Research
On-device research index

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

Trend · papers per month

3547081,0621,416 · Jun 202019922001200920172026
48 results for simpler models

Noise increases the Rashomon ratio, leading simpler models to perform similarly to complex ones.

problem Why simpler models perform similarly to complex models on noisy datasets.
method Analyzed the data generation process and model training choices, introduced pattern diversity.
result Noisier datasets lead to larger Rashomon ratios, explaining simpler models' performance.

Tree ensembles, such as random forest and boosted trees, are renowned for their high prediction performance, whereas their interpretability is critically limited. In this paper, we propose a post processing method that improves the model interpretability of tree ensembles. After learning a complex tree ensembles in a s…

2016-06-17abs ↗pdf ↗

We define a new Hurwitz problem which is essentially a small core of the simple Hurwitz problem. The corresponding Hurwitz numbers have simpler formulae, satisfy effective recursion relations and determine the simple Hurwitz numbers. We also apply this idea of finding a smaller simpler enumerative problem to orbifold H…

2013-12-29abs ↗pdf ↗

We provide an alternative, simpler proof of the existence of thick triangulations for noncompact C1\mathcal{C}^1 manifolds. Moreover, this proof is simpler than the original one given in \cite{pe}, since it mainly uses tools of elementary differential topology. The role played by curvatures in this construction is also…

2008-12-02abs ↗pdf ↗

We present new stochastic differential equations, that are more general and simpler than the existing Ito-based stochastic differential equations. As an example, we apply our approach to the investment (portfolio) model.

2012-11-25abs ↗pdf ↗

A new method creates simpler, more interpretable decision trees from complex ensembles.

problem Complex tree ensembles reduce interpretability and control over machine learning models.
method Dynamic-programming based algorithm for finding a minimum-size decision tree.
result Optimal born-again trees are simpler and more interpretable than original ensembles.

A very simple R3\mathbb R^3 realization of the Möbius strip, significantly simpler than the common one, is given. For any, however large width/length ratio of the strip, it is shown that this realization, in contrast with the common one, is the union of a vertical segment and the graph of a simple rational function on …

2018-08-12abs ↗pdf ↗

Paper uses GMM and MAF for probabilistic classification, outperforming simpler models.

problem Classifying data with complex distributions.
method Density estimation using Gaussian Mixture Model and Masked Autoregressive Flow.
result Proposed classifiers outperform simpler models like linear discriminant analysis.

Energy-based models can generate complex images by combining simpler concepts.

problem Generating natural images that satisfy complex logical combinations of concepts.
method Energy-based models combine probability distributions of simpler concepts to generate compositions.
result Energy-based models can generate images that satisfy conjunctions, disjunctions, and negations of concepts.

Improved model for multivariate time series prediction with simpler architecture.

problem Multivariate probabilistic time series prediction challenges.
method Simplified transformer-based attentional copulas (TACTiS) with linearly scalable parameters.
result Significantly better training dynamics and state-of-the-art performance.

New seq2seq model can copy entire spans, outperforming simpler models in editing tasks.

problem Editing documents or source code using seq2seq models with explicit token copying.
method Extended seq2seq model capable of copying entire input spans to output in one step, new training and inference methods.
result New model consistently outperforms simpler baselines in editing tasks of natural language and source code.

The study examines how automorphism growth rates of a group can be deduced from its simpler decompositions.

problem Determine automorphism growth rates of a group from its simpler decompositions.
method Analyze group decompositions into simpler pieces (direct products, free products, graph of groups) and deduce growth rates.
result Information about automorphism growth rates of a group can be deduced from its simpler decompositions.

It is almost always easier to find an accurate-but-complex model than an accurate-yet-simple model. Finding optimal, sparse, accurate models of various forms (linear models with integer coefficients, decision sets, rule lists, decision trees) is generally NP-hard. We often do not know whether the search for a simpler m…

2019-08-05abs ↗pdf ↗

Pixel-space diffusion models outperform latent models on high-resolution image synthesis.

problem Efficiency and quality trade-off in high-resolution image synthesis.
method Sigmoid loss-weighting, simplified architecture, and resolution scaling.
result Achieved 1.5 FID on ImageNet512, new SOTA results on other datasets.

