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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.

168,695 papers · 148 categories

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57115172229 · Jun 202019922001200920172026
48 results for logistic policies

Study classifies liability insurance policies using machine learning.

problem Classifying liability insurance policies with or without claims.
method Used machine learning models like nearest neighbour and logistic regression on Actuarial Challenge dataset.
result Models accurately classified policies into claims and non-claims groups.

Two algorithms achieve optimal regret with limited adaptivity in multinomial logistic bandits.

problem Achieving optimal regret with limited adaptivity in multinomial logistic bandits.
method Presented two algorithms, B-MNL-CB and RS-MNL, for batched and rarely-switching paradigms.
result Achieved ildeO(T) ilde{O}(\sqrt{T}) regret with limited adaptivity.

Framework improves policy generalizability under biased training data.

problem Learning policies that generalize to a target population from biased training data.
method Characterizes sample selection bias using a selection variable, optimizes minimax value over uncertainty set, derives efficient algorithm.
result Policies generalize to target population, outperform standard methods.

New method optimizes policies without assuming known link functions between preferences and rewards.

problem Policy alignment with unknown and unrestricted link functions.
method Formulates an ff-divergence-constrained reward maximization problem, learning policies directly.
result Induces a semiparametric single-index binary choice model for policy alignment.

We consider the problem of learning a policy for a Markov decision process consistent with data captured on the state-actions pairs followed by the policy. We assume that the policy belongs to a class of parameterized policies which are defined using features associated with the state-action pairs. The features are kno…

2017-01-21abs ↗pdf ↗

This work explores adaptations of successful multi-armed bandits policies to the online contextual bandits scenario with binary rewards using binary classification algorithms such as logistic regression as black-box oracles. Some of these adaptations are achieved through bootstrapping or approximate bootstrapping, whil…

2018-11-11abs ↗pdf ↗

Probabilistic Bisection Algorithm performs root finding based on knowledge acquired from noisy oracle responses. We consider the generalized PBA setting (G-PBA) where the statistical distribution of the oracle is unknown and location-dependent, so that model inference and Bayesian knowledge updating must be performed s…

2018-06-30abs ↗pdf ↗

Maximum likelihood estimator performance in logistic regression analyzed.

problem Performance of maximum likelihood estimator in logistic regression.
method Sharp non-asymptotic guarantees for existence and excess logistic risk.
result Sharp guarantees for the existence and excess risk of MLE in logistic regression.

Revises logistic-softmax likelihood for Bayesian meta-learning in few-shot classification.

problem Inherent uncertainty in logistic-softmax leads to suboptimal performance in meta-learning.
method Redesigns logistic-softmax likelihood with a temperature parameter for better control of prior confidence.
result Achieves well-calibrated uncertainty estimates and comparable/superior performance on benchmark datasets.

Study explores geometric structure and prior for beta-logistic distribution.

problem Understanding the geometric structure and prior distributions of the beta-logistic distribution.
method Exploring dual geometric structure and uncovering α\alpha-parallel prior.
result The beta-logistic distribution admits an α\alpha-parallel prior for any real number α\alpha.

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 sketching for logistic and 1\ell_1 regression with near-linear dimensions.

problem Efficiently approximate 1\ell_1 and logistic regression problems.
method New sketching techniques achieving near-linear dimensions for both problems.
result Achieved near-linear sketching dimensions for 1\ell_1 and logistic regression.

Safe screening rules reduce computation time in logistic regression with 02\ell_0-\ell_2 regularization.

problem Efficiently solving logistic regression with many features and regularization.
method Screening rules based on Fenchel dual lower bounds of strong conic relaxations.
result A high percentage of features can be safely removed before solving, leading to substantial speed-up.

Proposes logistic-beta process for modeling dependent probabilities with beta marginals.

problem Limited work on flexible and computationally convenient stochastic process extensions for dependent random probabilities.
method Introduces logistic-beta process with logistic transformation and beta marginals, capable of modeling dependence in discrete and continuous domains.
result Logistic-beta processes enable effective posterior inference and design of computationally tractable dependent Bayesian nonparametric models.

New machine learning pipeline solves dynamic vehicle routing problems efficiently.

problem Efficiently handling same day deliveries in e-commerce logistics.
method Combination of machine learning and combinatorial optimization.
result Ranked first in the EURO Meets NeurIPS Vehicle Routing Competition.

Improved regret bounds for logistic bandits via novel confidence set construction.

problem Dependencies in parameter space for logistic bandits, especially when SdS \geq d.
method Regret-to-confidence-set conversion (R2CS) to construct convex confidence sets.
result Strict improvement in regret bound w.r.t. SS in logistic bandits.

Improved confidence bounds for linear logistic model with applications to bandits.

problem Improving confidence bounds for linear logistic model.
method Self-concordant analysis of the logistic loss to avoid dependence on worst-case variance.
result Significant improvement in confidence bounds, avoiding dependence on 1/κ1/κ.

A new data-oblivious sketch for logistic regression reduces data size while maintaining approximation accuracy.

problem Efficiently solving logistic regression in one pass over a data stream.
method Data-oblivious sketching approach that reduces data size to poly(μdlog n) weighted points.
result Sketching reduces data size significantly and provides approximation guarantees.

The l1-regularized logistic regression (or sparse logistic regression) is a widely used method for simultaneous classification and feature selection. Although many recent efforts have been devoted to its efficient implementation, its application to high dimensional data still poses significant challenges. In this paper…

2013-07-16abs ↗pdf ↗

PIANO speeds up multinomial logistic regression solving.

problem Handling large datasets and many classes in logistic regression.
method Parallel iterative algorithm based on Majorization Minimization.
result PIANO converges to a stationary point of Multinomial and Sparse Multinomial Logistic Regression.

Logistic regression is a widely used method in several fields. When applying logistic regression to imbalanced data, for which majority classes dominate over minority classes, all class labels are estimated as `majority class.' In this article, we use an F-measure optimization method to improve the performance of logis…

2019-05-07abs ↗pdf ↗

A new algorithm approximates logistic regression probabilities efficiently.

problem Efficiently approximating probabilities in logistic regression for large datasets.
method Randomized sampling-based algorithm with leverage scores.
result Accurate approximations to estimated probabilities with smaller sample sizes.

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.

Prevalidated ridge regression simplifies logistic regression for high-dimensional data.

problem Efficient probabilistic classification in high-dimensional data with logistic regression.
method Developed a prevalidated ridge regression model that matches logistic regression's performance but is more computationally efficient.
result Prevalidated ridge regression achieves similar classification error and log-loss to logistic regression for high-dimensional data.

Study shows sample complexity for logistic regression with normal covariates.

problem Estimating parameters of logistic regression with normal design.
method Analyzes sample complexity in terms of dimension and inverse temperature.
result Shows two change-points in sample complexity curve based on inverse temperature.

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.

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.

The paper proves asymptotic normality for multinomial logistic regression on null covariates.

problem Classical asymptotic normality results fail in high-dimensional multinomial logistic models.
method Developed asymptotic normality and chi-square results for multinomial logistic MLE on null covariates.
result Validated new methodology to test feature significance in high-dimensional classification problems.

Gradient descent with logistic loss can make two-layer networks interpolate binary classification data.

problem Training two-layer networks for binary classification.
method Gradient descent with logistic loss applied to two-layer networks.
result Gradient descent can drive training loss to zero under certain conditions.