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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.

169,341 papers · 148 categories

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24477194 · Jun 202019922001200920182026
48 results for over-fitting avoidance

We present techniques for effective Gaussian process (GP) modelling of multiple short time series. These problems are common when applying GP models independently to each gene in a gene expression time series data set. Such sets typically contain very few time points. Naive application of common GP modelling techniques…

2012-10-09abs ↗pdf ↗

Researchers predict NBA player salaries using machine learning, avoiding overfitting.

problem Predicting NBA player salaries based on performance statistics.
method Selected important determinants, used Random Forest machine learning, avoided overfitting.
result Very satisfactory salary predictions identified for important factors.

The accurate prediction of time-changing covariances is an important problem in the modeling of multivariate financial data. However, some of the most popular models suffer from a) overfitting problems and multiple local optima, b) failure to capture shifts in market conditions and c) large computational costs. To addr…

2013-05-18abs ↗pdf ↗

Learning multiple tasks across heterogeneous domains is a challenging problem since the feature space may not be the same for different tasks. We assume the data in multiple tasks are generated from a latent common domain via sparse domain transforms and propose a latent probit model (LPM) to jointly learn the domain t…

2012-06-27abs ↗pdf ↗

The study compares feature learning techniques for predicting Alzheimer's disease from MRI.

problem Predicting cognitive impairment from MRI data.
method Review and comparison of feature learning and selection techniques.
result Stacked auto-encoders outperformed other methods in MRI-based Alzheimer's disease prediction.

The paper addresses over-fitting in deep learning models trained on imbalanced data.

problem Over-fitting to minor classes in deep learning models trained on imbalanced data.
method Investigated feature deviation and proposed class-dependent temperatures (CDT) to compensate for it.
result CDT helps in overcoming feature deviation, improving model performance on test data of minor classes.

Modern machine learning practices contradict traditional bias-variance theory.

problem Modern machine learning models often fit data perfectly, yet perform well.
method Introducing a 'double descent' curve to reconcile classical and modern practices.
result Increasing model capacity beyond interpolation improves performance.

DropEdge improves deep GCNs for node classification by reducing over-fitting and over-smoothing.

problem Over-fitting and over-smoothing in deep GCNs for node classification.
method Randomly removes edges from the input graph at each training epoch to reduce over-fitting and over-smoothing.
result DropEdge improves performance on various GCN models and prevents over-smoothing.

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.

Combines deep learning with instrumental variables for causal effect prediction.

problem Causal effect estimation in the presence of unobserved confounders.
method Deep instrumental variables networks (D-IV) combining first and second stage neural nets.
result Flexible D-IV framework resolves causal estimation into manageable prediction tasks.

A new matrix factorization method for high-dimensional data.

problem Exploiting sparse structures in complex data for better interpretability.
method Bayesian shrinkage priors and flexible sparse patterns modeled through row and column dependencies.
result Demonstrated practical advantages through simulation and soccer heatmap analysis.

New method finds sparse groups of input variables for neural networks.

problem Finding optimal groups of input variables for neural networks.
method Developed a new loss function and optimization algorithm for multi-layer non-linear neural networks to achieve group sparsity.
result Achieved group sparsity in three real-world datasets, improving model performance and excluding a significant number of variables.

Develops a Bayesian method for an infinite mixture of inverted Dirichlet distributions.

problem Overcoming the need to pre-determine the number of mixture components in Dirichlet process models.
method Adopted the extended variational inference framework to derive an analytically tractable solution.
result Demonstrates good performance and effectiveness compared to other DP-related methods.

Interpolated nearest neighbor algorithms minimize bias in machine learning models.

problem Understanding and reducing overfitting in machine learning models.
method Proves the interpolated nearest neighbor algorithm achieves minimax optimal rates in regression and classification.
result Interpolated nearest neighbor algorithms are statistically optimal and perform better than traditional methods in some cases.

Proposes InfoSSM for interpretable unsupervised learning of complex dynamics.

problem Learning complex nonparametric dynamics from multi-modal data.
method InfoSSM framework using multiple Gaussian process transition models and mutual information regularizer.
result Demonstrates improved interpretability and performance in multi-modal dynamics.

Paper combines scalable BMF algorithms for web-scale datasets.

problem High computational cost of Bayesian Matrix Factorization.
method Combines Posterior Propagation and asynchronous distributed implementation.
result Substantial improvements in scalability on web-scale datasets.

