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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.

168,695 papers · 148 categories

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149297446594 · Jun 202019922001200920172026
48 results for evaluation standards

Proposes standards for evaluating online machine learning methods in evolving data streams.

problem Difficulty in evaluating online machine learning methods under realistic conditions.
method Proposes comprehensive evaluation standards, performance measures, and evaluation strategies.
result Provides a new Python framework (float) for modular integration of libraries and custom code.

Study improves off-policy evaluation from non-i.i.d. bandit samples.

problem Improving off-policy evaluation from non-independent bandit samples.
method Constructing an estimator from a standardized martingale difference sequence.
result Proposed estimator performs better than existing methods.

Efficiently evaluate generative models at the prompt level using tensor factorization.

problem Fine-grained evaluations of generative models are costly and often misaligned with human judgment.
method Tensor factorization model that merges cheap autorater data with a small set of human gold-standard labels.
result The method provides accurate and tight confidence intervals for model performance.

We consider evaluation methods for payoffs with an inherent financial risk as encountered for instance for portfolios held by pension funds and insurance companies. Pricing such payoffs in a way consistent to market prices typically involves combining actuarial techniques with methods from mathematical finance. We prop…

2011-09-08abs ↗pdf ↗

Look-Ahead-Bench evaluates financial LLMs for lookahead bias, revealing significant differences in model performance.

problem Measuring and mitigating lookahead bias in financial LLMs.
method Standardized benchmark evaluating model behavior in practical financial scenarios, analyzing performance decay across market regimes.
result Standard LLMs exhibit significant lookahead bias, while Pitinf models show improved generalization and reasoning abilities.

Evaluation metrics for prediction models don't fully reflect intervention impact.

problem Standard metrics don't accurately reflect reduction in patient outcomes from model use.
method Synthesized and discussed various evaluation methods, analyzed with simulated and real data.
result Evaluations without interventional data are limited or require strong assumptions.

Meta-Router optimizes LLM selection using gold-standard and preference-based data.

problem Training a high-quality LLM router with combined data sources is challenging due to bias and scarcity.
method Developed an integrative causal router training framework to correct bias and improve routing accuracy.
result Our approach delivers more accurate routing and improves the trade-off between cost and quality.

We present a comparative study of different probabilistic forecasting techniques on the task of predicting the electrical load of secondary substations and cabinets located in a low voltage distribution grid, as well as their aggregated power profile. The methods are evaluated using standard KPIs for deterministic and …

2019-10-03abs ↗pdf ↗

This research proposes a new (old) metric for evaluating goodness of fit in topic models, the coefficient of determination, or R2R^2. Within the context of topic modeling, R2R^2 has the same interpretation that it does when used in a broader class of statistical models. Reporting R2R^2 with topic models addresses two c…

2019-11-20abs ↗pdf ↗

Researchers use DL and XAI to evaluate climate downscaling models.

problem Evaluating complex DL models for climate downscaling.
method Intercompare DL models, expand standard evaluation methods with XAI.
result XAI techniques provide new evaluation dimensions and model insights.

A new method improves AI fairness assessment by estimating performance across intersectional subgroups.

problem Limited evaluation of AI systems across intersectional subgroups due to small sample sizes.
method Structured regression approach to disaggregated evaluation.
result Our method yields more accurate performance estimates, especially for small subgroups.

TUDataset provides benchmark datasets for graph learning.

problem Lack of meaningful benchmark datasets and standardized evaluation procedures for graph learning.
method Collection and standardization of 120 graph datasets from various applications.
result Standardized evaluation procedures and baseline experiments provided.

A classical spin network consists of a ribbon graph (i.e., an abstract graph with a cyclic ordering of the vertices around each edge) and an admissible coloring of its edges by natural numbers. The standard evaluation of a spin network is an integer number. In a previous paper, we proved an existence theorem for the as…

2010-03-25abs ↗pdf ↗

New method improves consistency of reinforcement learning performance evaluations.

problem Inconsistent performance results in reinforcement learning due to flawed evaluation metrics.
method Proposes a new comprehensive evaluation methodology for reinforcement learning algorithms.
result Demonstrates improved reliability of performance measurements for reinforcement learning algorithms.

New method stabilizes FQE by reweighting Bellman targets.

problem Stability guarantees for FQE often rely on Bellman completeness, which can fail with function approximation.
method Proposes stationary-weighted FQE, reweighting Bellman targets by stationary target-to-behavior density ratio.
result Proves finite-sample linear convergence to stationary projected Bellman fixed point without Bellman completeness.

PerturBench benchmarks ML models for cellular perturbation analysis.

problem Standardizing benchmarking in modeling single cell transcriptomic responses to perturbations.
method Modular platform, diverse datasets, metrics, extensive evaluation, rank metrics.
result Simpler models are competitive and scale well with larger datasets.

