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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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219438657876 · Jun 202019922001200920172026
48 results for flexible loss functions

Flexible framework for CMTF with ADMM for various constraints and couplings.

problem Challenges in data fusion from multiple sources with varying characteristics.
method Flexible algorithmic framework using AO and ADMM for various constraints, loss functions, and couplings.
result Accurate and computationally efficient results for various loss functions, including KL divergence.

A new Branch-and-Bound solver tackles L0-penalized problems with flexible loss functions.

problem Solving L0-penalized optimization problems with a broader class of loss functions.
method Generic Branch-and-Bound procedure with closed-form expressions for key quantities.
result El0ps solver achieves state-of-the-art performance and extends computational feasibility.

Flexible tree ensemble learning framework supports arbitrary loss functions and multi-task learning.

problem Limited modeling capabilities of existing tree ensemble learning toolkits.
method Differentiable tree ensembles with tensor-based formulation for efficient training.
result Our framework leads to 100x more compact and 23% more expressive tree ensembles.

Generalized dual discriminator GANs improve upon traditional GANs by using two discriminators and a flexible loss function.

problem Mode collapse in GANs.
method Introducing dual discriminator αα-GANs and extending the approach to arbitrary functions.
result The approach reduces the optimization problem to a linear combination of an ff-divergence and a reverse ff-divergence.

The paper introduces a new FOR framework using Huber and ε-insensitive losses.

problem Handling outliers and sparsity in functional output regression.
method Proposes a flexible FOR framework with infimal convolution losses and computable algorithms.
result Demonstrates efficiency and effectiveness on synthetic and real-world data.

Typically, loss functions, regularization mechanisms and other important aspects of training parametric models are chosen heuristically from a limited set of options. In this paper, we take the first step towards automating this process, with the view of producing models which train faster and more robustly. Concretely…

2019-06-12abs ↗pdf ↗

We introduce a new principle for model selection in regression and classification. Many regression models are controlled by some smoothness or flexibility or complexity parameter c, e.g. the number of neighbors to be averaged over in k nearest neighbor (kNN) regression or the polynomial degree in regression with polyno…

2007-02-27abs ↗pdf ↗

New framework controls statistical dispersion for high-stakes applications.

problem Understanding and controlling the dispersion of loss distributions in high-stakes applications.
method Simple yet flexible framework for distribution-free control of statistical dispersion measures.
result Proposed methods control statistical dispersion measures with societal implications.

Real-world large-scale datasets usually contain noisy labels and are imbalanced. Therefore, we propose derivative manipulation (DM), a novel and general example weighting approach for training robust deep models under these adverse conditions. DM has two main merits. First, loss function and example weighting are commo…

2019-05-27abs ↗pdf ↗

Flexible framework for bounding high-loss predictions using quantiles.

problem Need for rigorous guarantees in risk-sensitive applications.
method Order statistics of loss values, flexible quantile-based metrics.
result Ability to rigorously control loss quantiles on real-world datasets.

DiffEnc improves diffusion models by adding flexibility and achieving better likelihood on CIFAR-10.

problem Improving the likelihood of diffusion models on image datasets.
method Introducing a data- and depth-dependent mean function and a free weight parameter for noise variance.
result Achieved statistically significant improvement in likelihood on CIFAR-10.

Structured entropy improves classification performance on structured targets.

problem Cross-entropy loss fails to account for target variable structure.
method Proposes structured entropy, a generalization of entropy using random partitions.
result Structured cross-entropy loss yields better results on classification problems with known structure.

Proposes measures for uncertainty quantification using proper scoring rules.

problem Uncertainty quantification for prediction tasks.
method Decomposes proper scoring rules into divergence and entropy components, tailoring uncertainty quantification to specific tasks.
result Flexibility in uncertainty quantification improves performance in selective prediction and active learning.

We present a class of flexible and tractable static factor models for the term structure of joint default probabilities, the factor copula models. These high-dimensional models remain parsimonious with pair-copula constructions, and nest many standard models as special cases. The loss distribution of a portfolio of con…

2016-10-10abs ↗pdf ↗

We propose a new model for supervised learning to rank. In our model, the relevance labels are assumed to follow a categorical distribution whose probabilities are constructed based on a scoring function. We optimize the training objective with respect to the multivariate categorical variables with an unbiased and low-…

2019-11-01abs ↗pdf ↗

A new HP model balances interpretability and flexibility for EHR event sequences.

problem Balancing interpretability and flexibility in modeling diagnostic event sequences.
method Proposes a neural network-based HP with flexible impact kernel and transformer layers.
result Accurately recovers impact functions, competitive performance, and clinically meaningful interpretation.

