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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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227454680907 · Jun 202019922001200920172026
48 results for multiplicative scoring function

Improves conformal prediction by combining multiple score functions and optimizing weights.

problem Limitations of single-score conformal predictors in multi-class classification.
method Combines multiple score functions and optimizes weights to minimize prediction set size.
result Consistently outperforms single-score conformal predictors while maintaining valid coverage.

Proposes a new scoring function for linear classifiers to improve object positioning in feature space.

problem Lack of information about relative positions of recognized objects in feature space.
method Calculates a scoring function based on object distance from decision boundary and class centroid.
result Demonstrates effectiveness of the proposed method compared to other ensemble algorithms on multiple datasets.

Algorithm optimizes biological sequences using bootstrapped training with a score-conditioned generator.

problem Optimizing biological sequences for a black-box score function.
method Bootstrapped training of score-conditioned generator (BootGen) algorithm.
result Our method outperforms competitive baselines on biological sequential design tasks.

Improved hypothesis testing and change-point detection using diffusion-based methods.

problem Limited power of score-based hypothesis tests and change-point detection.
method Extending score-based Fisher divergence to diffusion-divergence by multiplying score functions with a matrix-valued function or weight matrix.
result Theoretical quantification and demonstration of optimal performance of diffusion-based algorithms.

SACP aggregates nonconformity scores from multiple predictors to create more efficient uncertainty sets.

problem Combining predictive uncertainties from multiple models for efficient and reliable uncertainty quantification.
method SACP (Symmetric Aggregated Conformal Prediction) aggregates nonconformity scores using a flexible symmetric aggregation function.
result SACP consistently improves efficiency and often outperforms state-of-the-art model aggregation baselines.

UCoS avoids forward model evaluations in sampling for large-scale linear inverse problems.

problem Efficient sampling from posterior distributions in large-scale linear inverse problems.
method UCoS approach that learns a task-dependent score function offline and uses affine transformations to derive the conditional score.
result UCoS eliminates the need for forward model evaluations during sampling, making it more efficient.

Proposes sigmoidF1 loss for multilabel classification, improving performance metrics.

problem Lack of smooth, tractable loss functions for multilabel classification.
method Introduces sigmoidF1, a smooth F1 score surrogate loss function.
result sigmoidF1 outperforms other loss functions on various datasets and metrics.

SGMs are robust to practical errors via uncertainty quantification.

problem Robustness of SGMs to practical implementation errors.
method Wasserstein uncertainty propagation (WUP) theorem and Bernstein estimates.
result SGMs are provably robust to multiple sources of error.

A new method optimizes anomaly scoring from score distribution to improve AD performance.

problem Vulnerability to anomaly contamination and lack of adaptability in existing AD methods.
method Optimizes anomaly scoring function from score distribution perspective, using Overlap loss.
result Overlap loss-based AD models significantly outperform state-of-the-art methods.

Two novel algorithms improve distributed machine learning in the presence of Byzantine adversaries.

problem Improving distributed machine learning in the presence of Byzantine adversaries.
method Two novel stochastic gradient descent algorithms, ByGARS and ByGARS++, using reputation scores for gradient aggregation.
result Robust to any number of multiplicative noise Byzantine adversaries and converge for strongly convex loss functions.

A new method combines scores of individual observations to efficiently approximate posterior distributions.

problem Handling posterior distributions conditioned on multiple observations with neural methods.
method Conditional score modeling to combine learned scores from individual observations.
result Sample-efficient method that can aggregate multiple observations at inference time.

A new framework for paired-sample testing in high-dimensional data.

problem Challenges in standard paired-sample testing for high-dimensional data.
method Develops a two-step testing procedure using scoring functions and Wilcoxon signed-rank test.
result Substantial performance gains in testing accuracy compared to traditional methods.

Infinite-dimensional SBDMs improve image generation across multiple resolutions.

problem Efficient image generation at high resolutions and across different levels.
method Developed SBDMs in infinite-dimensional setting, using trace class operators and operator networks.
result Improved efficiency and generalization across resolution levels.

This work extends score-based methods to binary data on the Boolean hypercube.

problem Learning and sampling binary data on the Boolean hypercube.
method Adopting Bernoulli noise as a smoothing device, deriving a TMF-like expression for the optimal denoiser, and using a Langevin-like sampler.
result The method successfully samples noisy binary data and reduces effective noise through multiple measurements.

