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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.

168,742 papers · 148 categories

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99197296394 · Jun 202019922001200920172026
48 results for minimize noise

Noise-ignorant empirical risk minimization achieves state-of-the-art performance on noisy data.

problem Learning with noisy labels in multi-class classification problems.
method Introducing relative signal strength (RSS) to quantify transferability and applying Noise Ignorant Empirical Risk Minimization (NI-ERM).
result NI-ERM achieves state-of-the-art performance on CIFAR-N data challenge.

New research shows that binary classification can be done with noisy data, but only if there are clean samples available.

problem Learning binary classification with instance and label dependent label noise.
method Theoretical analysis and empirical risk minimization.
result Empirical risk minimization achieves the optimal excess risk bound without additional assumptions.

New privacy mechanism reduces error in query results.

problem Achieving privacy while minimizing noise in query results.
method Extended sufficient and necessary condition for (ε,δ)(ε, δ)-differential privacy for symmetric and log-concave noise densities.
result Significantly lower mean squared errors than Laplace and Gaussian mechanisms.

RAD improves robustness to domain annotation noise without explicit domain annotations.

problem Robustness to domain annotation noise in training data.
method Regularized Annotation of Domains (RAD) for last layer retraining.
result RAD outperforms state-of-the-art methods even with 5% noise in training data.

In many applications of classifier learning, training data suffers from label noise. Deep networks are learned using huge training data where the problem of noisy labels is particularly relevant. The current techniques proposed for learning deep networks under label noise focus on modifying the network architecture and…

2017-12-27abs ↗pdf ↗

Unhinged loss minimization fails to improve classifier accuracy for simple data.

problem Accuracy of classifiers minimizing the unhinged loss.
method Minimizing the unhinged loss function.
result Minimizing the unhinged loss yields classifiers with accuracy no better than random guessing for simple data.

Improved privacy and utility in machine learning with adaptive differential privacy.

problem Enhancing privacy in machine learning models while maintaining utility.
method Adaptive differentially private (ADP) learning method that optimally adapts noise to stepsize.
result ADP method significantly improves utility compared to standard differentially private methods.

Time changes of noise level at Warsaw Stock Market are analyzed using a recently developed method basing on properties of the coarse grained entropy. The condition of the minimal noise level is used to build an efficient portfolio. Our noise level approach seems to be a much better tool for risk estimations than standa…

2005-03-31abs ↗pdf ↗

AGNES accelerates gradient descent with noisy gradients.

problem Minimizing smooth convex and strongly convex functions with noisy gradients.
method Generalization of Nesterov's accelerated gradient descent algorithm for noisy conditions.
result AGNES achieves acceleration for noisy gradients with a constant of proportionality up to 1.

The ability to detect sparse signals from noisy high-dimensional data is a top priority in modern science and engineering. A sparse solution of the linear system Aρ=b0A ρ= b_0 can be found efficiently with an l1l_1-norm minimization approach if the data is noiseless. Detection of the signal's support from data corrupted b…

2019-08-05abs ↗pdf ↗

This work improves structured prediction by learning the balance between signal and random noise.

problem Structured prediction with random perturbations.
method Learning the variance of randomized structured predictors to balance signal and noise.
result Learning the balance improves structured prediction effectiveness.

CMRM improves robustness in noisy label settings without requiring privileged knowledge.

problem Learning with noisy labels without privileged knowledge.
method Conformal Margin Risk Minimization (CMRM) framework.
result CMRM consistently improves accuracy and reduces mislabeling under various noise conditions.

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual square and scaling the penalty in proportion to the estimated noise level. The iterat…

2011-04-24abs ↗pdf ↗

Efficiently learns halfspaces with malicious noise, near-optimal label complexity.

problem Learning ss-sparse halfspaces under malicious label noise.
method Active learning algorithm with instance reweighting and empirical risk minimization.
result Near-optimal label complexity of O(slog4d/ε)O(s \log^4 d / ε) and noise tolerance Ω(ε)Ω(ε).

