Research
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.

168,695 papers · 148 categories

Trend · papers per month

12.5%25.0%37.5%50.0% · May 199319922001200920172026
48 results for predictor specialization

Study shows competition feedback can make ML predictors biased towards specific user groups.

problem How competition affects machine learning predictors and user prediction quality.
method Flexible model of competing ML predictors, empirical and mathematical analysis.
result Competition causes predictors to specialize for specific sub-populations at the cost of general performance.

Adversarial training achieves optimal test error for shallow networks.

problem Achieving optimal adversarial test error for general data distributions.
method Applying new Rademacher complexity bounds and properties of optimal adversarial predictors.
result Adversarial training can achieve optimal adversarial test error for general data distributions.

Derives bounds for deterministic predictors using smooth loss functions.

problem Generalizing probabilistic predictors to deterministic ones.
method Exploits smoothness properties of loss and predictor classes, controlling the Jensen gap class through Rademacher complexity.
result Derives bounds for deterministic predictors involving flatness quantities from Jacobians and Hessians.

We consider a problem of data integration. Consider determining which genes affect a disease. The genes, which we call predictor objects, can be measured in different experiments on the same individual. We address the question of finding which genes are predictors of disease by any of the experiments. Our formulation i…

2016-10-03abs ↗pdf ↗

Extends deep learning with interpretable additive models.

problem Identifiability issues between neural networks and additive models.
method Orthogonalization cell to separate deep neural network and structured model parts.
result Stable estimation and interpretability of structured model parts.

The paper analyzes bagging in overparameterized learning, deriving risk properties and optimal subsample sizes.

problem Characterizing the risk of bagged predictors in overparameterized settings.
method General strategy using classical results on simple random sampling, specialized for ridge and ridgeless predictors.
result Derives exact asymptotic risk of bagged ridge and ridgeless predictors under various conditions.

This study analyzes prediction risk for PCR method in latent factor regression models.

problem Prediction risk analysis in latent factor regression models.
method Adaptive PCR method with risk bounds established under factor regression model.
result Unified framework for analyzing various linear prediction methods under factor regression.

We consider efficient implementations of the generalized lasso dual path algorithm of Tibshirani and Taylor (2011). We first describe a generic approach that covers any penalty matrix D and any (full column rank) matrix X of predictor variables. We then describe fast implementations for the special cases of trend filte…

2014-05-13abs ↗pdf ↗

Unified framework for generalized Venn and Venn-Abers calibration for reliable prediction.

problem Asymptotic guarantees of popular distribution-free methods in model calibration.
method Unified framework extending Vovk's approach to generic loss functions, transforming predictors into set-valued predictions.
result Finite-sample set predictions shrink to a single conditionally calibrated prediction, capturing epistemic uncertainty.

As the number of contributors to online peer-production systems grows, it becomes increasingly important to predict whether the edits that users make will eventually be beneficial to the project. Existing solutions either rely on a user reputation system or consist of a highly specialized predictor that is tailored to …

2018-01-12abs ↗pdf ↗

The problem of forecasting conditional probabilities of the next event given the past is considered in a general probabilistic setting. Given an arbitrary (large, uncountable) set C of predictors, we would like to construct a single predictor that performs asymptotically as well as the best predictor in C, on any data.…

2016-10-26abs ↗pdf ↗

Theory and method for reducing prediction variance in noisy feature-subsampled ridge ensembles.

problem Reduction of prediction variance in noisy data with feature bagging.
method Developed analytical learning curves for noisy ridge ensembles, introduced heterogeneous feature ensembling.
result Subsampling shifts the double-descent peak, leading to improved performance over a single linear predictor.

New bounds explain deterministic non-smooth deep nets without large Lipschitz constants.

problem Challenges in explaining generalization of deterministic non-smooth deep nets.
method De-randomized PAC-Bayes margin bounds for deterministic non-convex and non-smooth predictors.
result New bounds avoid large Lipschitz constants, providing generalization guarantees.

This paper proposes a method to reduce complexity in GLMs with categorical predictors.

problem Wasteful, hard-to-interpret, and prone to overfitting of traditional one-hot encoding for high-cardinality categorical predictors.
method Clustering categories of categorical predictors through a numerical method that preserves or improves accuracy while reducing the number of coefficients.
result Clustering categories of categorical predictors reduces complexity substantially without harming accuracy.

The article compares predictor importance in classification problems with categorical outcomes.

problem Comparing predictor importance in classification problems with categorical response variables.
method The approach is based on the categorical Gini correlation (CGC) and tests differences in CGCs across predictor groups.
result The proposed methodology accommodates predictors of arbitrary and unequal dimensions and allows for dependence between predictor groups.

Paper proposes a sparse synthetic control method to select important predictors.

problem Choosing and weighting predictors affects synthetic control estimator performance.
method Sparse synthetic control procedure that penalizes predictors, derived in a linear factor model.
result Sparse synthetic control achieves lower bias and better post-treatment performance.

Deep neural networks for ordinal outcomes combining image and tabular data.

problem Lack of interpretable models for ordinal outcomes in mixed data types.
method Ordinal Neural Network Transformation Models (ONTRAMs) integrating DL and classical ordinal regression.
result ONTRAMs achieve performance equivalent to standard multi-class DL models but are faster and more interpretable.

