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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.

168,694 papers · 148 categories

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3517021,0531,404 · Jun 202019922001200920172026
48 results for metric-based models

Metric-based meta-learning has attracted a lot of attention due to its effectiveness and efficiency in few-shot learning. Recent studies show that metric scaling plays a crucial role in the performance of metric-based meta-learning algorithms. However, there still lacks a principled method for learning the metric scali…

2019-12-26abs ↗pdf ↗

This paper introduces depth functions for ranking data, improving statistical summaries.

problem Lack of comprehensive statistical summaries for ranking data.
method Metric-based depth functions on symmetric group to define rankings, depths, and procedures.
result Novel depth functions provide a more informative summary of ranking data.

In the few-shot scenario, a learner must effectively generalize to unseen classes given a small support set of labeled examples. While a relatively large amount of research has gone into few-shot learning for image classification, little work has been done on few-shot video classification. In this work, we address the …

2019-09-14abs ↗pdf ↗

Metric-based meta-learning techniques have successfully been applied to few-shot classification problems. In this paper, we propose to leverage cross-modal information to enhance metric-based few-shot learning methods. Visual and semantic feature spaces have different structures by definition. For certain concepts, vis…

2019-02-19abs ↗pdf ↗

We initiate the rigorous study of classification in quasi-metric spaces. These are point sets endowed with a distance function that is non-negative and also satisfies the triangle inequality, but is asymmetric. We develop and refine a learning algorithm for quasi-metrics based on sample compression and nearest neighbor…

2019-09-22abs ↗pdf ↗

COMPASS improves uncertainty quantification for medical segmentation metrics.

problem Uncertainty quantification for medical segmentation metrics is crucial for clinical decision-making.
method COMPASS leverages deep neural network inductive biases to generate efficient, metric-based conformal prediction intervals.
result COMPASS produces significantly tighter intervals than traditional conformal prediction methods on medical image segmentation tasks.

Lagrangian data assimilation is a complex problem in oceanic and atmospheric modeling. Tracking drifters in large-scale geophysical flows can involve uncertainty in drifter location, complex inertial effects, and other factors which make comparing them to simulated Lagrangian trajectories from numerical models extremel…

2018-10-31abs ↗pdf ↗

Study analyzes neural network models to understand generalization performance.

problem Understanding good generalization in neural networks.
method Analyzed a corpus of models from a public contest, breaking ALPHAHAT into scale and shape metrics.
result Identified a Simpson's paradox in metric performance across different model depths and regularization hyperparameters.

In this paper, we define a new metric structure on the shape space of a high genus surface. We introduce a rigorous definition of a shape of a surface and construct a metric based on two energies measuring the area distortion and the angle distortion of a quasiconformal homeomorphism. We show that the energy minimizer …

2019-10-05abs ↗pdf ↗

The key issue of few-shot learning is learning to generalize. This paper proposes a large margin principle to improve the generalization capacity of metric based methods for few-shot learning. To realize it, we develop a unified framework to learn a more discriminative metric space by augmenting the classification loss…

2018-07-08abs ↗pdf ↗

The Schwarz--Pick lemma is a fundamental result in complex analysis. It is well-known that Yau generalized it to the higher dimensional manifolds by applying his maximum principle for complete Riemannian manifolds. Jeffres obtained Schwarz lemma for volume forms of conical Kähler metrics, based on a barrier function an…

2016-10-06abs ↗pdf ↗

New method uses contrastively trained GNNs for more reliable graph model evaluation.

problem Need effective methods to evaluate Graph Generative Models.
method Use representations from contrastively trained Graph Neural Networks (GNNs) for evaluation.
result Contrastively trained GNNs provide more reliable evaluation metrics than traditional or GNN-based approaches.

New ensemble models classify mouse movement trajectories to assess survey question difficulty.

problem Assessing survey question difficulty based on respondents' interaction data.
method Ensemble models combining semi-metric-based weak learners to classify multivariate functional data.
result Improved survey data quality through better identification of respondent difficulty.

Random layer-wise pruning profiles are as effective as metric-based ones for various datasets.

problem Reduction of model size and computational resources in neural networks.
method Conducted baseline experiments, developed RL-based search algorithm for finding transferable layer-wise pruning profiles.
result RL-based layer-wise pruning profiles are as good or better than best profiles found on the original dataset via exhaustive search.