Neural networks fit fewer samples than their parameters suggest in practice.

problem Understanding the practical limitations of neural network flexibility.
method Examination of neural network optimization, parameter efficiency, and loss surfaces.
result Neural networks can only fit training sets with significantly fewer samples than their parameters suggest.

Unified framework for non-Euclidean CPD under scalable stochastic mirror descent.

problem Handling non-Euclidean losses in tensor decomposition.
method Tensor fiber sampling strategy-based stochastic mirror descent.
result Global convergence to a stationary point under reasonable conditions.

Easyllp simplifies LLP, achieving low task loss at individual instance level.

problem Weakly supervised classification with label proportions.
method Flexible debiasing approach based on aggregate labels, operating on arbitrary loss functions.
result Accurately estimates expected loss at individual level, with provable guarantees.

Improves forecast calibration for extreme events using modified loss functions.

problem Improperly specified models do not issue calibrated forecasts for extreme events.
method Adapting loss functions based on weighted scoring rules and tail miscalibration regularization.
result Calibrated forecasts for extreme wind speeds can be improved by suitable adaptations to the loss function during model training.

This paper compares deeper and wider neural networks for optimal generalization error in Sobolev losses.

problem The dilemma of choosing between deeper or wider neural networks for optimal generalization error.
method Analytical investigations into the influence of sample points, parameters, and loss function regularity on neural network architecture.
result A higher number of parameters favors wider neural networks, while more sample points and greater loss function regularity favor deeper neural networks.

A new algorithm tackles adversarial linear contextual bandits using kernelized loss functions.

problem Online learning in adversarial linear contextual bandits with flexible loss functions.
method Proposes a computationally efficient algorithm using an optimistically biased estimator for reproducing kernel Hilbert space loss functions.
result Achieves near-optimal regret guarantees under polynomial and exponential eigendecay assumptions.

This work introduces a new loss function to improve the efficiency of optimization-based PDE solvers.

problem Optimization-based PDE solvers converge slowly and are inefficient compared to classical iterative solvers.
method Proposes a novel Stabilized Gradient Residual (SGR) loss function to modulate the condition number.
result The SGR loss achieves orders-of-magnitude faster convergence than the MSE loss in both ODIL and PINNs frameworks.

This paper improves operational risk modeling by selecting better loss severity distributions.

problem Inconsistent regulatory capital calculations due to changing loss severity distribution families.
method Presented truncation probability estimates and a consistent quantile scoring function for selection criteria. Also, recommended collecting loss frequencies below the minimum reporting threshold.
result More stable regulatory capital calculations through better selection of loss severity distributions.

QubitSwap improves DEX efficiency by reducing impermanent loss and slippage.

problem Challenges in decentralised exchanges, especially impermanent loss and slippage.
method Hybrid approach integrating external oracle price with internal pool dynamics, parameterized by zz.
result Reduction in impermanent loss and slippage compared to traditional DEX frameworks.

The paper argues that uncertainty quantification in ML is application-specific and proposes a flexible family of measures.

problem The need for proper uncertainty quantification in machine learning for safety-critical applications.
method A flexible family of uncertainty measures tailored to specific applications, using proper scoring rules to control characteristics.
result Different uncertainty measures are more suitable for different tasks (e.g., selective prediction, out-of-distribution detection, active learning).

Deep models can fit noisy labels, but robustness and reliability are still issues.

problem Training deep models with noisy labels leads to unreliable uncertainty quantification.
method Analysis of conditional distribution over noisy labels and evaluation of robust loss functions.
result Strictly proper and robust loss functions preserve accuracy but do not guarantee reliability.

Determinantal point processes (DPPs) offer a powerful approach to modeling diversity in many applications where the goal is to select a diverse subset. We study the problem of learning the parameters (the kernel matrix) of a DPP from labeled training data. We make two contributions. First, we show how to reparameterize…

2014-11-06abs ↗pdf ↗

A novel gradient-based method optimizes decision trees for complex tasks.

problem Training decision trees with arbitrary differentiable loss functions.
method Gradient-based optimization using first and second derivatives of loss functions.
result Improves accuracy and flexibility in decision tree optimization.