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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.

169,181 papers · 148 categories

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129259388517 · Jun 202019922001200920182026
48 results for matrix evaluation

Study evaluates thresholds for removing noise from DNN weights using random matrix theory.

problem Removing noise from deep neural network weights for better approximation.
method Model weights as signal + noise, use random matrix theory to estimate thresholds, evaluate using cosine similarity.
result Proposed threshold estimation method improves approximation quality.

This work interprets diffusion score matching using normalizing flows for better model training and evaluations.

problem Limitations of diffusion score matching when dealing with certain types of distributions.
method The approach involves interpreting the diffusion matrix using normalizing flows to provide better interpretation and usage of diffusion score matching.
result Diffusion score matching is equivalent to the original score matching evaluated in the transformed space defined by the normalizing flow.

When response variables are nominal and populations are cross-classified with respect to multiple polytomies, questions often arise about the degree of association of the responses with explanatory variables. When populations are known, we introduce a nominal association vector and matrix to evaluate the dependence of …

2011-09-12abs ↗pdf ↗

EAST aligns neural network classifiers with user-defined evaluation metrics.

problem Mismatch between neural network training and evaluation metrics leads to suboptimal performance.
method EAST uses dynamic thresholding, soft-set confusion matrix, and annealing to align neural network predictions with target evaluation metrics.
result EAST improves alignment between training objectives and evaluation metrics, outperforming existing methods.

The contribution of reducible connections to the U(N) Chern-Simons invariant of a Seifert manifold MM can be expressed in some cases in terms of matrix integrals. We show that the U(N) evaluation of the LMO invariant of any rational homology sphere admits a matrix model representation which agrees with the Chern-Simon…

2006-01-16abs ↗pdf ↗

We propose a route for the evaluation of risk based on a transformation of the covariance matrix. The approach uses a `potential' or `objective' function. This allows us to rescale data from different assets (or sources) such that each data set then has similar statistical properties in terms of their probability distr…

2006-12-06abs ↗pdf ↗

Unified approach optimizes neural network training for various metrics.

problem Training and evaluation of neural network binary classifiers often use different metrics.
method Combines differentiable approximation and probabilistic soft sets.
result Effective in optimizing for metrics like F1-Score across various domains.

Study evaluates posterior covariance matrix W for frequentist evaluation of Bayesian estimators.

problem Evaluating variability of posterior estimates in Bayesian models.
method Use of Bayesian Infinitesimal Jackknife approximation and W-kernel.
result Principal space of W is central to frequentist evaluation of Bayesian models.

Estimates multi-attribute choice preferences using private signals and matrix factorization.

problem Modeling multi-attribute choice preferences under weak assumptions.
method Generative choice model with latent factor matrices and private signals; multi-stage matrix factorization.
result Validated estimation performance of novel algorithm through simulations.

New method for hyperparameter tuning in sparse matrix factorization.

problem Hyperparameter tuning in sparse matrix factorization.
method Numerical method based on evaluating the zero point of normalization factor in sparse matrix prior.
result Our method outperforms existing algorithms in ground-truth sparse matrix reconstruction.

CPS methods improve sample efficiency in robotics.

problem Improving sample efficiency in reinforcement learning for robotics.
method Empirical evaluation of C-CMA-ES with active covariance matrix adaptation and comparison-based surrogate model.
result Improvements in sample efficiency with C-CMA-ES extensions.

Paper introduces a new model to assess machine learning strategies in high-frequency trading.

problem Evaluating the economic impact of supervised machine learning in high-frequency trading.
method Developed a 'trade information matrix' to attribute profit and loss to correct and incorrect predictions under execution constraints.
result Demonstrated an estimation approach for measuring the sensitivity of P&L to prediction error in a market making strategy.

We simplify matrix computations for block matrices, especially useful for covariance and correlation matrices.

problem Complex computations for block matrices, especially for covariance and correlation matrices.
method Obtained a canonical representation for block matrices, facilitating computation of various matrix operations.
result Simplified computation of matrix operations for block matrices, particularly useful for covariance and correlation matrices.

Novel method diagnoses large language models' reasoning abilities.

problem Fine-grained evaluation of large language models' reasoning abilities.
method Adapting cognitive diagnosis models to LLMs, estimating mastery profiles and Q-matrix, incorporating textual information.
result Accurate parameter recovery and insights into LLMs' capabilities.

