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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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117234350467 · Jun 202019922001200920172026
48 results for expert loss integration

Improved time series forecasting with expert loss integration.

problem Enhancing time series forecasting accuracy and efficiency.
method Adaptive Mixture-of-Experts framework with expert-specific loss integration and online learning.
result Significantly improved forecasting accuracy and computational efficiency.

A new CoVaR framework integrates expert views using entropy pooling.

problem Risk assessment and spillover effects from diverse expert views.
method Entropy pooling method to integrate expert views and compute general CoVaR.
result General CoVaR shows linear relationships with expectations and differences in expectations, and nonlinear dependencies with variance, quantiles, and correlation.

Study on learning to defer with multiple experts using new surrogate losses.

problem Learning to defer with multiple experts in a machine learning context.
method Introducing a new family of surrogate losses for the multiple-expert setting, proving HH-consistency bounds, and designing learning algorithms.
result Explicit guarantees for new learning to defer algorithms based on minimization of these surrogate losses.

The paper tackles online learning with two types of losses and shows it's impossible without certain assumptions.

problem Online learning with primary and secondary losses where the secondary loss is bounded by a linear threshold.
method Analyzes the feasibility of achieving low regret with respect to the primary loss while keeping the secondary loss within a linear threshold.
result Achieving the goal is impossible without bounded variance assumption on the secondary loss.

Paper improves regret bounds for distributed experts problem.

problem Minimizing loss in a distributed experts problem.
method Protocol achieving improved regret bound with minimized communication.
result Regret bound improved to R1Textpolylog(nsT)R \gtrsim \frac{1}{\sqrt{T} \cdot ext{poly}\log(nsT)}.

Generalized algorithm for translation and scale-invariant prediction.

problem Sequential prediction with expert advice, focusing on translation and scale invariance.
method Designing a generalized online algorithm using the universal prediction perspective to compete against a generic class of expert selection strategies.
result No preliminary knowledge of loss sequences is required; performance bounds are stable under arbitrary scalings and translations.

This paper tackles deferral learning with multiple experts, providing strong theoretical guarantees.

problem Optimizing input assignment to experts balancing accuracy and computational cost.
method Introducing new surrogate loss functions and efficient algorithms with strong theoretical learning guarantees.
result Realizable HH-consistency, HH-consistency bounds, and Bayes-consistency for deferral learning.

Study on learning to defer to multiple experts with consistent surrogates and confidence calibration.

problem Addressing the open problems of consistent surrogates, confidence calibration, and ensembling of experts.
method Derive two consistent surrogates (softmax and OvA) and propose a conformal inference technique for choosing experts.
result The OvA-based loss does not cause mis-calibration propagation, while the softmax-based loss does.

New algorithm minimizes expert selection regret in partial bandit feedback.

problem Minimizing expert selection regret in partial bandit feedback.
method Develops a sequential minimax optimal algorithm for a generalized partial monitoring setting.
result Second order regret bounds against a general expert selection sequence.

The paper introduces a method to incorporate expert opinion on observable quantities into statistical models.

problem Tackling the challenge of integrating expert knowledge on observable quantities into statistical models.
method The approach involves updating a prior belief using a loss function that reflects expert opinion on observable quantities.
result The method allows for a flexible specification of expert opinion and is straightforward to implement.

New bounds on minimax regret for sequential probability assignment using logarithmic loss.

problem Minimizing regret in sequential probability assignment against arbitrary experts.
method Using self-concordance property of logarithmic loss to derive tight bounds.
result Tight bounds on minimax regret for various expert classes.

New algorithms avoid a dominant lower-order term in heavy-tailed loss settings.

problem Prediction with heavy-tailed losses without prior knowledge.
method Adaptive algorithms that avoid the maximum of losses as a lower-order term in regret.
result Improved regret bounds of O(θTlog(K))\mathcal{O}(\sqrt{θT\log(K)}) and O(θlog(KT)/Δmin)\mathcal{O}(θ\log(KT)/Δ_{\min}).