Knowledge graph (KG) completion aims to fill the missing facts in a KG, where a fact is represented as a triple in the form of (subject,relation,object)(subject, relation, object). Current KG completion models compel two-thirds of a triple provided (e.g., subjectsubject and relationrelation) to predict the remaining one. In this paper, we propose a new…

2018-10-30abs ↗pdf ↗

Study categorizes time series anomaly detection metrics based on evaluation challenges.

problem Challenges in evaluating time series anomaly detection due to diverse application objectives and metric assumptions.
method Problem-oriented framework categorizing metrics into six dimensions based on evaluation challenges.
result Quantifies each metric's discriminative ability and reveals limitations of widely used metrics.

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.

Metric-based few-shot learning methods try to overcome the difficulty due to the lack of training examples by learning embedding to make comparison easy. We propose a novel algorithm to generate class representatives for few-shot classification tasks. As a probabilistic model for learned features of inputs, we consider…

2019-06-05abs ↗pdf ↗

Assessing the performance of a learned model is a crucial part of machine learning. However, in some domains only positive and unlabeled examples are available, which prohibits the use of most standard evaluation metrics. We propose an approach to estimate any metric based on contingency tables, including ROC and PR cu…

2015-04-26abs ↗pdf ↗

Proposes deep mixture models for probabilistic price movement forecasting in high-frequency trading.

problem Probabilistic forecasting of price movements in high-frequency trading.
method Deep recurrent neural networks with probabilistic mixture models.
result Outperforms benchmark models in both metric-based and simulated trading scenarios.

For many evaluation metrics commonly used as benchmarks for unconditional image generation, trivially memorizing the training set attains a better score than models which are considered state-of-the-art; we consider this problematic. We clarify a necessary condition for an evaluation metric not to behave this way: esti…

2020-01-10abs ↗pdf ↗

Image captioning has demonstrated models that are capable of generating plausible text given input images or videos. Further, recent work in image generation has shown significant improvements in image quality when text is used as a prior. Our work ties these concepts together by creating an architecture that can enabl…

2018-09-27abs ↗pdf ↗

New metrics using Laplace approximation improve Gaussian process model selection.

problem Finding a balance between model accuracy, interpretability, and simplicity.
method Introducing multiple metrics based on the Laplace approximation to evaluate Gaussian process models.
result Our metrics provide comparable performance to dynamic nested sampling but are significantly faster.

Deep generative models for graphs have shown great promise in the area of drug design, but have so far found little application beyond generating graph-structured molecules. In this work, we demonstrate a proof of concept for the challenging task of road network extraction from image data. This task can be framed as im…

2019-10-31abs ↗pdf ↗

A new stock selection strategy uses combined machine learning with dynamic weighting methods.

problem Improving stock selection accuracy and performance.
method Combined machine learning algorithms with static and dynamic weighting methods.
result IC-based dynamic weighting outperforms static evaluation metrics in backtested returns and predictive performance.

New method quantifies classifier uncertainty, revealing large variability in performance metrics.

problem Uncertainty in classifier performance metrics due to small data sets.
method Probability model of the confusion matrix to quantify uncertainty.
result Large uncertainties in classification performance metrics can lead to misleading conclusions.

We study conformal metrics on R3R^3, i.e., metrics of the form gu=e2udx2g_u=e^{2u}|dx|^2, which have constant QQ-curvature and finite volume. This is equivalent to studying the non-local equation (Δ)32u=2e3u (-Δ)^\frac32 u = 2 e^{3u} in R3R^3 V:=R3e3udx<,V:=\int_{\mathbb{R}^3}e^{3u}dx<\infty, where VV is the volume of gug_u. Adapting a te…

2013-09-17abs ↗pdf ↗

We define general linguistic intelligence as the ability to reuse previously acquired knowledge about a language's lexicon, syntax, semantics, and pragmatic conventions to adapt to new tasks quickly. Using this definition, we analyze state-of-the-art natural language understanding models and conduct an extensive empiri…

2019-01-31abs ↗pdf ↗

A new metric optimizes forecasts for lumpy, intermittent demand.

problem Inaccurate demand forecasts lead to suboptimal logistics and production.
method Developed a novel metric that considers both statistical and business aspects.
result The new metric yields more accurate predictions for lumpy and intermittent demand.