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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.

168,657 papers · 148 categories

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95190284379 · Jun 202019922001200920172026
48 results for importance correction

The paper examines when importance weighting is needed for nonparametric and misspecified models.

problem When is importance weighting correction needed for covariate shift adaptation?
method Analysis of IW-corrected kernel ridge regression in various settings.
result The importance weighting correction is needed for nonparametric and misspecified models to obtain the best approximation of the true unknown function.

We propose a modification that corrects for split-improvement variable importance measures in Random Forests and other tree-based methods. These methods have been shown to be biased towards increasing the importance of features with more potential splits. We show that by appropriately incorporating split-improvement as…

2019-03-12abs ↗pdf ↗

A new model of learning corrects for chance to improve learning outcomes.

problem The importance of chance-corrected measures in learning.
method Developed two models: Informatron and AdaBook, based on empirical psychological results.
result Chance correction facilitates learning, as shown by computational results.

Unified view of improving tree model interpretability and debiasing feature importance.

problem Improving interpretability and debiasing feature importance in tree-based models.
method Demonstrates a common thread among bias correction methods and local explanations for trees.
result Points out a bias in explainable AI for trees algorithms due to inbag data inclusion.

Corrects distribution shift in target shift scenarios using importance weighting.

problem Analyzes importance weighting for correcting distribution shift under target shift.
method Analyzed importance-weighted kernel ridge regression under target shift.
result Shows that importance weighting corrects the train-test mismatch without altering input-space complexity.

New methods ensure feature importance rankings are correct with high probability.

problem Stability issues in feature importance scores due to random sampling.
method Hypothesis testing-based techniques to assess and verify the stability of top-ranked features.
result Ensures the most important features are correct with high-probability guarantees.

Leveraging weak or noisy supervision for building effective machine learning models has long been an important research problem. Its importance has further increased recently due to the growing need for large-scale datasets to train deep learning models. Weak or noisy supervision could originate from multiple sources i…

2019-11-10abs ↗pdf ↗

The paper "Minimal unit vector fields" by O. Gil-Medrano and E. Llinares-Fuster \cite{GilLli1}. is a seminal paper in the field that has been cited by many authors. It contains, however, a minor technical mistake in Theorem 14 that is important to fix. In this short note, we will provide a correction to that result.

2012-11-08abs ↗pdf ↗

This paper examines the use of a residual bootstrap for bias correction in machine learning regression methods. Accounting for bias is an important obstacle in recent efforts to develop statistical inference for machine learning methods. We demonstrate empirically that the proposed bootstrap bias correction can lead to…

2015-06-01abs ↗pdf ↗

New loss function restores importance weighting in overparameterized models.

problem Restoring importance weighting in overparameterized neural networks.
method Introduced polynomially-tailed losses to restore effects of importance weighting.
result Polynomially-tailed losses improve performance in correcting distribution shift.

PCL tackles collaborative learning for diverse agents, reducing sample complexity.

problem Balancing collaborative speedup with personalization for heterogeneous agents.
method AffPCL, with bias and importance correction mechanisms.
result AffPCL reduces sample complexity by a factor of max{n1,δ}\max\{n^{-1}, δ\}, where nn is the number of agents and δ[0,1]δ\in[0,1] measures heterogeneity.

In this study we examined the question of how error correction occurs in an ensemble of deep convolutional networks, trained for an important applied problem: segmentation of Electrocardiograms(ECG). We also explore the possibility of using the information about ensemble errors to evaluate a quality of data representat…

2018-12-26abs ↗pdf ↗

This paper improves deep learning model consistency through ensemble methods.

problem Consistency and correct-consistency issues in deep learning models.
method Formal definition of consistency and correct-consistency, proving ensemble improvement, proposing dynamic snapshot ensemble method.
result Ensemble methods can improve correct-consistency of deep learning models.

SCoreBO improves Bayesian optimization by learning hyperparameters and self-correcting.

problem Efficient hyperparameter tuning for Gaussian process models in Bayesian optimization.
method Introduces SAL and SCoreBO, which prioritize hyperparameter learning and perform simultaneous optimization and learning.
result SCoreBO outperforms state-of-the-art methods on traditional benchmarks and atypical tasks.