We consider prediction with expert advice under the log-loss with the goal of deriving efficient and robust algorithms. We argue that existing algorithms such as exponentiated gradient, online gradient descent and online Newton step do not adequately satisfy both requirements. Our main contribution is an analysis of th…

2019-01-08abs ↗pdf ↗

Unified framework for expert selection with bandit and lower-bound feedback.

problem Selecting the best expert in scenarios with bandit feedback and lower-bound information.
method Introduces a new feedback model combining bandit and lower-bound information, proving optimal regret bounds for modified Exp3 algorithms.
result Optimal regret bounds for modified Exp3 algorithms, generalizing both bandit and full-information settings.

A novel framework for regression with multiple experts, addressing challenges in infinite and continuous label spaces.

problem Challenges in regression with multiple experts due to the infinite and continuous nature of the label space.
method Introduces a novel framework for regression with deferral, analyzing both single-stage and two-stage scenarios with new surrogate loss functions.
result Proves HH-consistency bounds for both single-stage and two-stage methods, providing stronger guarantees than Bayes consistency.

Paper proposes consistent estimators for learning to defer decisions to experts.

problem Learning algorithms often ignore expert decision-making in practical scenarios.
method Reduction to cost sensitive learning, novel surrogate loss for consistent estimation.
result Effective approach demonstrated on various tasks, showing consistency.

This thesis tackles learning with multi-class abstention and multi-expert deferral, improving model reliability and efficiency.

problem Improving model reliability and efficiency in large language models (LLMs) by leveraging multiple experts.
method Developed new surrogate losses and consistency guarantees for multi-class classification and regression with deferral.
result Strong consistency guarantees for surrogate losses in multi-class classification and regression with deferral.

We study online aggregation of the predictions of experts, and first show new second-order regret bounds in the standard setting, which are obtained via a version of the Prod algorithm (and also a version of the polynomially weighted average algorithm) with multiple learning rates. These bounds are in terms of excess l…

2014-02-10abs ↗pdf ↗

Optimized deferral improves accuracy in imbalanced settings.

problem Imbalance in expert predictions leads to suboptimal performance in two-stage learning to defer.
method Developed novel cost-sensitive learning algorithms and margin-based loss functions tailored for expert imbalance.
result MILD algorithm shows clear improvements over baselines in image classification and LLM routing tasks.

Estimates parameters in a deviated Gaussian mixture model.

problem Testing goodness-of-fit between a known function and a mixture of experts.
method Constructs novel Voronoi-based loss functions to estimate parameters.
result Characterizes local convergence rates of parameter estimation more accurately.

A new mechanism reduces expert belief regret in online forecasting.

problem Minimizing expert belief regret in strategic forecasting.
method Developed a no-regret mechanism for non-myopic experts using online I-ELF.
result Achieved ildeO(TN) ilde{O}(\sqrt{T N}) regret for full-information setting.

Thompson Sampling, one of the oldest heuristics for solving multi-armed bandits, has recently been shown to demonstrate state-of-the-art performance. The empirical success has led to great interests in theoretical understanding of this heuristic. In this paper, we approach this problem in a way very different from exis…

2013-10-27abs ↗pdf ↗

Expert system predicts credit card charge-offs using macroeconomic indicators.

problem Managing charge-off rates in the credit card industry.
method Developed an expert system using machine learning and macroeconomic indicators.
result Achieved mean squared error values of 1.15E-03 and 1.04E-03.

Gating is a key feature in modern neural networks including LSTMs, GRUs and sparsely-gated deep neural networks. The backbone of such gated networks is a mixture-of-experts layer, where several experts make regression decisions and gating controls how to weigh the decisions in an input-dependent manner. Despite having …

2019-06-06abs ↗pdf ↗

Algorithm learns expert weights to minimize regret in adversarial setting.

problem Learning to aggregate expert forecasts with no-regret guarantee in adversarial conditions.
method Online mirror descent algorithm for logarithmic pooling of expert forecasts.
result Achieves O(TlogT)O(\sqrt{T} \log T) expected regret compared to best weights.

