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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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86173259345 · Jun 202019922001200920172026
48 results for false negative rate

A new metric, Weighted Regret, unifies FDR and power evaluation in online multiple testing.

problem The asymmetric costs of false positives and false negatives in automated pipelines.
method Introducing Weighted Regret and Decoupled-OMT (DOMT) to unify FDR and power evaluation.
result DOMT achieves an order-optimal sublinear mitigation of threshold depletion in bursty environments.

Develops a new criterion for subgroup fairness in algorithmic decision support.

problem Identifying fair recommendations in algorithms despite group-level differences.
method IJDI criterion and IJDI-Scan approach to detect and mitigate disparities.
result Identifies significant disparities in recommendations across subpopulations.

Bayesian model improves categorization of explosions from sparse data.

problem Challenges in categorizing explosions from limited data.
method Bayesian update to Event Categorization Matrix model with Bayesian Decision Theory.
result Consistent gains in overall accuracy and lower false negative rates.

We present a new approach for mitigating unfairness in learned classifiers. In particular, we focus on binary classification tasks over individuals from two populations, where, as our criterion for fairness, we wish to achieve similar false positive rates in both populations, and similar false negative rates in both po…

2017-06-30abs ↗pdf ↗

AdaDetectGPT improves text authorship detection with statistical guarantees.

problem Determining if text is authored by a human or an LLM.
method Adaptive learning of a witness function from training data to enhance logits-based detectors.
result AdaDetectGPT nearly uniformly improves text authorship detection, with up to 37% improvement.

We propose a novel algorithm for learning fair representations that can simultaneously mitigate two notions of disparity among different demographic subgroups in the classification setting. Two key components underpinning the design of our algorithm are balanced error rate and conditional alignment of representations. …

2019-10-16abs ↗pdf ↗

Paper introduces a statistical framework for watermarking LLM-generated text.

problem Detecting LLM-generated text from human-written text with statistical signals.
method Hypothesis testing formulation, pivotal statistic selection, secret key, closed-form expression of false negative rate, minimax optimization.
result Derives optimal detection rules for LLM-generated text, demonstrating higher power than existing methods.

In regression settings where explanatory variables have very low correlations and there are relatively few effects, each of large magnitude, we expect the Lasso to find the important variables with few errors, if any. This paper shows that in a regime of linear sparsity---meaning that the fraction of variables with a n…

2015-11-05abs ↗pdf ↗

We study the interplay between sequential decision making and avoiding discrimination against protected groups, when examples arrive online and do not follow distributional assumptions. We consider the most basic extension of classical online learning: "Given a class of predictors that are individually non-discriminato…

2018-10-28abs ↗pdf ↗

A new method for optimizing non-decomposable metrics with constraints.

problem Optimizing complex machine learning objectives with thresholded constraints.
method Formulate rate-constrained optimization using the Implicit Function theorem and solve with gradient-based methods.
result Demonstrated effectiveness over existing methods on benchmark datasets.

Study benchmarks label noise detection methods, identifying best practices.

problem Label noise in real-world datasets affects model performance and evaluation reliability.
method Decomposed detection methods into label agreement, aggregation, and information gathering components; introduced a unified benchmark task and novel metric.
result In-sample probability aggregation with logit margin label agreement function achieves best results across scenarios.

Optimizes quickest detection of drift in Brownian motion with false negatives.

problem Quickest detection of drift in Brownian motion with false negatives.
method Formulated as an optimal multiple stopping problem, then equivalent to a recursive optimal stopping problem, solved using free boundary methods.
result Explicit formulae for expected cost and optimal strategy found.

New indefinite false theta functions match homological blocks for a specific 3-manifold.

problem Constructing homological blocks for certain 3-manifolds.
method Developing indefinite false theta functions and proving their equivalence to homological blocks.
result Indefinite false theta functions match homological blocks for the Poincaré homology sphere.

The paper shows how demographic data can lead to biased predictions, proposing 'Affirmative Information' as a solution.

problem Bias in predictions due to demographic data.
method Characterization of error types and conditions leading to disparate impact.
result Demographic variables in data can lead to biased predictions, with higher average outcomes receiving higher false positive rates.

New methods control false discoveries near the boundary in conformal novelty detection.

problem Over-optimistic assessments near the rejection threshold in conformal novelty detection.
method Support line (SL) correction and alternative procedures to control boundary false discovery rate (bFDR).
result New procedures control the boundary false discovery rate (bFDR) in the conformal setting.

