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.

168,932 papers · 148 categories

Trend · papers per month

25.0%50.0%75.0%100.0% · Feb 199419922001200920172026
48 results for proxy features

Develops a method to audit indirect feature influence in complex models.

problem Auditing indirect feature influence in complex, black-box models.
method Disentangled influence audits using disentangled representations.
result Can detect proxy features and show which ones affect model outcomes most.

DFPV improves PCL for confounded bandit policy evaluation.

problem Estimating causal effects in confounded settings with high-dimensional data.
method Deep feature proxy variable method (DFPV) for high-dimensional, nonlinear relationships.
result DFPV outperforms state-of-the-art methods on synthetic benchmarks and confounded bandit problems.

Predictive analytics is increasingly used to guide decision-making in many applications. However, in practice, we often have limited data on the true predictive task of interest, and must instead rely on more abundant data on a closely-related proxy predictive task. For example, e-commerce platforms use abundant custom…

2018-12-28abs ↗pdf ↗

We propose strategies to estimate and make inference on key features of heterogeneous effects in randomized experiments. These key features include best linear predictors of the effects using machine learning proxies, average effects sorted by impact groups, and average characteristics of most and least impacted units.…

2017-12-13abs ↗pdf ↗

Improved 3D MRI classification using contrastive learning with continuous proxy metadata.

problem Insufficient labelled data for 3D medical image classification.
method Proposed a new loss function (y-Aware InfoNCE) to leverage continuous proxy metadata in contrastive learning.
result 3D CNN model pre-trained on 10^4 multi-site healthy brain MRI scans outperforms fully-supervised methods.

A new framework improves VaR recalibration by balancing reliance on imperfect volatility proxies.

problem How to balance reliance on imperfect volatility proxies in one-sided VaR recalibration.
method Proxy-reliance control framework that interpolates between constant-shift and proxy-scaled corrections.
result Lower or intermediate proxy reliance can outperform fully proxy-scaled recalibration in stressed left-tail VaR control.

Study accelerates NAS research with a large dataset of ZC proxies.

problem Speeding up neural architecture search with ZC proxies.
method Created NAS-Bench-Suite, evaluated 13 ZC proxies across 28 tasks, and provided a unified codebase.
result ZC proxies capture substantial complementary information and can improve NAS algorithm performance.

Unified framework for analyzing neural networks trained by gradient descent.

problem Lack of generalizable guarantees for neural networks trained by gradient descent.
method Proxy convexity and proxy Polyak-Lojasiewicz inequalities.
result Unified guarantees for neural networks trained by gradient descent.

Study semi-supervised learning with noisy proxy covariates, deriving bounds and showing gains.

problem Learning from noisy proxy covariates with scarce labels.
method Two-stage estimator learning kernel eigenfeatures from all proxy covariates and fitting a ridge predictor on labeled data.
result Finite sample bounds show fast labeled sample rates and consistent gains over supervised and semi-supervised baselines.

A framework uses proxies to prioritize treatment without estimating causal effects.

problem Prioritizing treatment when causal effects are hard to estimate.
method Decision-focused framework identifying conditions for proxy usefulness.
result Proxies can recover correct effect ordering under specific conditions.

Single proxy variable helps estimate causal effects from confounders.

problem Estimating causal effects from treatment to outcome when unobserved confounders are present.
method Assumes a single, potentially multi-dimensional proxy variable of the unobserved confounder and a known mechanism generating the proxy from the confounder. Proves causal effects are identifiable under completeness assumption.
result Causal effects are identifiable under SPICE assumption.

A scalable method for deep metric learning using chance constraints.

problem Improving deep metric learning by addressing feasibility issues.
method Relating DML to chance constraints, reformulating as a feasibility problem, and iteratively training proxies.
result The method effectively improves deep metric learning performance across multiple benchmarks.

Develops methods to improve demand counterfactuals from imperfect proxies.

problem Imperfect proxies in demand models lead to biased counterfactuals and invalid inference.
method Practical toolkit for market-level and individual data, requiring minimal computation.
result Improves substitution prediction and counterfactual performance.

proxymate diagnoses and corrects proxy estimates for reliable inference.

problem Systematic bias in proxy estimates can lead to invalid inference on primary outcomes.
method Four-level framework for proxy validation and adjustment, including diagnostic checks and targeted corrections.
result Facilitated quick decision making on thousands of experiments at Meta.

We use smaller proxy datasets to speed up hyperparameter search.

problem Time-consuming and costly training of neural networks on large datasets.
method Generate smaller 'proxy datasets' by sampling, training on easy/hard examples, or generating synthetic data. Compare proxy quality using variance measures.
result Proxy datasets can explain up to 95% of the variance in full dataset results, significantly faster.

