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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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60120180240 · Jun 202019922001200920172026
48 results for instance-wise weighting

Paper tackles hypothesis transfer learning for black-box models.

problem Difficult to build universal machine learning models across different institutions.
method Dynamic Knowledge Distillation (dkdHTL) with instance-wise weighting.
result Empirical results show the effectiveness of dkdHTL.

LADaR framework calibrates machine learning models for instance-wise predictions.

problem Challenges in assessing and calibrating predictive distributions for complex inputs.
method Local Amortized Diagnostics and Reshaping of Conditional Densities (LADaR) framework and extttCalPIT exttt{Cal-PIT} algorithm.
result Achieves better instance-wise calibration than existing methods in galaxy distance estimation.

The paper formalizes feature attribution to address inconsistent definitions and evaluate methods.

problem Inconsistent definitions of feature relevance in feature attribution.
method Formalization based on relaxed functional dependence, extended to instance-wise setting.
result State-of-the-art methods often fail to verify necessary properties for candidate selection.

Understanding black-box machine learning models is crucial for their widespread adoption. Learning globally interpretable models is one approach, but achieving high performance with them is challenging. An alternative approach is to explain individual predictions using locally interpretable models. For locally interpre…

2019-09-26abs ↗pdf ↗

GL-LowPopArt improves minimax-optimal estimation for trace regression.

problem Minimizing estimation error in generalized low-rank trace regression.
method Two-stage approach: nuclear norm regularization followed by matrix Catoni estimation.
result Achieves instance-wise optimal error bounds up to condition number.

SoftCLT improves time series representation learning by soft contrastive loss.

problem Ignoring inherent correlations in time series leads to poor representation quality.
method SoftCLT introduces instance-wise and temporal contrastive loss with soft assignments.
result SoftCLT consistently improves various downstream tasks in time series learning.

ISAHP discovers instance-level causal structures in event sequences.

problem Discovering fine-grained causal relationships in asynchronous, interdependent event sequences.
method ISAHP, a novel deep learning framework using self-attention mechanism.
result ISAHP meets Granger causality requirements and discovers complex causal structures.

New method calibrates neural network predictions for better reliability.

problem Improper probability estimates from deep networks leading to unreliable predictions.
method Proposes a constrained optimization approach for a monotonic calibration map.
result Achieves state-of-the-art performance across various datasets and models.

We consider the thresholding bandit problem, whose goal is to find arms of mean rewards above a given threshold θθ, with a fixed budget of TT trials. We introduce LSA, a new, simple and anytime algorithm that aims to minimize the aggregate regret (or the expected number of mis-classified arms). We prove that our algo…

2019-05-27abs ↗pdf ↗

New algorithm reduces reinforcement learning regret by adapting to interaction variability.

problem Existing reinforcement learning methods lack adaptability to interaction variability.
method Developed a variance-adaptive optimal algorithm for MNL function approximation.
result Achieved instance-wise optimal regret bounds, validating efficiency in practice.

A new algorithm reduces regret in bandit problems with adversarial corruptions.

problem Optimizing decision-making in bandit problems with variable uncertainties and adversarial interference.
method Proposes HCW-GLB-OMD, an OMD-based estimator with Hessian-based confidence weights for robustness.
result Achieves instance-wise minimax optimality with a κκ-factor in the corruption term.

Many machine learning tasks require sampling a subset of items from a collection based on a parameterized distribution. The Gumbel-softmax trick can be used to sample a single item, and allows for low-variance reparameterized gradients with respect to the parameters of the underlying distribution. However, stochastic o…

2019-01-29abs ↗pdf ↗

FIT evaluates time series model feature importance quantifying distributional shift.

problem Lack of explanations for time series models in high-stakes applications.
method FIT framework quantifies feature importance based on distributional shift using KL-divergence.
result FIT identifies important time points and observations superiorly compared to baselines.

SuNCEt accelerates contrastive learning with minimal labeled data.

problem Efficiently learning visual representations with limited labeled data.
method Noise-contrastive estimation and neighbourhood component analysis-based semi-supervised loss.
result SuNCEt achieves semi-supervised learning accuracy with less than half the labeled data.

Paper develops efficient mechanisms for estimating variance and covariance under differential privacy in the add-remove model.

problem Estimating variance and covariance under differential privacy in the add-remove model.
method Developed mechanisms based on the Bézier mechanism, a novel moment-release framework.
result Proved minimax optimality of the Bézier-based estimator in the high-privacy regime and demonstrated its better utility in instance-wise analysis.

Survey on assessing and improving classifier calibration for better decision making.

problem Ensuring classifiers correctly quantify prediction uncertainty.
method Overview of principles, methods, and evaluation metrics for calibration.
result New methods and extensions from binary to multiclass settings.

Last SGD iterate bounds for overparameterized linear regression.

problem Analyzing the last iterate risk bounds of SGD with decaying stepsize for overparameterized linear regression.
method Problem-dependent analysis of last iterate risk bounds of SGD with geometrically decaying stepsize.
result Proved nearly matching upper and lower bounds on the excess risk for last iterate SGD with geometrically decaying stepsize.

