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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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48 results for machine-learning

Autonomous vehicles rely on machine learning to solve challenging tasks in perception and motion planning. However, automotive software safety standards have not fully evolved to address the challenges of machine learning safety such as interpretability, verification, and performance limitations. In this paper, we revi…

2019-12-20abs ↗pdf ↗

Machine learning develops rapidly, which has made many theoretical breakthroughs and is widely applied in various fields. Optimization, as an important part of machine learning, has attracted much attention of researchers. With the exponential growth of data amount and the increase of model complexity, optimization met…

2019-06-17abs ↗pdf ↗

Study examines challenges and applications of machine learning in finance.

problem Challenges in applying machine learning to financial research due to market idiosyncrasies and methodological differences.
method Discussion of adjustments needed to conventional machine learning methodology to account for financial market peculiarities.
result Machine learning can be unified with financial research as a robust complement to econometric methods.

This paper explores causal analysis in machine learning for better interpretability.

problem The lack of causality in traditional interpretable machine learning models.
method An overview of causal approaches for interpretable machine learning.
result Causal analysis improves the interpretability of machine learning models.

Matched Machine Learning combines machine learning and matching for causal inference.

problem Non-interpretable methods for causal inference.
method Combines machine learning and matching for interpretable causal inference.
result Performs as well as black-box machine learning methods and better than existing matching methods.

In this chapter, we provide a brief overview of applying machine learning techniques for clinical prediction tasks. We begin with a quick introduction to the concepts of machine learning and outline some of the most common machine learning algorithms. Next, we demonstrate how to apply the algorithms with appropriate to…

2019-09-19abs ↗pdf ↗

This paper explores how machine learning can improve life insurance risk assessment.

problem Limited use of machine learning in life insurance due to statistical models' efficiency.
method Review and extension of traditional actuarial methodologies with machine learning techniques.
result Developed Python library for life insurance data, improving risk modeling.

Machine learning impacts computational math, offering new functions approximations.

problem Machine learning's black box nature hinders further progress in computational math.
method Analyzes machine learning's impact on computational math and vice versa.
result Integrating computational math with machine learning can enhance both fields.

Quantum machine learning models can approximate any continuous function.

problem Theoretical understanding of quantum feature maps in machine learning.
method Proving universal approximation property of quantum machine learning models in quantum-enhanced feature spaces.
result Quantum machine learning models are universal approximators of continuous functions.

Study examines explainable machine learning for monotonic models, finding Integrated gradients better for strong monotonicity.

problem Applying explainable machine learning to science-informed models.
method Proposed axioms for monotonicity, tested Shapley value and Integrated gradients methods.
result Integrated gradients provides better explanations for strong monotonicity.

This paper uses machine learning to select kernels for machine learning models on various devices.

problem Traditional kernel auto-tuning is limited for machine learning research with changing network topologies and hyperparameters.
method Combines auto-tuning and machine learning to select kernels for SYCL on various devices.
result Initial results show high performance kernel selection with little developer effort.

Machine learning improves official statistics but needs rigorous validation.

problem Lack of methodological robustness in machine learning for official statistics.
method Total Machine Learning Error (TMLE) framework to validate ML models.
result TMLE addresses representativeness and measurement errors in ML models.

Efficient privacy-preserving machine learning framework using random transformations.

problem Slow training and inference speed in privacy-preserving machine learning systems.
method Random transformations like linear and permutation, combined with arithmetic sharing.
result High efficiency and low computation cost in private machine learning.

This paper explores hyperparameter optimization for machine learning models.

problem Finding the best hyper-parameters for machine learning models.
method Introduces state-of-the-art optimization techniques and discusses their application.
result Comparison of different optimization methods on benchmark datasets.

Classical optimization algorithms in machine learning often take a long time to compute when applied to a multi-dimensional problem and require a huge amount of CPU and GPU resource. Quantum parallelism has a potential to speed up machine learning algorithms. We describe a generic mathematical model to leverage quantum…

2019-11-17abs ↗pdf ↗

Serverless cloud computing speeds up double machine learning model estimation.

problem Efficiently estimating double machine learning models with minimal cloud resource management.
method Serverless computing with AWS Lambda for repeated cross-fitting.
result Demonstrates significant reduction in estimation times and costs.

Bias is known to be an impediment to fair decisions in many domains such as human resources, the public sector, health care etc. Recently, hope has been expressed that the use of machine learning methods for taking such decisions would diminish or even resolve the problem. At the same time, machine learning experts war…

2019-09-02abs ↗pdf ↗

The study assesses machine learning generalization using various data set characteristics.

problem Estimating confidence in machine learning predictions and assessing generalization capabilities.
method Meta-analysis of 109 classification data sets, modeling generalization as a function of various characteristics.
result The convex hull of the training data is relevant for assessing machine learning generalization, challenging the common assumption about the curse of dimensionality.

The paper debiases machine learning predictions to correct bias in regression coefficients.

problem Bias in regression coefficients from machine learning predictions.
method Proposes an adversarial machine learning algorithm to de-bias predictions.
result Adversarial predictions recover true coefficients, while naive predictions are biased.

A theorem for debiasing machine learning with finite sample guarantees.

problem Calculating confidence intervals for machine learning functionals.
method Debiased machine learning based on bias correction and sample splitting.
result Nonasymptotic debiased machine learning theorem with finite sample guarantees.

Synthetic experiments are crucial for assessing causal machine learning methods.

problem Current empirical evaluations of causal machine learning methods are insufficient and unreliable.
method Propose principles for conducting rigorous empirical analyses with synthetic data.
result Rigorous synthetic experiments are essential for building trust in causal machine learning methods.

In this paper, we propose AutoCompete, a highly automated machine learning framework for tackling machine learning competitions. This framework has been learned by us, validated and improved over a period of more than two years by participating in online machine learning competitions. It aims at minimizing human interf…

2015-07-08abs ↗pdf ↗

Paper uses machine learning to uncover nonlinear dynamics in CAT bond pricing.

problem Traditional linear models miss nonlinear relationships in CAT bond pricing.
method Advanced machine learning techniques applied to CAT bond transaction records.
result Machine learning enhances CAT bond pricing accuracy and reveals complex risk interactions.

Surveying machine learning methods for economic forecasting.

problem Improving accuracy of economic forecasts using machine learning.
method Nowcasting, textual data, panel and tensor data, high-dimensional Granger causality tests, time series cross-validation, classification with economic losses.
result Recent advances in machine learning methods enhance economic forecasting accuracy.