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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.

168,742 papers · 148 categories

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88176263351 · Jun 202019922001200920172026
48 results for strongly proper losses

New algorithms minimize dynamic regret for strongly convex losses.

problem Minimizing dynamic regret for strongly convex losses.
method Developed Strongly Adaptive algorithms exploiting KKT conditions.
result Achieved near optimal dynamic regret of O(d1/3n1/3extTV[u1:n]2/3d)O(d^{1/3} n^{1/3} ext{TV}[u_{1:n}]^{2/3} \vee d).

Let G/H be a strongly regular homogeneous space such that H is a Lie group of inner type. We show that G/H admits a proper action of a discrete non-virtually abelian subgroup of G if and only if G/H admits a proper action of a subgroup L of G locally isomorphic to SL(2,R). We classify all such spaces.

2015-01-28abs ↗pdf ↗

Paper develops proper, lower-bounded losses for weakly supervised classification.

problem Weakly supervised classification with corrupted labels.
method Representation theorem for proper losses, derived condition for lower-boundedness, generalized logit squeezing.
result Proper and lower-bounded losses for weak-label learning.

We study proper losses for discrete generative models without knowing the target distribution.

problem Evaluating generative models in the discrete setting without direct access to the target distribution.
method Define and construct black-box proper losses using statistical estimation theory.
result Black-box proper losses must be of polynomial form and involve more samples than the polynomial degree.

We study losses for binary classification and class probability estimation and extend the understanding of them from margin losses to general composite losses which are the composition of a proper loss with a link function. We characterise when margin losses can be proper composite losses, explicitly show how to determ…

2009-12-17abs ↗pdf ↗

This work generalizes calibeating for a broader range of proper losses using Bregman divergence.

problem Calibration for a wide range of proper losses beyond Brier and log loss.
method Regret minimization based on Bregman divergence for a family of proper losses.
result U-calibration results for a family of Tsallis losses with logarithmic regret and dimension independence.

Study on proper learning under relaxed worst-case robust loss for VC classes.

problem Proper adversarially robust PAC learning under relaxed worst-case robust loss.
method Introduced a family of robust loss relaxations and showed their effectiveness for proper learnability.
result VC classes are properly PAC learnable with sample complexity close to standard PAC learning setup.

In this paper, we study strongly Gauduchon metrics on compact complex manifolds. We study the cohomology cones SG in the de Rham cohomology groups generated by all strongly Gauduchon metrics and its direct images under proper modifications. We also study the moduli of strongly Gauduchon manifolds. We prove an existence…

2013-06-04abs ↗pdf ↗

Proper learning is possible with labeled data, but unlabeled data can improve performance.

problem Problems that can only be learned improperly, like multiclass classification.
method Distributional regularization and worst-case performance evaluation.
result Proper learnability is possible under certain conditions involving unlabeled data.

The paper explores proper actions and their relation to representation theory, with new quantitative methods.

problem Understanding proper actions and their connection to representation theory.
method Geometric criteria, sharpness measure, and dynamical volume estimates.
result New quantitative methods have established temperedness criteria for unitary representations.

New algorithm reduces prediction errors across various loss functions.

problem Online forecasting algorithms' inability to adapt to different loss functions.
method Design of a novel Follow-the-Perturbed-Leader (FTPL) algorithm with self-concordant noise.
result Simultaneously achieves ildeO(T) ilde O(\sqrt{T}) regret for bounded proper losses and O(logT)O(\log T) regret for bounded smooth proper losses.

The goal of online prediction with expert advice is to find a decision strategy which will perform almost as well as the best expert in a given pool of experts, on any sequence of outcomes. This problem has been widely studied and O(T)O(\sqrt{T}) and O(logT)O(\log{T}) regret bounds can be achieved for convex losses (\cite{zin…

2018-05-20abs ↗pdf ↗

The purpose of this paper is to give a sufficient condition for (strong) stability of non-proper smooth functions (with respect to the Whitney CC^\infty-topology). We show that a Morse function is stable if it is end-trivial at any point in its discriminant, where end-triviality (which is also called local triviality …

2018-09-07abs ↗pdf ↗

The paper decomposes probabilistic scores into reliability, uncertainty, and information loss.

problem Understanding the reliability and uncertainty of probabilistic predictions.
method Developed decomposition identities for proper losses, quantifying reliability, residual uncertainty, and information gain.
result A three-term identity for classification scores, revealing miscalibration, grouping term, and feature-level uncertainty.

SA algorithms control dynamic regret in non-stationary settings with strong convexity or exp-concavity.

problem Non-stationary Online Convex Optimization with dynamic regret control.
method Strongly Adaptive (SA) algorithms view dynamic regret as path variation of the comparator sequence.
result SA algorithms achieve ildeO(TVTlogT) ilde O(\sqrt{TV_T} \vee \log T) and ildeO(dTVTdlogT) ilde O(\sqrt{dTV_T} \vee d\log T) dynamic regret for strongly convex and exp-concave losses, respectively.

Proposes measures for uncertainty quantification using proper scoring rules.

problem Uncertainty quantification for prediction tasks.
method Decomposes proper scoring rules into divergence and entropy components, tailoring uncertainty quantification to specific tasks.
result Flexibility in uncertainty quantification improves performance in selective prediction and active learning.

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.

Strongly polynomial algorithm for approximate Forster transforms and halfspace learning.

problem Computing approximate Forster transforms and halfspace learning.
method Strongly polynomial time algorithm for approximate Forster transforms and halfspace learning.
result First strongly polynomial time algorithm for distribution-free PAC learning of halfspaces.