Optimal feature learning strength improves generalization in deep networks.

problem Understanding how feature learning strength affects generalization in practical settings.
method Empirical studies and theoretical analysis of gradient flow dynamics in two-layer ReLU nets.
result Optimal feature learning strength yields substantial generalization gains, contrary to the prevailing intuition.

The optimization of large portfolios displays an inherent instability to estimation error. This poses a fundamental problem, because solutions that are not stable under sample fluctuations may look optimal for a given sample, but are, in effect, very far from optimal with respect to the average risk. In this paper, we …

2009-11-09abs ↗pdf ↗

Improved prediction accuracy in linear models with missing data.

problem Improving prediction accuracy in linear models with missing data.
method Introduced Soft Weighted Prediction (SWP) algorithm and optimized it for missing data scenarios.
result Improved Mean Squared Error (MSE) on test set compared to state-of-the-art methods.

Paper presents a self-adaptive learning model for robust classification and regression.

problem Dealing with various datasets of different complexity.
method Combines DNDN and DSP, an end-to-end training approach with multiple randomly initialized softmax layers and adaptive soft pruning.
result The model demonstrates no performance loss compared with unpruned models and higher robustness over different data and feature distributions.

CNAPs adapts image classifiers to new tasks efficiently.

problem Adapting image classifiers to new tasks after initial training.
method Conditional Neural Adaptive Processes (CNAPs) using a modulated classifier and adaptation network.
result CNAPs achieves state-of-the-art results on Meta-Dataset, demonstrating robust transfer-learning.

This paper describes a novel method to approximate the polynomial coefficients of regression functions, with particular interest on multi-dimensional classification. The derivation is simple, and offers a fast, robust classification technique that is resistant to over-fitting.

2012-03-26abs ↗pdf ↗

Symmetry improves machine learning models by reducing overfitting and complexity.

problem Ignoring symmetry in machine learning models can lead to overfitting and increased complexity.
method Incorporating symmetry into machine learning models, specifically neural networks for classifying handwritten digits.
result Incorporating symmetry into machine learning models reduces overfitting and complexity, requiring less training data and less time to train.

The paper defines and analyzes feature complexity in DNNs, proposing metrics for feature disentanglement and evaluation.

problem Understanding and quantifying the complexity of features learned by deep neural networks.
method Proposes a definition and disentanglement of feature complexity orders, introduces metrics for reliability and over-fitting evaluation.
result Establishes a relationship between feature complexity and DNN performance, and proposes a generic mathematical tool for network compression and knowledge distillation.

New deep learning model for matrix completion combining linear and nonlinear relationships.

problem Matrix completion considering only linear or nonlinear relations, ignoring latent relationships.
method Combines linear and nonlinear models in a latent variables framework, using a deep neural network with two branches for columns and rows, and manifold learning as an auxiliary task.
result Experimental results show the proposed method outperforms state-of-the-art matrix completion methods.

This study uses TDA to map corporate failure, revealing distinct regions of risk.

problem Understanding and predicting corporate default risk.
method Topological Data Analysis (TDA) applied to Altman's Z-score model.
result Firms do not cluster neatly along default predictors, suggesting complex risk landscapes.

Study develops a method to select penalty parameters for sparse neural networks without cross-validation.

problem Selecting optimal penalty parameters for sparse neural networks without cross-validation.
method Established theoretical foundation to bound the infinite norm of the gradient of the loss function at zero.
result Proposed method effectively selects penalty parameters for sparse neural networks.

New activation function SERLU improves neural network performance.

problem Improving neural network performance and avoiding overfitting.
method Introducing a new activation function (SERLU) that breaks monotonicity while preserving self-normalizing property and developing shift-dropout for regularization.
result SERLU-based neural networks provide consistently promising results compared to other activation functions.

It has always been a great challenge for clustering algorithms to automatically determine the cluster numbers according to the distribution of datasets. Several approaches have been proposed to address this issue, including the recent promising work which incorporate Bayesian Nonparametrics into the kk-means clusterin…

2013-06-13abs ↗pdf ↗

Improves GCNNs with node transition probabilities and DropNode regularization.

problem Over-fitting and over-smoothing issues in GCNNs.
method Message passing based on node transition probabilities and DropNode regularization.
result Improved GCNNs with better node representations and reduced over-fitting and over-smoothing.