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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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48 results for multiplicative model

Paper defines predictive multiplicity and measures its severity in classification problems.

problem Challenges in machine learning due to competing models with conflicting predictions.
method Formal measures and integer programming tools for linear classification problems.
result Real-world datasets may admit competing models with wildly conflicting predictions.

Introduces Rashomon Capacity to measure predictive multiplicity in probabilistic classifiers.

problem Predictive multiplicity in classification models leading to unjustified decisions.
method Introduces Rashomon Capacity, a metric for probabilistic classifiers, and provides a rigorous derivation.
result Rashomon Capacity captures nuanced score variations and provides strategies for disclosing conflicting models.

This paper explores how balancing and filtering techniques affect predictive multiplicity in machine learning models.

problem Predictive multiplicity due to Rashomon effect in high-stakes environments.
method Investigates the impact of balancing and filtering techniques on predictive multiplicity using 21 real-world datasets.
result Data-centric AI strategies can mitigate predictive multiplicity, but preprocessing methods may introduce it.

Bayesian method corrects for model selection multiplicity in regression.

problem Model selection multiplicity in regression analysis.
method Developed a Bayesian prior distribution based on Holm procedure analogy.
result Adequate multiplicity correction requires sparsity not provided by recommended priors.

This paper solves the multiple reference model problem in RLHF with exact solutions and sample complexity guarantees.

problem Limitations of single reference models in aligning LLMs with human feedback.
method Integrates multiple reference models into RLHF frameworks, addressing theoretical challenges with exact solutions and sample complexity guarantees.
result First exact solution to the multiple reference model problem in reverse KL-regularized RLHF.

The paper introduces new measures to quantify variability in decision tree models due to observational multiplicity.

problem The variability in decision tree models due to observational multiplicity.
method Introduces leaf regret and structural regret to decompose observational multiplicity.
result Structural regret is the primary driver of observational multiplicity, accounting for over 15 times the variability of leaf regret in some datasets.

Framework uses dropout to efficiently explore Rashomon set for multiplicity estimation.

problem Efficiently measuring and mitigating conflicting model outputs in classification tasks.
method Dropout-based exploration of Rashomon set for multiplicity estimation.
result Framework outperforms baselines in multiplicity metric estimation with significant runtime speedup.

Paper extends credit portfolio valuation under model uncertainty for multiple default times.

problem Valuation of credit portfolio derivatives under model uncertainty for multiple default times.
method Introduces a sublinear conditional operator for a family of probability measures.
result Generalizes results for single default time to multiple default times.

We propose a general framework for modeling multiple yield curves which have emerged after the last financial crisis. In a general semimartingale setting, we provide an HJM approach to model the term structure of multiplicative spreads between FRA rates and simply compounded OIS risk-free forward rates. We derive an HJ…

2014-06-17abs ↗pdf ↗

Develops a method for solving optimal stopping problems with multiple exercise rights.

problem Optimal stopping with multiple exercise rights under model uncertainty.
method Pathwise duality approach based on robust martingale dual representation.
result Establishes upper and lower bounds that converge to the true solution.

Paper proposes S-BOMM for optimization with multiple models, focusing on consistency.

problem Optimization challenges with multiple models of varying fidelity and accuracy.
method Set-Based Optimization with Multiple Models (S-BOMM) focusing on model consistency.
result Empirical results show S-BOMM's effectiveness in identifying good solutions across multiple models.

Develops a framework to quantify uncertainties in multiple ML models.

problem Uncertainty in ML model predictions and model inputs.
method Develops a theoretical framework to decouple and transform uncertainties.
result Generates joint distribution of ML predictions considering uncertainties.

MPP trains a transformer to predict multiple physical systems, improving accuracy across various tasks.

problem Training models for specific physical systems is inefficient and requires fine-tuning.
method MPP trains a shared transformer on multiple heterogeneous physical systems, projecting fields into a shared embedding space.
result A single MPP-pretrained transformer outperforms task-specific models on all pretraining sub-tasks and downstream tasks.

New measures quantify uncertainty in survival models for maintenance tasks.

problem Uncertainty in survival models for maintenance tasks.
method Formal measures of ambiguity, discrepancy, and obscurity introduced.
result Multiple accurate survival models may yield conflicting risk estimates.

s-RBFN integrates multiple hypotheses for efficient and diverse prediction.

problem Integrating multiple hypotheses into learning models for regression.
method Structured Radial Basis Function Network (s-RBFN) using Voronoi tessellations and least-squares training.
result s-RBFN achieves superior generalization and efficiency compared to other models.