Mixed integer programming identifies critical neurons in neural networks.

problem Identifying neurons critical for network performance and generalization.
method Developed a mixed integer program (MIP) to assign importance scores to neurons, guiding pruning decisions.
result The method identifies multiple 'lucky' sub-networks resulting in optimized architectures that generalize across datasets.

Paper tackles best mixed arm identification with cost constraints in bandit models.

problem Finding the best mixed arm with cost constraints in a stochastic bandit model.
method Proposes SFSR algorithm combining successive reject and score-function-based rejection criteria.
result Upper and lower bounds on mis-identification probability show exponential decay with budget.

Framework uses diffusion models to infer material properties from noisy mechanical measurements.

problem Inference of spatially varying material properties from noisy mechanical responses.
method Conditional score-based diffusion models approximating the score function of a conditional distribution.
result Framework can efficiently solve large-scale physics-based inverse problems.

MCP extends conformal prediction to vector-valued score functions without data splitting.

problem Fixed prediction set shapes in scalar score functions limit coverage guarantees.
method MCP uses a single optimization problem for prediction set design and calibration, eliminating data splitting.
result RemMCP and RelMCP achieve target coverage with smaller or comparable prediction set sizes, reducing variance.

Proposes a method to measure similarity between anomaly scores from different methods.

problem Difficulty in directly comparing anomaly detection methods.
method A measure based on extremal similarity in scoring distributions using a novel upper quadrant modeling approach.
result Demonstrates the ability to detect clusters of anomaly detection algorithms and achieve an accurate ensemble algorithm.

GT-Score reduces overfitting in trading strategies by integrating multiple criteria.

problem Overfitting in data-driven financial models leads to unreliable out-of-sample performance.
method Integrates performance, statistical significance, consistency, and downside risk into a composite objective function.
result Improves generalization ratio by 98% compared to baseline objective functions in walk-forward validation.

Proposes a new method to minimize non-singleton predictions in conformal prediction.

problem Large prediction sets in conformal prediction are costly and inefficient.
method Introduces a new nonconformity score to minimize non-singleton sets and provides an algorithm to compute it efficiently.
result The proposed Singleton-Optimized Conformal Prediction (SOCOP) method increases singleton frequency by over 20% compared to standard scores, with minimal impact on average set size.

Paper proposes efficient cost functions for automated market makers in DeFi.

problem Inefficient and computationally complex cost functions in DeFi.
method Proposes and analyzes constant circle/ellipse based cost functions.
result Proposed cost functions are computationally efficient and robust against attacks.

Proposes a method for evaluating multiple dimensions of organizational effectiveness using DEA.

problem Evaluating multiple dimensions of organizational effectiveness in large data sets.
method Introduces two regularized DEA models (SBM and GP-SBM) to estimate both dimension-specific and aggregate efficiency scores.
result Demonstrates improved efficiency and validity compared to conventional methods.

We propose a supervised anomaly detection method for data with inexact anomaly labels, where each label, which is assigned to a set of instances, indicates that at least one instance in the set is anomalous. Although many anomaly detection methods have been proposed, they cannot handle inexact anomaly labels. To measur…

2019-09-11abs ↗pdf ↗

The paper proposes a method to construct well-calibrated prediction sets for correlated target variables.

problem Constructing well-calibrated prediction sets for correlated target variables.
method The method uses vine copulas to estimate the joint cumulative distribution function of non-conformity scores and improves the asymptotic efficiency of the quantile estimate.
result The method guarantees asymptotically exact coverage and competitive efficiency on real-world regression problems.

The joint PLDA model, is a generalization of PLDA where the nuisance variable is no longer considered independent across samples, but potentially shared (tied) across samples that correspond to the same nuisance condition. The original work considered a single nuisance condition, deriving the EM and scoring formulas fo…

2018-03-09abs ↗pdf ↗

New method uses zeroth-order queries to approximate proximal sampling efficiently.

problem Approximating proximal sampling with zeroth-order information.
method Direct simulation of heat flow dynamics, treating intermediate distribution as Gaussian mixture.
result Inherits exponential convergence under isoperimetric conditions, avoids rejection sampling.