The paper proposes methods for predicting missing values in mixed data matrices.

problem Matrix completion for mixed data types (continuous, binary, ordinal).
method Generalized latent factor models for low-rank matrix estimation with entrywise consistency.
result Tight probabilistic error bounds for the proposed estimators.

LVQ models robustness evaluated against adversarial attacks.

problem Robustness of LVQ models against adversarial attacks.
method Evaluation of three LVQ models: Generalized LVQ, Generalized Matrix LVQ, and Generalized Tangent LVQ.
result Generalized LVQ and Generalized Tangent LVQ are robust, while Generalized Matrix LVQ is not.

Dynamic risk assessment method for WUI fires improves upon static frameworks.

problem Static risk assessment methods fail to capture dynamic changes in WUI fire risks.
method Dynamic evaluation matrix, grey incidence analysis, optimization model.
result The proposed method effectively captures dynamic risk evolution patterns.

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.

In this paper we examine the effect of applying ensemble learning to the performance of collaborative filtering methods. We present several systematic approaches for generating an ensemble of collaborative filtering models based on a single collaborative filtering algorithm (single-model or homogeneous ensemble). We pr…

2012-11-13abs ↗pdf ↗

Federated multi-view matrix factorization learns from multiple data sources without centralizing user data.

problem Cold-start federated recommendations and multi-view data structure.
method Federated learning framework extended to multi-view matrix factorization.
result Federated multi-view matrix factorization outperforms simpler methods in cold-start federated recommendations.

Graph neural networks speed up nonnegative matrix factorization.

problem Efficiently factorize nonnegative matrices for various applications.
method Developed a graph neural network that combines bipartite self-attention with ADMM updates.
result Significant acceleration achieved in nonnegative matrix factorization.

Boosts neural network performance by improving weight separability.

problem Improving the separability of weight vectors in neural networks.
method Proposes a new evaluation metric and feed-backward reconstruction loss to encourage weight separability.
result Improves visual recognition performance across various tasks.

A new method for non-negative matrix factorization using generalized dual divergence.

problem Non-negative matrix factorization for various noise structures.
method Theoretical framework based on generalized dual Kullback-Leibler divergence, with algorithms developed and proven convergence using Expectation-Maximization.
result Generalizes existing methods and provides an alternative for non-negative matrix factorizations.

This project compares MCMC and VI for Bayesian PMF on MovieLens.

problem Intractable posterior distribution in PMF.
method Employed MCMC and VI for Bayesian inference on MovieLens.
result VI converges faster, MCMC provides more accurate estimates.

This work establishes always-valid risk bounds for online matrix completion.

problem Challenges in establishing always-valid concentration inequalities for online matrix completion.
method Combines non-asymptotic martingale concentration and regularized low-rank matrix regression.
result Establishes always-valid risk bound process for online matrix completion.

We provide a proof of backpropagation algorithm in matrix notation.

problem The lack of a full induction proof of backpropagation algorithm in matrix notation.
method We provide a full induction proof of the BP algorithm in matrix notation, situating it in the framework of matrix differential calculus.
result We prove the validity of the backpropagation algorithm in inductive form.

NGRC shows numerical instabilities with short lags and high-degree polynomials.

problem Numerical instabilities in NGRC feature matrix.
method Combining numerical linear algebra and dynamical systems theory, we study feature matrix conditioning. We evaluate different numerical algorithms for solving the regularized least-squares problem.
result SVD-based training achieves accurate forecasts without regularization, preferable for short lags and high-degree polynomials.

Improved cutting plane method for convex optimization and games.

problem Efficiently finding points in convex sets or proving they do not contain balls.
method Optimal cutting plane algorithm using leverage scores and advanced data structures.
result Significant improvement in time complexity for convex optimization and games.

This paper presents an algorithm to construct a weighted adjacency matrix of a plane bipartite graph obtained from a pretzel knot diagram. The determinant of this matrix after evaluation is shown to be the Jones polynomial of the pretzel knot by way of perfect matchings (or dimers) of this graph. The weights are Tutte'…

2010-11-16abs ↗pdf ↗

Variational inference improves neural network matrix factorization for stochastic blockmodels.

problem Improving predictive performance of neural network matrix factorization for stochastic blockmodels.
method Construct Bayesian neural networks and fit with variational inference.
result Variational inference can achieve equivalent performance to neural networks on Movielens data.