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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.

168,742 papers · 148 categories

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3569104138 · May 202619922001200920172026
48 results for rare ranking

Low-rank MPPCA improves importance sampling in high dimensions.

problem Estimating full-rank GMM covariance matrices in high dimensions is numerically unstable.
method Use MPPCA mixtures as low-rank proposals for importance sampling in high-dimensional spaces.
result Consistent gains in sample efficiency and quality of failure distribution characterization.

The optimal ranking score between precision and recall is rarely F1 and can be found using specific methods.

problem Finding a meaningful and optimal compromise between precision and recall scores.
method Established a shortest path between precision- and recall-induced rankings, framed the problem as an optimization problem, and provided theoretical tools to find the optimal β.
result F1 and its skew-insensitive version are not optimal tradeoffs between precision and recall scores.

Develops RES metrics for stable rare-event forecasting evaluation.

problem Challenges in evaluating forecasts of rare events.
method Rare-event-stable (RES) metrics designed to maintain stable thresholds under extreme rarity.
result RES metrics maintain stable thresholds, consistent model rankings, and near-complete prevalence invariance.

While autonomous vehicle (AV) technology has shown substantial progress, we still lack tools for rigorous and scalable testing. Real-world testing, the de-facto\textit{de-facto} evaluation method, is dangerous to the public. Moreover, due to the rare nature of failures, billions of miles of driving are needed to statisticall…

2019-12-08abs ↗pdf ↗

Develops FSC for maxima nominated samples, improving classification in rare-event data.

problem Combining labeled and unlabeled data in rare-event scenarios.
method Introduces a latent representation to account for maxima nomination sampling.
result Improves classification performance in rare-event contamination mixtures.

We consider the predictive problem of supervised ranking, where the task is to rank sets of candidate items returned in response to queries. Although there exist statistical procedures that come with guarantees of consistency in this setting, these procedures require that individuals provide a complete ranking of all i…

2012-04-07abs ↗pdf ↗

It is common in modern prediction problems for many predictor variables to be counts of rarely occurring events. This leads to design matrices in which many columns are highly sparse. The challenge posed by such "rare features" has received little attention despite its prevalence in diverse areas, ranging from natural …

2018-03-18abs ↗pdf ↗

Bayesian framework for sequential learning tasks with low-rank approximations.

problem Balancing knowledge retention and adaptability in sequential neural networks.
method Bayesian framework with diagonal plus low-rank approximations of the precision matrix.
result Unlocking capabilities to encode task relationships and incorporate prior knowledge from later tasks.

The 'macro F1' metric is frequently used to evaluate binary, multi-class and multi-label classification problems. Yet, we find that there exist two different formulas to calculate this quantity. In this note, we show that only under rare circumstances the two computations can be considered equivalent. More specifically…

2019-11-08abs ↗pdf ↗

The paper introduces a framework to select efficient datasets for preserving model rankings.

problem Efficient evaluation of machine learning models on small, representative datasets.
method Bootstrap aggregation, clustering, design criteria, random baselines, and greedy farthest-first (FAFI).
result Several selection strategies improve rank preservation compared to random subsets, especially in time series classification.

Develops a method to estimate rare-event probabilities under distributional uncertainty.

problem Distributional uncertainty limits the effectiveness of rare-event simulation techniques.
method Wasserstein distributionally robust rare-event simulation (DRIS) framework.
result DRIS achieves vanishing relative error in estimating rare-event probabilities.

This paper evaluates data enrichment techniques for rare event detection in manufacturing.

problem Rare events in manufacturing lead to unplanned downtime and high energy consumption.
method Time series data augmentation, sampling, and imputation techniques combined with supervised machine learning.
result Data enrichment enhances rare failure event detection and prediction by up to 48%.

Enhanced diffusion sampling improves rare event sampling in biomolecular simulations.

problem Efficiently sampling rare transition events in biomolecular systems.
method Quantitative steering protocols to generate biased ensembles and exact reweighting.
result Fast, accurate, and scalable estimation of equilibrium properties.

Enhanced diffusion sampling tackles rare event sampling in biomolecular simulations.

problem Efficiently sampling rare transition events in biomolecular simulations.
method Quantitative steering protocols to generate biased ensembles, followed by exact reweighting.
result Fast, accurate, and scalable estimation of equilibrium properties for folding free energies.

Proposes a method to ensure accurate estimation of rare events in AI systems.

problem Lack of efficiency guarantees in black-box systems for rare-event simulation.
method Integrates deep learning with importance sampling to create a statistically guaranteed estimator.
result Demonstrates effective estimation of rare-event probabilities in AI systems.

