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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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78157235313 · Jun 202019922001200920172026
48 results for surrogate measures

Optimal sampling strategy improves prediction accuracy with surrogate variables under measurement constraints.

problem Measurement-constrained datasets and lack of labeled data.
method A-optimality criterion for optimal sampling, leveraging surrogate variables.
result Achieves lower asymptotic variance and reduced empirical mean squared error.

Bayesian framework predicts aerodynamic uncertainty from sparse measurements.

problem Calibrating aerodynamic models with sparse and uncertain measurements.
method Bayesian latent Gaussian process for surrogate model calibration.
result Calibrated surrogate model accurately predicts aerodynamic uncertainty.

Machine learning models estimate nutrient concentrations from water quality surrogates.

problem Estimating high frequency nutrient concentrations from limited in-situ measurements.
method Used machine learning (Random Forests) to estimate nutrient concentrations using surrogate measures.
result Reduced RMSE by up to 60.1% compared to linear models, with additional sensors not providing significant benefits.

The paper proposes a scalable framework for uncertainty quantification and propagation in surrogate-based Bayesian inference.

problem Uncertainty in surrogate models and its impact on inference and decision-making.
method Bayesian inference methods for surrogate models with measurement data.
result Scalable framework for uncertainty quantification and propagation in surrogate models.

Paper proposes hybrid modeling to improve surrogate accuracy using multiple data sources.

problem Improving surrogate model accuracy by integrating simulation and real-world data.
method Two novel probabilistic approaches: separate and combined surrogates with weighting strategy.
result Hybrid models improve predictive accuracy and coverage compared to single-source surrogates.

Study proposes a differentiable surrogate loss function for optimizing FβF_β score in binary classification with imbalanced data.

problem Non-differentiability of FβF_β score makes it unsuitable for optimization by gradient-based learning.
method Investigated relationship between FβF_β score and loss functions, proposed a differentiable surrogate loss function.
result Gradient paths of the proposed surrogate FβF_β loss function approximate the gradient paths of the FβF_β score.

This work introduces a new metric to assess the fidelity of surrogate models to the underlying data-generating signal.

problem The limitations of fidelity-based explanations in explainable AI.
method Introduces the linearity score λ(f)λ(f) to quantify the extent of a regression network's linear decodability.
result High-fidelity surrogates can underperform compared to simpler models and even linear baselines trained directly on the data.

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.

This paper develops efficient surrogate models for optimization of complex dynamical systems.

problem Computational expense in solving complex dynamical systems through numerical simulation.
method Combination of proper orthogonal decomposition and radial basis functions for constructing low-dimensional surrogate models.
result Surrogate models reduce computational time for optimization problems while maintaining accuracy.

The problem of maximizing precision at the top of a ranked list, often dubbed Precision@k (prec@k), finds relevance in myriad learning applications such as ranking, multi-label classification, and learning with severe label imbalance. However, despite its popularity, there exist significant gaps in our understanding of…

2015-05-26abs ↗pdf ↗

Motivated by applications in hyperspectral imaging we investigate methods for approximating a high-dimensional non-negative matrix Y\mathbf{\mathit{Y}} by a product of two lower-dimensional, non-negative matrices K\mathbf{\mathit{K}} and X.\mathbf{\mathit{X}}. This so-called non-negative matrix factorization is based…

2018-08-06abs ↗pdf ↗

Study predicts stream turbidity using surrogate data and meta-model.

problem Costly turbidity sensor deployment limits monitoring networks.
method Dynamic regression (ARIMA), LSTM, GAM models; surrogate covariates (rainfall, water level, temperature, solar exposure); meta-model combining strengths of individual models.
result ARIMA and GAM models with all covariates outperform single models; meta-model yields highest accuracy.

Bayesian surrogate models reduce uncertainty in high-dimensional design optimisation problems.

problem Uncertainty in high-dimensional inputs for complex computational models.
method Variational Bayesian inference for constructing statistical surrogates with Gaussian process priors and KL divergence for approximation.
result The RDVGP surrogate provides accurate and versatile approximations for robust structural optimisation.

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 ↗

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.

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.

Gaussian process regression helps approximate Bayesian inverse problems efficiently.

problem Computational intractability of Bayesian posterior distributions in inverse problems.
method Gaussian process regression to build a surrogate model for the likelihood.
result Error between true and approximate posterior can be bounded by weighted L2L^2-norm error between true and approximate likelihood.

