Research
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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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215431646861 · Jun 202019922001200920172026
48 results for optimism bias

Paper addresses underestimation bias in double Q-learning, proposing a method to improve learning performance.

problem Underestimation bias in double Q-learning leading to non-optimal fixed points.
method Proposes a simple approach using approximate dynamic programming to bound the target value.
result Significant improvement in learning performance over baseline algorithms in Atari benchmark tasks.

The paper analyzes optimal implicit bias in linear regression for over-parameterized models.

problem Finding the best generalization performance in over-parameterized linear regression.
method Asymptotic analysis of generalization performance for convex functions/potentials.
result Optimal implicit bias that achieves the best generalization error under certain conditions.

New insights into bias mitigation show DRO isn't a complete solution.

problem Bias in machine learning systems across different data subsets.
method Theoretical analysis of Distributionally Robust Optimization (DRO) and data curation.
result Neither DRO nor data curation alone can fully address bias issues.

Bayesian imputation optimizes bias-variance tradeoff in time-series data.

problem Look-ahead bias in imputation of missing time-series data.
method Wasserstein interpolation for Bayesian posterior consensus distribution.
result Optimal control of look-ahead bias and variance in imputation.

This work investigates implicit bias in multiclass separable data using a novel geometry-aware optimizer.

problem Understanding implicit bias in overparameterized models on multiclass separable data.
method Introduces NucGD, a geometry-aware optimizer enforcing low-rank structures through nuclear norm constraints.
result NucGD enables scalable training and characterizes the impact of stochastic optimization dynamics.

New insights into bias-variance tradeoff for data-driven optimization under local misspecification.

problem Understanding the relative performance of SAA, IEO, and ETO under local misspecification.
method Developed a local misspecification perspective using contiguity theory in statistics.
result Explicit expressions for decision bias and geometric understanding of variance.

New algorithm achieves optimal regret in average reward MDPs without prior bias information.

problem Achieving optimal regret in average reward MDPs with computational efficiency and without prior bias information.
method Projective Mitigated Extended Value Iteration (PMEVI) to compute bias-constrained optimal policies efficiently.
result First tractable algorithm with minimax optimal regret of O~(sp(h)SAT)\widetilde{\mathrm{O}}(\sqrt{\mathrm{sp}(h^*) S A T}).

In classification problems, sampling bias between training data and testing data is critical to the ranking performance of classification scores. Such bias can be both unintentionally introduced by data collection and intentionally introduced by the algorithm, such as under-sampling or weighting techniques applied to i…

2017-10-31abs ↗pdf ↗

New methods reduce bias in estimating optimality gaps for risk-averse stochastic programs.

problem Optimality gap estimation bias in risk-averse stochastic programs.
method Two independent samples, each estimating a different component of the optimality gap.
result Our method reduces bias in estimating optimality gaps for risk-averse problems.

Study measures gender bias in machine translation using multiple reference points.

problem Measuring and identifying gender bias in machine translation.
method Used an optimal non-biased translator, reference points from occupational statistics and survey.
result Found bias against both genders, but more against women, and found occupations have a greater effect than adjectives.

Bayesian imputation optimizes bias-variance trade-off in time-series data.

problem Look-ahead bias in imputation of missing time-series data.
method Bayesian consensus posterior that fuses multiple posteriors to optimize bias and variance trade-off.
result Benefit of imputation for portfolio allocation with missing returns demonstrated.

Careful tuning of the learning rate, or even schedules thereof, can be crucial to effective neural net training. There has been much recent interest in gradient-based meta-optimization, where one tunes hyperparameters, or even learns an optimizer, in order to minimize the expected loss when the training procedure is un…

2018-03-06abs ↗pdf ↗

Machine learning models predict brain age with systematic bias, corrected in this study.

problem Systematic bias in machine learning regression models for brain age prediction.
method General constrained optimization approach to correct bias.
result Our method effectively eliminates the bias from brain age predictions.

This work overcomes bias in concave multi-objective reinforcement learning.

problem Gradient bias in policy gradient methods for concave scalarized multi-objective reinforcement learning.
method Developed a Natural Policy Gradient (NPG) algorithm with a multi-level Monte Carlo (MLMC) estimator.
result Achieved optimal O~(ε2)\widetilde{\mathcal{O}}(ε^{-2}) sample complexity for computing an εε-optimal policy.

A new method corrects bias in high-dimensional ridge regression.

problem Inherent bias in ridge regression limits statistical efficiency and scalability.
method Iterative bias correction strategy for p<np < n and Ridge-Screening method for p>np > n.
result Valid inferences and asymptotic properties established for de-biased ridge estimators.