The paper studies multiple descent in multi-component prediction models.

problem Understanding the risk curves in multi-component prediction models.
method Investigates a 'double random feature model' and 'multiple random feature model' in ridge regression.
result Risk curves of multi-component prediction models can exhibit multiple descents.

Proposes a new framework for evaluating diagnostic models with multiple co-primary endpoints.

problem Overoptimistic assessments of predictive performance in automated medical testing devices.
method Multiple testing framework for diagnostic accuracy studies with co-primary endpoints, using a parametric simultaneous test procedure and Bayesian approach to determine optimal number of models.
result Our approach leads to a better final diagnostic model and increased statistical power.

Bayesian methods improve tracking multiple objects through dynamic dependencies.

problem Tracking multiple objects with time-varying cardinality and unordered measurements.
method Employing Bayesian nonparametric models, specifically dependent Dirichlet and Pitman-Yor processes, for state estimation and Monte Carlo sampling for trajectory learning.
result The proposed methods outperform existing algorithms in estimating the time-varying number of objects and identifying object associations.

The paper analyzes security issues in blockchain ecosystems with multiple SSPs and proposes two models for better stake management.

problem Security issues in blockchain ecosystems with multiple SSPs and stake fragmentation.
method Formalized the Multiple SSP Problem and analyzed two architectures: Model M\mathbb{M} and Model S\mathbb{S} through convex optimization and game-theoretic lens.
result Model S\mathbb{S} achieves tighter security guarantees through single validator sets and aggregated slashing logic.

Modeling student behaviors and multiple predictions for early intervention.

problem Predicting student outcomes and interactions among multiple tasks.
method Proposes a variant of LSTM and soft-attention mechanism for heterogeneous behaviors, and co-attention mechanism for task interactions.
result Demonstrated effectiveness in predicting student outcomes and interactions.

The paper explores methods for inference in multiplicative latent force models.

problem Inference in hybrid models combining mechanistic and flexible components.
method Two methods of approximate inference: gradient matching and mixtures of local approximations.
result Comparison of methods on simulated and motion capture data.

Study proves existence and convergence of discrete-time Kyle models with multiple insiders.

problem Existence and convergence of discrete-time Kyle models with multiple informed traders.
method Proves existence and convergence of discrete-time Kyle models with multiple informed traders using mathematical proofs.
result Equilibrium exists and converges to continuous-time equilibrium as the number of trading times increases.

MultiImport infers node importance from multiple KG signals.

problem Inferring node importance in a knowledge graph from multiple input signals.
method End-to-end latent variable model using attentive graph neural networks.
result MultiImport consistently outperforms existing methods, achieving up to 23.7% higher NDCG@100.

The study examines how hyperparameters affect prediction discrepancies in machine learning models.

problem Prediction inconsistencies across different machine learning models trained on the same dataset.
method Investigation of six models (Elastic Net, Decision Tree, k-NN, SVM, RF, XGBoost) on 21 benchmark datasets, focusing on key hyperparameters.
result Hyperparameter tuning improves model performance but increases prediction discrepancies, especially in Extreme Gradient Boosting.

Extends Kyle model to multiple traders with different time-preference coefficients.

problem Existence and convergence of discrete-time Kyle models with multiple insiders.
method Extends Basak and Cuoco's model to include traders with different time-preference coefficients.
result Parameter restrictions ensure the existence of a Radner equilibrium and long-term survival of traders.

Enhances dynamic system modeling with multiplicative latent forces.

problem Handling sparse data and complex models in dynamic systems.
method Extends latent force models to include multiplicative interactions and introduces an approximation method for inference.
result Improved control over trajectory geometry through multiplicative interactions.

New methods improve LLM preference optimization by intelligently weighting multiple reference models.

problem Improving LLM preference optimization with multiple reference models.
method Introducing four new weighting strategies for multiple-reference preference optimization.
result All four new weighting strategies outperform current methods on preference accuracy.

Missing data is a significant problem impacting all domains. State-of-the-art framework for minimizing missing data bias is multiple imputation, for which the choice of an imputation model remains nontrivial. We propose a multiple imputation model based on overcomplete deep denoising autoencoders. Our proposed model is…

2017-05-08abs ↗pdf ↗

Privacy-preserving machine learning methods add randomness, leading to varying predictions.

problem Privacy-preserving machine learning methods add randomness, leading to varying predictions.
method The study analyzes three DP-ensuring algorithms: output perturbation, objective perturbation, and DP-SGD.
result The degree of predictive multiplicity rises as the level of privacy increases, and is unevenly distributed across individuals and demographic groups.