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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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48 results for holistic optimization

Paper proposes a holistic optimization for civil structures considering uncertainties.

problem Designing civil structures requires integration of material and structural design.
method Holistic optimization combining concrete mixture design and structural simulations.
result Inverted workflow allows consideration of new mixtures and uncertainties.

This study optimizes quantized neural networks by considering model architecture and quantization types.

problem Optimizing quantized neural networks for low-power, high-throughput applications.
method Holistic approach including training methods and quantization-friendly architecture design.
result Deeper models are more sensitive to activation quantization, while wider models improve resilience to both weight and activation quantization.

This paper proposes a new approach to RL by focusing on the value-improvement path.

problem Value prediction problems in RL are sequence-dependent and require holistic approach.
method Characterize and approximate the value-improvement path holistically.
result A representation that spans the value-improvement path provides accurate value approximations for future policy improvements.

Bayesian active learning improves holistic educational assessments.

problem Gap between holistic CJ and criterion-based rubrics in education.
method Extends Bayesian CJ to handle multiple LO components, using entropy-based active learning.
result Enhanced predictive rankings with uncertainty estimates and quantified assessor agreement.

Unsupervised domain adaptation methods aim to alleviate performance degradation caused by domain-shift by learning domain-invariant representations. Existing deep domain adaptation methods focus on holistic feature alignment by matching source and target holistic feature distributions, without considering local feature…

2018-11-12abs ↗pdf ↗

New holistic approach measures sample-level adversarial vulnerability for trustworthy systems.

problem Inherent bias in adversarial attacks across subgroups.
method Combining high-frequency feature reliance and sample-distance to decision boundary.
result Holistic approach improves adversarial vulnerability estimation and system trustworthiness.

Paper tackles leverage effect estimation from noisy data.

problem Estimating leverage effect from high-frequency data with microstructure noise.
method Holistic multi-scale framework operating directly on leverage effect, using Subsampling-and-Averaging Leverage Effect (SALE) and Multi-Scale Leverage Effect (MSLE) estimators.
result Holistic multi-scale framework achieves substantial efficiency gains over existing benchmarks.

Designs a robust data-driven decision-making model to handle multiple overfitting sources.

problem Overfitting in data-driven models due to statistical error, data noise, and data misspecification.
method Holistic distributionally robust optimization formulation combining Kullback-Leibler and Lévy-Prokhorov approaches.
result Guaranteed holistic protection against statistical error, data noise, and data misspecification.

We propose a new scalable algorithm for holistic linear regression building on Bertsimas & King (2016). Specifically, we develop new theory to model significance and multicollinearity as lazy constraints rather than checking the conditions iteratively. The resulting algorithm scales with the number of samples nn in th…

2019-02-08abs ↗pdf ↗

Paper assesses holistic risks of inference attacks on ML models.

problem Lack of comprehensive risk assessment of inference attacks on ML models.
method Presented a threat model taxonomy for four inference attacks on five model architectures and four image datasets.
result Complexity of training dataset influences attack performance; model stealing and membership inference attacks are negatively correlated.

Framework audits synthetic datasets for trustworthiness across various use cases.

problem Assessing the trustworthiness of synthetic datasets and models.
method Holistic auditing framework focusing on bias, fidelity, utility, robustness, and privacy.
result Introduces a trustworthiness index and model selection process for controllable trade-offs.

A novel multi-objective optimization framework improves insurance pricing fairness.

problem Exacerbated trade-offs between competing fairness criteria in insurance pricing using machine learning.
method Proposes a novel multi-objective optimization framework using NSGA-II to jointly optimize accuracy and fairness criteria.
result Consistently achieves a balanced compromise between accuracy and fairness, outperforming single-model approaches.

Bayesian optimization speeds up bioprocess development across scales.

problem Costly and complex bioprocess development across scales and biocatalyst selection.
method Multi-fidelity batch Bayesian optimization framework integrating Gaussian Processes and mixed-variable optimization.
result Reduction in experimental costs and increased yield in bioprocess optimization.