The goal of online prediction with expert advice is to find a decision strategy which will perform almost as well as the best expert in a given pool of experts, on any sequence of outcomes. This problem has been widely studied and O(T)O(\sqrt{T}) and O(logT)O(\log{T}) regret bounds can be achieved for convex losses (\cite{zin…

2018-05-20abs ↗pdf ↗

Unified framework for SGMoE resolves estimation and selection issues.

problem Non-identifiability, coupled differential relations, and tight coupling in softmax-Gated models.
method Unified statistical framework with Voronoi-type loss functions and dendrograms of mixing measures.
result Consistent selection of the number of experts without model sweeps, optimal parameter rates under overfitting.

Unified framework for deferring queries to top-k experts, improving accuracy-cost trade-offs.

problem Limitation of existing L2D frameworks to single-expert deferral.
method Top-kk Learning-to-Defer framework, including adaptive Top-k(x)k(x) variant.
result Superior accuracy-cost trade-offs with multi-expert deferral.

Improved cumulative regret for sequence prediction with limited expert advice.

problem Minimizing cumulative regret in sequence prediction with limited information.
method Convex combination of experts with limited observation, achieving constant regret.
result Strategies achieve constant regret independent of the horizon T, improving over standard bounds.

The article is devoted to investigating the application of hedging strategies to online expert weight allocation under delayed feedback. As the main result, we develop the General Hedging algorithm G\mathcal{G} based on the exponential reweighing of experts' losses. We build the artificial probabilistic framework and …

2019-02-27abs ↗pdf ↗

Bayesian framework integrates spectral deconvolution with expert reasoning for robust peak estimation.

problem Challenges in extracting meaningful peaks from noisy or complex spectra.
method Bayesian spectral deconvolution coupled with a physical-property regression layer.
result Recovery of weak peaks in poly(lactic acid) IR spectra related to degradation rates.

This paper considers a variant of the classical online learning problem with expert predictions. Our model's differences and challenges are due to lacking any direct feedback on the loss each expert incurs at each time step tt. We propose an approach that uses peer prediction and identify conditions where it succeeds.…

2019-10-10abs ↗pdf ↗

PCGS-TF uses a Transformer to adaptively control expert switching in non-stationary environments.

problem Static regret is insufficient for strictly online prediction in non-stationary settings.
method Policy-Controlled Generalized Share (PCGS) with a Transformer as an update controller.
result PCGS-TF achieves the lowest dynamic regret in non-stationary families and expert pools.

Study examines Lasso performance in high-dimensional MoE models.

problem Estimating MoE models in high-dimensional settings with Lasso.
method Investigates SGMoE models with Lasso regularization under mild assumptions.
result Provides non-asymptotic bounds for Lasso regularization parameter.

AGFN improves causal discovery by integrating expert feedback and handling latent confounding.

problem Inaccurate causal discovery due to unreliable expert knowledge and latent confounding.
method Ancestral GFlowNet (AGFN) is a reinforcement learning algorithm that iteratively refines a policy based on noisy expert feedback to infer ancestral graphs.
result AGFN converges to the true ancestral graph given accurate expert responses and outperforms baselines in structural Hamming distance and Bayesian Information Criterion.

Adaptive Bayesian learning aggregates experts to improve performance.

problem Bayesian online learning's performance depends on inferential choices.
method Treat Bayesian update rules as experts and aggregate them based on sequential predictive losses.
result The aggregate competes with the best expert in hindsight at a low aggregation cost.

Recent research has shown that although Reinforcement Learning (RL) can benefit from expert demonstration, it usually takes considerable efforts to obtain enough demonstration. The efforts prevent training decent RL agents with expert demonstration in practice. In this work, we propose Active Reinforcement Learning wit…

2018-12-06abs ↗pdf ↗

Study shows training duration affects model merging quality, suggesting joint selection of duration and method.

problem Impact of expert training duration on model merging quality for large language models (LLMs).
method Systematically fine-tuned experts on five domains across three model sizes, evaluated five merging methods at each duration.
result Training duration and merging method should be chosen jointly, not independently.

FlowOE learns from experts to optimize financial trades.

problem Optimal execution in dynamic financial markets using static models.
method Imitation learning with flow matching models, incorporating refining loss function.
result Significantly outperforms expert models and traditional benchmarks.