This research improves deep neural network calibration using a new loss function.

problem Improving probability calibration in deep neural networks.
method Introduces Focal Calibration Loss (FCL) to minimize Euclidean norm and penalize calibration error.
result FCL achieves state-of-the-art performance in both calibration and accuracy metrics.

GD outperforms ridge regression and SGD in linear regression problems.

problem Comparing the risks of GD, ridge regression, and SGD in linear regression problems.
method Instance-wise finite-sample risk analysis of GD, ridge regression, and SGD.
result GD outperforms ridge regression and is incomparable with SGD in some cases.

Simple method for estimating missing panel data entries with confidence intervals.

problem Estimating missing values in panel data with staggered adoption.
method Simple matrix algebra and singular value decomposition for estimation, with data-driven confidence intervals.
result Confidence intervals match non-asymptotic lower bounds, proving instance optimality.

MET learns tabular data representations without data augmentations.

problem Lack of effective self-supervised learning methods for tabular data.
method Reconstruction-based approach using masked encoding, with separate representations for each coordinate and adversarial reconstruction loss.
result MET achieves state-of-the-art performance on five diverse tabular datasets, improving up to 9% over current methods.

The paper offers a method to create prediction sets with uncertainty control.

problem Calibrating and communicating uncertainty in machine learning predictions.
method Distribution-free, risk-controlling prediction sets using a holdout set to calibrate set sizes.
result Explicit finite-sample guarantees for error control in various machine learning tasks.

This paper analyzes multi-pass SGD for least squares, improving generalization bounds.

problem Improving generalization bounds for multi-pass SGD in the least squares problem.
method Develops an instance-dependent excess risk bound for least squares in the interpolation regime.
result SGD performs worse than GD instance-wise but saves computational time.

Paper proposes a method to train robust neural networks without labeled data.

problem Training robust neural networks without class labels.
method Adversarial contrastive learning framework using unlabeled data.
result Robust Contrastive Learning (RoCL) achieves comparable robust accuracy to supervised methods and significantly improved robustness.

A new recursive mixture estimation algorithm improves VAE inference efficiency and accuracy.

problem Inaccurate posterior approximation in traditional VAEs.
method Recursive mixture estimation algorithm using functional gradient approach for iterative component selection.
result Significantly higher test data likelihood compared to state-of-the-art methods on benchmark datasets.

Paper analyzes GLM-tron for high-dimensional ReLU regression, providing upper and lower bounds.

problem Learning a single ReLU neuron in high-dimensional settings with overparameterization.
method Perceptron-type algorithm GLM-tron, with finite-sample analysis.
result Sharp characterization of high-dimensional ReLU regression problems via GLM-tron, contrasting with SGD.

Paper tackles cross-granularity few-shot learning with meta-embedder.

problem Few-shot learning with coarse labels and fine-grained testing.
method Meta-embedder that optimizes visual and semantic discrimination across coarse and fine classes.
result Meta-embedder achieves effective cross-granularity few-shot classification.

We study the combinatorial pure exploration problem Best-Set in stochastic multi-armed bandits. In a Best-Set instance, we are given nn arms with unknown reward distributions, as well as a family F\mathcal{F} of feasible subsets over the arms. Our goal is to identify the feasible subset in F\mathcal{F} with the maxi…

2017-06-04abs ↗pdf ↗

In the classical best arm identification (Best-11-Arm) problem, we are given nn stochastic bandit arms, each associated with a reward distribution with an unknown mean. We would like to identify the arm with the largest mean with probability at least 1δ1-δ, using as few samples as possible. Understanding the sample c…

2016-08-22abs ↗pdf ↗

A new weighted MCC measure improves classifier performance evaluation.

problem Lack of measures sensitive to observation weights in multiclass classification.
method Proposes weighted versions of Pearson-Matthews Correlation Coefficient (MCC) for binary and multiclass classification.
result Weighted MCC values are higher for classifiers that perform better on highly weighted observations.

Develops theory of weightings for Lie groupoids and algebroids.

problem Understanding differential geometry of weightings for Lie groupoids and algebroids.
method Extending work on weighted manifolds, defining weighted submanifolds, and developing theories of linear weightings and multiplicative weightings.
result Characterizes infinitesimally multiplicative weightings for Lie algebroids and classifies multiplicative weightings of Lie groupoids.

The paper extends spin geometry to weighted manifolds and defines a new mass for Ricci flow.

problem Generalizing spin geometry to weighted manifolds and defining a new mass.
method Investigates spectral properties of the weighted Dirac operator and defines a new mass.
result Defines a new mass for weighted asymptotically Euclidean manifolds and shows its monotonicity under Ricci flow.

The study explores weightings on submanifolds and their geometric properties.

problem Understanding weightings on submanifolds and their geometric implications.
method Detailed exploration of weighted normal bundles, weighted deformation spaces, and weighted blow-ups.
result A description of weightings in terms of subbundles of higher tangent bundles, leading to new concepts for Lie algebroids and groupoids.