Online class imbalance learning constitutes a new problem and an emerging research topic that focusses on the challenges of online learning under class imbalance and concept drift. Class imbalance deals with data streams that have very skewed distributions while concept drift deals with changes in the class imbalance s…
On-device research index
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.
168,657 papers · 148 categories
Trend · papers per month
48 results for “online resampling”
A new online bootstrap method for time series data.
problem Applying traditional bootstrap methods to time series data with dependencies.
method An autoregressive sequence of resampling weights to account for data dependencies.
result The method provides reliable uncertainty quantification in real-time applications.
Purpose: Malicious web domain identification is of significant importance to the security protection of Internet users. With online credibility and performance data, this paper aims to investigate the use of machine learning tech-niques for malicious web domain identification by considering the class imbalance issue (i…
Cheap methods improve uncertainty in SGD solutions.
problem Uncertainty quantification in SGD solutions.
method Two resampling-based methods: parallel resampling with replacement and online resampling.
result Significantly reduced computation effort in constructing confidence intervals.
An online framework improves investment management by making incremental updates.
problem Offline investment processes restrict silos from collectively pursuing a unified goal.
method Developed an online algorithm workflow for portfolio management.
result The online framework outperforms market benchmarks and reduces overfitting.
Study assesses whether RL algorithm personalizes treatment sequences.
problem Evaluate if RL algorithm truly personalizes treatment sequences.
method Resampling-based methodology to investigate personalization.
result RL algorithm's personalization may be due to stochasticity.
We propose a sample-efficient alternative for importance weighting for situations where one only has sample access to the probability distribution that generates the observations. Our new method, called Geometric Resampling (GR), is described and analyzed in the context of online combinatorial optimization under semi-b…
New method for online inference using SGD with random scaling.
problem Efficient online inference for SGD parameters.
method Asymptotic pivotal statistics via random scaling.
result Robust and efficient online inference without resampling.
This study introduces a framework for the forecasting, reconstruction and feature engineering of multivariate processes along with its renewable energy applications. We integrate derivative-free optimization with an ensemble of sequence-to-sequence networks and design a new resampling technique called additive resampli…
This paper improves FTPL algorithm for semi-bandit problems with best-of-both-worlds guarantees.
problem Optimizing regret in adversarial and stochastic -set semi-bandit problems.
method Extending FTPL with geometric resampling (GR) to -set semi-bandits and analyzing its performance.
result FTPL with Fréchet and Pareto distributions achieves regret in adversarial setting and logarithmic regret in stochastic setting.
Proposes a new resampling method for off-policy evaluation in stochastic control.
problem Estimating policy performance from data generated under a different policy.
method K-nearest neighbor resampling procedure for off-policy evaluation.
result Statistical consistency results for the proposed method under weak conditions.
Differentiable resampling improves particle filter performance.
problem Non-differentiability of traditional resampling in particle filters.
method Introduced a neural network resampler (particle transformer) trained with a likelihood-based loss function.
result Learned resampling outperforms traditional methods on synthetic and real-world tasks.
A new differentiable resampling method for Monte Carlo simulations.
problem Improving the efficiency and differentiability of resampling in Monte Carlo simulations.
method Proposes a diffusion model surrogate for resampling, proving consistency and outperforming existing methods.
result The proposed method outperforms state-of-the-art differentiable resampling methods on various benchmarks.
A new method estimates time-varying parameters in earth system models using offline and online data assimilation.
problem Estimating time-varying parameters in complex earth system models.
method Hybrid Offline Online Parameter Estimation with Particle Filtering (HOOPE-PF)
result HOOPE-PF outperforms existing methods, especially with small ensemble sizes.
In many real-world binary classification tasks (e.g. detection of certain objects from images), an available dataset is imbalanced, i.e., it has much less representatives of a one class (a minor class), than of another. Generally, accurate prediction of the minor class is crucial but it's hard to achieve since there is…
New algorithms improve federated learning accuracy and stability with real-world data.
problem Real-world data diversity and imbalance challenge federated learning.
method Developed new algorithms (FedVC, FedIR) to resample and reweight data.
result Significant improvements in accuracy and stability of federated learning.
fastml guards against data leakage in automated machine learning.
problem Data leakage during preprocessing before resampling inflates apparent performance.
method fastml uses guarded resampling to re-estimate preprocessing inside each resample.
result Guarded resampling reduces apparent performance compared to global preprocessing.
