibration of predicted probabilities in machine learning models.
method Canonical L2L_2-regularized empirical risk minimization.
result Theoretical proof that smCE is controlled by ERM without post-hoc correction.

New generalization concept considers distribution of errors, not just average error.

problem Classical generalization fails to capture distributional differences in classifier outputs.
method Formal conjectures about distributional generalization based on model architecture, training procedure, and data distribution.
result Distributional generalization can be expected in specific conditions, as evidenced by empirical results.

Neural networks estimate statistical divergences with performance guarantees.

problem Estimating statistical divergences with theoretical performance guarantees.
method Parametrizing empirical variational form by a neural network and optimizing over parameter space.
result Established non-asymptotic absolute error bounds for neural estimators of four f\mathsf{f}-divergences.

The paper provides theoretical guarantees for optimized sampling in compressed sensing, showing error vanishes with more measurements.

problem Theoretical and practical improvements in compressed sensing with optimized sampling schemes.
method Theoretical analysis and empirical experiments with optimized sampling schemes for subsampled unitary matrices.
result The error caused by measurement noise vanishes with an increasing number of measurements for optimized sampling schemes, assuming Gaussian noise.

TSAW improves MCMC integral estimation with faster convergence.

problem Estimating integrals using MCMC with standard random walks is slow.
method Introduces TSAW to penalize overuse in finite-state adaptive sampling.
result TSAW-based estimators converge faster, achieving O(logt/t)O(\sqrt{\log t}/t) error.

The paper connects three machine learning methods to reduce generalization errors.

problem Reducing generalization errors in machine learning models.
method Distributionally robust optimization, Bayesian methods, and regularization.
result Machine learning models can be characterized using distributional uncertainty and robustness measures.

Efficiently estimates private least squares with linear error growth.

problem Private estimation of ordinary least squares with bounded residuals and leverage.
method Scaled noise added to a stable nonprivate estimator of the regression vector.
result Near-optimal accuracy guarantee with linear error growth in dimension.