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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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146292437583 · Jun 202019922001200920172026
48 results for fine asymptotic analysis

Study shows fine-tuned linear models outperform pretrained ones in transfer learning.

problem Transfer learning and fine-tuning in linear models for regression and binary classification.
method Stochastic gradient descent on pretrained linear models with small target data sets.
result Fine-tuned models outperform pretrained ones under certain conditions.

Study on Volterra Cox-Ingersoll-Ross process, proving asymptotic independence and ergodicity.

problem Analyzing the Volterra Cox-Ingersoll-Ross process and its properties.
method Fine asymptotic analysis of Volterra Riccati equation, affine transformation formula.
result Proves asymptotic independence and ergodicity of the process.

Compact models match or exceed GPT's performance in financial news sentiment analysis.

problem Improving financial sentiment analysis models without large computational costs.
method Fine-tuning non-generative, small-sized models (FinBERT, FinDRoBERTa) on a novel market score database.
result Fine-tuned models outperform GPT-3.5 and GPT-4 in zero-shot learning for financial news sentiment analysis.

We analyze learning curves of RF models with convex regularization and derive precise asymptotic expressions.

problem Understanding the learning curves of RF models with general convex regularization.
method Novel multi-level application of the convex Gaussian min max theorem (CGMT) to compute precise asymptotic expressions.
result Precise asymptotic expressions for learning curves of RF models with separable strongly convex regularization or 1\ell_1 regularization.

Study homeomorphisms on fine curve graph of surfaces, revealing new types of dynamics.

problem Understanding dynamics of homeomorphisms on fine curve graphs of surfaces.
method Analyzing the action of homeomorphisms on the fine curve graph and relating to classical curve graphs.
result Homeomorphisms induce parabolic isometries, and all positive reals are realized as asymptotic translation lengths.

Transfer learning improves prediction quality in high-dimensional sparse regression.

problem Selecting hyperparameters for Lasso-based transfer learning algorithms.
method Asymptotic analysis using the replica method.
result Ignoring one type of transferred information has minimal impact on performance.

Fine-tuning harms in-context learning, but restricting updates to the value matrix improves zero-shot performance.

problem Fine-tuning harms in-context learning, reducing zero-shot performance on unseen tasks.
method Theoretical analysis of linear attention models, identifying conditions for degraded few-shot performance.
result Restricting updates to the value matrix improves zero-shot performance while preserving in-context learning.

The paper analyzes the training dynamics of a transformer for next-token prediction.

problem Understanding the non-asymptotic performance of transformers in next-token prediction.
method Characterizes training dataset properties, designs a two-stage training algorithm, and analyzes attention gradient properties.
result Trained transformers converge sub-linearly to max-margin solutions and exhibit linear convergence in cross-entropy loss.

We study the short-time asymptotics of conditional expectations of smooth and non-smooth functions of a (discontinuous) Ito semimartingale; we compute the leading term in the asymptotics in terms of the local characteristics of the semimartingale. We derive in particular the asymptotic behavior of call options with sho…

2012-02-06abs ↗pdf ↗

We consider a least squares regression problem where the data has been generated from a linear model, and we are interested to learn the unknown regression parameters. We consider "sketch-and-solve" methods that randomly project the data first, and do regression after. Previous works have analyzed the statistical and c…

2018-10-14abs ↗pdf ↗

StatLoRA uses statistical inference to allocate ranks in LoRA fine-tuning, improving performance.

problem Balancing efficiency, expressiveness, and generalization in LoRA rank allocation.
method Formulates LoRA rank allocation as a statistical hypothesis testing problem, using estimated p-values to determine component retention or pruning.
result StatLoRA achieves comparable or better performance than existing methods under matched rank budgets.

Paper fine-tunes LLMs for financial tasks using data fusion.

problem Improving LLMs for financial analysis tasks.
method Fine-tuned Llama3-8B and Mistral-7B using PEFT and LoRA, combined datasets for data fusion.
result Enhanced model performance across financial tasks.

Recent Transformer-based contextual word representations, including BERT and XLNet, have shown state-of-the-art performance in multiple disciplines within NLP. Fine-tuning the trained contextual models on task-specific datasets has been the key to achieving superior performance downstream. While fine-tuning these pre-t…

2019-08-15abs ↗pdf ↗

Optimizer memory affects learning rate sensitivity in shuffle order, impacting fine-tuning noise.

problem Optimizer memory affects the learning rate sensitivity in shuffle order, leading to fine-tuning noise.
method Isolated the mechanism of fixed-clock optimizer memory affecting the learning rate sensitivity in shuffle order, deriving a fit-free way to size the noise.
result Fixed-clock optimizers like AdamW produce a larger first-order noise channel compared to memoryless optimizers, affecting fine-tuning comparisons.

Fine-grained gap-dependent regret bounds for reinforcement learning.

problem Achieving optimal regret bounds for reinforcement learning with suboptimality gaps.
method Developed novel analytical frameworks and refined algorithms for UCB-based and non-UCB-based reinforcement learning.
result Established the first fine-grained gap-dependent regret bounds for both UCB-based and non-UCB-based algorithms.

