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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.

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187374561748 · Jun 202019922001200920172026
48 results for quality function

We investigate properties that intuitively ought to be satisfied by graph clustering quality functions, that is, functions that assign a score to a clustering of a graph. Graph clustering, also known as network community detection, is often performed by optimizing such a function. Two axioms tailored for graph clusteri…

2013-08-15abs ↗pdf ↗

The paper presents a method for generating well-calibrated prediction intervals using quality-driven deep ensembles.

problem Generating reliable prediction intervals for regression analysis.
method A multi-objective loss function combining quality measures for prediction intervals and point estimates, with a penalty function to ensure semantic integrity and stability.
result The method produces well-calibrated prediction intervals and point estimates, capturing both aleatoric and epistemic uncertainty.

Improves sample quality of generative models using energy-based methods.

problem Low sample quality in generative models.
method Constructs an energy function on latent space, trains an energy-based model, and generates improved samples.
result Significant improvement in sample quality with minimal computational overhead.

PaDGAN generates diverse, high-quality designs with improved performance.

problem Lack of diversity and performance improvement in generated designs.
method Integrates Determinantal Point Processes for diversity and quality, using GAN framework.
result PaDGAN generates higher quality designs with better diversity and without mode collapse.

Neural networks outperform kernels by learning features better.

problem Current theories of feature learning do not adequately assess feature quality.
method Introduced feature quality metric and examined existing theories empirically.
result Current theories of feature learning do not provide a sufficient foundation for neural network generalization.

We show that the driving force behind the regularizing effect of Laplacian smoothing on surface elements is the popular mean ratio quality measure. We use these insights to provide natural generalizations to polygons and polyhedra. The corresponding functions measuring the quality of meshes are easily seen to be convex…

2014-06-17abs ↗pdf ↗

Frank-Wolfe methods (FW) have gained significant interest in the machine learning community due to its ability to efficiently solve large problems that admit a sparse structure (e.g. sparse vectors and low-rank matrices). However the performance of the existing FW method hinges on the quality of the linear approximatio…

2017-10-16abs ↗pdf ↗

Quality-Diversity algorithms explore multiple high-performing solutions in a search space.

problem Finding multiple high-performing solutions in complex optimization problems.
method Evolutionary computation approach focusing on behavioral space and holistic solution distribution.
result Quality-Diversity algorithms provide a comprehensive view of high-performing solutions in a search space.

Policy evaluation or value function or Q-function approximation is a key procedure in reinforcement learning (RL). It is a necessary component of policy iteration and can be used for variance reduction in policy gradient methods. Therefore its quality has a significant impact on most RL algorithms. Motivated by manifol…

2017-10-15abs ↗pdf ↗

BOP-Elites uses Bayesian Optimisation for QD search, improving efficiency and insight.

problem Finding diverse high-performing points from an objective function.
method Bayesian Optimisation and Gaussian Processes to model quality and diversity.
result Significantly more sample efficient and better at identifying niche solutions.

We explore the question of whether the representations learned by classifiers can be used to enhance the quality of generative models. Our conjecture is that labels correspond to characteristics of natural data which are most salient to humans: identity in faces, objects in images, and utterances in speech. We propose …

2016-02-09abs ↗pdf ↗

The paper proposes a new method to evaluate LLM agent responses using ECDF clustering.

problem The standard evaluation of LLM agent responses via majority voting obscures response quality and distribution.
method The paper introduces a novel evaluation framework based on ECDF of cosine similarities and clustering of ECDFs using distances and kk-medoids algorithm.
result ECDF clustering reveals interpretable group structures in LLM responses, offering insights into agent settings.

New ensemble models classify mouse movement trajectories to assess survey question difficulty.

problem Assessing survey question difficulty based on respondents' interaction data.
method Ensemble models combining semi-metric-based weak learners to classify multivariate functional data.
result Improved survey data quality through better identification of respondent difficulty.

New methods for functional data analysis improve manifold methods for continuous data.

problem Challenges in evaluating embeddings for functional data.
method Transfer manifold methods from tabular and image data to functional data, define a theoretical framework, and propose nuanced evaluation strategies.
result Manifold methods can be successfully applied to functional data, but careful evaluation is needed.

Study shows market quality improves with larger orders, not smaller tick sizes or higher trading frequencies.

problem Impact of order book tick sizes, metaorders, and trading frequencies on market quality.
method Multi-agent reinforcement learning model to simulate stock market dynamics.
result Market quality benefits from larger orders but not from smaller tick sizes or higher trading frequencies.