WeakNAS uses a set of weaker predictors to find top architectures with fewer samples.

problem Finding the best neural architecture with heavy computation costs.
method Proposes a paradigm shift from fitting the whole architecture space to progressively fitting a search path through a set of weaker predictors.
result WeakNAS produces coarse-to-fine iteration to gradually refine the ranking of sampling space, requiring fewer samples to find top-performance architectures.

Proposes a method to create fair, robust predictors that remain consistent across different scenarios.

problem Creating fair and robust machine learning models that behave consistently across different scenarios.
method Graphical criteria and a model-agnostic framework called CIP based on HSCIC.
result Demonstrates the effectiveness of CIP in enforcing counterfactual invariance across various datasets.

This paper continues study, both theoretical and empirical, of the method of Venn prediction, concentrating on binary prediction problems. Venn predictors produce probability-type predictions for the labels of test objects which are guaranteed to be well calibrated under the standard assumption that the observations ar…

2012-10-31abs ↗pdf ↗

The neural tangent kernel equivalence theorem fails in practice.

problem Does the neural tangent kernel (NTK) equivalence theorem hold in practical neural network training?
method Rigorously derived NTK and conducted numerical experiments to evaluate the equivalence theorem.
result Adding a layer to a neural network and the corresponding updated NTK do not yield matching changes in predictor error.

Paper introduces SUEL model for integrating predictors without labeled data.

problem Combining predictors with unknown accuracy and high correlation.
method Structured unsupervised ensemble learning (SUEL) with correlation-based decomposition algorithms.
result Efficient integration of dependent predictors without labeled data.

Adaptive kernels from neural networks improve model performance.

problem Improving neural network performance through adaptive kernels.
method Deriving adaptive kernels from infinite-width neural networks using feature learning and gradient flow training.
result Adaptive kernels achieve lower test loss compared to traditional kernels.

Optimal trading is a recent field of research which was initiated by Almgren, Chriss, Bertsimas and Lo in the late 90's. Its main application is slicing large trading orders, in the interest of minimizing trading costs and potential perturbations of price dynamics due to liquidity shocks. The initial optimization frame…

2017-04-04abs ↗pdf ↗

Paper proposes SDDP for improving time series forecasting with high-dimensional predictors.

problem Improving time series forecasting with high-dimensional predictors.
method SDDP framework that incorporates target variable and lagged observations into factor extraction process.
result SDDP improves predictive accuracy in time series forecasting.

Novel strategy for federated learning with privacy-preserving predictors and nonvacuous generalization bounds.

problem Privacy-preserving federated learning with nonvacuous generalization bounds.
method Randomized predictors, PAC-Bayesian generalization bound, synchronous and heterogeneous/homogenous cases.
result Achieves comparable predictive performance to batch approach while preserving privacy.

Study shows interpolating predictor's risk is optimal in low-dimensional factor regression models.

problem Understanding the risk of interpolating predictors in high-dimensional factor regression models.
method Detailed finite-sample analysis of minimum-norm interpolating predictor's risk in factor regression models.
result The risk of the minimum-norm interpolating predictor approaches optimal benchmarks in low-dimensional factor regression models.

Neurosymbolic predictors fail to model uncertainty under independence assumption.

problem Neurosymbolic predictors' reliance on independence assumption limits their ability to model uncertainty.
method Formal analysis of NeSy predictors under independence assumption.
result Assuming independence among symbolic concepts prevents NeSy predictors from representing uncertainty.

GATES improves neural architecture search by modeling operations as information transformation.

problem Improving predictor-based neural architecture search efficiency.
method GATES models operations as information transformation, covering both node and edge cell search spaces.
result GATES boosts sample efficiency and improves predictor performance.

AM-PPI uses multiple predictors to reduce label cost in healthcare AI.

problem Reduces label cost in post-deployment monitoring of healthcare AI.
method Combines model predictions with a small labeled sample, routing each instance to a cost-appropriate subset of predictors.
result Produces narrower confidence intervals than single-predictor methods.

New loss function reduces outage probability in ML-assisted resource allocation.

problem Minimizing outage probability in ML-assisted resource allocation systems.
method Developed a novel loss function and trained an ML model to address the outage probability challenge.
result Exact and asymptotic expressions for the system's outage probability were established.

The paper proposes multicalibration to improve matching in graphs with imperfect predictors.

problem Finding the best matching in graphs with imperfect predictors.
method Introduces multicalibration as a fairness notion to ensure unbiasedness on protected sets of contexts.
result Constructing a multicalibrated predictor that outperforms standard optimal rules in matching algorithms.

Post-processing predictors reduces calibration errors for decision-making.

problem Predictors with low calibration error for machine learning may have high error for decision-making.
method Post-processing with ε distance to calibration adds noise to make predictions differentially private.
result Post-processing achieves O(√ε) ECE and CDL, asymptotically optimal.

DAG-FM discovers causal relationships from heterogeneous data.

problem Challenges in causal discovery from heterogeneous causal mechanisms.
method DAG-FM uses two specialized Transformer-based sub-modules and a robust tabular interaction block to model complex row-column interactions.
result DAG-FM achieves state-of-the-art performance on synthetic and real-world datasets.