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.
The problem of bipartite ranking, where instances are labeled positive or negative and the goal is to learn a scoring function that minimizes the probability of mis-ranking a pair of positive and negative instances (or equivalently, that maximizes the area under the ROC curve), has been widely studied in recent years. …
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.
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…
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…
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) and O(logT) regret bounds can be achieved for convex losses (\cite{zin…
The purpose of this paper is to give a sufficient condition for (strong) stability of non-proper smooth functions (with respect to the Whitney C∞-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 …
In large-scale distributed learning, security issues have become increasingly important. Particularly in a decentralized environment, some computing units may behave abnormally, or even exhibit Byzantine failures -- arbitrary and potentially adversarial behavior. In this paper, we develop distributed learning algorithm…
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 …
Let 1→(K,K1)→(G,NG(K1))→(Q,Q1)→1 be a short exact sequence of pairs of finitely generated groups with K strongly hyperbolic relative to proper subgroup K1. Assuming that for all g∈G there exists k∈K such that gK1g−1=kK1k−1, we prove that there exists a quasi-isometric section $…
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…
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.
We study strictly proper scoring rules in the Reproducing Kernel Hilbert Space. We propose a general Kernel Scoring rule and associated Kernel Divergence. We consider conditions under which the Kernel Score is strictly proper. We then demonstrate that the Kernel Score includes the Maximum Mean Discrepancy as a special …
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).