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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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6.3%12.5%18.8%25.0% · Mar 199319922001200920172026
48 results for evaluation discrepancy

New method estimates model discrepancy without sampling for unnormalized models.

problem Evaluating and training unnormalized density models efficiently.
method Estimate Stein discrepancy using neural network parameterized vector function.
result Method outperforms existing goodness-of-fit tests and training methods.

PolyGraph Discrepancy improves graph generative model evaluation.

problem Inability of existing metrics to provide an absolute performance measure and comparability across different graph descriptors.
method Approximates Jensen-Shannon distance using binary classifiers trained to distinguish between real and generated graphs.
result PGD provides a more robust and insightful evaluation compared to MMD metrics.

New tools evaluate and optimize conditional sequence models in bioinformatics.

problem Evaluating and optimizing conditional sequence models in bioinformatics.
method Kernel-based discrepancy measure (ACMMD) to estimate model fit and tune hyperparameters.
result Rejects the hypothesis that ProteinMPNN fits its data for various protein families and optimizes model temperature.

This work interprets diffusion score matching using normalizing flows for better model training and evaluations.

problem Limitations of diffusion score matching when dealing with certain types of distributions.
method The approach involves interpreting the diffusion matrix using normalizing flows to provide better interpretation and usage of diffusion score matching.
result Diffusion score matching is equivalent to the original score matching evaluated in the transformed space defined by the normalizing flow.

New method uses generative models to estimate aleatoric uncertainty without strict data restrictions.

problem Estimating aleatoric uncertainty with limited data distribution or dimensionality.
method Conditional generative models and two metrics for measuring distributional discrepancies.
result Metrics accurately measure conditional distributional discrepancies and train competitive models.

We consider the problem of improving the efficiency of randomized Fourier feature maps to accelerate training and testing speed of kernel methods on large datasets. These approximate feature maps arise as Monte Carlo approximations to integral representations of shift-invariant kernel functions (e.g., Gaussian kernel).…

2014-12-29abs ↗pdf ↗

This paper evaluates metrics for graph generative models, addressing common pitfalls.

problem Evaluating and comparing graph generative models effectively.
method Systematic evaluation of MMD, analysis of synthetic and real graphs, practical recommendations.
result MMD can be problematic; practical solutions are provided.

Generative model for TPPs using signatures and distributional discrepancies.

problem Limitations of signature methods for TPPs and lack of global sequence-level loss in neural models.
method Introduce interarrival embedding to lift jump paths to continuous paths of bounded variation, enabling signature methods for discrete event sequences. Develop sigTPP, a signature-based generative model trained on path-level loss.
result sigTPP achieves the best average rank across multiple metrics and outperforms or is within a standard error of the strongest baseline in 64% of dataset-metric pairs.

Paper proposes approximate Stein classes for efficient truncated density estimation.

problem Difficulties in estimating truncated density models due to intractable normalising constants and boundary conditions.
method Adapts score matching to solve the problem, introduces approximate Stein classes and a novel discrepancy measure, TKSD.
result TKSD does not require a fixed weighting function and can be evaluated using only boundary samples, leading to improved accuracy.

New method reduces computational cost for learning stationary diffusions.

problem Learning parameters of stationary diffusions efficiently.
method Stein-type discrepancy (SKDS) for estimating generator expectations.
result SKDS guarantees alignment with target stationary distribution.

CSD improves goodness-of-fit testing for higher-order dependence.

problem Insensitivity of standard KSDs to higher-order dependence features like tail dependence.
method Introduces Copula-Stein Discrepancy (CSD) that targets dependence geometry directly on copula density.
result CSD is sensitive to differences in tail dependence coefficients and metrizes weak convergence of copula distributions.

New metrics improve probabilistic forecasting, especially for rare events.

problem Current evaluation frameworks for probabilistic forecasting assume independence and lack sensitivity to tail events.
method Proposed signature kernel-based metrics: Sig-MMD and CSig-MMD.
result These metrics capture complex dependencies and prioritize tail event prediction.

New foliations found for critical surfaces of Hawking energy, resolving discrepancies.

problem Finding consistent critical surfaces for the Hawking energy in non-totally geodesic spacelike hypersurfaces.
method Constructing a unique local foliation of area constrained critical surfaces of the Hawking energy in the general case of non-totally geodesic spacelike hypersurfaces.
result Discrepancy found in the small sphere limit of the Hawking energy, explained and resolved.

A method to select validation data from a dataset using statistical criteria.

problem Selecting a validation basis from a full dataset for machine learning model validation.
method Adopting a 'design of experiments' point of view and using statistical criteria, particularly Maximum Mean Discrepancy criteria.
result The 'support points' concept is particularly relevant for selecting validation data.