Cancer analysis and prediction is the utmost important research field for well-being of humankind. The Cancer data are analyzed and predicted using machine learning algorithms. Most of the researcher claims the accuracy of the predicted results within 99%. However, we show that machine learning algorithms can easily pr…

2019-03-17abs ↗pdf ↗

We point out important problems with the common practice of using the best single model performance for comparing deep learning architectures, and we propose a method that corrects these flaws. Each time a model is trained, one gets a different result due to random factors in the training process, which include random …

2018-07-05abs ↗pdf ↗

Sig-PCA integrates model outputs and observations to correct model biases.

problem Improving model accuracy and reliability by correcting biases and numerical approximations.
method Sig-PCA framework that combines summary statistics from model outputs with localized observations via a neural network.
result Corrects model outputs to align closely with observational data, preserving essential statistical information.

Study proposes a new method to estimate bias-correction term for ATE estimation.

problem Estimating the bias-correction term for ATE estimation.
method Directly estimating the bias-correction term by minimizing Bregman divergence.
result Automatic covariate balancing property achieved through specific model choices.

Learning robot objective functions from human input has become increasingly important, but state-of-the-art techniques assume that the human's desired objective lies within the robot's hypothesis space. When this is not true, even methods that keep track of uncertainty over the objective fail because they reason about …

2018-10-11abs ↗pdf ↗

Two approaches improve conformal Bayes for label shift, one post-hoc and one in-training.

problem Improving prediction sets for target domain under label shift.
method Two complementary approaches: post-hoc calibration and in-training adaptation.
result In-training adaptation achieves up to 43% width reduction at unchanged coverage.

Analyzes how uncertainty in financial networks affects stability.

problem Understanding how uncertainty in financial networks impacts stability.
method Introduced a minimal stochastic dynamical model of the interbank network with linear interactions. Derived the interaction correction to the stress expectation and studied it on the short-medium timescale.
result Interactions increase the stress expectation on average, highlighting the importance of disclosure.

We present a clear-cut example of the importance of the functorial approach of gauge-natural bundles and the general theory of Lie derivatives for classical field theory, where the sole correct geometrical formulation of Einstein (-Cartan) gravity coupled with Dirac fields gives rise to an unexpected indeterminacy in t…

2002-01-24abs ↗pdf ↗

Unified framework for analyzing pessimism in off-policy learning with regularized importance sampling.

problem High variance in importance weighting for off-policy learning.
method Unified PAC-Bayesian study of pessimism with regularized importance sampling.
result Derivation of a tractable PAC-Bayesian generalization bound for common importance weight regularizations.

The paper addresses missing data imputation issues by correcting for distribution shift.

problem Missing data imputation and the resulting distribution shift between observed and full data.
method Formulates imputation as a risk minimization problem and proposes a novel algorithm to correct for distribution shift.
result The proposed algorithm consistently improves imputation accuracy, reducing RMSE and Wasserstein distance by 3% and 7%, respectively.

New estimator improves off-policy evaluation for large action spaces.

problem Conventional importance-weighting approaches suffer from excessive variance in off-policy evaluation for large discrete action spaces.
method Proposes OffCEM estimator based on conjunct effect model (CEM), applying importance weighting only to action clusters and using model-based reward estimation for residual effects.
result Proposed estimator is unbiased under local correctness condition, providing substantial improvements in OPE especially with many actions.

Naive approaches to amortized inference in probabilistic programs with unbounded loops can produce estimators with infinite variance. This is particularly true of importance sampling inference in programs that explicitly include rejection sampling as part of the user-programmed generative procedure. In this paper we de…

2019-10-20abs ↗pdf ↗

LLMs struggle with zero-shot annotation tasks due to model-internalized priors.

problem Impact of model-internalized priors on LLM performance in zero-shot annotation tasks.
method Investigated three dimensions: familiarity, decision stickiness, and susceptibility to misaligned task definitions.
result Nearly two-thirds of zero-shot errors are resistant to correction, with a rescue rate of 34.8%. Definition-Specific Familiarity (DSF) shows a positive association with model performance.

Proposes a differentiable hypergeometric distribution for learning group importance.

problem Learning the sizes of subsets in applications like clustering and weakly-supervised learning.
method Introduces a reparameterizable hypergeometric distribution to model group sizes and learn their relative importance.
result Outperforms previous methods in weakly-supervised learning and clustering.