New law predicts first extinction in resampling processes.
problem Intractable extinction times in resampling processes.
method Modeling multinomial updates as independent square-root diffusions.
result Closed-form law for first-extinction time with linear cost.
This paper tackles noisy multi-objective optimization with adaptive resampling using bootstrapping.
problem Challenges in optimizing noisy multi-objective problems, especially trade-offs between exploration and exploitation.
method Adaptive resampling with bootstrapping to estimate probability of dominance and improve precision.
result Demonstrates the efficiency of the resampling approach in NSGA-II algorithm under multiple noise variations.
This work proves convergence of adaptive resampling for random Fourier features.
problem Sampling Fourier frequencies well for high-dimensional data.
method Data adaptive resampling of Fourier frequencies, asymptotically optimal.
result Proves convergence of adaptive resampling method for regression and classification problems.
Class imbalance problem is commonly faced while developing machine learning models for real-life issues. Due to this problem, the fitted model tends to be biased towards the majority class data, which leads to lower precision, recall, AUC, F1, G-mean score. Several researches have been done to tackle this problem, most…
Generates diverse images by resampling specific parts while maintaining global consistency.
problem Creating diverse images while maintaining global consistency in certain parts.
method Developed a new network architecture, training procedure, and resampling algorithm.
result Achieved low distortion block-resampling with spatially stochastic networks.
DAIS improves AIS by resampling, avoiding gradient issues.
problem Low effective sample size in DAIS.
method DAIS with resampling step to improve efficiency.
result Resampling step avoids gradient variance issues.
Study shows resampling can drastically alter PCA results.
problem Stability and sensitivity of PCA under data resampling.
method Analyzed resampling sensitivity of high-dimensional PCA.
result PCA's principal components become asymptotically orthogonal when resampling is significant.
Study compares resampling methods for rare event prediction in longitudinal studies.
problem Predicting rare events in longitudinal follow-up studies.
method Comparison of resampling methods to improve standard regression models.
result Effect of sampling rate on model predictive performance.
Toy model study shows resampling/reweighting can improve feature learning in imbalanced classification.
problem Improving feature learning in imbalanced classification problems.
method High-dimensional toy model with replica method, class-wise resampling/reweighting, and simplified model.
result No resampling/reweighting can sometimes give best feature learning performance.
Twin-Boot integrates uncertainty estimation into optimization using parallel training of identical models.
problem Uncertainty in overparameterized models, especially in low-data regimes.
method Twin-Bootstrap Gradient Descent (Twin-Boot) trains two identical models on independent bootstrap samples and uses their divergence to guide learning.
result Improves calibration and generalization, yields interpretable uncertainty maps.
This paper investigates bias in resampled backtests for financial portfolios, finding it often negligible.
problem Bias in resampled backtests for financial portfolio evaluation.
method Investigation of bias in rolling-window mean-variance portfolios using resampling techniques.
result The bias in Sharpe Ratio estimates from IID resampling is often a fraction of estimation noise, making it tolerable.
Resampling outperforms reweighting for correcting biased data in machine learning models.
problem Correcting sampling bias in machine learning models trained on biased data sets.
method Compared resampling and reweighting techniques, focusing on their performance with stochastic gradient algorithms.
result Resampling outperforms reweighting when combined with stochastic gradient algorithms.
Improved particle filters for estimating model parameters using differentiable resampling.
problem Inability to differentiate sampling and resampling steps in particle filters.
method Extended reparameterisation trick to include stochastic input, enabling differentiation. Used p-MCMC and NUTS for parameter estimation.
result NUTS improves mixing of Markov chain and produces more accurate results in less time.
Bayesian neural networks improve reliability in multimedia forensics.
problem Challenges with out-of-distribution data in multimedia authentication.
method Proposes Bayesian neural networks (BNN) for forensic tasks.
result BNNs provide distributions for better reliability and out-of-distribution detection.
An approximate method for conducting resampling in Lasso, the penalized linear regression, in a semi-analytic manner is developed, whereby the average over the resampled datasets is directly computed without repeated numerical sampling, thus enabling an inference free of the statistical fluctuations due to sam…
Package {mlr3spatiotempcv} simplifies spatiotemporal resampling methods in R.
problem Assessing and tuning spatial and spatiotemporal machine learning models.
method Integrates various spatiotemporal resampling methods into the {mlr3} framework.
result Provides a consistent interface for spatiotemporal resampling methods.
