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.
Study explores loss design for decision trees to improve robustness against noisy labels.
We consider composite loss functions for multiclass prediction comprising a proper (i.e., Fisher-consistent) loss over probability distributions and an inverse link function. We establish conditions for their (strong) convexity and explore the implications. We also show how the separation of concerns afforded by using …
Improved bounds for unbounded losses using transductive priors.
Can an algorithm create original and compelling fashion designs to serve as an inspirational assistant? To help answer this question, we design and investigate different image generation models associated with different loss functions to boost creativity in fashion generation. The dimensions of our explorations include…
Optimal sensor placement minimizes information loss from simulations.
Ranking is a key aspect of many applications, such as information retrieval, question answering, ad placement and recommender systems. Learning to rank has the goal of estimating a ranking model automatically from training data. In practical settings, the task often reduces to estimating a rank functional of an object …
New approach optimizes decisions based on uncertainty in predictions.
Increasing variance of losses improves learning with noisy labels.
The paper examines optimal insurance design using Lambda-Value-at-Risk.
We design simple screening tests to automatically discard data samples in empirical risk minimization without losing optimization guarantees. We derive loss functions that produce dual objectives with a sparse solution. We also show how to regularize convex losses to ensure such a dual sparsity-inducing property, and p…
Optimal insurance contracts are designed to screen risk preferences and risk types under asymmetric information.
Action-BED: Task-Driven Bayesian Experimental Design
We present the Tamed Cross Entropy (TCE) loss function, a robust derivative of the standard Cross Entropy (CE) loss used in deep learning for classification tasks. However, unlike other robust losses, the TCE loss is designed to exhibit the same training properties than the CE loss in noiseless scenarios. Therefore, th…
It is known that Boosting can be interpreted as a gradient descent technique to minimize an underlying loss function. Specifically, the underlying loss being minimized by the traditional AdaBoost is the exponential loss, which is proved to be very sensitive to random noise/outliers. Therefore, several Boosting algorith…
This paper characterizes and designs loss functions for robust classification with abstention.
QubitSwap improves DEX efficiency by reducing impermanent loss and slippage.
We study consistency properties of surrogate loss functions for general multiclass learning problems, defined by a general multiclass loss matrix. We extend the notion of classification calibration, which has been studied for binary and multiclass 0-1 classification problems (and for certain other specific learning pro…
We find a convex model for traditional nonlinear regression under L2 loss.
Optimal reinsurance contracts designed for a continuum of risk types.
In this paper, we present and illustrate some new tools for rigorously analyzing training data selection methods. These tools focus on the information theoretic losses that occur when sampling data. We use this framework to prove that two methods, Facility Location Selection and Transductive Experimental Design, reduce…
We address feature interpretation and reproducibility issues in dense nets, proposing a modified loss function.
Deep generative models are proven to be a useful tool for automatic design synthesis and design space exploration. When applied in engineering design, existing generative models face three challenges: 1) generated designs lack diversity and do not cover all areas of the design space, 2) it is difficult to explicitly im…
Study shows how information loss and operation loss are related in feature representations.
This paper improves SAM by reformulating it as a bilevel optimization problem.
The classical asymptotic theory for parametric -estimators guarantees that, in the limit of infinite sample size, the excess risk has a chi-square type distribution, even in the misspecified case. We demonstrate how self-concordance of the loss allows to characterize the critical sample size sufficient to guarantee …
The goal of data-driven algorithm design is to obtain high-performing algorithms for specific application domains using machine learning and data. Across many fields in AI, science, and engineering, practitioners will often fix a family of parameterized algorithms and then optimize those parameters to obtain good perfo…
We consider the problem of designing a sparse Gaussian process classifier (SGPC) that generalizes well. Viewing SGPC design as constructing an additive model like in boosting, we present an efficient and effective SGPC design method to perform a stage-wise optimization of a predictive loss function. We introduce new me…
New methods optimize transport and sampling for neural networks.
Paper shows ERM's suboptimality due to bias, not variance.
New algorithm handles bandit problems under translations and scales.
Design of printed circuit board (PCB) stack-up requires the consideration of characteristic impedance, insertion loss and crosstalk. As there are many parameters in a PCB stack-up design, the optimization of these parameters needs to be efficient and accurate. A less optimal stack-up would lead to expensive PCB materia…
Significant advances have been made recently on training neural networks, where the main challenge is in solving an optimization problem with abundant critical points. However, existing approaches to address this issue crucially rely on a restrictive assumption: the training data is drawn from a Gaussian distribution. …
The problem of devising learning strategies for discrete losses (e.g., multilabeling, ranking) is currently addressed with methods and theoretical analyses ad-hoc for each loss. In this paper we study a least-squares framework to systematically design learning algorithms for discrete losses, with quantitative character…
A new Branch-and-Bound solver tackles L0-penalized problems with flexible loss functions.
Prior design is one of the most important problems in both statistics and machine learning. The cross validation (CV) and the widely applicable information criterion (WAIC) are predictive measures of the Bayesian estimation, however, it has been difficult to apply them to find the optimal prior because their mathematic…
In this paper, we model Density Evolution (DE) using Recurrent Neural Networks (RNNs) with the aim of designing capacity-approaching Irregular Low-Density Parity-Check (LDPC) codes for binary erasure channels. In particular, we present a method for determining the coefficients of the degree distributions, characterizin…
Symmetry in loss functions constrains model parameters, leading to specific learning outcomes.
This paper examines the role and efficiency of the non-convex loss functions for binary classification problems. In particular, we investigate how to design a simple and effective boosting algorithm that is robust to the outliers in the data. The analysis of the role of a particular non-convex loss for prediction accur…
Modern applications in sensitive domains such as biometrics and medicine frequently require the use of non-decomposable loss functions such as precision@k, F-measure etc. Compared to point loss functions such as hinge-loss, these offer much more fine grained control over prediction, but at the same time present novel c…
Neural network training relies on our ability to find "good" minimizers of highly non-convex loss functions. It is well-known that certain network architecture designs (e.g., skip connections) produce loss functions that train easier, and well-chosen training parameters (batch size, learning rate, optimizer) produce mi…
Estimates density ratio for two-sample comparison using tree models.
FTRL algorithm with negative entropy regularizer achieves best-of-three-world results for linear bandits.
MO-PaDGAN generates diverse, high-performance designs with multiple metrics.
Study improves trading decisions by predicting profit and loss outcomes.
The gain-loss ratio is known to enjoy very good properties from a normative point of view. As a confirmation, we show that the best market gain-loss ratio in the presence of a random endowment is an acceptability index and we provide its dual representation for general probability spaces. However, the gain-loss ratio w…
Selfie and cartoon are two popular artistic forms that are widely presented in our daily life. Despite the great progress in image translation/stylization, few techniques focus specifically on selfie cartoonization, since cartoon images usually contain artistic abstraction (e.g., large smoothing areas) and exaggeration…
A new AMM design reduces impermanent loss and retains more liquidity.
Paper introduces new loss functions for Siamese networks using FDA.