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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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93187280373 · Jun 202019922001200920172026
48 results for squared loss

Proposes squentropy loss for improved classification accuracy and model calibration.

problem Theoretical and empirical evidence for cross-entropy loss is lacking.
method Introduces squentropy loss as the sum of cross-entropy and average square loss over incorrect classes.
result Squentropy loss outperforms cross-entropy and rescaled square losses in classification accuracy and model calibration.

Square loss performs comparably or better than cross-entropy in neural architectures for various tasks.

problem The superiority of cross-entropy loss over square loss in classification tasks is debated.
method Comparison of several neural architectures on NLP, ASR, and computer vision datasets using both loss functions.
result Square loss often produces better results in the majority of tasks, especially in NLP and ASR.

This work investigates square loss in overparametrized neural networks, revealing its advantages in robustness and calibration.

problem Theoretical understanding of square loss in overparametrized neural networks.
method Systematic investigation of square loss in the NTK regime for both separable and non-separable classes.
result Square loss shows fast convergence rates and robustness guarantees for overparametrized neural networks.

Gradient descent on ReLU networks with square loss implicitly favors balanced weights.

problem Understanding implicit regularization in nonlinear neural networks with regression losses.
method Analyzing gradient descent dynamics on ReLU networks with square loss.
result It is impossible to characterize the implicit regularization of ReLU networks with square loss by any explicit function of model parameters.

The paper introduces a new FOR framework using Huber and ε-insensitive losses.

problem Handling outliers and sparsity in functional output regression.
method Proposes a flexible FOR framework with infimal convolution losses and computable algorithms.
result Demonstrates efficiency and effectiveness on synthetic and real-world data.

In this work we propose an adversarial learning approach to generate high resolution MRI scans from low resolution images. The architecture, based on the SRGAN model, adopts 3D convolutions to exploit volumetric information. For the discriminator, the adversarial loss uses least squares in order to stabilize the traini…

2018-12-29abs ↗pdf ↗

New algorithms estimate Jacobian matrices for large-scale machine learning.

problem Efficiently computing search directions for large nonlinear least squares.
method Exploit low-rank structure in Hessian to estimate Jacobian matrices.
result Two algorithms perform well compared to state-of-the-art methods.

Study finds Hilbert square of real surfaces can be maximal even when the surface has disconnected real locus.

problem Exploring conditions for maximality of Hilbert square of real surfaces.
method Analyzing Hilbert square of maximal real surfaces and examining specific examples.
result Hilbert square can be maximal even for surfaces with disconnected real locus.

Paper explores connections between loss functions and consistency in binary classification and regression.

problem Consistency in binary classification and regression applications.
method Characterization of conformable loss functions and derivation of a new Huber-type loss function.
result Margin-based loss functions are equivalent to loss functions of squared standardized logistic regression residuals.

Transformer-based models overfit financial time series data, leading to increased prediction variance.

problem Forecast collapse of transformer-based models under squared loss in financial time series.
method Theoretical analysis and numerical experiments on high-frequency EUR/USD exchange rate data.
result Increased model expressivity in Transformer-based models leads to spurious fluctuations without reducing bias, resulting in higher prediction variance.

Study risk bounds for distributed ERM with general loss functions and hypothesis spaces.

problem Limited theoretical analysis for distributed ERM with general loss functions and hypothesis spaces.
method Derive tight risk bounds under assumptions on hypothesis space and loss function.
result Developed more general risk bound for distributed ERM without strong convexity restriction.

The paper explores how different loss functions impact reinforcement learning algorithms.

problem Improving reinforcement learning algorithms by optimizing loss functions.
method Comprehensive survey on loss functions in reinforcement learning, proving the benefits of specific loss functions.
result Binary cross-entropy loss leads to first-order bounds and is more efficient than squared loss.

Classification and regression tasks in overparameterized models show different generalization properties.

problem Comparing classification and regression in overparameterized models.
method Comparison of least-squares minimum-norm interpolation and hard-margin SVM using different loss functions.
result Interpolating solutions generalize well with 0-1 loss but not with square loss.

The paper studies the loss landscape of regularized deep matrix factorization, revealing unique and sharp minimizers.

problem Understanding the loss landscape and minimizers of regularized deep matrix factorization problems.
method Theoretical analysis of 2\ell^2-regularized deep matrix factorization/deep linear network training problems with squared-error loss.
result The unique end-to-end minimizer exists for all target matrices except for a set of Lebesgue measure zero.

