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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.

168,657 papers · 148 categories

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4283125166 · May 202619922001200920172026
48 results for sample-based score

MIRA scores assess conditional distribution accuracy using joint samples.

problem Assessing the accuracy of candidate conditional distributions.
method Analytic expression for Mira score based on equal probability mass regions.
result Mira enables Bayesian model comparison by quantifying alignment with true process.

Given a data matrix XRn×dX \in R^{n\times d} and a response vector yRny \in R^{n}, suppose n>dn>d, it costs O(nd2)O(n d^2) time and O(nd)O(n d) space to solve the least squares regression (LSR) problem. When nn and dd are both large, exactly solving the LSR problem is very expensive. When ndn \gg d, one feasible approach to spee…

2014-03-30abs ↗pdf ↗

A new method simplifies sampling from complex distributions without using diffusions.

problem Sampling from complex, high-dimensional distributions efficiently.
method Reduces sampling to solving a sequence of 'nice' sampling problems using SLC distributions.
result Shows how to traverse backwards paths using high-accuracy routines for SLC distributions.

A novel framework quantifies uncertainty using proper scores for various tasks.

problem Uncertainty quantification in machine learning for reliable applications.
method Proposes a general framework based on proper scores for epistemic, aleatoric uncertainty, and model calibration.
result Achieves state-of-the-art uncertainty estimation for large language models and generative models.

Graph Convolutional Networks (GCNs) are powerful models for learning representations of attributed graphs. To scale GCNs to large graphs, state-of-the-art methods use various layer sampling techniques to alleviate the "neighbor explosion" problem during minibatch training. We propose GraphSAINT, a graph sampling based …

2019-07-10abs ↗pdf ↗

Skew-adaptive method improves prediction intervals for regression.

problem Improving prediction intervals for regression models, especially in cases of skewness and varying scales.
method Develops a skew-adaptive extension of split conformal prediction using an asymmetric interval family and gauge approach.
result Preserves marginal validity and adapts to local scale and skewness, with efficiency gains over existing methods.

We introduce single-set spectral sparsification as a deterministic sampling based feature selection technique for regularized least squares classification, which is the classification analogue to ridge regression. The method is unsupervised and gives worst-case guarantees of the generalization power of the classificati…

2015-06-17abs ↗pdf ↗

New method for efficient marginalization of discrete latent variables in neural networks.

problem Computational challenges in training models with discrete latent variables.
method Parameterizing discrete distributions using sparse mappings (sparsemax and structured variants) to reduce support and enable efficient marginalization.
result Achieved good performance in various tasks with efficient and practical training.

A new algorithm approximates logistic regression probabilities efficiently.

problem Efficiently approximating probabilities in logistic regression for large datasets.
method Randomized sampling-based algorithm with leverage scores.
result Accurate approximations to estimated probabilities with smaller sample sizes.

The study proves sampling-based GNNs can approximate training on full graphs with small subgraphs.

problem Training Graph Neural Networks (GNNs) on large graphs is computationally expensive.
method Theoretical framework using graph local limits to prove approximation of GNN training on small samples.
result Parameters learned from sampling-based GNNs on small subgraphs are close to those on full graphs.

Effective implementations of sampling-based probabilistic inference often require manually constructed, model-specific proposals. Inspired by recent progresses in meta-learning for training learning agents that can generalize to unseen environments, we propose a meta-learning approach to building effective and generali…

2017-08-21abs ↗pdf ↗

New method for Bayesian neural networks reduces inference difficulty.

problem Difficulty in sample-based inference for Bayesian neural networks.
method Embracing mode-connectedness to link overparameterization and sampling difficulty.
result Practical guidelines and deep ensemble approach for effective SBI.

SUMO provides unbiased log marginal likelihood estimation for latent variable models.

problem Biased estimates of log marginal likelihood in latent variable models.
method Randomized truncation of infinite series for unbiased estimation.
result Models trained with SUMO give better test-set likelihoods than standard methods.

A new method samples from multi-modal distributions without hyperparameter tuning.

problem Sampling from multi-modal distributions is challenging and requires tuning hyperparameters.
method Learned Reference-based Diffusion Sampler (LRDS) that learns a reference model on high-density regions and uses it to train a diffusion-based sampler.
result LRDS best exploits prior knowledge on multi-modal distributions compared to competing algorithms.

Paper proposes unbiased learning for recommendation causal effects.

problem Estimating the causal effect of recommendation when the ground truth is unobservable.
method Inverse propensity scoring technique to construct unbiased estimators, followed by empirical risk minimization with propensity capping.
result The proposed method outperforms other biased learning methods in various settings.

