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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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4569121,3681,824 · Jun 202019922001200920172026
48 results for learning performance

New method improves consistency of reinforcement learning performance evaluations.

problem Inconsistent performance results in reinforcement learning due to flawed evaluation metrics.
method Proposes a new comprehensive evaluation methodology for reinforcement learning algorithms.
result Demonstrates improved reliability of performance measurements for reinforcement learning algorithms.

Learn2Evaluate uses learning curves to estimate high-dimensional prediction performance.

problem Estimating test performance in high-dimensional data settings is challenging.
method Learn2Evaluate uses learning curves to estimate test performance at the total sample size.
result Learn2Evaluate provides a lower confidence bound for performance estimation.

Deep learning models predict mutual funds' performance better than traditional methods.

problem Predicting mutual funds' performance accurately.
method Deep learning models (LSTM, GRUs) trained with Bayesian optimization and ensemble methods.
result Ensemble method of LSTM and GRUs achieves the highest accuracy in forecasting mutual funds' Sharpe ratios.

EDAs with matrix transpose improve Bayesian structure learning performance.

problem Improving Bayesian structure learning performance.
method Introducing a matrix transpose mutation operator for EDAs in Bayesian structure learning.
result EDAs with transpose mutation give markedly better performance than conventional EDAs.

The paper explores how machine learning models can be learnable despite label shifts.

problem Learnability of binary classification models in the presence of label shifts.
method Developed a performative empirical risk function that is an unbiased estimate of the true risk on the shifted distribution.
result PAC-learnable hypothesis spaces remain PAC-learnable for performative scenarios.

PEARL combines multiple representation learning methods to enhance model performance.

problem Different representation learning methods extract distinct data aspects, potentially missing important insights.
method Combines multiple representation learning approaches using surrogate loss functions for efficient weight estimation.
result Asymptotically achieves optimal performance in downstream tasks, assigning nonzero weights to correctly specified models.

New framework assesses and benchmarks ML methods for multivariate time series.

problem Benchmarking and explaining performance of machine learning methods.
method Proposes a new framework with systematized performance-explainability characteristics.
result Illustrates application to multivariate time series classifiers.

Proposes a Siamese NN for algorithm selection focusing on alike performing instances.

problem Lack of effective meta-features for algorithm selection via meta-learning.
method Siamese Neural Network architecture with 'Algorithm-Performance Personas' concept.
result Proposed metric outperforms standard performance metrics in training sample selection.

Paper introduces a new curriculum generation method for reinforcement learning.

problem Improving reinforcement learning performance and speed through curriculum learning.
method The paper proposes a novel curriculum generation paradigm based on progression and mapping functions.
result Empirical results show the new approach outperforms state-of-the-art algorithms.

QTRAN++ improves MARL performance in complex environments.

problem Poor empirical performance of QTRAN in complex environments.
method Stabilizing training objective, removing role separation, and introducing a multi-head mixing network.
result QTRAN++ achieves state-of-the-art performance in the Starcraft Multi-Agent Challenge (SMAC).

A simple approach improves performance on both past and future tasks in lifelong learning.

problem Forgetting in lifelong learning, where performance on past tasks degrades when learning new tasks.
method Representation ensembling to improve performance on both future and past tasks.
result Representation ensembling demonstrates both forward and backward transfer across various datasets.

Ansor generates high-performance tensor programs for deep learning.

problem Generating high-performance tensor programs for deep learning on various hardware platforms is challenging.
method Ansor uses a hierarchical representation of the search space, sampling programs, and evolutionary search with a learned cost model to find high-performance programs.
result Ansor improves deep neural network execution performance up to 3.8x on Intel CPU, 2.6x on ARM CPU, and 1.7x on NVIDIA GPU.

Study reveals limitations of fair representation learning methods and cautions against their use in performance-sensitive tasks.

problem Limitations of fair representation learning methods in performance-sensitive tasks.
method Using causal reasoning, the study defines and formalizes different sources of dataset bias and examines the performance of fair representation learning under distribution shifts.
result Fundamental limitations on fair representation learning when evaluation data is drawn from the same distribution as training data.

