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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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2.9%5.8%8.6%11.5% · Jan 201919922001200920182026
48 results for ranking-based objectives

We optimize rank-based metrics using blackbox differentiation.

problem Challenges in directly optimizing rank-based metrics due to their non-differentiable and non-decomposable nature.
method Efficient, theoretically sound, and general method for differentiating rank-based metrics with mini-batch gradient descent.
result Competitive performance on standard image retrieval datasets and improved performance on object detectors.

Reward collapse occurs when ranking-based reward models yield uniform rewards for different prompts.

problem Reward collapse in aligning large language models with human preferences.
method Introduced a prompt-aware optimization scheme to derive closed-form expressions for reward distributions.
result Our prompt-aware utility functions significantly alleviate reward collapse during training.

Develops a new fairness learning approach for multi-task regression models.

problem Fairness in multi-task regression models with biased datasets.
method Uses rank-based non-parametric independence test (Mann Whitney U statistic) and reformulates as non-convex optimization problem.
result Outperforms state-of-the-art methods on fairness metrics.

Study consumption-investment problem in markets with rank-based returns.

problem Consumption-investment problem in markets with rank-based returns.
method Derives an HJB equation with Neumann boundary conditions for the value function and proves a corresponding verification theorem.
result Explicit solutions for unconstrained, open market constraints, and fully invested cases.

New gossip algorithms improve robustness of rank-based statistics in decentralized systems.

problem Ensuring robustness in decentralized AI and edge intelligence systems, especially in the presence of corrupted or adversarial data.
method Developed asynchronous gossip algorithms for computing rank-based statistics.
result First convergence rate bound for asynchronous gossip-based rank estimation.

We describe dynamics of financial market observables and apply to portfolio performance.

problem Lack of mathematical description of financial market observables.
method Rank-based models and functionally generated portfolios.
result Performance of functionally generated portfolios studied over short and medium-term horizons.

The paper critiques the ambiguity of rank-based evaluation methods for entity alignment and link prediction.

problem Ambiguity in evaluating entity alignment and link prediction methods using rank-based scores.
method Analysis of multiple evaluation measures and demonstration of their shortcomings.
result Existing scores cannot reliably compare model performance across different datasets.

Study shows how market firm capitalization models converge to stochastic PDE solutions.

problem Understanding convergence of rank-based models with common noise to stochastic PDE solutions.
method Analysis of mean field limit, martingale problem, and pathwise entropy solutions.
result Empirical cumulative distribution function converges to solution of a stochastic PDE under certain conditions.

Unified multitask learning framework for mixed-type outcomes.

problem Difficulty in formulating a unified objective for tasks with different outcomes.
method Multitask transformation framework with shared sparsity, using deep neural networks and rank-based optimization.
result Improved prediction and variable selection across continuous, binary, and mixed outcomes.

The paper proposes EM algorithms for inferring object rankings from noisy judgments.

problem Inferring ground truth rankings from noisy pairwise comparisons.
method Expectation-Maximization (EM) algorithms that learn object attributes and annotator probabilities.
result The algorithms improve accuracy by considering object attributes and annotator quality.

This paper tackles ranking-based performance normalization for optimization algorithms.

problem Ranking optimization algorithms across diverse numerical scales disrupts performance comparisons.
method Introduces absolute ranking and a sampling-based computational method to address numerical scale variation.
result Provides a more robust framework for assessing performance across multiple algorithms and problems.

New method improves compatibility of risk stratification models without sacrificing accuracy.

problem Compatibility issues arise when updating clinical machine learning models.
method Proposes rank-based compatibility measure and new loss function.
result Increased compatibility of models by 0.019 with no loss in discriminative performance.

Paper introduces a new method to compute pseudoinverse for ELM with large datasets.

problem Efficient computation of pseudoinverse for ELM with large datasets.
method Rank-based matrix decomposition of the hidden layer matrix.
result Optimal training time and reduced computational complexity for large hidden nodes.