We introduce the State Classification Problem (SCP) for hybrid systems, and present Neural State Classification (NSC) as an efficient solution technique. SCP generalizes the model checking problem as it entails classifying each state ss of a hybrid automaton as either positive or negative, depending on whether or not …

2018-07-26abs ↗pdf ↗

New algorithm balances user reward and statistical inference by mixing TS with UR based on difference size.

problem Combining statistical inference with user reward in adaptive experiments.
method TS-PostDiff algorithm that uses UR when differences are small and TS when large.
result TS-PostDiff reduces false positives and increases statistical power for small differences, while maximizing reward for large ones.

In adversarial imitation learning, a discriminator is trained to differentiate agent episodes from expert demonstrations representing the desired behavior. However, as the trained policy learns to be more successful, the negative examples (the ones produced by the agent) become increasingly similar to expert ones. Desp…

2020-02-02abs ↗pdf ↗

New method identifies causes in time series with latent variables.

problem Identifying direct and indirect causes in time series data with hidden variables.
method Proves necessary and sufficient conditions for causal feature selection using graph constraints and conditional independence tests.
result Method outperforms Granger causality in identifying causes with low false positives and false negatives.

New method calibrates false detection rates in sequential change detection.

problem Challenges in setting time-invariant thresholds for false positives.
method Simulation-based approach to time-varying thresholds.
result Accurately targets desired expected runtime while keeping false positive rate constant.

Low-rate application layer distributed denial of service (LDDoS) attacks are both powerful and stealthy. They force vulnerable webservers to open all available connections to the adversary, denying resources to real users. Mitigation advice focuses on solutions that potentially degrade quality of service for legitimate…

2019-03-12abs ↗pdf ↗

Paper proposes knockoff-based methods to simplify deep neural networks by controlling false discovery rates.

problem High-dimensional deep neural networks with many irrelevant parameters and inputs.
method Knockoff methods combined with regularized neural networks for variable screening.
result Proposed algorithms show satisfactory performance in controlling false discovery rates.

Learning a classifier with control on the false-positive rate plays a critical role in many machine learning applications. Existing approaches either introduce prior knowledge dependent label cost or tune parameters based on traditional classifiers, which lack consistency in methodology because they do not strictly adh…

2018-01-15abs ↗pdf ↗

Private online FDR control for adaptive testing under differential privacy.

problem Controlling false discoveries in adaptive multiple hypothesis testing with privacy constraints.
method Private online algorithms based on non-private results, ensuring privacy and statistical performance.
result Strong guarantees for privacy and statistical performance in FDR and power.

Paper tackles MIAs vulnerability by controlling FDR, providing guarantees on false discoveries.

problem Vulnerability of deep learning models to membership inference attacks (MIAs).
method Designs a novel membership inference attack method that provides FDR guarantees.
result Demonstrates the effectiveness of the method in various settings.

Online anomaly detection in surveillance videos with false alarm rate bounds.

problem Lack of theoretical performance analysis and online decision making in anomaly detection.
method Proposes an online anomaly detection method with asymptotic bounds on false alarm rate.
result Demonstrates effectiveness on publicly available data sets, outperforming state-of-the-art algorithms.

State-of-the-art approaches for Knowledge Base Completion (KBC) exploit deep neural networks trained with both false and true assertions: positive assertions are explicitly taken from the knowledge base, whereas negative ones are generated by random sampling of entities. In this paper, we argue that random sampling is …

2019-08-16abs ↗pdf ↗

We study an online classification problem with partial feedback in which individuals arrive one at a time from a fixed but unknown distribution, and must be classified as positive or negative. Our algorithm only observes the true label of an individual if they are given a positive classification. This setting captures …

2019-02-06abs ↗pdf ↗

New algorithm for adaptive experimental design in scientific settings.

problem Identifying true positives while controlling false discoveries in adaptive experimental design.
method Provably sample efficient adaptive algorithm for FDR control.
result First provably sample efficient adaptive algorithm for adaptive experimental design.

The paper examines how machine learning tools in justice settings can unfairly affect different racial groups.

problem Machine learning tools in justice settings can unfairly affect different racial groups.
method Exploring different ideas of racial equity and their computational trade-offs.
result Computation alone is unlikely to solve the unfairness in machine learning tools for justice settings.