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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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65131196261 · Jun 202019922001200920172026
48 results for regional leave out

Investigates metric degeneracies on symplectic leaves using a generalized gradient flow.

problem Degeneracies in metrics on symplectic leaves of Poisson manifolds.
method Introduces the generalized double bracket (GDB) vector field to generalize gradient dynamics.
result Identifies admissible regions where the double bracket metric remains non-degenerate on symplectic leaves, enabling GDB as a gradient flow.

Optimizes hyperparameter tuning for models using approximate leave-one-out cross-validation.

problem Finding optimal hyperparameters for regularized models using approximate leave-one-out cross-validation.
method Derive efficient formulas for gradient and hessian of approximate leave-one-out cross-validation, apply second-order optimization.
result Demonstrates the effectiveness of the approach on real-world data sets.

A new KDE model prevents singular solutions and accelerates optimization for probabilistic modeling.

problem Adapting to varying densities in data regions for probabilistic modeling.
method Adaptive KDE model with individual bandwidths, LOO-MLL criterion, and modified EM algorithm.
result The proposed models prevent singular solutions and have promising performance.

ALO-CV approximates leave-one-out error in proportional regime.

problem Estimating generalization error in high-dimensional settings.
method Developed new analysis for ALO-CV, showed consistency under strong convexity.
result ALO-CV approximates leave-one-out error up to negligible error.

Paper accelerates conformal prediction by using approximate leave-one-out estimators.

problem Limited computational cost for conformal prediction.
method Incorporates approximate leave-one-out estimators to accelerate conformal prediction.
result ALO-based methods achieve comparable coverage and efficiency to exact methods but with significantly reduced runtime.

The paper improves ALO for 1\ell_1-regularized models.

problem Estimating out-of-sample error for 1\ell_1-regularized models.
method Developed a novel theory for 1\ell_1-regularized problems, bounding ALO error.
result For 1\ell_1-regularized problems, ALO error goes to zero as p goes to infinity.

Paper analyzes robust matrix completion with efficient nonconvex method and leave-one-out analysis.

problem Robust matrix completion with sparse noise.
method Alternates between projected gradient step for low-rank and thresholding step for sparse noise.
result Achieves linear convergence for general thresholding functions.

The present paper provides a new generic strategy leading to non-asymptotic theoretical guarantees on the Leave-one-Out procedure applied to a broad class of learning algorithms. This strategy relies on two main ingredients: the new notion of LqL^q stability, and the strong use of moment inequalities. LqL^q stability e…

2016-08-23abs ↗pdf ↗

Study improves understanding of non-differentiable penalties in high-dimensional settings.

problem Theoretical understanding of non-differentiable penalties like generalized LASSO and nuclear norm in high-dimensional settings.
method Proportional high-dimensional regime analysis with finite sample upper bounds on expected squared error.
result LO provides accurate estimation of out-of-sample risk in high-dimensional settings.

Paper introduces NICc for fast cluster-based validation of prediction models.

problem Validation of prediction models on clustered data.
method Derived NICc to approximate leave-one-cluster-out deviance for standard regression models.
result NICc provides more accurate model size and variable selection, especially with strong clustering.

The paper analyzes LOCV for high-dimensional risk estimation, proving error bounds.

problem Estimating out-of-sample prediction error in high-dimensional settings.
method Theoretical analysis of leave-one-out cross validation (LOCV) in penalized regression.
result Finite sample upper bounds on LOCV error, showing it converges to zero as n,p → ∞.

Study wave invariants for Riemannian foliations, showing independence of mean curvature.

problem Investigate wave invariants for Riemannian foliations with closed leaves.
method Compare wave invariants to underlying orbifold structure, analyze mean curvature effect.
result First wave invariant is independent of mean curvature and depends only on orbifold structure.

Model inference, such as model comparison, model checking, and model selection, is an important part of model development. Leave-one-out cross-validation (LOO) is a general approach for assessing the generalizability of a model, but unfortunately, LOO does not scale well to large datasets. We propose a combination of u…

2019-04-24abs ↗pdf ↗

A new method improves robustness and efficiency of Bayesian LOO-CV.

problem Computational expense and unreliability of classical LOO-CV in high-dimensional Bayesian models.
method Proposes a mixture estimator to compute Bayesian LOO-CV criteria with finite asymptotic variance.
result Improved robustness and efficiency in high-dimensional problems.

Algorithm identifies and corrects noisy labels using Gaussian process regression.

problem Detecting and correcting real-valued noisy labels from mixed data.
method Gaussian process regression with heteroscedastic noise model and leave-one-out cross-validation.
result The method can pinpoint corrupted sample points and improve regression models.

VarGrad reduces variance in ELBO gradient estimation for variational inference.

problem Improving the variance of gradient estimators in variational inference.
method VarGrad uses a new log-variance loss to estimate the ELBO gradient, achieving lower variance than the score function method.
result VarGrad offers a lower variance gradient estimator compared to other methods.

In this article, we derive concentration inequalities for the cross-validation estimate of the generalization error for subagged estimators, both for classification and regressor. General loss functions and class of predictors with both finite and infinite VC-dimension are considered. We slightly generalize the formali…

2010-11-23abs ↗pdf ↗

In Bayesian statistics, the marginal likelihood, also known as the evidence, is used to evaluate model fit as it quantifies the joint probability of the data under the prior. In contrast, non-Bayesian models are typically compared using cross-validation on held-out data, either through kk-fold partitioning or leave-$p…

2019-05-21abs ↗pdf ↗

Study shows influence functions are poor for neural networks but useful for identifying influential examples.

problem Influence functions misalign with leave-one-out retraining in neural networks.
method Decomposed the discrepancy into five terms and studied their contributions across different architectures and datasets.
result Influence functions are a good approximation to the proximal Bregman response function (PBRF), useful for identifying influential examples.

One out of four children in India are leaving grade eight without basic reading skills. Measuring the reading levels in a vast country like India poses significant hurdles. Recent advances in machine learning opens up the possibility of automating this task. However, the datasets of children's speech are not only rare …

2019-11-27abs ↗pdf ↗

Consider oriented surfaces immersed in R3.\mathbb R^3. Associated to them, here are studied pairs of transversal foliations with singularities, defined on the Elliptic region, where the Gaussian curvature K\mathcal K, given by the product of the principal curvatures k1,k2k_1, k_2 is positive. The leaves of the foliations …

2003-02-18abs ↗pdf ↗

The study evaluates different parameter selection methods for Gaussian process interpolation.

problem Choosing optimal parameters for Gaussian process interpolation.
method Empirical study using scoring rules and leave-one-out selection criteria.
result The choice of model family is often more important than the selection criterion.

Modified jackknife method improves predictive inference for time series data.

problem Lack of exchangeability and temporal dependence in time series data.
method Leave-a-window-out (LWO) method modification of the jackknife.
result LWO method achieves valid coverage in time series models with mild temporal dependence.

LOO prediction method improves generalization guarantees for arbitrary datasets.

problem Understanding LOO error guarantees in fully transductive settings for arbitrary datasets.
method Median of Level-Set Aggregation (MLSA) for empirical-risk level sets.
result Multiplicative oracle inequality for LOO error with complexity scaling.