WEST uses EHRs and expert cases to improve rare disease phenotyping.

problem Limited labeled data for rare diseases.
method Weakly supervised transformer model trained on probabilistic silver-standard labels.
result WEST outperforms existing methods in phenotype classification and subphenotyping.

Given a labeled dataset that contains a rare (or minority) class of of-interest instances, as well as a large class of instances that are not of interest, how can we learn to recognize future of-interest instances over a continuous stream? We introduce RaRecognize, which (i) estimates a general decision boundary betwee…

2019-06-28abs ↗pdf ↗

This research examines rare spurious correlations in neural networks and their impact on accuracy and privacy.

problem Rare spurious correlations in neural networks and their privacy risks.
method Introducing spurious patterns correlated with a fixed class to a few training examples, analyzing 2\ell_2 regularization and Gaussian noise.
result Rare spurious correlations can significantly impact neural network accuracy and privacy, and specific mitigation methods can be effective.

In rare disease physician targeting, a major challenge is how to identify physicians who are treating diagnosed or underdiagnosed rare diseases patients. Rare diseases have extremely low incidence rate. For a specified rare disease, only a small number of patients are affected and a fractional of physicians are involve…

2017-01-19abs ↗pdf ↗

Simulates patient pathways to detect delayed rare disease diagnoses.

problem Delayed rare disease diagnoses in France, causing health system and patient harm.
method Probabilistic modelling of patient pathways to create an alert system.
result Alert system detects and refers wandering patients to CRMRs.

Model predicts travel time under rare conditions using a vector-space model.

problem Predicting travel time under rare temporal conditions (e.g., holidays, school vacations) is challenging due to limited historical data and other temporal changes.
method Presented a vector-space model for encoding rare temporal conditions, allowing coherent representation learning across different conditions.
result Increased performance for travel time prediction over different baselines when using the vector-space encoding for representing the temporal setting.

Deep CNNs struggle with rare taxa; one-class classifiers help identify them.

problem Efficiently identifying rare benthic macroinvertebrates in insect monitoring.
method Combining deep CNNs with one-class classifiers to identify rare taxa.
result The proposed approach can improve rare species identification, supporting automation.

This paper addresses anisotropy in Transformer models, providing geometric insights and empirical support.

problem Anisotropy phenomenon in Transformer models, challenging their geometric interpretation.
method Derive geometric arguments and use concept-based mechanistic interpretability during training.
result Activation-derived directions capture large gradient energy and a larger share of gradient anisotropy than normal controls.

The paper analyzes logistic regression for rare events data, deriving new insights on estimator efficiency and sampling strategies.

problem Binary logistic regression for rare events data with significantly fewer events than controls.
method Derives asymptotic distribution of MLE, proves under-sampling advantage, and compares over-sampling efficiency.
result Under-sampling a small proportion of nonevents can improve efficiency in rare events data analysis.

PARIS reduces imbalanced regression datasets by pruning uninformative samples.

problem Imbalanced regression where models focus on high-frequency regions, ignoring rare but impactful events.
method PARIS uses the representer theorem to compute a closed-form representer deletion residual for iterative pruning of the training set.
result PARIS reduces training set by up to 75% while preserving or improving overall performance, outperforming other methods.

Proposes Ada-Sit method for mortality prediction of rare diseases.

problem Data insufficiency and clinical diversity of rare diseases make mortality prediction hard.
method Initialization-sharing multi-task learning method (Ada-Sit) for fast adaptation to similar tasks.
result Experimental results show the proposed model is effective for mortality prediction of diverse rare diseases.

PRESTO improves rare event prediction by shrinking towards proportional odds model.

problem Difficult to predict rare events due to class imbalance.
method PRESTO relaxes proportional odds model by estimating separate weights for transitions between categories, imposing L1 penalty to shrink towards proportional odds.
result PRESTO consistently estimates decision boundary weights under sparsity assumption, improving rare probability estimation.

Deep-PrAE improves rare-event simulation for black-box systems.

problem Evaluating rare safety-critical events in learning-based systems.
method Combines deep neural networks with IS to create statistically guaranteed estimations.
result Deep-PrAE provides accurate bounds on safety-critical event probabilities.

Develops a method to simulate rare dangerous events in autonomous systems.

problem Rare dangerous events in safety-critical systems are hard to test in real-world settings.
method Combines exploration, exploitation, and optimization techniques for rare-event simulation.
result Provides rigorous guarantees for the performance of the method.

NOFIS uses normalizing flows to estimate rare event probabilities more efficiently.

problem Accurate estimation of rare event probabilities using conventional methods is inefficient and resource-intensive.
method NOFIS learns a sequence of proposal distributions by minimizing KL divergence losses and estimates rare event probability using importance sampling.
result NOFIS outperforms baseline approaches in estimating rare event probabilities across 10 distinct test cases.