Over the last few years, graph autoencoders (AE) and variational autoencoders (VAE) emerged as powerful node embedding methods, with promising performances on challenging tasks such as link prediction and node clustering. Graph AE, VAE and most of their extensions rely on multi-layer graph convolutional networks (GCN) …

2020-01-21abs ↗pdf ↗

Machine learning factors outperform traditional portfolio optimization methods.

problem Comparing machine learning and traditional portfolio optimization methods.
method Examined machine learning and factor-based portfolio optimization using autoencoder neural networks and dimensionality reduction techniques.
result Minimum-variance portfolios using latent factors derived from autoencoders and sparse methods outperform simpler benchmarks in risk minimization.

Breaks down complex nonlinear dynamics into simpler components.

problem Control of nonlinear dynamical systems remains challenging.
method Inspired by hybrid switching systems, decomposes dynamics into simpler stochastic switching linear dynamical systems.
result Extracts hierarchies of Markovian and auto-regressive locally linear controllers from nonlinear experts.

Transformers learn to integrate information from past positions incrementally, specializing heads in distinct patterns.

problem How transformers learn to integrate information from multiple past positions with varying statistical significance.
method High-order Markov chain task, incremental learning, sparse attention patterns, simplified differential equations, stage-wise convergence, early stopping as regularizer.
result Transformers learn to specialize heads in distinct patterns, shifting from competitive to cooperative learning dynamics.

We sharply characterize the performance of different penalization schemes for the problem of selecting the relevant variables in the multi-task setting. Previous work focuses on the regression problem where conditions on the design matrix complicate the analysis. A clearer and simpler picture emerges by studying the No…

2010-08-31abs ↗pdf ↗

High-dimensional models can outperform simpler ones in causal inference.

problem Estimating average treatment effects with many covariates.
method High-dimensional linear regression and synthetic control with many control units.
result Adding more control units can improve imputation performance even when pre-treatment fit is perfect.

Sphere eversions have been described so far by either pictures with minimal topological complexity, numerical evolution or complex equations. We write down relatively simple explicit formulas for the whole eversion, both analytic and topologically simpler, including also Boy surface (real projective plane), using a fam…

2017-11-28abs ↗pdf ↗

We give a shorter and simpler proof of the result of [2], which gives a necessary and sufficient condition for when a lattice diagram is the projection of a lattice link.

2018-04-12abs ↗pdf ↗

Contrastive learning struggles with class collapse and feature suppression, revealing bias towards simpler solutions.

problem Contrastive learning struggles with class collapse and feature suppression, especially in supervised and unsupervised settings.
method Unified theoretical framework to determine which features are learnt by CL, revealing bias towards simpler solutions.
result Bias towards simpler solutions is a key factor in class collapse and feature suppression.

Proposes a simpler method for quantifying uncertainty in time-series with volatility clustering.

problem Uncertainty quantification for time-series with volatility clustering.
method Proposes a Scale Mixture Distribution to quantify return forecast uncertainty in neural networks.
result The proposed method provides a favorable complexity-accuracy trade-off and separates model parameters into subnetworks.

The paper shows how certain complex projective varieties can be broken down into simpler types.

problem Understanding the structure of complex projective varieties with pseudo-effective tangent sheaves.
method Developed a theory of pseudo-effective sheaves and applied the minimal model program.
result Projective klt varieties with pseudo-effective tangent sheaves can be decomposed into Fano varieties and Q-abelian varieties.

In this short note, we prove by an appropriate change of variables that the SVI implied volatility parameterization presented in Gatheral's book and the large-time asymptotic of the Heston implied volatility agree algebraically, thus confirming a conjecture from Gatheral as well as providing a simpler expression for th…

2010-02-18abs ↗pdf ↗