New error bounds for noisy phase retrieval problems using empirical risk minimization.

problem Estimating signals in noisy phase retrieval problems.
method Empirical 2\ell_2 risk minimization (ERM) with new error bounds for different noise patterns.
result Established new error bounds for NPR and NGPR, showing improved performance under various noise conditions.

Enhanced consistency bounds derived for classification under a new noise condition.

problem Enhanced consistency bounds for classification under a new noise condition.
method Model Margin Noise (MM noise) assumption, derived enhanced H-consistency bounds.
result Enhanced H-consistency bounds under MM noise condition, interpolates between linear and square-root regimes.

Volatility dynamics of wavelet - filtered stock price time series is studied. Using the universal thresholding method of wavelet filtering and a principle of minimal linear autocorrelation of noise component we find that the quantitative characteristics of volatility dynamics of denoised series are noticeably different…

2006-12-18abs ↗pdf ↗

New method learns vector fields from noisy time series data.

problem Learning vector fields from noisy time series data.
method Neural network architecture with tensor products of one-dimensional neural shape functions for vector field approximation, alternating minimization for noise handling.
result Neural shape function architecture robust to noise, learning accurate vector fields from data with up to 10% Gaussian noise.

Using integration by parts on Gaussian space we construct a Stein Unbiased Risk Estimator (SURE) for the drift of Gaussian processes using their local and occupation times. By almost-sure minimization of the SURE risk of shrinkage estimators we derive an estimation and de-noising procedure for an input signal perturbed…

2008-09-09abs ↗pdf ↗

PANDA augments data to regularize GLM estimation and inference.

problem Regularizing estimation and inference in GLMs with noisy data.
method Iteratively optimizes augmented noise data to converge to regularized model estimates.
result Established convergence and asymptotic distributions for regularized parameters.

S-SGD adds symmetrical noise to weights to avoid sharp minima in deep learning.

problem SGD does not always converge to a flat minimum, leading to poor generalization.
method Symmetrical weight noise injection in SGD.
result S-SGD outperforms conventional SGD and weight-noise injection methods in large batch training.

Shot-Noise processes constitute a useful tool in various areas, in particular in finance. They allow to model abrupt changes in a more flexible way than processes with jumps and hence are an ideal tool for modelling stock prices, credit portfolio risk, systemic risk, or electricity markets. Here we consider a general f…

2016-12-20abs ↗pdf ↗

Unified approach for first-order methods with Markovian noise in stochastic optimization and variational inequalities.

problem Stochastic optimization problems with Markovian noise.
method Unified theoretical analysis of first-order gradient methods using randomized batching and multilevel Monte Carlo.
result Optimal (linear) dependence on the mixing time of the noise sequence, eliminating previous limiting assumptions.

While noise is commonly considered a nuisance in computing systems, a number of studies in neuroscience have shown several benefits of noise in the nervous system from enabling the brain to carry out computations such as probabilistic inference as well as carrying additional information about the stimuli. Similarly, no…

2019-10-11abs ↗pdf ↗

NAPP-ERM improves ERM with differential privacy guarantees by iteratively achieving target regularization and delivering strong convexity.

problem Over-regularization in privacy-preserving ERM approaches.
method Noise-Augmented Privacy-Preserving Empirical Risk Minimization (NAPP-ERM) with a dual-purpose l2 regularizer and privacy budget retrieval strategy.
result Mitigates over-regularization and achieves strong convexity through a single regularizer.

Noise injection (NI) is an efficient technique to mitigate over-fitting in neural networks (NNs). The Bernoulli NI procedure as implemented in dropout and shakeout has connections with l1l_1 and l2l_2 regularization for the NN model parameters. We propose whiteout, a family NI regularization techniques (NIRT) through i…

2016-12-05abs ↗pdf ↗