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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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169337506674 · Jun 202019922001200920172026
48 results for logistic function

Paper explores connections between loss functions and consistency in binary classification and regression.

problem Consistency in binary classification and regression applications.
method Characterization of conformable loss functions and derivation of a new Huber-type loss function.
result Margin-based loss functions are equivalent to loss functions of squared standardized logistic regression residuals.

SGD converges globally to logistic loss minima for two-layer nets.

problem Global convergence of SGD for logistic loss on two-layer neural nets.
method Demonstrates existence of Frobenius norm regularized logistic loss functions as Villani functions, proving convergence and exponential rate.
result SGD converges globally to the global minima of appropriately regularized logistic empirical risk of depth 2 nets.

A successful approach to structured learning is to write the learning objective as a joint function of linear parameters and inference messages, and iterate between updates to each. This paper observes that if the inference problem is "smoothed" through the addition of entropy terms, for fixed messages, the learning ob…

2014-07-03abs ↗pdf ↗

Multi-class classification methods based on both labeled and unlabeled functional data sets are discussed. We present a semi-supervised logistic model for classification in the context of functional data analysis. Unknown parameters in our proposed model are estimated by regularization with the help of EM algorithm. A …

2011-02-22abs ↗pdf ↗

Paper proposes a new method for estimating conditional densities using logistic regressions.

problem Estimating conditional densities for complex distributions.
method Parametric conditional density estimation via weighted logistic regressions.
result Maximum likelihood estimates can be obtained efficiently via a block-wise alternating maximization scheme and local case-control sampling.

Novel oracle-type inequality for logistic loss in DNNs achieves sharp convergence rates.

problem Generalization analysis for binary classification with DNNs and logistic loss.
method Established an oracle-type inequality to handle the boundedness of the target function.
result Optimal convergence rates for fully connected ReLU DNN classifiers trained with logistic loss.

PSLR classifies functional data with scalar covariates using path signatures.

problem Classical functional logistic regression models have limitations in capturing nonlinear and cross-channel dependencies.
method PSLR uses truncated path signatures to create a basis-free representation of functional data.
result PSLR outperforms traditional functional classifiers in accuracy and robustness, especially under non-uniform sampling.

The article describe the model, derivation, and implementation of variational Bayesian inference for linear and logistic regression, both with and without automatic relevance determination. It has the dual function of acting as a tutorial for the derivation of variational Bayesian inference for simple models, as well a…

2013-10-21abs ↗pdf ↗

Improved variational inference for logistic regression and classification.

problem Intractability of Evidence Lower Bound in variational logistic regression.
method Introducing a new bound for the expectation of softplus function, applied to variational logistic regression and Gaussian process classification.
result The new bound results in a tighter posterior and faster computation compared to Monte-Carlo methods.

The paper proves neural networks' consistency and optimal convergence rates for various function classes.

problem Proving neural networks' consistency and optimal convergence rates for diverse function classes.
method Analyzes wide and deep ReLU neural networks trained on logistic loss and Kolmogorov-Donoho optimal function classes.
result Proves universal consistency and minimax optimal convergence rates for neural networks.

In this work we propose to fit a sparse logistic regression model by a weakly convex regularized nonconvex optimization problem. The idea is based on the finding that a weakly convex function as an approximation of the 0\ell_0 pseudo norm is able to better induce sparsity than the commonly used 1\ell_1 norm. For a cl…

2017-08-07abs ↗pdf ↗

This work proposes the Bregman-Tweedie classification model and analyzes the domain structure of the extended exponential function, an extension of the classic generalized exponential function with additional scaling parameter, and related high-level mathematical structures, such as the Bregman-Tweedie loss function an…

2019-07-16abs ↗pdf ↗

Paper explains learning property of logistic and softmax losses for balanced and imbalanced class data.

problem Understanding and optimizing loss functions for deep neural networks with class imbalances.
method Analyzing necessary conditions for convergence of logistic and softmax losses in CNNs.
result Proposes a novel reweighted logistic loss function that improves performance over softmax loss.

Improved multiclass logistic regression with lower computational complexity.

problem High computational complexity in existing methods for multiclass logistic regression.
method Developed a new algorithm that achieves a lower computational complexity.
result Achieved a regret of O(log(Bn))O(\log(Bn)) with computational complexity O(n1.5)O(n^{1.5}).

A combined model integrates latent factor and logistic regression for citation network analysis.

problem Insufficient representation by either latent factor or logistic regression alone.
method Proposes a combined model integrating latent factor and logistic regression, with parameter estimation through joint-likelihood and penalty terms.
result The proposed method captures both main technological trends and ad-hoc dependencies in citation networks.

Efficient RL algorithm for multinomial logistic MDPs with provable guarantees.

problem Model-based RL for episodic MDPs with unknown transition probabilities.
method Upper confidence bound-based algorithm for exploration-exploitation balance.
result Achieves ildeO(dH3T) ilde{O}(d \sqrt{H^3 T}) regret bound for multinomial logistic models.

