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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.

169,051 papers · 148 categories

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48 results for surrogate tasks

The study develops a theory for structured prediction using smooth convex surrogates.

problem Developing a theoretical framework for structured prediction.
method Characterizing smooth convex surrogates compatible with task losses and deriving statistical guarantees.
result Derives tight bounds for the calibration function and novel results for existing surrogate frameworks.

Algorithm leverages low-rank relations between surrogate tasks for structured prediction.

problem Structured prediction with large or infinite-dimensional surrogate spaces.
method Trace norm regularization to leverage relationships between surrogate outputs without explicit coding/decoding functions.
result Our algorithm can improve generalization performance over previous methods.

Unified framework for efficient surrogate modeling in manufacturing.

problem Large data requirements and heterogeneous data sources in manufacturing.
method Hierarchical multi-task multi-fidelity (H-MT-MF) framework for Gaussian process-based surrogate modeling.
result Improves prediction accuracy by up to 23% compared to existing methods.

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.

TgAE constructs surrogates for inverse modeling with theory-guided training.

problem Creating accurate surrogates for inverse modeling with limited data.
method Theory-guided Auto-Encoder (TgAE) framework based on CNN architecture.
result TgAE surrogate achieves satisfactory accuracy and efficiency in uncertainty quantification and parameter inversion.

SPARC improves continual learning with minimal memory and computational overhead.

problem Efficient continual learning for deep neural networks.
method Combines task-specific working memories and task-agnostic semantic memory.
result Significantly reduces parameter usage (6% of full-model surrogates) while maintaining performance.

Meta-model framework improves efficiency in parameter estimation of dynamical systems.

problem Efficiently estimating parameters of complex dynamical systems with computationally expensive objective functions.
method Dynamic adaptation of surrogate model and substitution strategy using a meta-model framework.
result Significant improvement in optimization efficiency, reducing evaluations by up to 77%.

The paper develops a faster surrogate model for simulators using hybrid methods.

problem The need for faster validation of automotive technologies using simulators.
method Testing classical methods and building hybrid models combining them.
result A hybrid surrogate model outperforms classical methods in multivariate time series prediction.

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.

A new meta-learning BO approach that bypasses surrogate models and directly learns task utility.

problem Scalability issues and sensitivity to task similarity in existing meta-learning BO methods.
method Directly learns the utility of queries across tasks, models task uncertainty, and includes an auxiliary model for robust adaptation.
result Demonstrates strong anytime performance and outperforms state-of-the-art methods in various benchmarks.

MetaNOR learns common nonlocal kernels for efficient metamaterial modeling.

problem Efficiently modeling wave propagation in new metamaterials.
method Meta-learns a common nonlocal kernel from existing tasks and transfers this knowledge to new tasks with minimal data.
result Substantial improvements in sampling efficiency for new metamaterials.

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.

TOPNet integrates task-based evaluation into machine learning models.

problem Non-differentiable task-based evaluation criteria in real-world applications.
method Task-Oriented Prediction Network (TOPNet) with learnable surrogate loss function.
result TOPNet significantly outperforms traditional and heuristic models in financial prediction tasks.

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.

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.

New method simplifies checking consistency of differentiable loss functions.

problem Verifying consistency of differentiable loss functions is difficult.
method Developed a new approach called strong indirect elicitation (strong IE) to simplify checking consistency.
result Strong IE is equivalent to calibration for strongly convex, differentiable surrogates.

A new method combines SciML and UQ with physical constraints.

problem Uncertainty quantification in scientific machine learning tasks.
method Physics-constrained polynomial chaos expansion.
result Effective uncertainty quantification and SciML integration.

Develops a numerical algorithm for stochastic impulse control using regression surrogates.

problem Optimal impulse control in stochastic processes.
method Generates statistical surrogates for continuation and intervention functions, recursively trained over simulated state trajectories.
result Demonstrates flexibility and extensibility of the numerical scheme through case studies.