The paper improves sparse Gaussian processes by optimizing predictive loss.

problem Optimizing predictive loss in sparse Gaussian processes.
method Direct loss minimization (DLM) for log-loss and square loss, with product sampling (uPS) and biased Monte Carlo (bMC) for non-conjugate cases.
result DLM shows significant performance improvement in both log-loss and square loss cases.

The Nyström method improves learning efficiency for convex losses.

problem Improving computational efficiency in empirical risk minimization.
method Using random subspaces to approximate hypothesis spaces in convex loss functions.
result Computational gains can be achieved without sacrificing learning performance for general convex Lipschitz losses.

This paper analyzes M-estimators under infinite-variance noise in high dimensions.

problem High-dimensional M-estimation with infinite-variance noise.
method Study of the Fenchel conjugate domain and its impact on risk.
result Exact risk of M-estimators under infinite-variance noise is derived.

Paper proposes fitting loss functions to data using source functions from information geometry.

problem Choosing appropriate loss functions for machine learning models.
method Introduces source functions from information geometry to fit loss functions to the domain at hand.
result Significant improvements over state-of-the-art methods in model training.

Improved speech enhancement using diffusion models with MSE loss.

problem Efficient incorporation of noisy speech in generative speech enhancement.
method Augmented diffusion-based generative model with a MSE loss for enhanced speech.
result Proposed method improves speech enhancement performance compared to original diffusion model.

Artificial neural network training with stochastic gradient descent can be destabilized by "bad batches" with high losses. This is often problematic for training with small batch sizes, high order loss functions or unstably high learning rates. To stabilize learning, we have developed adaptive learning rate clipping (A…

2019-06-21abs ↗pdf ↗

This paper extends the standard chaining technique to prove excess risk upper bounds for empirical risk minimization with random design settings even if the magnitude of the noise and the estimates is unbounded. The bound applies to many loss functions besides the squared loss, and scales only with the sub-Gaussian or …

2016-09-07abs ↗pdf ↗

Feature selection is a technique to screen out less important features. Many existing supervised feature selection algorithms use redundancy and relevancy as the main criteria to select features. However, feature interaction, potentially a key characteristic in real-world problems, has not received much attention. As a…

2012-10-06abs ↗pdf ↗

Deep nets trained with MSE loss exhibit Neural Collapse, collapsing features and classifiers to class means.

problem Understanding Neural Collapse in MSE-trained deep nets.
method Developed a new MSE loss decomposition and introduced the central path concept.
result Exact dynamics of Neural Collapse along the central path can be predicted.

This paper presents a learning method for convolutional autoencoders (CAEs) for extracting features from images. CAEs can be obtained by utilizing convolutional neural networks to learn an approximation to the identity function in an unsupervised manner. The loss function based on the pixel loss (PL) that is the mean s…

2018-06-06abs ↗pdf ↗

New method optimizes fairness in predictive models for continuous sensitive attributes.

problem Enforcing full statistical independence on continuous sensitive attributes is too restrictive.
method Functional bilevel optimization (FBO) and ITD algorithms.
result Achieves lowest or near-lowest fairness-accuracy regret on synthetic and real datasets.

We consider the problem of learning linear classifiers when both features and labels are binary. In addition, the features are noisy, i.e., they could be flipped with an unknown probability. In Sy-De attribute noise model, where all features could be noisy together with same probability, we show that 00-11 loss ($l_{…

2019-11-18abs ↗pdf ↗

New algorithms avoid a dominant lower-order term in heavy-tailed loss settings.

problem Prediction with heavy-tailed losses without prior knowledge.
method Adaptive algorithms that avoid the maximum of losses as a lower-order term in regret.
result Improved regret bounds of O(θTlog(K))\mathcal{O}(\sqrt{θT\log(K)}) and O(θlog(KT)/Δmin)\mathcal{O}(θ\log(KT)/Δ_{\min}).

The classical asymptotic theory for parametric MM-estimators guarantees that, in the limit of infinite sample size, the excess risk has a chi-square type distribution, even in the misspecified case. We demonstrate how self-concordance of the loss allows to characterize the critical sample size sufficient to guarantee …

2018-10-16abs ↗pdf ↗

This work studies applications and generalizations of a simple estimation technique that provides exponential concentration under heavy-tailed distributions, assuming only bounded low-order moments. We show that the technique can be used for approximate minimization of smooth and strongly convex losses, and specificall…

2013-07-07abs ↗pdf ↗