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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.

168,695 papers · 148 categories

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2635277901,053 · Jun 202019922001200920172026
48 results for score neural network

Generalizes leverage score sampling for neural networks, accelerating kernel methods and deep learning.

problem Accelerating kernel methods and deep learning training.
method Generalizes leverage score sampling to neural networks and proves equivalence to neural tangent kernel ridge regression.
result Equivalence between regularized neural network and neural tangent kernel ridge regression under leverage score sampling initialization.

Neural score matching improves high-dimensional causal inference by using neural networks for balancing scores.

problem Impracticality of traditional matching methods in high-dimensional datasets due to the curse of dimensionality.
method Develops neural networks to create non-trivial, multivariate balancing scores for high-dimensional causal inference.
result Neural score matching outperforms other methods in treatment effect estimation and reducing imbalance on high-dimensional datasets.

EWS-GCN improves credit scoring by analyzing money transfer connections.

problem Improving credit scoring in transactional banking data.
method Edge Weight-Shared Graph Convolutional Network (EWS-GCN) combining graph and recurrent neural networks.
result EWS-GCN outperforms state-of-the-art models in credit scoring.

Score-fPINN tackles high-dimensional FPL equations using fractional score functions.

problem High-dimensional Fokker-Planck-Lévy equations with non-Brownian processes.
method Fractional score function and Physics-informed neural networks (PINN) to solve CoD and numerical overflow.
result Effective solution to high-dimensional FPL equations without fractional Laplacian.

New framework for neural network score estimation in diffusion models.

problem Rigorous guarantees for practical score estimation with neural networks.
method Developed a mathematical framework for score estimation with GD-trained neural networks, addressing optimization and generalization.
result Established minimax-optimal generalization bounds for GD-trained neural networks in diffusion models.

Protein-ligand scoring is an important step in a structure-based drug design pipeline. Selecting a correct binding pose and predicting the binding affinity of a protein-ligand complex enables effective virtual screening. Machine learning techniques can make use of the increasing amounts of structural data that are beco…

2018-03-06abs ↗pdf ↗

Paper analyzes neural network models for sub-Gaussian distributions, proving approximation and generalization abilities.

problem Estimating unknown distributions from i.i.d. observations using neural network models.
method Score-based neural network generative models (SGMs) with specific network architectures and stopping strategies.
result SGMs can approximate scores with high accuracy and achieve nearly optimal convergence rates under mild assumptions.

New method estimates grouping loss in neural networks to improve confidence scores.

problem Improving confidence scores in neural networks to reflect true posterior probabilities.
method Proposed an estimator to approximate the grouping loss.
result Modern neural networks exhibit grouping loss, especially in distribution shifts.

Theory for deep neural network approximation of score function and its derivatives.

problem Handling data distributions with low-dimensional structure and unbounded support.
method Simultaneous approximation of the score function and its derivatives using deep neural networks.
result Approximation error bounds match literature but relax bounded support requirement.

Deep networks can approximate score functions in high-dimensional graphical models efficiently.

problem Approximation efficiency of score functions by deep neural networks in high-dimensional graphical models like Markov random fields.
method Variational inference denoising algorithms and efficient neural network representation.
result Efficient sample complexity bound for diffusion-based generative modeling when score functions are learned by deep neural networks.

Improves model calibration for deep neural networks using proper scores.

problem Calibration errors in deep neural networks are often biased and inconsistent.
method Introduces proper calibration errors related to proper scores.
result Demonstrates the superiority of proper scores over common estimators.

Large learning rates prevent memorization in denoising score matching.

problem Memorization of training data in diffusion-based generative models.
method Investigating the role of large learning rates in the small-noise regime, proving that they prevent convergence to the empirical optimal score.
result Large learning rates prevent memorization by making it impossible for the learned score to be arbitrarily close to the empirical optimal score.

The paper establishes bounds for score-matching in causal discovery and generative modeling.

problem Estimating causal relationships from data.
method Training a deep neural network to estimate the score function and applying it to causal discovery.
result Bounds on the error rate of causal discovery methods using score-matching.

This paper proposes a new method to approximate posterior distributions using generative neural networks trained via scoring rule minimization.

problem Bayesian Likelihood-Free Inference for models with intractable likelihood.
method Approximate posterior with generative neural networks trained via scoring rule minimization, avoiding the instability of adversarial training.
result Scoring Rule minimization leads to better performance and uncertainty quantification compared to adversarial training.

