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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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22456789 · Jun 202019922001200920172026
48 results for feasibility predictor

Solves online 3D bin packing with deep reinforcement learning under constraints.

problem Challenges of packing items immediately without information and constraints.
method Constrained deep reinforcement learning (DRL) with feasibility predictor.
result Significantly outperforms state-of-the-art methods in online 3D bin packing.

Bayesian framework evaluates predictors of subjective visual tasks.

problem Evaluating uncertainty in machine learning predictors for tasks with subjective annotations.
method Bayesian framework to estimate epistemic uncertainty from human labels.
result Framework successfully applied to four image classification tasks.

Lasso is a widely used regression technique to find sparse representations. When the dimension of the feature space and the number of samples are extremely large, solving the Lasso problem remains challenging. To improve the efficiency of solving large-scale Lasso problems, El Ghaoui and his colleagues have proposed th…

2012-11-16abs ↗pdf ↗

New theory explains how noisy, high-dimensional data can still lead to robust predictions.

problem Modern machine learning models achieve high performance with noisy, high-dimensional data.
method Synthesizes principles from Information Theory, Latent Factor Models, and Psychometrics to clarify predictive robustness.
result Predictive robustness arises from data architecture and model capacity, not just data cleanliness.

In this paper the extended model of Minority game (MG), incorporating variable number of agents and therefore called Grand Canonical, is used for prediction. We proved that the best MG-based predictor is constituted by a tremendously degenerated system, when only one agent is involved. The prediction is the most effici…

2013-09-13abs ↗pdf ↗

Bayesian model captures mean and variance of response variables.

problem Complex, predictor-dependent relationships and heteroscedastic patterns in data.
method Sum-of-tessellations for mean, product-of-tessellations for variance.
result Model captures nuanced variance structures and provides reliable predictive uncertainty.

Framework uses human judgment to distinguish algorithmically indistinguishable cases.

problem Clarifying human-AI collaboration in prediction and decision tasks.
method Integrates human judgment to distinguish algorithmically indistinguishable cases.
result Improves performance of any feasible algorithmic predictor.

The problem of forecasting conditional probabilities of the next event given the past is considered in a general probabilistic setting. Given an arbitrary (large, uncountable) set C of predictors, we would like to construct a single predictor that performs asymptotically as well as the best predictor in C, on any data.…

2016-10-26abs ↗pdf ↗

Bayesian search optimizes exploration of feasible solutions under expensive constraints.

problem Identifying feasible solutions in computationally expensive constraint spaces.
method Bayesian models with an acquisition function for efficient exploration and exploitation.
result The proposed acquisition function improves the prediction of feasibility.

Develops a new framework for integrating satellite allocations in small portfolios.

problem Feasibility constraints in small portfolios, not return predictability, are the primary concerns.
method A four-layer feasibility framework: physical, economic, structural, and epistemic.
result Closed-form feasibility bounds on satellite size, turnover, and breadth without return forecasts.

New bounds explain deterministic non-smooth deep nets without large Lipschitz constants.

problem Challenges in explaining generalization of deterministic non-smooth deep nets.
method De-randomized PAC-Bayes margin bounds for deterministic non-convex and non-smooth predictors.
result New bounds avoid large Lipschitz constants, providing generalization guarantees.

This paper proposes a method to reduce complexity in GLMs with categorical predictors.

problem Wasteful, hard-to-interpret, and prone to overfitting of traditional one-hot encoding for high-cardinality categorical predictors.
method Clustering categories of categorical predictors through a numerical method that preserves or improves accuracy while reducing the number of coefficients.
result Clustering categories of categorical predictors reduces complexity substantially without harming accuracy.

The classical multi-set split feasibility problem seeks a point in the intersection of finitely many closed convex domain constraints, whose image under a linear mapping also lies in the intersection of finitely many closed convex range constraints. Split feasibility generalizes important inverse problems including con…

2016-12-16abs ↗pdf ↗

The article compares predictor importance in classification problems with categorical outcomes.

problem Comparing predictor importance in classification problems with categorical response variables.
method The approach is based on the categorical Gini correlation (CGC) and tests differences in CGCs across predictor groups.
result The proposed methodology accommodates predictors of arbitrary and unequal dimensions and allows for dependence between predictor groups.

Paper proposes a sparse synthetic control method to select important predictors.

problem Choosing and weighting predictors affects synthetic control estimator performance.
method Sparse synthetic control procedure that penalizes predictors, derived in a linear factor model.
result Sparse synthetic control achieves lower bias and better post-treatment performance.