Zeno improves SGD for distributed learning with faulty nodes.

problem Fault tolerance for distributed SGD with arbitrary faulty workers.
method Suspicion-based fault-tolerance mechanism with ranking-based preference.
result Proved convergence of SGD for non-convex problems under faulty scenarios.

New algorithm achieves almost exact graph matching in almost quadratic time.

problem Graph matching under correlated Erdős-Rényi models.
method Rank-based graph matching using local tree correlation tests.
result Achieves almost exact recovery in almost quadratic time complexity.

Dual-ISL improves implicit generative model training with convex optimization and explicit density approximation.

problem Training implicit generative models with robust and practical likelihood-free objectives.
method Introduces dual-ISL, a novel likelihood-free objective using a convex divergence derived from the invariant statistical loss (ISL) framework.
result Dual-ISL yields a convex optimization problem in the space of model densities, providing explicit density approximation and improved training stability.

New ROC tools assess predictive abilities for any linearly ordered outcomes.

problem Fundamental restriction in ROC analysis for non-dichotomous outcomes.
method ROC movies and UROC curves for linearly ordered outcomes.
result CPA equals AUC for binary outcomes and relates to Spearman's coefficient for pairwise distinct outcomes.

SoDeep learns approximations of ranking metrics for deep learning tasks.

problem Non-differentiable metrics in machine learning tasks.
method Sorting deep (SoDeep) net trained to approximate sorting of scores.
result Competitive results on Cross-modal text-image retrieval, multi-label image classification, and visual memorability ranking tasks.

LxCIM metric improves binary classification performance evaluation.

problem Evaluation metrics for binary classification are often not invariant to local class exchange.
method Proposes LxCIM, a rank-based metric invariant to local class exchange.
result LxCIM addresses limitations of existing metrics like AUROC.

R package varrank ranks variables based on mutual information for multivariate data analysis.

problem Selecting and ranking variables for multivariate datasets.
method Minimum redundancy maximum relevance (mRMRe) model based on information theory.
result Flexible implementation for discrete and continuous data.

Proposes a new method to improve Bayesian computation accuracy using flexible classification.

problem Bayesian computations accuracy check using rank-based simulation-based calibration has limitations.
method Replaces marginal rank test with a flexible classification approach that learns from data.
result Improves statistical power and provides an interpretable divergence measure of miscalibration.

Improved MORE algorithm reduces regret in black-box optimization and RL tasks.

problem Noisy fitness evaluations and poor sample quality in black-box optimization.
method Decouples mean and covariance updates, uses entropy scheduling, and simplifies model learning.
result Significantly reduces regret in black-box optimization and RL tasks.

Efficiently predicts worst-case force configurations for structural analysis.

problem Computational challenges in determining critical force locations with uncertainty.
method Experimental design method to select force locations, simple regression model, post-processing step.
result Significant improvements over existing methods and brute force approaches.

A new Bayesian optimization method using Poisson process for better noise robustness.

problem Estimating relative rankings of candidates in noisy environments.
method Poisson process-based ranking surrogate model and tailored acquisition functions.
result PoPBO framework shows lower computation costs and better robustness to noise compared to GP-BO.

ADPO optimizes relative advantage in reinforcement learning from human feedback.

problem Optimizing policy alignment in reinforcement learning from human preferences.
method ADPO explicitly parameterizes the optimal structure through anchored logits, decoupling response quality from prior popularity.
result Empirically, ADPO achieves state-of-the-art performance on reasoning tasks, outperforming GRPO by 30.9 percent.

Linear Discriminant Analysis (LDA) is a well-known method for dimensionality reduction and classification. Previous studies have also extended the binary-class case into multi-classes. However, many applications, such as object detection and keyframe extraction cannot provide consistent instance-label pairs, while LDA …

2013-09-21abs ↗pdf ↗

New model predicts stock performance in large equity markets.

problem Predicting stock performance in large equity markets over long time horizons.
method Rank-based volatility stabilized models calibrated to empirical data.
result The model exhibits relative arbitrage and statistically fits empirical features.