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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.

168,738 papers · 148 categories

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133265398530 · Jun 202019922001200920172026
48 results for simpler prediction

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 ↗

New criteria distinguish cause from effect in data, overcoming statistical limitations.

problem Determining causal direction from statistical dependence alone.
method Intuitive criteria based on simplicity of prediction, tested on synthetic data.
result Criteria accurately distinguish cause from effect in various scenarios.

A hybrid model combines piecewise linear and neural components for interpretable predictions.

problem Post-hoc interpretable methods lead to contradictory explanations and lower prediction accuracy.
method Hybrid model with piecewise linear and neural components.
result The model achieves good interpretability and state-of-the-art accuracy.

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.

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.

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.

GRUwE improves irregular time series prediction with simpler, efficient RNN-based approach.

problem Irregularly sampled multivariate time series prediction challenges.
method Gated Recurrent Unit with Exponential basis functions (GRUwE).
result GRUwE achieves competitive or superior performance compared to recent state-of-the-art methods.

Bayes posterior yields worse predictions than simpler methods in deep neural networks.

problem Understanding and improving predictive performance in Bayesian deep learning.
method Careful MCMC sampling and evaluation of cold posteriors.
result Cold posteriors yield significantly better predictive performance than the true Bayes posterior.

New classifiers converge under large data, simplifying complex models.

problem Complex predictive models under large datasets.
method Convergence of simultaneous and marginal classifiers under partition exchangeability.
result Asymptotic convergence of classifiers with large data reduces computational complexity.

This paper re-examines conformal e-prediction and its advantages over conformal prediction.

problem The relationship between conformal prediction and conformal e-prediction.
method Systematic re-examination of conformal prediction and conformal e-prediction from a modern perspective.
result Conformal e-prediction has advantages such as ease of designing conditional predictors and guaranteed validity of cross-predictors.

State of the art machine learning algorithms are highly optimized to provide the optimal prediction possible, naturally resulting in complex models. While these models often outperform simpler more interpretable models by order of magnitudes, in terms of understanding the way the model functions, we are often facing a …

2016-11-23abs ↗pdf ↗

The paper combines Bitcoin price models with expert corrections for better predictions.

problem Improving Bitcoin price predictions using statistical and expert insights.
method Linear regression models combined with expert corrections, utilizing Bayesian approach for fat-tailed distributions.
result Better price prediction results compared to using either model or expert opinion alone.

Making an adaptive prediction based on one's input is an important ability for general artificial intelligence. In this work, we step forward in this direction and propose a semi-parametric method, Meta-Neighborhoods, where predictions are made adaptively to the neighborhood of the input. We show that Meta-Neighborhood…

2019-09-18abs ↗pdf ↗

We construct flexible likelihoods for multi-output Gaussian process models that leverage neural networks as components. We make use of sparse variational inference methods to enable scalable approximate inference for the resulting class of models. An attractive feature of these models is that they can admit analytic pr…

2019-05-31abs ↗pdf ↗

Investor sentiment improves model accuracy but complexity doesn't always boost predictive power.

problem Determining the optimal complexity of investor sentiment measures in asset pricing models.
method Comprehensive review of 71 papers from 2000-2021, analyzing various sentiment measures and models.
result Higher complexity of sentiment measures does not necessarily improve predictive power.

METRO predicts reactions using minimal templates, reducing computational overhead and achieving state-of-the-art results.

problem Predicting possible reaction substrates for complex molecules from simpler precursors.
method METRO (Molecule-Edit Templates for RetrOsynthesis) uses minimal templates to predict reactions efficiently and accurately.
result METRO achieves state-of-the-art results on standard benchmarks, reducing computational overhead.

In statistical relational learning, the link prediction problem is key to automatically understand the structure of large knowledge bases. As in previous studies, we propose to solve this problem through latent factorization. However, here we make use of complex valued embeddings. The composition of complex embeddings …

2016-06-20abs ↗pdf ↗

Neural Architecture Search methods are effective but often use complex algorithms to come up with the best architecture. We propose an approach with three basic steps that is conceptually much simpler. First we train N random architectures to generate N (architecture, validation accuracy) pairs and use them to train a …

2019-12-02abs ↗pdf ↗

Better stock market predictions can be made by simpler topic models.

problem Improving stock market prediction accuracy using news articles.
method Empirical and theoretical analysis of supervised and plain LDA models, with a focus on Gibbs sampling and random search.
result Simpler topic models (plain LDA) outperform more complex models (sLDA) in out-of-sample performance.

We study the performance of Local Causal Discovery (LCD), a simple and efficient constraint-based method for causal discovery, in predicting causal effects in large-scale gene expression data. We construct practical estimators specific to the high-dimensional regime. Inspired by the ICP algorithm, we use an optional pr…

2019-10-06abs ↗pdf ↗

Researchers use estimated Kolmogorov complexity for better link prediction in graphs.

problem Improving link prediction accuracy in complex networks.
method Regularization based on an approximation of Kolmogorov complexity, which is differentiable and compatible with recent link prediction algorithms.
result The regularization method shows good performance on diverse real-world networks, but the success is likely due to an aggregation method rather than actual estimation of Kolmogorov complexity.

Study compares deep learning models for volatility prediction using multivariate data.

problem Predicting volatility using multivariate data.
method Evaluated multiple deep learning models including MLP, RNN, TCN, and Temporal Fusion Transformer.
result Temporal Fusion Transformer and TCN variants outperform classical models and shallow networks.

Deep learning models, especially CNNs, can predict radio frequency power faster than traditional methods.

problem Accurate radio frequency power prediction for optimal transmitter location.
method Empirical analysis of deep learning models including CNNs and UNET variations for power prediction.
result Deep learning models, particularly CNNs, are effective and generalize well to new regions for power prediction.

Simplifies neural regression by combining two sub-networks for predictions and uncertainties.

problem Neural networks underestimate uncertainty, leading to overly confident predictions.
method Extends IRLS to a two-sub-network approach with shared representations and complementary loss functions.
result Proposed network is simpler to implement and more robust to uncertainty variations.

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 a new family of exchangeable stochastic processes, the Functional Neural Processes (FNPs). FNPs model distributions over functions by learning a graph of dependencies on top of latent representations of the points in the given dataset. In doing so, they define a Bayesian model without explicitly positing a p…

2019-06-19abs ↗pdf ↗

We review statistical properties of models generated by the application of a (positive and negative order) fractional derivative operator to a standard random walk and show that the resulting stochastic walks display slowly-decaying autocorrelation functions. The relation between these correlated walks and the well-kno…

2008-06-19abs ↗pdf ↗

We show how to control the generalization error of time series models wherein past values of the outcome are used to predict future values. The results are based on a generalization of standard i.i.d. concentration inequalities to dependent data without the mixing assumptions common in the time series setting. Our proo…

2011-06-03abs ↗pdf ↗

Stochastic gradient methods are dominant in nonconvex optimization especially for deep models but have low asymptotical convergence due to the fixed smoothness. To address this problem, we propose a simple yet effective method for improving stochastic gradient methods named predictive local smoothness (PLS). First, we …

2018-05-23abs ↗pdf ↗