WeakNAS uses a set of weaker predictors to find top architectures with fewer samples.

problem Finding the best neural architecture with heavy computation costs.
method Proposes a paradigm shift from fitting the whole architecture space to progressively fitting a search path through a set of weaker predictors.
result WeakNAS produces coarse-to-fine iteration to gradually refine the ranking of sampling space, requiring fewer samples to find top-performance architectures.

Proposes a method to create fair, robust predictors that remain consistent across different scenarios.

problem Creating fair and robust machine learning models that behave consistently across different scenarios.
method Graphical criteria and a model-agnostic framework called CIP based on HSCIC.
result Demonstrates the effectiveness of CIP in enforcing counterfactual invariance across various datasets.

This paper continues study, both theoretical and empirical, of the method of Venn prediction, concentrating on binary prediction problems. Venn predictors produce probability-type predictions for the labels of test objects which are guaranteed to be well calibrated under the standard assumption that the observations ar…

2012-10-31abs ↗pdf ↗

Derives bounds for deterministic predictors using smooth loss functions.

problem Generalizing probabilistic predictors to deterministic ones.
method Exploits smoothness properties of loss and predictor classes, controlling the Jensen gap class through Rademacher complexity.
result Derives bounds for deterministic predictors involving flatness quantities from Jacobians and Hessians.

Study shows competition feedback can make ML predictors biased towards specific user groups.

problem How competition affects machine learning predictors and user prediction quality.
method Flexible model of competing ML predictors, empirical and mathematical analysis.
result Competition causes predictors to specialize for specific sub-populations at the cost of general performance.

New algorithm exploits curvature of feasible sets for fast online convex optimization.

problem Online convex optimization with fast rates.
method Adapting FTL algorithm to curvature of feasible sets.
result Achieves logarithmic regret bound of O(ρlogT)O(ρ\log T) in stochastic environments.

Paper introduces SUEL model for integrating predictors without labeled data.

problem Combining predictors with unknown accuracy and high correlation.
method Structured unsupervised ensemble learning (SUEL) with correlation-based decomposition algorithms.
result Efficient integration of dependent predictors without labeled data.

Adaptive kernels from neural networks improve model performance.

problem Improving neural network performance through adaptive kernels.
method Deriving adaptive kernels from infinite-width neural networks using feature learning and gradient flow training.
result Adaptive kernels achieve lower test loss compared to traditional kernels.

Comonotonic allocations are restored under certain constraints, improving risk-sharing.

problem Feasibility constraints can distort optimal risk-sharing allocations.
method Identified componentwise convex-order solidity as a sufficient condition to restore comonotonic allocations.
result Componentwise convex-order solidity ensures comonotonic improvements under feasible constraints.

Paper proposes SDDP for improving time series forecasting with high-dimensional predictors.

problem Improving time series forecasting with high-dimensional predictors.
method SDDP framework that incorporates target variable and lagged observations into factor extraction process.
result SDDP improves predictive accuracy in time series forecasting.

Novel strategy for federated learning with privacy-preserving predictors and nonvacuous generalization bounds.

problem Privacy-preserving federated learning with nonvacuous generalization bounds.
method Randomized predictors, PAC-Bayesian generalization bound, synchronous and heterogeneous/homogenous cases.
result Achieves comparable predictive performance to batch approach while preserving privacy.

Neurosymbolic predictors fail to model uncertainty under independence assumption.

problem Neurosymbolic predictors' reliance on independence assumption limits their ability to model uncertainty.
method Formal analysis of NeSy predictors under independence assumption.
result Assuming independence among symbolic concepts prevents NeSy predictors from representing uncertainty.

GATES improves neural architecture search by modeling operations as information transformation.

problem Improving predictor-based neural architecture search efficiency.
method GATES models operations as information transformation, covering both node and edge cell search spaces.
result GATES boosts sample efficiency and improves predictor performance.

AM-PPI uses multiple predictors to reduce label cost in healthcare AI.

problem Reduces label cost in post-deployment monitoring of healthcare AI.
method Combines model predictions with a small labeled sample, routing each instance to a cost-appropriate subset of predictors.
result Produces narrower confidence intervals than single-predictor methods.

New loss function reduces outage probability in ML-assisted resource allocation.

problem Minimizing outage probability in ML-assisted resource allocation systems.
method Developed a novel loss function and trained an ML model to address the outage probability challenge.
result Exact and asymptotic expressions for the system's outage probability were established.