A new algorithm CAP learns optimal policies from observational data with confounding bias and missing observations.

problem Offline contextual bandit with confounding bias and missing observations.
method CAP policy learning, forming reward function as solution of integral equation system, building confidence set, and greedily taking action with pessimism.
result Developed an upper bound to the suboptimality of CAP for the offline contextual bandit problem.

Study shows momentum-based optimizers like Muon and MomentumGD bias towards KKT points in smooth homogeneous models.

problem Understanding the implicit bias of momentum-based optimizers on smooth homogeneous models.
method Analysis of Muon, MomentumGD, Signum, and Adam optimizers under decaying learning rate schedules.
result Momentum-based optimizers approximate steepest descent trajectories and bias towards KKT points of margin maximization problems.

DoubleGen addresses bias in generative modeling of counterfactuals.

problem Bias in generative models for counterfactual outcomes.
method Doubly robust framework that modifies generative modeling training objectives to mitigate confounding and misspecification biases.
result Successfully addresses confounding bias even if only one auxiliary model is correct.

We find the optimal error for a constrained regression model under a linear model.

problem Minimizing error while adhering to demographic parity constraints.
method Proposed a minimax optimal error analysis for a demographic parity-constrained regression problem within a linear model.
result The minimax optimal error is characterized by $Θ( rac{dM}{n})$.

New findings show DNC is not optimal for deep models, revealing a low-rank bias.

problem Theoretical limitations of DNC in non-linear models and multi-class classification.
method Analysis of non-linear models of arbitrary depth in multi-class classification.
result DNC stops being optimal for DUFM when going beyond two layers or two classes, due to a low-rank bias.

Paper tackles bias-variance trade-off in missing data, proposing a dynamic framework.

problem Missing data in practical applications deteriorates model performance.
method Develops a fine-grained dynamic learning framework to jointly optimize bias and variance.
result Theoretical and empirical validation of joint bias-variance optimization.

Study shows SGD's generalization is not explained by implicit bias.

problem Explaining the generalization ability of overparameterized learning algorithms.
method Revisited Stochastic Convex Optimization with SGD, demonstrating limitations of implicit bias.
result No distribution-independent or distribution-dependent implicit regularizer can explain SGD's generalization.

Graph neural networks improve combinatorial optimization by leveraging inductive bias.

problem Combinatorial optimization problems often arise from related data distributions.
method Using graph neural networks to enhance or solve combinatorial tasks.
result Graph neural networks effectively encode combinatorial and relational input.

Scalable algorithm for computing Wasserstein-2 barycenters without bias.

problem Computing Wasserstein-2 barycenters efficiently and accurately.
method Input convex neural networks and cycle-consistency regularization.
result Our approach avoids introducing bias and does not require minimax optimization.

Gradient descent struggles with learning a single neuron with bias.

problem Learning a single neuron with a bias term in the realizable setting with ReLU activation.
method Theoretical study using gradient descent, characterizing critical points, and providing convergence guarantees.
result Gradient descent faces significant challenges in learning a single neuron with bias, unlike the bias-less case.

Paper explores robust regression methods and their bias-variance trade-off.

problem Understanding the trade-off between robust estimation and optimization methods.
method Examines traditional outlier-resistant robust estimation and robust optimization.
result Both methods follow converse strategies due to a bias-variance trade-off.

We study the implicit bias of generic optimization methods, such as mirror descent, natural gradient descent, and steepest descent with respect to different potentials and norms, when optimizing underdetermined linear regression or separable linear classification problems. We explore the question of whether the specifi…

2018-02-22abs ↗pdf ↗

The study addresses biases in evaluating molecular optimization methods and proposes methods to reduce these biases.

problem Biases in in silico evaluation of molecular optimization methods.
method Discussion and empirical investigation of bias reduction methods for predictor misspecification and sample reuse.
result Empirical investigation of bias reduction methods for predictor misspecification and sample reuse.

In many applications we seek to maximize an expectation with respect to a distribution over discrete variables. Estimating gradients of such objectives with respect to the distribution parameters is a challenging problem. We analyze existing solutions including finite-difference (FD) estimators and continuous relaxatio…

2018-09-29abs ↗pdf ↗

Stochastic Gradient Descent shows directional bias with moderate learning rates, impacting optimization outcomes.

problem Understanding the bias of SGD with moderate learning rates in practical scenarios.
method Analyzing SGD and GD on an overparameterized linear regression problem.
result SGD converges along large eigenvalue directions, GD along small ones, affecting early stopping outcomes.

The paper corrects bias in fluid approximation for better decision-making in stochastic optimization.

problem Bias introduced by using mean values in fluid approximation leads to suboptimal decisions.
method Identifying a decision-corrected point estimate that yields optimal decisions.
result A corrected point estimate exists under certain conditions and can be computed algorithmically.