A new framework evaluates LLM calibration in open-ended QA.

problem Evaluating LLM calibration in open-ended QA settings.
method Sem-ECE framework: sampling answers, grouping by semantic classes, and using frequencies as confidence.
result Sem-ECE estimators are unbiased and Sem2_2 achieves smaller calibration error.

We present a provable, sampling-based approach for generating compact Convolutional Neural Networks (CNNs) by identifying and removing redundant filters from an over-parameterized network. Our algorithm uses a small batch of input data points to assign a saliency score to each filter and constructs an importance sampli…

2019-11-18abs ↗pdf ↗

Paper proposes energy objective for training normalizing flows without determinants.

problem Challenges in training normalizing flows due to Jacobian determinants.
method Introduces energy objective based on proper scoring rules, determinant-free.
result Energy objective supports novel model families and competitive performance.

Machine learning models of music typically break up the task of composition into a chronological process, composing a piece of music in a single pass from beginning to end. On the contrary, human composers write music in a nonlinear fashion, scribbling motifs here and there, often revisiting choices previously made. In…

2019-03-18abs ↗pdf ↗

A scalable method for Bayesian inference in large linear models.

problem High computational cost in Bayesian linear models for large networks.
method Sample-based inference and g-prior for hyperparameter selection.
result Linearised neural network inference on large datasets (ResNet-18, ResNet-50, U-Net).

We present an embedding of stochastic optimal control problems, of the so called path integral form, into reproducing kernel Hilbert spaces. Using consistent, sample based estimates of the embedding leads to a model free, non-parametric approach for calculation of an approximate solution to the control problem. This fo…

2012-08-13abs ↗pdf ↗

Feature selection places an important role in improving the performance of outlier detection, especially for noisy data. Existing methods usually perform feature selection and outlier scoring separately, which would select feature subsets that may not optimally serve for outlier detection, leading to unsatisfying perfo…

2020-01-15abs ↗pdf ↗

Improves generalization with few samples using a new regularization method.

problem Training deep neural networks with limited data leads to overfitting.
method Sample-based regularization (SBR) to improve generalization without relying on source model knowledge.
result SBR outperformed existing methods in various configurations.

This work compares and evaluates various sampling methods for neural language models.

problem Lack of systematic comparison and myths about sampling methods.
method Monte Carlo sampling, importance sampling, compensated partial summation, noise contrastive estimation.
result All sampling methods can perform equally well if posterior probabilities are corrected.

A new method improves SVI for high-dimensional, poorly-conditioned distributions.

problem Challenges in existing SVI methods for high-dimensional, poorly-conditioned distributions.
method Trust-region optimization approach leveraging conditional independences and second-order information.
result Superior numerical performance and better scalability in high-dimensional distributions.

We study the problem of finding the optimal dosage in early stage clinical trials through the multi-armed bandit lens. We advocate the use of the Thompson Sampling principle, a flexible algorithm that can accommodate different types of monotonicity assumptions on the toxicity and efficacy of the doses. For the simplest…

2019-03-17abs ↗pdf ↗

Deep unfolding accelerates MCMC-based COP solvers.

problem Optimizing combinatorial problems with MCMC and gradient descent.
method Combines MCMC and gradient descent, trains step sizes, uses variance estimation for non-differentiable MCMC.
result Significantly accelerates convergence speed for COPs.

Domain adaptation has become a prominent problem setting in machine learning and related fields. This review asks the question: how can a classifier learn from a source domain and generalize to a target domain? We present a categorization of approaches, divided into, what we refer to as, sample-based, feature-based and…

2019-01-16abs ↗pdf ↗

Differentiable learning via SGD and GD can simulate various learning problems, depending on precision and minibatch size.

problem Understanding the power of differentiable learning via SGD and GD compared to statistical query (SQ) learning.
method Comparing the learning power of SGD and GD on population and empirical losses with statistical query learning.
result The learning power of SGD and GD depends on the precision of gradient calculations relative to the minibatch size or sample size.

Bounded rationality investigates utility-optimizing decision-makers with limited information-processing power. In particular, information theoretic bounded rationality models formalize resource constraints abstractly in terms of relative Shannon information, namely the Kullback-Leibler Divergence between the agents' pr…

2018-09-04abs ↗pdf ↗

Distributional reinforcement learning (DRL) is a recent reinforcement learning framework whose success has been supported by various empirical studies. It relies on the key idea of replacing the expected return with the return distribution, which captures the intrinsic randomness of the long term rewards. Most of the e…

2020-01-08abs ↗pdf ↗

Efficient clustering for large datasets using a sampling-based approach.

problem Clustering high-dimensional data with a large number of clusters efficiently.
method A simple and efficient clustering method that evaluates distances of data points with a subset of cluster centers.
result Optimal solutions of the approximation are the same as in the exact solution, but more efficient at extracting clusters.