CNNs improve wind speed forecasts in the Netherlands.

problem Limited spatial patterns in current post-processing methods.
method Convolutional Neural Networks (CNNs) for spatial wind speed information.
result CNNs produce better probabilistic forecasts with higher Brier skill scores.

Proposes a novel neural network method to estimate average treatment effect.

problem Bias in estimating average treatment effect due to confounding and instrumental variables.
method Self-balancing neural network (Sbnet) that estimates pseudo propensity scores and average treatment effect in one step.
result Proposed method outperforms state-of-the-art methods in simulations and real-world datasets.

Mixed integer programming identifies critical neurons in neural networks.

problem Identifying neurons critical for network performance and generalization.
method Developed a mixed integer program (MIP) to assign importance scores to neurons, guiding pruning decisions.
result The method identifies multiple 'lucky' sub-networks resulting in optimized architectures that generalize across datasets.

The article compares neural networks and logistic regression for credit scoring and introduces a new probability calibration technique.

problem Improving credit scoring accuracy using machine learning techniques.
method Comparison of logistic regression and neural networks, feature importance assessment, temporal feature inclusion, and SURE probability calibration.
result Neural networks can slightly improve credit scoring performance, and SURE calibration technique enhances probability calibration.

Computational approaches to drug discovery can reduce the time and cost associated with experimental assays and enable the screening of novel chemotypes. Structure-based drug design methods rely on scoring functions to rank and predict binding affinities and poses. The ever-expanding amount of protein-ligand binding an…

2016-12-08abs ↗pdf ↗

Paper develops a framework to optimize neural networks using weighted metrics.

problem Discrepancy between maximizing weighted classification scores and minimizing loss function.
method Formalizes weighted classification metrics and constructs corresponding losses.
result Framework includes well-established approaches like cost-sensitive learning and weighted cross entropy.

The study analyzes how deep neural networks treat instances with regular and irregular patterns.

problem Understanding how deep neural networks handle both common and rare patterns in data.
method Characterizes instances using a consistency score based on training data sets of varying sizes.
result The consistency score identifies out-of-distribution and mislabeled examples, distinguishing them from strongly regular examples.

This research adapts scoring rules for training survival models, improving predictive performance.

problem Training survival models with traditional methods struggles with censoring.
method Adapting scoring rules for survival analysis, creating a flexible framework for model training.
result Scoring rules can be successfully incorporated into model training, yielding competitive performance.

New machine learning methods for inference from simulated data.

problem Modeling score and likelihood ratio functions from sampled data.
method InferoStatic Networks (ISN), Kernel Score Estimation (KSE), Kernel Likelihood Ratio Estimation (KLRE).
result Improved inference methods for complex models.

Unified approach optimizes neural network training for various metrics.

problem Training and evaluation of neural network binary classifiers often use different metrics.
method Combines differentiable approximation and probabilistic soft sets.
result Effective in optimizing for metrics like F1-Score across various domains.

Study proposes a differentiable surrogate loss function for optimizing FβF_β score in binary classification with imbalanced data.

problem Non-differentiability of FβF_β score makes it unsuitable for optimization by gradient-based learning.
method Investigated relationship between FβF_β score and loss functions, proposed a differentiable surrogate loss function.
result Gradient paths of the proposed surrogate FβF_β loss function approximate the gradient paths of the FβF_β score.

Paper analyzes SGMs for learning sub-Gaussian distributions without dimensionality constraints.

problem Learning sub-Gaussian distributions in high dimensions with SGMs.
method Introduced complexity notion and proved approximation and generalization rates.
result SGMs can approximate target sub-Gaussian distributions in total variation with dimension-independent rate.

Neural network approximates diffusion bridges for efficiency and robustness.

problem Efficient simulation of conditioned diffusion processes, especially rare events and multimodal distributions.
method Trains a neural network to approximate bridge dynamics, eliminating MCMC and score modeling.
result Efficient sampling of conditioned diffusion bridges at comparable cost to unconditioned process.

New neural network with RePU activation approximates smooth functions and their derivatives.

problem Approximating smooth functions and their derivatives with neural networks.
method Differentiable neural networks with RePU activation functions.
result Improved approximation error bounds for RePU-activated neural networks.

MARS meta-learns function scores for improved predictive accuracy and uncertainty.

problem Difficulty in specifying expressive priors for Bayesian meta-learning.
method Meta-learning the score function of data-generating process marginals in the function space.
result State-of-the-art predictive accuracy and improved uncertainty estimates.