SLOE speeds up logistic regression in high dimensions with accurate signal strength estimation.

problem Poor performance of logistic regression in high-dimensional settings.
method SLOE reparameterizes the signal strength for faster and more accurate estimation.
result SLOE provides a fast and accurate method for dimensionality correction in logistic regression.

New algorithm reduces regret for logistic bandits without κκ dependency.

problem Logistic bandits have poor frequentist regret guarantees due to large κκ.
method Optimistic algorithm based on self-normalized martingale tail-inequality.
result Achieves ildeO(T) ilde{\mathcal{O}}(\sqrt{T}) regret with no κκ dependency.

The article compares neural networks and logistic regression for credit scoring and introduces a new probability calibration technique.

problem Improving credit scoring accuracy using machine learning techniques.
method Comparison of logistic regression and neural networks, feature importance assessment, temporal feature inclusion, and SURE probability calibration.
result Neural networks can slightly improve credit scoring performance, and SURE calibration technique enhances probability calibration.

Machine learning improves joint default assessment by capturing non-linear dependencies.

problem Capturing non-linear dependencies among covariates for accurate joint default assessment.
method Application of machine learning techniques to credit card dataset, comparing with logistic regression.
result Machine learning outperforms logistic regression in assessing portfolio riskiness.

Proposes methods to estimate posterior probability and propensity score functions without assuming constant propensity score.

problem Learning from biased positive-unlabeled data.
method Parametric approach to joint estimation of posterior probability and propensity score functions using maximum likelihood and alternating maximization.
result Proposed methods are comparable or better than existing methods based on Expectation-Maximisation scheme.

The paper reveals the hidden costs of digitizing commodity money and proposes a new stable-coin system.

problem Depreciation of banknotes due to high logistics costs after digitization.
method Analyzing the functions of money from a logistics perspective and comparing commodity money to digital currency.
result There is no honest money that is both a store of value and has negligible logistics costs.

New framework optimizes classification trees with logistic loss and 1\ell_1 regularization.

problem Improving interpretability and generalization of classification trees.
method Developed a generalized framework for CTs, incorporating logistic loss and 1\ell_1 regularization.
result Optimal Logistic Tree model outperforms state-of-the-art MIP-based approaches in terms of interpretability and generalization.

Estimates non-parametric logistic model using case-control data and external summary info.

problem Imbalanced binary data in case-control studies.
method Two-step estimation procedure with deep neural network for functional approximation.
result Proposed estimator achieves optimal convergence rate in non-parametric regression.

This work improves regret minimization for logistic bandits by reducing dependence on a large constant.

problem Minimizing regret in logistic bandits with reduced dependence on a large constant.
method Experimental design procedure and warmup sampling algorithm.
result Achieves a minimax regret of \(O(\sqrt{d \dotμT\log(|\mathcal{X}|)})\) in the fixed arm setting.

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 ↗

This paper proposes a distributionally robust approach to logistic regression. We use the Wasserstein distance to construct a ball in the space of probability distributions centered at the uniform distribution on the training samples. If the radius of this ball is chosen judiciously, we can guarantee that it contains t…

2015-09-30abs ↗pdf ↗

Unified surrogate loss framework for multi-label learning with strong consistency guarantees.

problem Improving consistency and accounting for label correlations in multi-label learning.
method Introducing multi-label logistic loss and extending it to comprehensive multi-label comp-sum losses, proving strong consistency guarantees for any multi-label loss.
result Unified surrogate loss framework benefiting from strong consistency guarantees for any multi-label loss.

The paper establishes convergence rates for MoE models in classification problems.

problem Understanding the behavior of MoE models in classification settings.
method Established convergence rates for density and parameter estimation in softmax gating multinomial logistic MoE models.
result Parameter estimation rates are significantly improved with a novel modified softmax gating function.

Flexible Bayesian approach for generalized linear models, especially for sparse logistic regression.

problem Sparse logistic regression challenges in machine learning.
method Empirical Bayes approach with mean-field variational inference, tuning-free and scalable.
result Superior predictive performance in sparse logistic regression compared to existing methods.

New loss functions based on f-divergences improve language model performance.

problem Improving multiclass classification and language modeling performance.
method Constructing new convex loss functions using f-divergences and deriving an operator for computation.
result The αα-divergence loss function with α=1.5α=1.5 performs well across various tasks.

In this work, we consider a manufactory process which can be described by a multiple-instance logistic regression model. In order to compute the maximum likelihood estimation of the unknown coefficient, an expectation-maximization algorithm is proposed, and the proposed modeling approach can be extended to identify the…

2016-07-13abs ↗pdf ↗

The study examines how class imbalance impacts logistic regression models in low-default credit portfolios.

problem The impact of class imbalance on logistic regression models in low-default credit portfolios.
method Simulation study with controlled data-generating mechanisms to vary class imbalance and predictor-response association strength.
result Classification accuracy decreases significantly as event rate decreases, and optimal cut-off shifts with imbalance.