The paper disproves the properness conjecture for higher-dimensional minimal hypersurfaces.

problem Properness of complete minimal hypersurfaces in higher dimensions.
method Chord-arc estimates and gluing techniques.
result Construction of a complete, improperly embedded minimal hypersurface in Rn+1\mathbb{R}^{n+1} for every n3n\ge 3.

Gradient EM converges exponentially to optimal solution in agnostic mixtures.

problem Fitting kk parametric functions to given data points without a generative model.
method Gradient EM algorithm for agnostic mixtures of arbitrary parametric functions.
result Gradient EM converges exponentially to population loss minimizers with high probability.

New method improves decision-making accuracy without complex calculations.

problem Improving decision-making accuracy in machine learning.
method Introducing a new measure called calibration decision loss (CDLK\mathsf{CDL}_K) for structured families of post-processing functions.
result Proves upper and lower bounds for natural classes KK of post-processing functions.

Generative Cross-Entropy improves classification with fewer labels.

problem Limited sample efficiency of cross-entropy loss in data-scarce scenarios.
method Proposes Generative Cross-Entropy (GenCE), a new loss function that incorporates generative principles into a standard discriminative network.
result Generative Cross-Entropy outperforms traditional cross-entropy loss across various datasets and conditions.

Researchers prove the automorphism group of a sphere complex matches the mapping group of a graph.

problem Understanding the automorphisms of sphere complexes associated with graphs.
method Analyzing the group of proper homotopy equivalences and constructing an exhaustion of the sphere complex.
result The automorphism group of the sphere complex is isomorphic to the mapping group of the graph.

We consider composite loss functions for multiclass prediction comprising a proper (i.e., Fisher-consistent) loss over probability distributions and an inverse link function. We establish conditions for their (strong) convexity and explore the implications. We also show how the separation of concerns afforded by using …

2012-06-18abs ↗pdf ↗

Optimizes predictions by recalibrating online forecasts with minimal error.

problem Tackles the challenge of recalibrating online predictions to be more accurate.
method Uses an imbalanced extension of the Blackwell approachability reduction framework to achieve (ε,ε2)(\varepsilon, \varepsilon^2)-recalibration.
result Achieves (ε,ε2)(\varepsilon, \varepsilon^2)-recalibration for Lipschitz proper losses in Tε3T \approx \varepsilon^{-3} rounds.

Let 1(K,K1)(G,NG(K1))(Q,Q1)11\to (K,K_1)\to (G,N_G(K_1))\to(Q,Q_1)\to 1 be a short exact sequence of pairs of finitely generated groups with KK strongly hyperbolic relative to proper subgroup K1K_1. Assuming that for all gGg\in G there exists kKk\in K such that gK1g1=kK1k1gK_1g^{-1}=kK_1k^{-1}, we prove that there exists a quasi-isometric section $…

2008-01-07abs ↗pdf ↗

This work examines uncertainty sampling in binary classification using equivalent loss.

problem Lack of consensus on proper uncertainty definition and theoretical guarantees for active learning.
method Systematically examines uncertainty sampling via equivalent loss, proving its optimality.
result Established that uncertainty sampling optimizes against equivalent loss, providing theoretical guarantees.

Improved online learning with time-varying constraints for complex domains.

problem Constrained online convex optimization with time-varying constraints.
method Constructing a composite surrogate loss and using the online Frank-Wolfe method.
result Novel regret and cumulative constraint violation bounds for strongly convex losses.

The study of a machine learning problem is in many ways is difficult to separate from the study of the loss function being used. One avenue of inquiry has been to look at these loss functions in terms of their properties as scoring rules via the proper-composite representation, in which predictions are mapped to probab…

2019-02-19abs ↗pdf ↗

Estimates proper calibration errors and refinement terms in probabilistic predictions.

problem Lack of a general estimator for proper calibration errors and refinement terms with known statistical properties.
method Proposes a method for consistent, asymptotically unbiased estimation of proper calibration errors and refinement terms.
result Proves the relation between refinement and f-divergences, implying information monotonicity in neural networks.

Study on privacy leakage in noisy gradient descent algorithms.

problem Information leakage of iterative randomized learning algorithms about training data.
method Analyzes the dynamics of Rényi differential privacy loss in noisy gradient descent algorithms.
result Privacy loss converges exponentially fast for smooth and strongly convex loss functions.

The paper explores additional structures on Morse boundaries to distinguish hyperbolic spaces up to quasi-isometry.

problem Distinguishing hyperbolic spaces up to quasi-isometry using additional structures on Morse boundaries.
method Investigates additional structures on Morse boundaries and proves conditions for a homeomorphism to be induced by a quasi-isometry.
result A homeomorphism between Morse boundaries of hyperbolic spaces is induced by a quasi-isometry if and only if it is bihölder, quasi-symmetric, or strongly quasi-conformal.

New algorithm AG-OG optimizes separable convex-concave problems efficiently.

problem Efficiently solving separable convex-concave minimax optimization problems.
method Leverages Nesterov acceleration and optimistic gradient on component and coupling parts of the problem.
result Achieves optimal convergence rate for various settings including bilinearly coupled problems.

The paper argues that uncertainty quantification in ML is application-specific and proposes a flexible family of measures.

problem The need for proper uncertainty quantification in machine learning for safety-critical applications.
method A flexible family of uncertainty measures tailored to specific applications, using proper scoring rules to control characteristics.
result Different uncertainty measures are more suitable for different tasks (e.g., selective prediction, out-of-distribution detection, active learning).

Improved privacy-preserving methods for convex optimization with heavy-tailed data.

problem Privacy-preserving optimization of convex functions with heavy-tailed data.
method Developed algorithms for private mean estimation and convex optimization under concentrated differential privacy constraints.
result Achieved improved upper bounds on excess population risk for convex and strongly convex loss functions.