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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.

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3887761,1641,552 · Jun 202019922001200920172026
48 results for surrogate learning

Adversarial consistency depends on the uniqueness of adversarial Bayes classifiers.

problem Consistency of adversarial surrogate losses is not guaranteed.
method Connected consistency of adversarial surrogate losses to the uniqueness of adversarial Bayes classifiers.
result A convex surrogate loss is statistically consistent for adversarial learning if and only if the adversarial Bayes classifier is unique.

This paper develops nudging algorithms using learned surrogates for state estimation in dynamical systems.

problem Estimating the state of a dynamical system from partial observations when dynamics are unknown or expensive to simulate.
method Unified finite-dimensional analysis of nudging algorithms employing learned surrogate models of the dynamics.
result Nudging algorithms with surrogate models retain exponential convergence up to an explicit error floor.

Study on learning to defer with multiple experts using new surrogate losses.

problem Learning to defer with multiple experts in a machine learning context.
method Introducing a new family of surrogate losses for the multiple-expert setting, proving HH-consistency bounds, and designing learning algorithms.
result Explicit guarantees for new learning to defer algorithms based on minimization of these surrogate losses.

We study consistency properties of machine learning methods based on minimizing convex surrogates. We extend the recent framework of Osokin et al. (2017) for the quantitative analysis of consistency properties to the case of inconsistent surrogates. Our key technical contribution consists in a new lower bound on the ca…

2018-10-26abs ↗pdf ↗

New method integrates real and synthetic data to improve machine learning models.

problem Expensive or impractical collection of high-quality data limits machine learning.
method Weighted empirical risk minimization approach for integrating surrogate data.
result Integrating surrogate data can significantly reduce test error on the original distribution.

A new framework improves reinforcement learning algorithms with policy guarantees.

problem Designing efficient and stable reinforcement learning algorithms.
method A general framework (FMA-PG) based on functional mirror ascent that constructs surrogate functions enabling policy improvement guarantees.
result The proposed framework enables policy improvement guarantees that hold regardless of policy parameterization, and recovers important heuristics.

Enhances PCE surrogates using transfer learning for expensive simulations.

problem Over-sampling in PCE for expensive forward models.
method Transfer learning from similar tasks to a new task with limited training data.
result Improves scalability and accuracy of PCE surrogates.

Active learning is a type of sequential design for supervised machine learning, in which the learning algorithm sequentially requests the labels of selected instances from a large pool of unlabeled data points. The objective is to produce a classifier of relatively low risk, as measured under the 0-1 loss, ideally usin…

2012-07-16abs ↗pdf ↗

Generalizes NTK for surrogate gradient learning in neural networks.

problem Lack of theoretical foundation for surrogate gradient learning.
method Generalizes neural tangent kernel (NTK) for surrogate gradient learning (SGL).
result Surrogate gradient NTK provides a good characterization of SGL.

The paper proposes a method to assess surrogate heterogeneity in non-randomized data.

problem Lack of methods to evaluate surrogate heterogeneity in non-randomized data.
method Proposes a framework using meta-learners to assess surrogate heterogeneity in real-world data.
result Identifies individuals for whom the surrogate is a valid replacement of the primary outcome.

INP accelerates stochastic simulations using deep Bayesian active learning.

problem Computational expense of stochastic simulations at fine-grained resolution.
method Interactive Neural Process (INP) framework combining spatiotemporal surrogate model and active learning acquisition function.
result STNP outperforms baselines in accelerating stochastic simulations and LIG achieves state-of-the-art for Bayesian active learning.

This work improves surrogate models using low-fidelity data to enhance accuracy and efficiency.

problem Limited training data makes high-fidelity models unreliable.
method Uses low-fidelity data to augment input space and condition high-fidelity models.
result Increased predictive accuracy and reduced computational cost compared to existing methods.

Improved machine learning model performance through data augmentation, custom loss functions, and transfer learning.

problem Poor performance of a traditional engineering model due to limited training data.
method Data augmentation, custom loss functions, transfer learning.
result Improvement of at least 38% in performance across five models.

Meta-materials simulation sped up with energy surrogates.

problem Challenging simulation of complex meta-materials due to high-fidelity PDEs.
method Learned component-level surrogates using neural networks to model stored potential energy.
result Surrogates enable accurate macroscopic behavior simulation without full structure simulation.

The paper studies consistency of surrogate loss procedures under constrained classifiers.

problem Consistency of surrogate loss approaches under constrained classifiers without correct specification.
method The paper develops theoretical results and hinge loss based procedures for a constrained classification problem.
result Hinge losses are the only surrogate losses that preserve consistency in second-best scenarios.

The minimization of loss functions is the heart and soul of Machine Learning. In this paper, we propose an off-the-shelf optimization approach that can minimize virtually any non-differentiable and non-decomposable loss function (e.g. Miss-classification Rate, AUC, F1, Jaccard Index, Mathew Correlation Coefficient, etc…

2019-05-24abs ↗pdf ↗

Study of loss functions for learning to defer, proving consistency.

problem Learning to defer in machine learning.
method Introduced a family of surrogate losses parameterized by ΨΨ and proved their consistency.
result Proved realizable HH-consistency and Bayes-consistency of specific surrogate losses.