Efficient event generation for collider phenomenology using parallel Langevin sampling and learned Stein diagnostics.

problem Event generation for precision collider phenomenology.
method Parallel Langevin sampling with learned Stein diagnostics.
result Relaxation time is estimated using a data-driven approach.

New discrepancy function compares discrete probability measures considering space geometry.

problem Comparing discrete probability measures in a geometrically meaningful way.
method Proposes the Fourier Discrepancy Function, proving convexity, differentiability, and providing gradient formula.
result Proves the Fourier Discrepancy is convex, twice differentiable, and provides an explicit gradient formula.

This paper introduces localized discrepancy theories for unsupervised domain adaptation.

problem Improving generalization bounds for unsupervised domain adaptation.
method Localized discrepancies defined on the hypothesis space after localization, leading to smaller and asymmetric values.
result Improved generalization bounds and sample complexity reduction.

Approximate Markov chain Monte Carlo (MCMC) offers the promise of more rapid sampling at the cost of more biased inference. Since standard MCMC diagnostics fail to detect these biases, researchers have developed computable Stein discrepancy measures that provably determine the convergence of a sample to its target dist…

2017-03-06abs ↗pdf ↗

We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement learning, engineering, and the natural sciences, and are subject to an inherent, u…

2016-03-01abs ↗pdf ↗

The article introduces practical estimators for kernel discrepancies.

problem Estimating kernel discrepancies accurately and efficiently.
method Presented various estimators for MMD, HSIC, and KSD, including V-statistics, U-statistics, and incomplete U-statistics. Stressed the importance of kernel bandwidth and introduced adaptive estimators.
result Adaptive estimators combining multiple estimators with various kernels address the problem of kernel selection.

In this paper we address a classification problem where two sources of labels with different levels of fidelity are available. Our approach is to combine data from both sources by applying a co-kriging schema on latent functions, which allows the model to account item-dependent labeling discrepancy. We provide an exten…

2018-09-13abs ↗pdf ↗

MASC balances dataset representation using affinity clustering and distribution discrepancies.

problem Representation bias in datasets due to group imbalance.
method MASC uses affinity clustering and pairwise distribution discrepancies to balance non-protected and protected groups.
result MASC effectively debiases target datasets, comparable to existing methods.

Deep RL evaluation underestimates uncertainty, leading to misleading conclusions.

problem Statistical uncertainty in deep RL performance evaluations is underestimated, leading to misleading conclusions.
method Advocates for reporting interval estimates of aggregate performance and proposes performance profiles to account for variability.
result Substantial discrepancies in prior performance comparisons are revealed, highlighting the need for more rigorous evaluation methods.

Sliced kernelized Stein discrepancy improves goodness-of-fit tests and model learning in high dimensions.

problem The curse-of-dimensionality in kernelized Stein discrepancy (KSD).
method Sliced Stein discrepancy and its scalable variants using optimal one-dimensional projections.
result Significantly outperforms KSD and baselines in goodness-of-fit tests and improves model learning.

Much of machine learning relies on comparing distributions with discrepancy measures. Stein's method creates discrepancy measures between two distributions that require only the unnormalized density of one and samples from the other. Stein discrepancies can be combined with kernels to define kernelized Stein discrepanc…

2019-04-09abs ↗pdf ↗

Efficiently marginalizes over Gaussian Process kernels for better model flexibility and uncertainty.

problem Inefficient marginalization over Gaussian Process kernels for large datasets.
method Bayesian Quadrature scheme with maximum mean discrepancies and invariances between Spectral Mixture kernels.
result Achieves more accurate predictions and better calibrated uncertainty than state-of-the-art baselines.

Study shows the corrected Akaike criterion is inadmissible for estimating Kullback-Leibler discrepancy.

problem Inadmissibility of the corrected Akaike information criterion for estimating Kullback-Leibler discrepancy.
method Loss estimation framework to demonstrate inadmissibility and provide improved estimators.
result Improved estimators of Kullback-Leibler discrepancy are provided and perform well in reduced-rank situations.

This paper defines the notion of class discrepancy for families of functions. It shows that low discrepancy classes admit small offline and streaming coresets. We provide general techniques for bounding the class discrepancy of machine learning problems. As corollaries of the general technique we bound the discrepancy …

2019-06-11abs ↗pdf ↗

TMDA aligns subdomain data distribution discrepancies across domains using manifold representations.

problem Transfer learning challenges due to domain divergence.
method TMDA uses low-dimensional manifolds to represent subdomains and aligns local data distribution discrepancies across domains using M3D.
result TMDA is a promising method for various transfer learning tasks.

New partition designs reduce star discrepancy in high-dimensional sampling.

problem Improving the expected star discrepancy in high-dimensional sampling.
method Developed non-equal volume partitions to achieve lower expected star discrepancy.
result Explicit upper bounds for expected star discrepancy under non-equal volume partitions.