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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.

168,742 papers · 148 categories

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76152228304 · Jun 202019922001200920172026
48 results for ideal loss

Framework explains deep learning generalization by comparing real and ideal worlds.

problem Understanding why deep models generalize well in practice.
method Integrates real-world empirical loss with ideal population loss to decompose test error.
result The gap between real and ideal worlds is small in deep learning, suggesting robust optimization leads to good generalization.

Curriculum Learning - the idea of teaching by gradually exposing the learner to examples in a meaningful order, from easy to hard, has been investigated in the context of machine learning long ago. Although methods based on this concept have been empirically shown to improve performance of several learning algorithms, …

2018-12-09abs ↗pdf ↗

Paper proposes a method to estimate counterfactual outcomes without a known SCM.

problem Estimating counterfactual outcomes without a known structural causal model.
method Introduces rank preservation assumption and a novel ideal loss for unbiased learning of counterfactual outcomes.
result The proposed method is effective and unbiased, as shown by theoretical analysis and experiments.

This paper tackles selection bias in recommender systems by considering the neighborhood effect.

problem Selection bias in recommender systems due to filtering and user selection.
method Formalizes neighborhood effect as interference problem, introduces treatment representation, and proposes ideal loss.
result Proposed methods achieve unbiased learning when both selection bias and neighborhood effect are present.

We present αα-loss, α[1,]α\in [1,\infty], a tunable loss function for binary classification that bridges log-loss (α=1α=1) and 00-11 loss (α=α= \infty). We prove that αα-loss has an equivalent margin-based form and is classification-calibrated, two desirable properties for a good surrogate loss function for the ideal y…

2019-02-12abs ↗pdf ↗

We consider the problem of learning a loss function which, when minimized over a training dataset, yields a model that approximately minimizes a validation error metric. Though learning an optimal loss function is NP-hard, we present an anytime algorithm that is asymptotically optimal in the worst case, and is provably…

2019-06-28abs ↗pdf ↗

This paper analyzes and compares different Automated Market Maker mechanisms.

problem Impermanent loss in Constant Function Market Makers.
method Mean-Variance analysis of liquidity providers' profit and loss, comparison of different mechanisms.
result Optimized oracle-based mechanisms outperform Constant Function Market Makers.

Develops gradient boosting for multi-label classification.

problem Lack of customizable learning algorithms for multi-label classification.
method Generalizes gradient boosting to multi-output problems and proposes an algorithm for learning multi-label classification rules.
result Ability to minimize both decomposable and non-decomposable loss functions.

Active learning is a type of sequential design for supervised machine learning, in which the learning algorithm sequentially requests the labels of selected instances from a large pool of unlabeled data points. The objective is to produce a classifier of relatively low risk, as measured under the 0-1 loss, ideally usin…

2012-07-16abs ↗pdf ↗

We present GLASSES: Global optimisation with Look-Ahead through Stochastic Simulation and Expected-loss Search. The majority of global optimisation approaches in use are myopic, in only considering the impact of the next function value; the non-myopic approaches that do exist are able to consider only a handful of futu…

2015-10-21abs ↗pdf ↗

Paper connects rejection learning to Bhattacharyya divergence.

problem Learning models to abstain from predictions.
method Developed a link between rejection and thresholding different statistical divergences, focusing on Bhattacharyya divergence.
result Rejector obtained by joint ideal distribution corresponds to thresholding of skewed Bhattacharyya divergence.

Adversarial training achieves optimal test error for shallow networks.

problem Achieving optimal adversarial test error for general data distributions.
method Applying new Rademacher complexity bounds and properties of optimal adversarial predictors.
result Adversarial training can achieve optimal adversarial test error for general data distributions.

The study proves poor ideal three-edge triangulations are minimal for certain 3-manifolds.

problem Finding minimal ideal triangulations for specific 3-manifolds.
method Analyzing properties of poor ideal three-edge triangulations and applying them to construct minimal triangulations.
result Poor ideal three-edge triangulations are proven to be minimal for certain 3-manifolds.

Super-acceleration of gradient descent with momentum improves loss function minimization.

problem Minimizing loss functions in machine learning.
method Extending Nesterov acceleration by using gradients at multiple steps ahead.
result Super-acceleration of the momentum algorithm is beneficial for various loss landscapes and tasks.

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 formalize how markets aggregate via arbitrage and quantify liquidity loss.

problem How financial markets aggregate and the loss of liquidity.
method Characterize markets via utility functions, use thermodynamics analogy, derive limit order book representation, compute aggregation loss.
result Arbitrage-mediated aggregation leads to market-dynamical entropy quantifying liquidity loss.