We learn a compact surrogate model for optimization problems to reduce training and inference time.

problem Solving optimization problems with unknown parameters is computationally expensive and may lead to suboptimal solutions.
method We represent the optimization problem in terms of meta-variables and learn a low-dimensional surrogate model end-to-end with the predictive model.
result We achieve a large reduction in training and inference time, and improved performance.

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.

MPP trains a transformer to predict multiple physical systems, improving accuracy across various tasks.

problem Training models for specific physical systems is inefficient and requires fine-tuning.
method MPP trains a shared transformer on multiple heterogeneous physical systems, projecting fields into a shared embedding space.
result A single MPP-pretrained transformer outperforms task-specific models on all pretraining sub-tasks and downstream tasks.

Reward tweaking optimizes behavior for long-term goals by adjusting the reward function.

problem Optimizing behavior for long-term goals in reinforcement learning with unstable long planning horizons.
method Reward tweaking learns a surrogate reward function that induces optimal behavior for the original task.
result Reward tweaking guides agents towards better long-term returns while planning for short horizons.

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.

This research develops efficient surrogate models for predicting crack growth in metal structures.

problem Accurately predicting crack growth in metal structures under uncertainty.
method Employing Gaussian Process (GP) regression models for latent variable modeling to create probabilistic surrogate models.
result Surrogate models successfully encode material and load-related uncertainties in stochastic crack growth processes.

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.

Learning with non-modular losses is an important problem when sets of predictions are made simultaneously. The main tools for constructing convex surrogate loss functions for set prediction are margin rescaling and slack rescaling. In this work, we show that these strategies lead to tight convex surrogates iff the unde…

2015-12-24abs ↗pdf ↗

SoDeep learns approximations of ranking metrics for deep learning tasks.

problem Non-differentiable metrics in machine learning tasks.
method Sorting deep (SoDeep) net trained to approximate sorting of scores.
result Competitive results on Cross-modal text-image retrieval, multi-label image classification, and visual memorability ranking tasks.

A new method reduces high-dimensional parameter spaces for faster numerical tasks.

problem Efficiently reducing high-dimensional parameter spaces for numerical tasks.
method Local Active Subspaces (LAS) combining active subspaces with clustering techniques.
result Significant speed-up in numerical tasks through efficient dimension reduction.

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.

This research improves PAC-Bayesian bounds for classification tasks using convexified loss.

problem Deriving generalization bounds for classification tasks with non-convex loss functions.
method Shift focus to misclassification excess risk bounds for PAC-Bayesian classification using convex surrogate loss and leveraging PAC-Bayesian relative bounds in expectation.
result Improved PAC-Bayesian bounds for classification tasks with convex surrogate loss.

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.

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.

The paper explores trading off consistency and dimensionality in convex surrogates for multiclass classification.

problem Designing consistent surrogate losses for multiclass classification with high-dimensional outcomes.
method Investigates embedding outcomes into convex polytopes and examining consistency under low-noise assumptions.
result Consistency can be achieved with less than n1n-1 dimensions, but hallucination occurs for some distributions.

Deep neural networks provide meaningful uncertainty estimates for large-scale simulations.

problem Uncertainty estimates for deep neural network predictions from large-scale simulations.
method General variational inference approach to calibrate Bayesian uncertainties.
result Calibrated Bayesian uncertainties preserved physics-correlations in predicted quantities.

DeepICMGP surrogate models multiple outputs efficiently.

problem Challenges in modeling dependencies between multiple outputs using traditional multi-output GPs.
method Introduces hierarchical coregionalization structures across layers in DGPs.
result Demonstrates competitive performance and active learning strategies.

Surrogate models help predict complex systems with less computational cost.

problem Uncertainty in complex systems due to variability and external loads.
method Surrogate models trained on limited simulations to approximate full time-dependent response.
result Efficient surrogate models reduce computational expense for UQ in nonlinear dynamics.