Enhancement attacks can falsely improve machine learning model performance in biomedical research.

problem The trustworthiness of machine learning in biomedical research is threatened by enhancement attacks.
method Developed two techniques to enhance prediction performance with minimal changes to features.
result Falsely improved classifiers' accuracy from 50% to almost 100% while maintaining high feature similarities.

Active learning from demonstration allows a robot to query a human for specific types of input to achieve efficient learning. Existing work has explored a variety of active query strategies; however, to our knowledge, none of these strategies directly minimize the performance risk of the policy the robot is learning. U…

2019-01-08abs ↗pdf ↗

The paper analyzes and improves the learning rates of distributed kernel ridge regression.

problem Generalization performance and learning rates of distributed kernel ridge regression.
method The paper derives optimal learning rates for DKRR in expectation and probability, proposes a communication strategy to improve learning performance, and evaluates these through theory and experiments.
result The communication strategy significantly improves the learning performance of DKRR, as demonstrated by both theoretical assessments and numerical experiments.

QLBS and RLOP methods improve option pricing and hedging performance.

problem Improving option pricing and hedging performance under market frictions.
method Incorporates risk aversion and trading costs into QLBS, proposes RLOP approach.
result RLOP outperforms in dynamic hedging by reducing shortfall probability.

Proposes a method to evaluate meta-learning performance based on task similarity.

problem Meta-learning performance evaluation ignores task similarity, leading to biased results.
method Generative approach using Latent Dirichlet Allocation to analyze task similarity.
result The proposed method provides an insightful evaluation of meta-learning algorithms, matching common intuition.

Self-supervised learning improves ECG classification performance.

problem Label scarcity in clinical 12-lead ECG data.
method Adapted self-supervised methods to ECG domain, focusing on contrastive representations and latent forecasting.
result Contrastive predictive coding adaptation yields linear evaluation performance only 0.5% below supervised performance.

We consider the problem of dictionary learning under the assumption that the observed signals can be represented as sparse linear combinations of the columns of a single large dictionary matrix. In particular, we analyze the minimax risk of the dictionary learning problem which governs the mean squared error (MSE) perf…

2014-02-17abs ↗pdf ↗

Dataset pruning is the process of removing sub-optimal tuples from a dataset to improve the learning of a machine learning model. In this paper, we compared the performance of different algorithms, first on an unpruned dataset and then on an iteratively pruned dataset. The goal was to understand whether an algorithm (s…

2019-01-11abs ↗pdf ↗

AUC (Area under the ROC curve) is an important performance measure for applications where the data is highly imbalanced. Learning to maximize AUC performance is thus an important research problem. Using a max-margin based surrogate loss function, AUC optimization problem can be approximated as a pairwise rankSVM learni…

2016-12-27abs ↗pdf ↗

Gradient sparsification enhances privacy-preserving machine learning models.

problem Improving performance of differentially-private machine learning models under privacy constraints.
method Gradient sparsification combined with compressed sensing and additive Laplace noise.
result Gradient sparsification can improve performance of differentially-private machine learning models for small privacy budgets.

Curious hierarchical reinforcement learning improves learning performance.

problem Combining hierarchical abstraction and curiosity-driven exploration in reinforcement learning.
method Developed a method that combines hierarchical reinforcement learning with curiosity.
result Curiosity can more than double learning performance and success rates.

Gradient amplification boosts deep learning model performance without increasing training time.

problem Vanishing gradients in deep neural networks.
method Gradient amplification approach to prevent vanishing gradients and training strategy to enable/disable across epochs.
result Improves performance of deep learning models with reduced training time.

Study on distributed linear regression performance, focusing on generalization error.

problem Performance of distributed learning in large-scale linear regression.
method Statistical learning approach, focusing on generalization error.
result Generalization error of distributed solution can be higher than centralized solution.