Sparse model selection by structural risk minimization leads to a set of a few predictors, ideally a subset of the true predictors. This selection clearly depends on the underlying loss function L~\tilde L. For linear regression with square loss, the particular (functional) Gradient Boosting variant L2L_2-Boosting exce…

2019-09-24abs ↗pdf ↗

This work simplifies adversarial attacks using neural networks, reducing computation and improving training convergence.

problem Efficiently generating and training against ideal adversarial attacks with minimal computational overhead.
method Representing ideal adversarial attacks as smooth piece-wise functions and approximating them with neural networks. Using a mathematical game between an attack network and a defense network for adversarial training.
result Obtained convergence rates of adversarial loss in terms of sample size nn for adversarial training.

The goal of this work is to study the ideals of the Goldman Lie algebra SS. To do so, we construct an algebra homomorphism from SS to a simpler algebraic structure, and focus on finding ideals of this new structure instead. The structure SS can be regarded as either a Q\mathbb{Q}-module or a Q\mathbb{Q}-module gen…

2017-12-12abs ↗pdf ↗

We investigate the rigidity of hyperbolic cone metrics on 33-manifolds which are isometric gluing of ideal and hyper-ideal tetrahedra in hyperbolic spaces. These metrics will be called ideal and hyper-ideal hyperbolic polyhedral metrics. It is shown that a hyper-ideal hyperbolic polyhedral metric is determined up to i…

2014-04-22abs ↗pdf ↗

Defines timelike ideal boundary for non-positively curved Lorentzian spaces.

problem Understanding the geometry of non-positively curved Lorentzian spaces.
method Introduces timelike ideal boundary as asymptotic classes of geodesic rays, endows with topology and metric, and studies upper curvature bounds.
result Established upper curvature bounds for the resulting metric space.

A taut ideal triangulation of a 3-manifold is a topological ideal triangulation with extra combinatorial structure: a choice of transverse orientation on each ideal 2-simplex, satisfying two simple conditions. The aim of this paper is to demonstrate that taut ideal triangulations are very common, and that their behavio…

2000-03-22abs ↗pdf ↗

Second-order optimizers retain residual information after data deletion, affecting machine unlearning.

problem Residual information in second-order optimizers after data deletion.
method Comparison of first-order and second-order learners, eigendecomposition analysis.
result Second-order optimizers retain residual information, not detectable by first-order analysis.

The paper studies dynamical properties in semigroups modulo ideals.

problem Analyzing shadowing, expansivity, and stability in semigroups with ideals.
method Investigates shadowing, expansivity, and stability properties in uniform transformation semigroups modulo an ideal.
result Establishes that if a semigroup exhibits shadowing and expansivity modulo an ideal, it is also topologically stable modulo that ideal.

We define the ideal simplicial volume for compact manifolds with boundary. Roughly speaking, the ideal simplicial volume of a manifold MM measures the minimal size of possibly ideal triangulations of MM "with real coefficients", thus providing a variation of the ordinary simplicial volume defined by Gromov in 1982, t…

2018-02-14abs ↗pdf ↗

The notion of ideal immersions was introduced by the author in 1990s. Roughly speaking, an ideal immersion of a Riemannian manifold into a real space form is a nice isometric immersion which produces the least possible amount of tension from the ambient space at each point. In this paper, we classify all ideal hypersur…

2013-07-17abs ↗pdf ↗

A biconservative submanifold of a Riemannian manifold is a sub- manifold with divergence free stress-energy tensor with respect to bienergy. These are generalizations of biharamonic submanifolds. In 2013, B. Y. Chen and M.I. Munteanu proved that δ(2)δ(2)-ideal and δ(3)δ(3)-ideal biharmonic hypersurfaces in Euclidean space …

2017-11-11abs ↗pdf ↗

Paper solves long-standing problem of infinite ideal polyhedra in hyperbolic space.

problem Characterize infinite ideal polyhedra in hyperbolic 3-space.
method Introduced combinatorial Ricci flow for infinite ideal circle patterns.
result Proved characterization of infinite ideal circle patterns under specific conditions.

Wintgen ideal surfaces in E^4 form an important family of surfaces, namely surfaces with circular ellipse of curvature. Obviously, Wintgen ideal surfaces satisfy the pointwise equality K+K_N=H^2. In the present study we consider the Wintgen ideal surfaces in n-dimensional Euclidean space E^4. We have shown that Wintgen…

2013-05-10abs ↗pdf ↗

We discuss two different in general natural approaches to the ideal closure and ideal boundary of Busemann nonpositively curved metric space. It is shown that the identity map of the space admits surjective continuation from its coarse ideal closure to the weak one. We consider some situations when these closures coinc…

2004-05-07abs ↗pdf ↗

In this paper we provide a new obstruction to 0-concordance of knotted surfaces in S4S^4 in terms of Alexander ideals. We use this to prove the existence of infinitely many linearly independent 0-concordance classes and to provide the first proof that the submonoid of 2-knots is not a group. The main result is that the…

2019-11-29abs ↗pdf ↗