Graph neural networks (GNNs) have emerged recently as a powerful architecture for learning node and graph representations. Standard GNNs have the same expressive power as the Weisfeiler-Leman test of graph isomorphism in terms of distinguishing non-isomorphic graphs. However, it was recently shown that this test cannot…

2019-07-13abs ↗pdf ↗

HED Score improves temporal evaluation of detection accuracy.

problem Temporal agnosticism in existing evaluation frameworks for non-stationary processes.
method Measure-theoretic HED Score integrating exponentially decaying kernel over posterior probability stream.
result HED Score achieves 388.8% improvement over ROC/AUC on NSL-KDD benchmark.

We propose a novel adaptive importance sampling algorithm which incorporates Stein variational gradient decent algorithm (SVGD) with importance sampling (IS). Our algorithm leverages the nonparametric transforms in SVGD to iteratively decrease the KL divergence between our importance proposal and the target distributio…

2017-04-18abs ↗pdf ↗

Standard Gaussian Process outperforms in high-dimensional Bayesian Optimization.

problem Standard Gaussian Process underperforms in high-dimensional optimization problems.
method Comprehensive evaluation of twelve benchmarks, use of Matérn kernels, probabilistic bounds, robust initialization strategy.
result Standard Gaussian Process can consistently achieve top-tier results in high-dimensional optimization problems.

Algorithmic risk assessments are increasingly used to help humans make decisions in high-stakes settings, such as medicine, criminal justice and education. In each of these cases, the purpose of the risk assessment tool is to inform actions, such as medical treatments or release conditions, often with the aim of reduci…

2019-08-30abs ↗pdf ↗

Machine Learning (ML) and Deep Learning (DL) innovations are being introduced at such a rapid pace that model owners and evaluators are hard-pressed analyzing and studying them. This is exacerbated by the complicated procedures for evaluation. The lack of standard systems and efficient techniques for specifying and pro…

2018-11-24abs ↗pdf ↗

ISAAC audits deep models for drug-target interactions, revealing structural differences.

problem Deep models for DTI often use irrelevant features, making them hard to evaluate.
method ISAAC uses intervention-based structural auditing to evaluate model sensitivity.
result ISAAC reveals significant structural differences in DTI models' reasoning.

K-fold cross-validation (CV) with squared error loss is widely used for evaluating predictive models, especially when strong distributional assumptions cannot be taken. However, CV with squared error loss is not free from distributional assumptions, in particular in cases involving non-i.i.d. data. This paper analyzes …

2019-04-04abs ↗pdf ↗

Experiments used in current continual learning research do not faithfully assess fundamental challenges of learning continually. Instead of assessing performance on challenging and representative experiment designs, recent research has focused on increased dataset difficulty, while still using flawed experiment set-ups…

2018-05-24abs ↗pdf ↗

The study improves VaR forecast accuracy by modeling conditional quantile dynamics.

problem Improving the accuracy of Value-at-Risk (VaR) forecasts for time-varying quantiles.
method Time-varying modeling of VaR, evaluation via simulation, asymmetric Mean Absolute Deviation loss function.
result Substantial improvements in forecasting conditional quantiles by maintaining predicted quantile unchanged.

We consider the asymptotics of the Turaev-Viro and the Reshetikhin-Turaev invariants of a hyperbolic 33-manifold, evaluated at the root of unity exp(2π1/r)\exp({2π\sqrt{-1}}/{r}) instead of the standard exp(π1/r)\exp({π\sqrt{-1}}/{r}). We present evidence that, as rr tends to \infty, these invariants grow exponentially with growt…

2015-03-09abs ↗pdf ↗

The paper evaluates and improves uncertainty estimates in neural networks for safety-critical applications.

problem Quantifying uncertainty in neural networks for safety-critical systems.
method Proposes a statistical test for evaluating uncertainty realism in neural networks and transfers a classification architecture to image-to-image tasks.
result The variational U-Net architecture significantly improves uncertainty realism in image-to-image tasks compared to a plain model.

The paper shows how shared random seeds can reduce variance in machine learning evaluations.

problem The statistical structure of comparative evaluation under shared random seeds is not well understood.
method An extended learning-based multi-agent economic simulator was used to demonstrate the effects of shared random seeds on variance reduction.
result Pairing seeds can reduce variance in machine learning evaluations, especially when outcomes are positively correlated at the seed level.

A new first-order sampler improves diffusion probabilistic model sampling quality.

problem The belief that first-order methods are inherently slower for diffusion probabilistic model sampling.
method A novel training-free, first-order sampler that approximates the forward-value evaluation via a one-step lookahead predictor.
result The proposed sampler provably approximates the ideal forward-value trajectory while retaining first-order convergence and can improve sample quality under the same NFE budget.