Low level features like edges and textures play an important role in accurately localizing instances in neural networks. In this paper, we propose an architecture which improves feature pyramid networks commonly used instance segmentation networks by incorporating low level features in all layers of the pyramid in an o…

2019-03-16abs ↗pdf ↗

We give a short, simple and conceptual proof, based on spin structures, of sphere eversion: an embedded 2-sphere in R3R^3 can be turned inside out by regular homotopy. Ingredients of this eversion are seamlessly connected. We also give the mathematical origins of the proof: the Hopf fibration, and the topological struc…

2010-08-05abs ↗pdf ↗

Recent advances in visual tracking are based on siamese feature extractors and template matching. For this category of trackers, latest research focuses on better feature embeddings and similarity measures. In this work, we focus on building holistic object representations for tracking. We propose a framework that is d…

2019-07-21abs ↗pdf ↗

Quality-Diversity algorithms explore multiple high-performing solutions in a search space.

problem Finding multiple high-performing solutions in complex optimization problems.
method Evolutionary computation approach focusing on behavioral space and holistic solution distribution.
result Quality-Diversity algorithms provide a comprehensive view of high-performing solutions in a search space.

A model integrates CNN and LSTM with LLM for better stock forecasting.

problem Complex stock market prediction with volatile patterns and multifaceted data.
method Two-Level Conv-LSTM Neural Network with LLM for holistic stock advising.
result Improved prediction accuracy and contextual insights.

PaRCE estimates model confidence for CNNs across various uncertainties.

problem Limited holistic approach to estimating perception model confidence in CNNs.
method Probabilistic and reconstruction-based competency estimation.
result PaRCE best distinguishes between various types of samples and regions.

Automated HPO design using Bayesian optimization and benchmarking.

problem Designing effective hyperparameter optimization algorithms is manual and lacks systematic understanding.
method Formalized space of HPO candidates, Bayesian optimization for search, ablation analysis.
result Simple configurations can perform well in HPO, especially with right parameters.

The paper introduces ESE scores for farmers to assess climate change risks.

problem Assessing climate change risks in individual farmers' credit evaluations.
method Integrating ESG variables into joint liability models and using a mean-variance utility function.
result Optimal group sizes and individual-ESE score relationships under various climatic conditions.

This work develops a unified framework for RLHF with general ff-divergence regularization.

problem Theoretical understanding of general ff-divergence regularization in RLHF.
method Holistic approach across ff-divergence class, two algorithms based on distinct sampling principles.
result Provably efficient algorithms with O(logT)O(\log T) regret and O(1/T)O(1/T) sub-optimality gap.

We take the holistic approach of computing an OTC claim value that incorporates credit and funding liquidity risks and their interplays, instead of forcing individual price adjustments: CVA, DVA, FVA, KVA. The resulting nonlinear mathematical problem features semilinear PDEs and FBSDEs. We show that for the benchmark v…

2016-02-18abs ↗pdf ↗

The deep network model, with the majority built on neural networks, has been proved to be a powerful framework to represent complex data for high performance machine learning. In recent years, more and more studies turn to nonneural network approaches to build diverse deep structures, and the Deep Stacking Network (DSN…

2019-02-15abs ↗pdf ↗

The worst-case training principle that minimizes the maximal adversarial loss, also known as adversarial training (AT), has shown to be a state-of-the-art approach for enhancing adversarial robustness. Nevertheless, min-max optimization beyond the purpose of AT has not been rigorously explored in the adversarial contex…

2019-06-09abs ↗pdf ↗

Many spectral unmixing methods rely on the non-negative decomposition of spectral data onto a dictionary of spectral templates. In particular, state-of-the-art music transcription systems decompose the spectrogram of the input signal onto a dictionary of representative note spectra. The typical measures of fit used to …

2016-09-30abs ↗pdf ↗

This article improves communication efficiency in distributed ML over wireless networks.

problem Achieving high ML inference accuracy at scale with zero communication latency.
method Optimizing communication payload types, techniques, scheduling, and ML architectures.
result Communication-efficient and distributed learning frameworks are presented.

This work introduces CAET, an algorithm for cost-aware pairwise pure exploration.

problem Identifying optimal arm pairs with varying costs in multi-armed bandits.
method Introduces a framework for pairwise pure exploration with arm-specific costs, derives a lower bound, and proposes CAET algorithm.
result CAET optimizes cumulative cost and approaches the lower bound asymptotically.

End-to-end learning refers to training a possibly complex learning system by applying gradient-based learning to the system as a whole. End-to-end learning system is specifically designed so that all modules are differentiable. In effect, not only a central learning machine, but also all "peripheral" modules like repre…

2017-04-26abs ↗pdf ↗

S2OSC improves OSC by filtering and re-training models with out-of-class instances.

problem Difficulty in classifying out-of-class instances during inference.
method S2OSC combines semi-supervised learning, out-of-class instance filtering, and model re-training.
result S2OSC achieves state-of-the-art performance in various OSC tasks.