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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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2835678501,133 · Jun 202019922001200920172026
48 results for non-stationary data streams

In data stream mining, predictive models typically suffer drops in predictive performance due to concept drift. As enough data representing the new concept must be collected for the new concept to be well learnt, the predictive performance of existing models usually takes some time to recover from concept drift. To spe…

2019-01-07abs ↗pdf ↗

Bayesian non-parametric model adapts to concept drifts in streaming data.

problem Inference under concept drift phenomenon for non-stationary data streams.
method Variational inference algorithm for Dirichlet process mixture models with exponential forgetting.
result The proposed model outperforms state-of-the-art algorithms in clustering problems.

This research generates synthetic data streams for handling concept drifts and novel classes.

problem Handling concept drifts and novel classes in dynamic data streams.
method Synthetic data stream generation for both concept drifts and novel classes.
result Demonstrates the effectiveness of unsupervised drift detectors in open set recognition.

SONAR improves outlier detection for streaming data with strong theoretical guarantees.

problem Outlier detection for non-stationary streaming data with high Type I/II errors.
method SONAR is an efficient SGD-based OCSVM solver with strong convex regularization and lifelong learning guarantees.
result SONAR outperforms traditional OCSVM in Type I/II error rates under non-stationary data.

Improves decision tree performance by correcting split selection errors.

problem Invalid statistical guarantees in split selection for decision trees.
method Introduces anytime-valid inference to provide valid statistical guarantees.
result Provides anytime-valid control of false splits under arbitrary data streams.

Streaming adaptations of manifold learning based dimensionality reduction methods, such as Isomap, are based on the assumption that a small initial batch of observations is enough for exact learning of the manifold, while remaining streaming data instances can be cheaply mapped to this manifold. However, there are no t…

2018-04-24abs ↗pdf ↗

LUNAR uses cellular automata for real-time data classification in fast streams.

problem Real-time machine learning challenges with fast data streams and concept drift.
method Streamified cellular automata approach for incremental learning and adaptation.
result Competitive performance in classification compared to established online learning methods.

Efficiently trains GMMs for streaming data with SGD, addressing local optima and numerical instabilities.

problem Local optima and numerical instabilities in training GMMs for high-dimensional streaming data.
method Stochastic Gradient Descent (SGD) with adaptive annealing and exponential-free approximation.
result SGD approach trains GMMs without k-means initialization and outperforms sEM for high-dimensional data.

While deep learning has achieved remarkable results on various applications, it is usually data hungry and struggles to learn over non-stationary data stream. To solve these two limits, the deep learning model should not only be able to learn from a few of data, but also incrementally learn new concepts from data strea…

2019-08-27abs ↗pdf ↗

Unified approach for learning state representations from streaming data.

problem Learning reusable state representations from high-dimensional, non-stationary data.
method Unified mathematical formulation for learning latent relations, enabling flexible and principled shaping of latent space.
result Improved understanding and evaluation of existing unsupervised learning approaches.

Paper addresses challenges in benchmarking stream learning algorithms with real-world data.

problem Lack of publicly available non-stationary real-world datasets for evaluating stream algorithms.
method Proposes a new public data repository for benchmarking stream algorithms with real-world data.
result Mitigates problems related to dataset choice in experimental evaluation of stream classifiers and drift detectors.

New Hermite series estimator for Spearman rank correlation in non-stationary data.

problem Estimating time-varying Spearman rank correlation efficiently.
method Hermite series based sequential estimator for both stationary and non-stationary settings.
result Competitive performance compared to existing algorithms in simulations and real data.

DDG-DA predicts future data distribution to adapt models for predictable concept drift.

problem Adapting models to streaming data with predictable concept drift.
method Train a predictor to forecast future data distribution, generate training samples, and train models on them.
result Significant improvement on multiple models in real-world tasks.

Study online conformal prediction for non-stationary data with optimal training-conditional regret.

problem Online prediction for non-stationary data streams with unknown distribution drift.
method Proposes split-conformal and full-conformal algorithms that adapt to drift detection and incorporate stability for online learning.
result Proves minimax-optimal regret for online full conformal algorithm under appropriate restrictions.

New method tackles dynamic data labeling issues with limited labels.

problem Dynamic data labeling with scarce labeled instances.
method Instance exploitation technique for aggressive model adaptation.
result Aggressive model adaptation leads to better performance than standard methods.

STVNN models spatiotemporal data using covariance matrices.

problem Challenges in modeling spatiotemporal interactions in multivariate time series.
method Introduces SpatioTemporal coVariance Neural Network (STVNN) that operates on sample covariance matrix and uses joint spatiotemporal convolutions.
result STVNN is stable to online estimation uncertainties and outperforms temporal PCA.

We propose a novel online learning algorithm for Restricted Boltzmann Machines (RBM), namely, the Online Generative Discriminative Restricted Boltzmann Machine (OGD-RBM), that provides the ability to build and adapt the network architecture of RBM according to the statistics of streaming data. The OGD-RBM is trained in…

2018-03-06abs ↗pdf ↗

Hop Sampling improves GNNs in non-stationary environments by preventing overfitting.

problem Non-stationary environments cause concept drift, making GNNs overfit to training graphs.
method Randomly selects the number of propagation steps in GNNs to prevent overfitting.
result Improves GNNs' prediction accuracy by 7.97% and 16.93% in LINE Coupon recommender systems.

This paper presents GRASTA (Grassmannian Robust Adaptive Subspace Tracking Algorithm), an efficient and robust online algorithm for tracking subspaces from highly incomplete information. The algorithm uses a robust l1l^1-norm cost function in order to estimate and track non-stationary subspaces when the streaming data …

2011-09-18abs ↗pdf ↗

Study improves neural network performance in sequential learning for image classification.

problem Improving neural network performance in sequential learning for image classification.
method Evaluation of approaches for computing prequential description lengths, proposing forward-calibration and replay-streams.
result Improved description lengths for image classification datasets, outperforming previous results.

We first pose the Unsupervised Progressive Learning (UPL) problem: an online representation learning problem in which the learner observes a non-stationary and unlabeled data stream, learning a growing number of features that persist over time even though the data is not stored or replayed. To solve the UPL problem we …

2019-04-03abs ↗pdf ↗

Data stream classification methods demonstrate promising performance on a single data stream by exploring the cohesion in the data stream. However, multiple data streams that involve several correlated data streams are common in many practical scenarios, which can be viewed as multi-task data streams. Instead of handli…

2019-08-15abs ↗pdf ↗

Paper addresses private online convex optimization with optimal algorithms in various geometries and high-dimensional bandits.

problem Private online convex optimization with streaming and continual release data.
method Proposes a private variant of online Frank-Wolfe algorithm with recursive gradients for variance reduction.
result Achieves optimal excess risk in linear time for 1<p21<p\leq 2 and state-of-the-art excess risk for 2<p2<p\leq\infty.

Develops a deep non-stationary kernel for non-stationary spatio-temporal point processes.

problem Capturing non-stationary dependencies in point process data.
method Approximates the influence kernel with a novel low-rank decomposition and introduces a log-barrier penalty to maintain non-negativity.
result Demonstrates superior performance and computational efficiency compared to state-of-the-art methods.

Online distributional prediction with latent cluster geometry

problem Predicting the full data-generating distribution in non-stationary streams
method Representing candidate laws as latent cluster geometry and using Gibbs quasi-posterior
result Achieving sublinear cumulative Wasserstein regret under bounded support and stable latent geometry