Paper bounds convergence rate of adversarial surrogate risk.

problem Vulnerability of binary classification models to adversarial attacks.
method Characterizes conditions for adversarial consistency and provides surrogate risk bounds.
result Surrogate risk bounds quantify the rate of convergence of adversarial classification risk.

Area under ROC (AUC) is an important metric for binary classification and bipartite ranking problems. However, it is difficult to directly optimizing AUC as a learning objective, so most existing algorithms are based on optimizing a surrogate loss to AUC. One significant drawback of these surrogate losses is that they …

2018-04-16abs ↗pdf ↗

The paper uses model-based trees to create interpretable surrogate models for complex machine learning models.

problem Interpreting complex machine learning models.
method Using model-based trees to partition feature space and create interpretable models.
result Model-based trees generate optimal surrogate models that balance interpretability and performance.

Generative AI improves surrogate models by blending LF and HF data.

problem Data scarcity between high-fidelity and low-fidelity simulations.
method Probabilistic multi-fidelity surrogate framework using generative transfer learning.
result The model achieves HF accuracy with fewer HF evaluations.

Study on HH-consistency bounds for machine learning surrogates.

problem Estimating target loss error relative to surrogate loss error in machine learning.
method Developed HH-consistency bounds for various surrogates and loss functions.
result Stronger guarantees than existing methods, offering distribution-dependent and -independent bounds.

Study improves Bayesian calibration of mechanical properties using active learning and MCMC.

problem Inference of spatially varying material parameters in computational mechanics.
method Comprehensive comparative study of surrogate models and MCMC algorithms.
result Active learning strategy outperforms a priori trained models in posterior estimation.

Local update methods' performance depends on learning rates, affecting convergence rates and alignment with true loss.

problem The performance of local update methods in federated learning and meta-learning is sensitive to learning rates.
method Proved that local update methods perform SGD on a surrogate loss function, characterized the surrogate loss, and derived convergence rates.
result Proper learning rate tuning is crucial for near-optimal behavior in communication-limited settings.

DeepONets enhance spatial-temporal surrogates for structural dynamics.

problem Creating full spatial-temporal surrogates for dynamical systems under uncertainty.
method Proposed Full-Field Extended DeepONet (FExD) to learn full solution operator across multiple degrees of freedom.
result FExD achieves superior accuracy and computational efficiency compared to other models.

Develops multi-modal neural network models for improved prediction and uncertainty quantification.

problem Improving prediction accuracy and uncertainty quantification for multi-modal data.
method Multi-modal Bayesian neural network models with conjugate last-layer estimation using SVI.
result Improved prediction accuracy and uncertainty quantification compared to uni-modal models.

This paper tackles deferral learning with multiple experts, providing strong theoretical guarantees.

problem Optimizing input assignment to experts balancing accuracy and computational cost.
method Introducing new surrogate loss functions and efficient algorithms with strong theoretical learning guarantees.
result Realizable HH-consistency, HH-consistency bounds, and Bayes-consistency for deferral learning.

AUC (area under ROC curve) is an important evaluation criterion, which has been popularly used in many learning tasks such as class-imbalance learning, cost-sensitive learning, learning to rank, etc. Many learning approaches try to optimize AUC, while owing to the non-convexity and discontinuousness of AUC, almost all …

2012-08-03abs ↗pdf ↗

Adaptive learning method for stochastic programs with latent uncertainty.

problem Stochastic programming problems with implicitly decision-dependent uncertainty.
method Adaptive learning-based surrogate method integrating simulation and statistical estimates.
result Established non-asymptotic convergence rate analysis for enhanced stability and efficiency.

Improved surrogate model for field-valued QoIs using LF and HF simulations.

problem Accurate and efficient modeling of field-valued quantities under uncertain inputs.
method Bifidelity Karhunen-Loève expansion with active learning.
result Consistent improvements in predictive accuracy and sample efficiency.

A machine learning surrogate model predicts earthquake-induced building responses.

problem Expensive FE model simulations for earthquake damage estimation.
method SVD-based earthquake characterization and machine learning model training.
result Deep neural network provides most accurate predictions of building responses.

New framework tackles high-dimensional reliability analysis using surrogate models and active subspaces.

problem High computational cost and curse of dimensionality in reliability analysis of high-dimensional systems.
method Sparse Active Subspace (SAS) algorithm for identifying low-dimensional manifolds and constructing efficient surrogate models.
result Proposed framework significantly improves accuracy and efficiency of reliability analysis compared to existing methods.

Unified approach for federated learning using MM optimization.

problem Scaling stochastic optimization to federated learning.
method Unified Majorize-Minimize (MM) framework for stochastic optimization, extended to federated learning.
result Unified algorithm \QSMM\ for federated learning that aggregates surrogate majorizing functions.

REMAL: Residual Equilibrium Manifold Active Learning for Surrogate-Based Multidisciplinary Design Analysis

problem Multidisciplinary design analysis of coupled engineering systems requires solving equilibrium states where all disciplinary coupling variables are consistent.
method Residual manifold surrogate modeling framework for coupled systems.
result REMAL learns a surrogate model of the joint residual manifold via multitask Gaussian process models.

SURGIN uses generative models to infer subsurface flow data efficiently.

problem Inefficient and task-specific inversion methods for subsurface multiphase flow.
method SURGIN integrates U-FNO surrogate with SGM for zero-shot conditional generation.
result Decent inference of heterogeneous geological fields and flow dynamics with uncertainty quantification.