Spinal cord stimulation has enabled humans with motor complete spinal cord injury (SCI) to independently stand and recover some lost autonomic function. Quantifying the quality of bipedal standing under spinal stimulation is important for spinal rehabilitation therapies and for new strategies that seek to combine spina…

2017-11-21abs ↗pdf ↗

A new loss function for VAEs improves image quality and efficiency.

problem Training VAEs to generate realistic images requires a loss function that reflects human perception.
method Based on Watson's perceptual model, the loss function computes a weighted distance in frequency space, accounts for luminance and contrast masking, and is extended to color images.
result VAEs trained with the new loss function generated high-quality, less blurry images with fewer artifacts and less computational resources.

The paper analyzes reinforcement learning methods for estimating weights and quality functions with fast convergence rates.

problem Estimating weights and quality functions in reinforcement learning with function approximation.
method The paper uses minimax methods for estimating marginal importance weights and q-functions.
result The minimax approach enables fast rates of convergence for weights and quality functions, achieving first-order efficiency.

In this paper we propose WaveGlow: a flow-based network capable of generating high quality speech from mel-spectrograms. WaveGlow combines insights from Glow and WaveNet in order to provide fast, efficient and high-quality audio synthesis, without the need for auto-regression. WaveGlow is implemented using only a singl…

2018-10-31abs ↗pdf ↗

New measure assesses time series pre-training data quality without labels.

problem Challenges in collecting diverse pre-training datasets for time series classification.
method Contrastive-learning-based foundation model and contrastive accuracy measure.
result Contrastive accuracy correlates with model performance on downstream tasks.

In this paper, we build an organization of high-dimensional datasets that cannot be cleanly embedded into a low-dimensional representation due to missing entries and a subset of the features being irrelevant to modeling functions of interest. Our algorithm begins by defining coarse neighborhoods of the points and defin…

2015-07-01abs ↗pdf ↗

We introduce a novel Deep Reinforcement Learning (DRL) algorithm called Deep Quality-Value (DQV) Learning. DQV uses temporal-difference learning to train a Value neural network and uses this network for training a second Quality-value network that learns to estimate state-action values. We first test DQV's update rules…

2018-09-30abs ↗pdf ↗

To improve the efficiency of Monte Carlo estimation, practitioners are turning to biased Markov chain Monte Carlo procedures that trade off asymptotic exactness for computational speed. The reasoning is sound: a reduction in variance due to more rapid sampling can outweigh the bias introduced. However, the inexactness …

2015-06-09abs ↗pdf ↗

This work explores function-space inference using KL divergence and proposes Bayesian linear regression as a benchmark.

problem Approximating the predictive posterior distribution of Bayesian models without parameter posterior approximation.
method Employing Kullback-Leibler divergence and proposing featurized Bayesian linear regression as a benchmark.
result Minimizing KL divergence leads to an ill-defined objective function, highlighting limitations of this approach.

DCK improves air quality index prediction with probabilistic spatial models.

problem Non-Gaussian, complex spatial structure of air quality index.
method Deep classifier kriging (DCK) for non-Gaussian, nonlinear spatial prediction.
result DCK outperforms conventional methods in predictive accuracy and uncertainty quantification.

SupRB learns rules for continuous decision problems from examples.

problem Learning from continuous choices and explaining decisions to operators.
method SupRB is a supervised rule-based learning system for multi-dimensional continuous problems.
result SupRB provides human-understandable rules for optimal choices and quality predictions.

AirRL uses RL to infer urban air quality from selected stations.

problem Inferring fine-grained urban air quality from limited monitoring stations.
method Reinforcement learning model with a dynamic station selector and air quality regressor.
result AirRL achieves highest performance in air quality inference experiments.

Bayesian optimisation's mean function choice affects convergence speed.

problem The choice of mean function in Bayesian optimisation impacts convergence speed.
method Empirical investigation of 8 mean functions on 10 synthetic and 2 real-world problems.
result Using a constant mean function equal to the worst observed quality value promotes faster convergence.

Study on sparse recovery with mixed-quality data, establishing sample-size conditions.

problem Sparse recovery with heterogeneous noise from high- and low-quality sources.
method Establishes linear trade-off for sufficient conditions, analyzes LASSO algorithm.
result Linear trade-off for sufficient conditions, robustness of LASSO to data heterogeneity.

This paper improves bond market making by adjusting hit-ratios for client flow quality.

problem Economic misleading of raw hit-ratios in corporate bond market making.
method Stochastic-control framework with residual-quality-adjusted hit-ratio.
result Optimal quotes decompose into various components, improving service/economics frontier.