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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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89177266354 · Jun 202019922001200920172026
48 results for subset 0/1 loss

This paper analyzes the conflict between Hamming loss and subset accuracy in multi-label classification.

problem The conflict between Hamming loss and subset accuracy in multi-label classification.
method The paper analyzes the learning guarantees of algorithms optimizing Hamming loss and subset accuracy, providing theoretical bounds and experimental support.
result Optimizing Hamming loss with its surrogate loss can lead to good performance on subset accuracy in small label spaces, contrary to theoretical expectations.

Develops gradient boosting for multi-label classification.

problem Lack of customizable learning algorithms for multi-label classification.
method Generalizes gradient boosting to multi-output problems and proposes an algorithm for learning multi-label classification rules.
result Ability to minimize both decomposable and non-decomposable loss functions.

We study consistency properties of surrogate loss functions for general multiclass learning problems, defined by a general multiclass loss matrix. We extend the notion of classification calibration, which has been studied for binary and multiclass 0-1 classification problems (and for certain other specific learning pro…

2014-08-12abs ↗pdf ↗

ModHiFi identifies critical components for model modification without gradients or loss function.

problem Modifying open weight models without access to training data or loss function.
method Theoretical analysis of Lipschitz-continuous networks, Subset Fidelity metric, and ModHiFi algorithm.
result ModHiFi-P and ModHiFi-U achieve significant performance improvements in model pruning and unlearning.

We study the column subset selection problem with respect to the entrywise 1\ell_1-norm loss. It is known that in the worst case, to obtain a good rank-kk approximation to a matrix, one needs an arbitrarily large nΩ(1)n^{Ω(1)} number of columns to obtain a (1+ε)(1+ε)-approximation to the best entrywise 1\ell_1-norm low ra…

2020-04-16abs ↗pdf ↗

We present and study a partial-information model of online learning, where a decision maker repeatedly chooses from a finite set of actions, and observes some subset of the associated losses. This naturally models several situations where the losses of different actions are related, and knowing the loss of one action p…

2014-09-30abs ↗pdf ↗

Bayesian method improves quantile estimation and subset selection.

problem Estimating specific percentiles of the response distribution.
method Bayesian decision analysis perspective, optimal point estimates, interpretable uncertainty quantification, scalable subset selection.
result Substantial gains in quantile estimation accuracy, inference, and variable selection over competitors.

Unified bounds for random subset generalization error and improved SGD Langevin dynamics.

problem Generalization error bounds for random subsets and stochastic gradient Langevin dynamics.
method Unified framework based on Hellström and Durisi's work, extending bounds for Langevin dynamics.
result Unified and refined bounds for generalization error in stochastic gradient Langevin dynamics.

Loss Data Analytics is an interactive, online, freely available text. The idea behind the name Loss Data Analytics is to integrate classical loss data models from applied probability with modern analytic tools. In particular, we seek to recognize that big data (including social media and usage based insurance) are here…

2018-08-20abs ↗pdf ↗

One approach to deal with the statistical inefficiency of neural networks is to rely on auxiliary losses that help to build useful representations. However, it is not always trivial to know if an auxiliary task will be helpful for the main task and when it could start hurting. We propose to use the cosine similarity be…

2018-12-05abs ↗pdf ↗

Efficiently removes specific data subsets without retraining for GDPR compliance.

problem Efficiently removing specific data subsets to comply with GDPR regulations.
method Statistical framework for machine unlearning with minimax optimality for squared loss.
result Developed Unlearning Least Squares (ULS) achieving minimax optimality for estimating model parameters.

Investigates methods to regularize quantile regression for accurate predictions.

problem Improving accuracy and fairness in quantile regression predictions.
method Various regularization techniques including expected pinball loss, monotonicity constraints, and rate constraints.
result Deep lattice networks can maintain non-crossing quantiles and improve calibration and fairness.

The paper proposes a new method to learn choice functions using Pareto-embeddings.

problem Learning subset choices from feature vectors.
method Embedding choice alternatives into a higher-dimensional utility space and identifying choice sets with Pareto-optimal points. Minimizing a differentiable loss function.
result The feasibility of learning a Pareto-embedding demonstrated on benchmark datasets.