BERT fine-tuning is unstable due to optimization issues, not forgetting or dataset size.

problem Stability of fine-tuning BERT-based models across different random seeds.
method Analysis of BERT, RoBERTa, and ALBERT fine-tuned on GLUE datasets, identifying optimization difficulties as the cause of instability.
result Fine-tuning instability is due to optimization difficulties leading to vanishing gradients, not forgetting or dataset size.

LP-FT improves personalized model training in FL by balancing generalization and personalization.

problem Federated Learning struggles with balancing global generalization and local personalization due to non-identical data distributions.
method Adapting Linear Probing followed by full Fine-Tuning (LP-FT) to the FL setting.
result LP-FT outperforms standard fine-tuning in balancing personalization and generalization across various datasets and PFT variants.

We propose and study a multi-scale approach to vector quantization. We develop an algorithm, dubbed reconstruction trees, inspired by decision trees. Here the objective is parsimonious reconstruction of unsupervised data, rather than classification. Contrasted to more standard vector quantization methods, such as K-mea…

2019-07-08abs ↗pdf ↗

Paper analyzes fine-tuning methods for machine unlearning, proposing a new strategy to improve forgetting accuracy.

problem Improving fine-tuning methods to effectively forget specific subsets of data in machine learning models.
method Theoretical analysis and a novel Retention-Based Masking (RBM) strategy are proposed.
result RBM significantly improves unlearning accuracy while preserving retaining accuracy.

The paper introduces a Hessian-based method to improve generalization in fine-tuned deep neural networks.

problem Improving generalization in fine-tuned deep neural networks, especially in noisy conditions.
method PAC-Bayesian analysis to identify a Hessian-based distance measure, proving generalization bounds, and developing an algorithm with a generalization error guarantee.
result Hessian-based distance measure correlates well with observed generalization gaps and can match the scale of these gaps in practice.

The paper develops an asymptotic theory of self-supervised pre-training.

problem Sharpness of current rates in self-supervised pre-training and their accuracy.
method Two-stage M-estimation and tools from Riemannian geometry.
result Characterization of the limiting distribution of the downstream test risk.

Advances robust principal component analysis with transformed ℓ1 regularization.

problem Recovering low-rank structures from noisy, partially observed data corrupted by sparse outliers.
method Proposes transformed ℓ1 (TL1) regularization to improve approximations of rank and ℓ0 functional.
result Achieves higher accuracy in estimating low-rank and sparse components compared to classical convex models, especially under non-uniform sampling schemes.

We analyze SA with Markovian data and nonlinear updates, overcoming prior limitations.

problem Analyzing stochastic approximation with Markovian data and nonlinear updates.
method Fine-grained analysis of SA iterates and Markovian data, leveraging smoothness and recurrence properties.
result Established weak convergence and precise asymptotic bias of SA iterates.

Study on W2S generalization with spurious correlations, proposing remedies.

problem Understanding and improving W2S generalization with spurious correlations.
method Theoretical analysis and algorithmic remedies for W2S fine-tuning.
result W2S always happens with sufficient pseudolabels when group fractions match, but may fail otherwise.

Improved fine-tuning with regularization and robustness for noisy labels.

problem Fine-tuning pre-trained models on small datasets can lead to overfitting and memorization.
method PAC-Bayes generalization bound analysis, layer-wise regularization, self-label-correction, label-reweighting.
result Improves performance by 1.76% on average for image classification tasks and 0.75% for few-shot classification.

Improved investment performance with fine-grained LLM tasks.

problem Abstract financial trading systems often overlook real-world workflow intricacies, leading to degraded performance.
method Proposes a multi-agent LLM trading framework that decomposes investment analysis into fine-grained tasks.
result Fine-grained task decomposition significantly improves risk-adjusted returns compared to coarse-grained designs.

The paper analyzes how forgetting in LLMs is linked to simple task-upstream example associations.

problem Forgetting of upstream knowledge in fine-tuned LLMs.
method Empirical analysis of forgotten examples in NN upstream examples after MM new tasks, using low-rank matrix approximation.
result Forgetting can be predicted efficiently using matrix completion over empirical associations.

DEQs converge to optimal solutions with mild over-parameterization.

problem Training over-parameterized deep equilibrium models.
method Solves equilibrium point directly, uses gradient descent, and analyzes convergence via linear rate.
result Gradient descent converges to a globally optimal solution at a linear rate for quadratic loss.

Polluting fine dusts in South Korea which are mainly consisted of biomass burning and fugitive dust blown from dust belt is significant problem these days. Predicting concentrations of fine dust particles in Seoul is challenging because they are product of complicate chemical reactions among gaseous pollutants and also…

2019-01-29abs ↗pdf ↗

This work improves online fine-tuning of diffusion models for specific properties.

problem Efficiently fine-tuning diffusion models to maximize specific properties.
method A novel reinforcement learning procedure that efficiently explores feasible samples.
result The method provides a regret guarantee and empirical validation across multiple domains.

GSR optimizes tasks in scientific workflows, improving performance across diverse applications.

problem Uncertainty in task selection and evaluation in scientific workflow optimization.
method Generate-Select-Refine (GSR) framework that alternates between task generation and optimization.
result GSR outperforms existing LLM-based optimizers in various scientific applications.