A machine learning model may exhibit discrimination when used to make decisions involving people. One potential cause for such outcomes is that the model uses a statistical proxy for a protected demographic attribute. In this paper we formulate a definition of proxy use for the setting of linear regression and present …

2018-10-16abs ↗pdf ↗

New conditions show proxy data can improve policy learning in sparse expert data contexts.

problem Improving sample complexity of policy learning with sparse expert data.
method Sufficient conditions for proxy data to improve sample complexity, adaptable to LLMs.
result Provable improvement in sample complexity for policy learning with proxy data.

A data proxy reduces NAS computation cost by preserving key examples.

problem High computation cost in Neural Architecture Search (NAS).
method Measuring example importance based on relative accuracy ranking and creating a data proxy.
result Preserves almost same relative accuracy ranking with 10-20x smaller data proxy.

A new probabilistic approach improves deep metric learning by considering image uncertainties and class-specific variances.

problem Proxy-based deep metric learning struggles with image uncertainties and class-specific structures.
method Introduces non-isotropic probabilistic proxy-based deep metric learning using directional von Mises-Fisher distributions.
result Improves generalization performance and competitive on standard benchmarks.

Proposes a method to create robust linear models with noisy proxies of unobserved variables.

problem Learning robust linear models to handle interventions on unobserved variables with noisy proxies.
method Regularization term that balances in-distribution performance and robustness to interventions.
result Single proxy can create prediction optimal estimators under interventions of bounded strength.

Bayesian method estimates causal effects with proxy networks.

problem Estimating causal effects with only proxy measurements of a latent interference network.
method Structural causal model with Block Gibbs sampler and Locally Informed Proposals.
result Accurately estimates causal effects even with noisy proxy networks.

This paper presents new algorithms to solve the feature-sparsity constrained PCA problem (FSPCA), which performs feature selection and PCA simultaneously. Existing optimization methods for FSPCA require data distribution assumptions and are lack of global convergence guarantee. Though the general FSPCA problem is NP-ha…

2019-04-23abs ↗pdf ↗

Kernel methods estimate causal effects with a single proxy for deterministic confounders.

problem Estimating causal effects with a single proxy for an unobserved confounder.
method Two kernel-based methods: two-stage regression and maximum moment restriction.
result Both kernel methods can consistently estimate the causal effect.

Q-NETs use neural networks to estimate integrals of low-dimensional functions efficiently.

problem Estimating integrals of multidimensional functions with costly evaluations.
method Fixed neural networks (Q-NETs) that operate on proxy function parameters to calculate exact integrals over subsets of dimensions.
result Q-NETs can calculate integrals over any subset of dimensions without resampling or retraining the proxy.

A method identifies domain-general features using causal graph constraints and regularization.

problem Identifying domain-general features without prior knowledge of spurious features.
method Proposes a novel regularization framework based on causal graph constraints.
result Demonstrates effectiveness in both synthetic and real-world data, outperforming state-of-the-art methods.

PROBE optimizes best-arm identification with cheap proxies, improving sample complexity.

problem Fixed-confidence best-arm identification with costly rewards and correlated cheap proxies.
method PROBE uses control-variate adjustment and phase elimination to learn residual variance online.
result PROBE achieves oracle sample complexity up to a constant factor and additive calibration cost.

Research suggests using deep learning for better recommendation systems.

problem Recommender systems rely on proxies for A/B testing, leading to random success.
method Advocates for using deep learning to improve recommendation performance.
result Deep learning can potentially optimize reward in recommendation systems.

We consider the problem of improving fairness when one lacks access to a dataset labeled with protected groups, making it difficult to take advantage of strategies that can improve fairness but require protected group labels, either at training or runtime. To address this, we investigate improving fairness metrics for …

2018-06-28abs ↗pdf ↗

FRD protects privacy in distributed RL by sharing proxy experience memory.

problem Privacy violation in exchanging experience memory in distributed RL.
method Proposes FRD framework using proxy experience memory.
result Numerical evaluation shows FRD is effective and performance depends on proxy memory structure.

Regulators require financial institutions to estimate counterparty default risks from liquid CDS quotes for the valuation and risk management of OTC derivatives. However, the vast majority of counterparties do not have liquid CDS quotes and need proxy CDS rates. Existing methods cannot account for counterparty-specific…

2017-05-19abs ↗pdf ↗

Study identifies conditions for proxy adjustment in confounded binary treatment outcomes.

problem Average causal effect estimation with a non-differentially mismeasured binary confounder.
method Identifies conditions for proxy adjustment in the presence of a non-differentially mismeasured binary confounder.
result Adjusting for a non-differentially mismeasured binary proxy can improve estimation of the average causal effect.