The paper develops an algorithm to select a subset of training data for efficient regression models.

problem Designing an efficient algorithm for selecting a subset of training data to train regression models quickly without sacrificing accuracy.
method The paper tackles this problem by formulating it as a minimization of training loss with respect to both trainable parameters and subset of training data, subject to error bounds on the validation set. They use a novel problem formulation and represent it with simplified constraints using the dual of the original training problem. They then develop SELCON, an efficient majorization-minimization algorithm for data subset selection, which admits an approximation guarantee.
result The experiments show that SELCON trades off accuracy and efficiency more effectively than the current state-of-the-art.

Flexible framework for bounding high-loss predictions using quantiles.

problem Need for rigorous guarantees in risk-sensitive applications.
method Order statistics of loss values, flexible quantile-based metrics.
result Ability to rigorously control loss quantiles on real-world datasets.

A new convex loss function optimizes set predictions with balanced size and coverage.

problem Optimizing set predictions with balanced size and coverage.
method Proposes a convex loss function using Choquet integrals for nondecreasing subset-valued functions.
result Optimal trade-offs between conditional probabilistic coverage and set size.

Bayesian approach scores influential training examples for model predictions.

problem Enhance interpretability and safety of machine learning models.
method Formulate TDA as a Bayesian information-theoretic problem, scoring subsets by information loss.
result Method aligns with classical influence scores while promoting diversity for subsets.

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.

Subset selection from massive data with noised information is increasingly popular for various applications. This problem is still highly challenging as current methods are generally slow in speed and sensitive to outliers. To address the above two issues, we propose an accelerated robust subset selection (ARSS) method…

2014-09-12abs ↗pdf ↗

A method to identify important features without solving the full problem.

problem Identifying important features in high-dimensional data.
method Persistent reduction using extreme ray identification on a polyhedral cone.
result A subset of features can be guaranteed to have zero coefficients in all optimal solutions.

We explore some mathematical features of the loss landscape of overparameterized neural networks. A priori one might imagine that the loss function looks like a typical function from Rn\mathbb{R}^n to R\mathbb{R} - in particular, nonconvex, with discrete global minima. In this paper, we prove that in at least one impo…

2018-04-26abs ↗pdf ↗

Fast classification for sparse models, even with correlated features.

problem Sparse classification with many correlated features.
method Linear and quadratic surrogate cuts, priority queue, and analytical solution for exponential loss.
result 2 to 5 times faster than previous approaches, interpretable models with comparable accuracy.

We propose a general method for distributed Bayesian model choice, using the marginal likelihood, where a data set is split in non-overlapping subsets. These subsets are only accessed locally by individual workers and no data is shared between the workers. We approximate the model evidence for the full data set through…

2019-10-10abs ↗pdf ↗

Selective removal of data subsets can efficiently unlearn unwanted distributions.

problem Efficiently removing unwanted data subsets without losing important information.
method Formalized as distributional unlearning, using Kullback-Leibler divergence constraints to select a small subset of data.
result Proposed method achieves corresponding log-loss bounds and is quadratically more sample-efficient than random removal.

Algorithm identifies best item from subsets with random utility model feedback.

problem PAC learning the best item from subsets with random utility model feedback.
method Pairwise relative counts and hierarchical elimination for learning algorithm.
result Near-optimal PAC sample complexity guarantee for identifying ε-optimal item.

Neural network training process takes long time when the size of training data is huge, without the large set of training values the neural network is unable to learn features. This dilemma between time and size of data is often solved using fast GPUs, but we present a better solution for a subset of those problems. To…

2018-09-30abs ↗pdf ↗

We introduce novel variants of momentum by incorporating the variance of the stochastic loss function. The variance characterizes the confidence or uncertainty of the local features of the averaged loss surface across the i.i.d. subsets of the training data defined by the mini-batches. We show two applications of the g…

2019-05-30abs ↗pdf ↗

New loss functions improve extreme classification with missing labels.

problem Large number of infrequent labels and missing labels in XMC.
method Derive unbiased loss functions for XMC, incorporating them into existing algorithms.
result Significant improvement in extreme classification performance (up to 20%) over existing methods.

New framework combines semi-supervised data programming with subset selection for improved text classification.

problem Sub-optimal performance in data programming with noisy labelling functions.
method Introduces a framework \model for semi-supervised data programming that uses joint models and subset selection.
result Significantly outperforms state-of-the-art on seven datasets.