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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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52104156208 · Jun 202019922001200920172026
48 results for noise balancing

Optimizes Metropolis-Hastings algorithms for efficient sampling in high dimensions.

problem Efficiently sampling from complex target distributions in high-dimensional spaces.
method Analyzes and optimizes the Barker proposal and other locally-balanced algorithms.
result Derives optimal noise distribution and balancing function for the Barker proposal.

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.

The paper explores how symmetries and noise in SGD influence parameter dynamics.

problem Understanding the dynamics of parameter updates in SGD with symmetries.
method Proved the existence of noise equilibria and showed their role in balancing gradient noise.
result Gradient noise creates a systematic motion of parameters to a unique fixed point, called noise equilibria.

DiPriMe forests use private medians to create balanced tree splits for privacy-protected data.

problem Privacy concerns in training random forests due to multiple data queries.
method Proposes DiPriMe forests, which use a private median to generate balanced splits, ensuring differential privacy.
result DiPriMe forests achieve high utility while maintaining differential privacy, as shown both theoretically and empirically.

A trade-off exists between reconstruction quality and the prior regularisation in the Evidence Lower Bound (ELBO) loss that Variational Autoencoder (VAE) models use for learning. There are few satisfactory approaches to deal with a balance between the prior and reconstruction objective, with most methods dealing with t…

2019-09-09abs ↗pdf ↗

SGD in DLNs reveals feature learning dynamics.

problem Understanding SGD dynamics in DLNs during saddle-to-saddle training.
method Stochastic Langevin dynamics with anisotropic, state-dependent noise; one-dimensional per-mode SDEs; Boltzmann distribution approximation.
result SGD noise encodes feature learning progression but does not alter saddle-to-saddle dynamics.

Proposes a text perturbation method using a Mahalanobis metric to balance privacy and utility.

problem Low utility of text analysis when using spherical noise for privacy-preserving text embedding.
method Regularized Mahalanobis metric to add elliptical noise, accounting for embedding space density.
result Improves privacy statistics while maintaining utility, outperforming Laplace mechanism.

Enhanced financial forecasting using supervised autoencoders with noise augmentation and triple labeling.

problem Improving investment strategy performance on noisy financial data.
method Supervised autoencoders with noise augmentation and triple barrier labeling.
result Supervised autoencoders with balanced noise augmentation and bottleneck size significantly boost strategy effectiveness.

A framework uses attention mechanisms to optimise financial portfolios by reducing noise and balancing returns.

problem Balancing investment returns and risks in noisy financial markets.
method Multi-agent framework with attention mechanisms and time series analysis.
result MASAAT framework produces more balanced portfolios with enhanced performance.

The study investigates noise effects on parameter estimation for Ornstein-Uhlenbeck processes.

problem Impact of noise on parameter fitting for Ornstein-Uhlenbeck processes.
method Proposed algorithms to distinguish between thermal and multiplicative noise.
result Effective methods to estimate parameters even when multiplicative noise dominates.

Learning from class-imbalanced data continues to be a common and challenging problem in supervised learning as standard classification algorithms are designed to handle balanced class distributions. While different strategies exist to tackle this problem, methods which generate artificial data to achieve a balanced cla…

2017-11-02abs ↗pdf ↗

New SVM model balances sparsity and robustness in noisy data.

problem Noise sensitivity and lack of sparsity in traditional SVM models.
method Combines elastic net loss with robust loss framework, integrates with SVM, uses half-quadratic algorithm.
result Proves sparsity and robustness, outperforms traditional SVMs in noisy environments.

In this paper, we propose a novel technique to implement stochastic gradient methods, which are beneficial for learning from large datasets, through accelerated stochastic dynamics. A stochastic gradient method is based on mini-batch learning for reducing the computational cost when the amount of data is large. The sto…

2015-11-19abs ↗pdf ↗

Differentially private method for estimating individualized treatment rules.

problem Estimating individualized treatment rules while preserving privacy.
method Differentially private two-stage empirical risk minimization (DP-2ERM).
result Improved privacy-utility trade-off demonstrated through simulations and applications.

Imbalanced data classification problem has always been a popular topic in the field of machine learning research. In order to balance the samples between majority and minority class. Oversampling algorithm is used to synthesize new minority class samples, but it could bring in noise. Pointing to the noise problems, thi…

2019-08-30abs ↗pdf ↗

Balanced Neural ODEs combine VAEs and Neural ODEs for efficient time series modeling.

problem Efficiently modeling systems with time-varying inputs and varying complexity.
method Combines VAEs for dimensionality reduction and Neural ODEs for dynamics, using variational parameters to adaptively learn.
result Balanced Neural ODEs (B-NODE) efficiently approximate Koopman operator without predefined dimensionality.

A new pricing strategy learns customer valuations without noise distribution knowledge.

problem Setting optimal prices for products based on customer valuations with unknown noise.
method Developed a novel perturbed linear bandit framework to learn both contextual functions and market noise.
result Proved sub-linear regret bound and demonstrated superior performance on simulations and real data.

A new reward shaping method balances learning efficiency and effectiveness for robot manipulation.

problem Efficient and effective learning in robot manipulations with system uncertainty.
method Dense2Sparse reward shaping method combining dense and sparse rewards.
result Dense2Sparse method achieves higher expected reward and better system uncertainty tolerance.

This research improves binary classification by balancing overfitting and generalization with a novel Bayesian approach.

problem Improving binary classification models to avoid overfitting and generalize well.
method Introduces a PAC-Bayes type learning rule with a balancing parameter λ to balance training error and KL divergence to a prior.
result A choice of λ ensures uniformly vanishing excess loss, even in the agnostic case, by under-regularizing or over-regularizing appropriately.

This paper surveys various data balancing methods for imbalanced datasets.

problem Imbalanced datasets bias predictions and degrade classifier performance.
method Extensive review of oversampling, undersampling, adaptive, generative, combination, and ensemble methods.
result No single method universally outperforms others; selection depends on dataset characteristics.

Diffusion-GAN uses diffusion to improve GAN training stability and realism.

problem Stability and realism issues in training GANs.
method Diffusion-GAN employs a forward diffusion chain to generate Gaussian-mixture distributed instance noise, with adaptive diffusion process and timestep-dependent discriminator.
result Diffusion-GAN produces more realistic images with higher stability and data efficiency.

Synthetic tabular data synthesis models balance utility and risk.

problem Generating synthetic tabular data for regulated domains.
method Latent flow models with various learning targets, paths, and sampling methods.
result Velocity and posterior matching objectives yield higher utility, while score and noise matching achieve lower risk.

Improved regret bounds for structured linear contextual bandits with Gaussian noise.

problem Optimizing bandit learning algorithms for structured contexts with Gaussian perturbations.
method Proposed simple greedy algorithms for structured linear contextual bandits with Gaussian noise.
result Unified regret analysis for structured parameters with geometric quantities as bounds.

SPPCSO addresses multicollinearity in high-dimensional data, improving model stability and predictive accuracy.

problem Multicollinearity in high-dimensional data leads to unstable estimation and reduced predictive accuracy.
method SPPCSO integrates principal component regression and L1 regularization to adaptively adjust shrinkage factors.
result SPPCSO achieves stable and reliable estimation in high-noise settings, distinguishing signal variables from noise.