Unified framework for learning quantum models from limited measurements.

problem Sample complexity and measurement shots in classical learning of quantum models.
method Unified learning framework considering probabilistic quantum measurements.
result Asymmetrical effects and interplay of sample size and measurement shots on learning performance.

Skeleton clustering detects clusters in high-dimensional data without needing prototypes.

problem Detecting clusters in high-dimensional data with irregular shapes.
method Skeleton clustering combines prototype methods, density-based clustering, and hierarchical clustering using surrogate density measures.
result Skeleton clustering reliably detects clusters in multivariate and high-dimensional data.

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 ↗

A new kernel improves statistical surrogates for stochastic manifolds with diverse data.

problem Handling statistical surrogates for stochastic manifolds with heterogeneous data.
method A transient anisotropic kernel is introduced to improve statistical surrogates for stochastic manifolds with heterogeneous data.
result The transient anisotropic kernel provides a better representation of statistical dependencies in the learned probability measure.

A new error bound improves safety in Bayesian optimization.

problem Ensuring safety in Bayesian optimization with probabilistic models.
method Introducing a novel error bound using Wiener kernel regression for Gaussian processes and noise.
result The new error bound provides larger safety regions than previous methods.

LazyDINO efficiently solves high-dimensional Bayesian inverse problems with fast and scalable solutions.

problem High-dimensional nonlinear Bayesian inverse problems with expensive parameter-to-observable maps.
method LazyDINO combines derivative-informed neural surrogates and lazy map variational inference for efficient posterior approximation.
result Significant cost reduction in amortized Bayesian inversion, achieving one to two orders of magnitude improvement.

Local surrogate models, to approximate the local decision boundary of a black-box classifier, constitute one approach to generate explanations for the rationale behind an individual prediction made by the back-box. This paper highlights the importance of defining the right locality, the neighborhood on which a local su…

2018-06-19abs ↗pdf ↗

Study of estimation errors in surrogate loss minimizers, providing stronger guarantees than existing methods.

problem Estimation errors in surrogate loss minimizers for various hypothesis sets.
method Detailed study of H\mathscr{H}-consistency estimation error bounds, proving general theorems for distribution-dependent and independent settings.
result Explicit bounds for zero-one and adversarial losses, showing enhancements under distributional assumptions.

New method optimizes multiple points in Bayesian optimization efficiently.

problem Optimizing multiple points in expensive black-box functions.
method Reformulated BO as probability measure optimization, using convex gradient flows.
result Demonstrated effectiveness on various benchmarks compared to state-of-the-art methods.

Develops algorithms for optimizing multi-label metrics with provable guarantees.

problem Optimizing complex multi-label metrics like F-measure and Jaccard index.
method Principled learning algorithms based on H-consistency for generalized metrics.
result Provable HH-consistency bounds for multi-label metric optimization.

Paper develops algorithms for nonsmooth, nonconvex statistical learning problems.

problem Nonsmooth and nonconvex objectives in statistical learning.
method Bregman-surrogate algorithm framework, including local linear approximation, mirror descent, iterative thresholding, DC programming.
result Global convergence rates for nonconvex and nonsmooth objectives in high dimensions.

Study uses topological signatures to quantify financial market complexity.

problem Capturing temporal organization beyond volatility measures.
method Null validated topological approach using L1L^1 norm of persistence landscapes.
result Persistence landscape norms reveal dynamical structure during market stress.

Active learning is a powerful approach to analyzing data effectively. We show that the feasibility of active learning depends crucially on the choice of measure with respect to which the query is being optimized. The standard information gain, for example, does not permit an accurate evaluation with a small committee, …

2012-12-12abs ↗pdf ↗

New method uses neural networks to identify sources from limited data in complex systems.

problem Identifying sources from noisy and limited data in high-dimensional systems.
method Calibrating deep neural network surrogates to ensemble simulations and using Bayesian optimization for source identification.
result Reliable source identification with uncertainty quantification using limited data and auxiliary processes.

Paper proposes a method to identify negative transfers in multitask learning using surrogate models.

problem Identifying subsets of source tasks that improve target task performance in multitask learning.
method Surrogate modeling to precompute multitask learning performances and approximate them with a linear regression model.
result The approach predicts negative transfers from multiple source tasks to target tasks more accurately than existing methods.

Enhances BO with expert preferences about abstract properties.

problem Lack of expert knowledge in BO for black-box experimental design.
method Human-AI collaboration to incorporate expert preferences into surrogate modeling.
result Superior performance compared to baselines in synthetic and real-world datasets.