ART adapts class-wise resampling to improve imbalanced classification performance.
problem Class imbalance in classification tasks limits model performance.
method ART uses adaptive resampling based on class-wise performance metrics.
result ART consistently outperforms other methods on diverse benchmarks.
This paper addresses GE estimation in non-standard settings using various resampling methods.
problem Biased GE estimates in non-standard settings like clustered data and concept drift.
method Tailored resampling methods for clustered, spatial, unequal sampling, concept drift, and hierarchically structured outcomes.
result Standard resampling methods often yield biased GE estimates in non-standard settings.
A common issue for classification in scientific research and industry is the existence of imbalanced classes. When sample sizes of different classes are imbalanced in training data, naively implementing a classification method often leads to unsatisfactory prediction results on test data. Multiple resampling techniques…
A new particle filter avoids resampling to improve state estimation in high dimensions.
problem Particle deprivation in high-dimensional state spaces.
method A resampling-free particle filter designed to mitigate particle deprivation.
result The filter offers a near-accurate representation of the posterior distribution in high-dimensional contexts.
Paper uses K-NN resampling to simulate and evaluate LOB markets.
problem Simulating and evaluating limit order book (LOB) markets.
method Applies -nearest neighbor (-NN) resampling to LOB simulation and evaluation.
result Demonstrates the effectiveness and efficiency of -NN resampling in LOB simulation and evaluation.
It is known that evolution strategies in continuous domains might not converge in the presence of noise. It is also known that, under mild assumptions, and using an increasing number of resamplings, one can mitigate the effect of additive noise and recover convergence. We show new sufficient conditions for the converge…
Fingerprinting-based positioning, one of the promising indoor positioning solutions, has been broadly explored owing to the pervasiveness of sensor-rich mobile devices, the prosperity of opportunistically measurable location-relevant signals and the progress of data-driven algorithms. One critical challenge is to contr…
Importance sampling (IS) is a common reweighting strategy for off-policy prediction in reinforcement learning. While it is consistent and unbiased, it can result in high variance updates to the weights for the value function. In this work, we explore a resampling strategy as an alternative to reweighting. We propose Im…
New STH distance finds patterns in event timeseries without resampling.
problem Lack of efficient analysis methods for event and state timeseries.
method Define STE-ts, propose STH, leveraging both time and state duration.
result Improved precision and computation time compared to resampled metrics.
The estimation of normalizing constants is a fundamental step in probabilistic model comparison. Sequential Monte Carlo methods may be used for this task and have the advantage of being inherently parallelizable. However, the standard choice of using a fixed number of particles at each iteration is suboptimal because s…
VPR improves posterior uncertainty quantification by combining VI and predictive resampling.
problem Inaccurate posterior sampling with MCMC due to computational constraints.
method Variational predictive resampling (VPR) that uses VI's predictive strength and imputes future observations.
result VPR converges to the exact Bayesian posterior in a Gaussian location model and improves uncertainty quantification.
High-dimensional regression models struggle with resampling methods.
problem Estimating uncertainty in high-dimensional supervised regression tasks.
method Investigation of bootstrap, subsampling, and jackknife methods in high-dimensional generalized linear models.
result Resampling methods exhibit double-descent behavior and are inconsistent in high dimensions.
Framework for fair predictive models using resampled sensitive attributes.
problem Achieving fair predictions in machine learning models.
method Introducing a discrepancy functional and resampling sensitive attributes.
result Improved performance and equitable uncertainty quantification.
Robustly computes intrinsic coordinates on point clouds using resampling and averaging.
problem Computing intrinsic coordinates on noisy or outlier-prone point clouds.
method Subsample data, vary hyperparameters, cluster candidate embeddings, identify representative embeddings, and average them using Procrustes analysis.
result Robust to noise and outliers, validated on synthetic and real data.
CARVE validates clustering results using resampling and stability analysis.
problem Inconsistent and unreliable clustering results due to algorithm, preprocessing, and sensitivity.
method CARVE uses resampling-based validation and stability analysis to evaluate multiple clustering algorithms and hyperparameters.
result CARVE consistently recovers near-optimal clusterings and finer biological structure.