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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.

168,695 papers · 148 categories

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3176349511,268 · Jun 202019922001200920172026
48 results for target general loss

We study proper losses for discrete generative models without knowing the target distribution.

problem Evaluating generative models in the discrete setting without direct access to the target distribution.
method Define and construct black-box proper losses using statistical estimation theory.
result Black-box proper losses must be of polynomial form and involve more samples than the polynomial degree.

Paper proposes a new loss function for conditional models using soft targets.

problem Improving generalization performance of deep neural networks on supervised classification tasks.
method Introduces a new loss function compatible with soft targets, based on noise contrastive estimation.
result Soft target InfoNCE loss performs on par with cross-entropy baselines and outperforms other losses.

We establish linear regret bounds for convex smooth losses using Fenchel-Young losses.

problem Establishing linear regret bounds for convex smooth losses.
method Constructing a convex smooth surrogate loss using Fenchel-Young losses generated by the convolutional negentropy.
result We derive a smooth loss with a linear surrogate regret bound.

Deep generative networks can simulate from a complex target distribution, by minimizing a loss with respect to samples from that distribution. However, often we do not have direct access to our target distribution - our data may be subject to sample selection bias, or may be from a different but related distribution. W…

2018-06-07abs ↗pdf ↗

Structured entropy improves classification performance on structured targets.

problem Cross-entropy loss fails to account for target variable structure.
method Proposes structured entropy, a generalization of entropy using random partitions.
result Structured cross-entropy loss yields better results on classification problems with known structure.

This paper consider penalized empirical loss minimization of convex loss functions with unknown non-linear target functions. Using the elastic net penalty we establish a finite sample oracle inequality which bounds the loss of our estimator from above with high probability. If the unknown target is linear this inequali…

2013-12-12abs ↗pdf ↗

This paper calculates worst-case target semi-variances for uncertain losses.

problem Managing risk when loss distribution is uncertain and only partial information is known.
method Derives worst-case target semi-variances for symmetric or non-negative losses under uncertainty sets representing investor's undesirable scenarios.
result Closed-form expressions for worst-case target semi-variances are derived.

When optimizing against the mean loss over a distribution of predictions in the context of a regression task, then even if there is a distribution of targets the optimal prediction distribution is always a delta function at a single value. Methods of constructing generative models need to overcome this tendency. We con…

2019-02-08abs ↗pdf ↗

Paper develops upper-bounds for target general loss in multiple source DA and DG settings.

problem Complexity and trade-offs in multiple source domain adaptation and domain generalization.
method Defines two types of domain-invariant representations and studies their pros, cons, and trade-offs.
result Developed upper-bounds for target general loss offer insights into domain-invariant representations.

Paper explains learning property of logistic and softmax losses for balanced and imbalanced class data.

problem Understanding and optimizing loss functions for deep neural networks with class imbalances.
method Analyzing necessary conditions for convergence of logistic and softmax losses in CNNs.
result Proposes a novel reweighted logistic loss function that improves performance over softmax loss.

We investigate the use of a non-parametric independence measure, the Hilbert-Schmidt Independence Criterion (HSIC), as a loss-function for learning robust regression and classification models. This loss-function encourages learning models where the distribution of the residuals between the label and the model predictio…

2019-10-01abs ↗pdf ↗

In few-shot learning, a machine learning system learns from a small set of labelled examples relating to a specific task, such that it can generalize to new examples of the same task. Given the limited availability of labelled examples in such tasks, we wish to make use of all the information we can. Usually a model le…

2019-05-24abs ↗pdf ↗

A novel minimax classifier tackles imbalanced datasets with few minority samples.

problem Imbalanced datasets with limited minority samples.
method Proposes a novel minimax learning algorithm with two steps: minimization and maximization.
result The algorithm improves model performance compared to existing methods.

We study prediction and estimation problems using empirical risk minimization, relative to a general convex loss function. We obtain sharp error rates even when concentration is false or is very restricted, for example, in heavy-tailed scenarios. Our results show that the error rate depends on two parameters: one captu…

2014-10-13abs ↗pdf ↗

We study a stochastic game where one player tries to find a strategy such that the state process reaches a target of controlled-loss-type, no matter which action is chosen by the other player. We provide, in a general setup, a relaxed geometric dynamic programming principle for this problem and derive, for the case of …

2012-06-27abs ↗pdf ↗

TILT improves target domain performance by penalizing an auxiliary component on unlabeled target inputs.

problem Improving performance on target domain under covariate shift.
method TILT uses a novel objective function to decompose the source predictor and penalize an auxiliary component on unlabeled target inputs.
result TILT improves target domain performance over source-only training and other baselines.

We explore methods of producing adversarial examples on deep generative models such as the variational autoencoder (VAE) and the VAE-GAN. Deep learning architectures are known to be vulnerable to adversarial examples, but previous work has focused on the application of adversarial examples to classification tasks. Deep…

2017-02-22abs ↗pdf ↗

Fisher loss improves deep domain adaptation by learning discriminative within-class compact and between-class separable representations.

problem Improving deep domain adaptation performance by learning discriminative representations.
method Proposes a Fisher loss to learn discriminative representations that are within-class compact and between-class separable.
result Noticeable improvements in deep domain adaptation performance, e.g., 6.67% absolute improvement in mean accuracy on the Office-Home dataset.

This work introduces a new method for coupling base and target densities in generative models.

problem Generating samples from complex target distributions using simple base distributions.
method Developed a framework of stochastic interpolants with data-dependent couplings.
result Constructing dynamical transport maps that serve as conditional generative models.

Malware detection is a popular application of Machine Learning for Information Security (ML-Sec), in which an ML classifier is trained to predict whether a given file is malware or benignware. Parameters of this classifier are typically optimized such that outputs from the model over a set of input samples most closely…

2019-03-13abs ↗pdf ↗

Enhanced HH-consistency bounds derived under relaxed conditions.

problem Quantifying the relationship between zero-one estimation error and surrogate loss estimation error.
method Relaxing the condition on the surrogate loss conditional regret and presenting a general framework for establishing enhanced HH-consistency bounds.
result Derivation of more favorable HH-consistency bounds in various scenarios.

There is growing evidence that converting targets to soft targets in supervised learning can provide considerable gains in performance. Much of this work has considered classification, converting hard zero-one values to soft labels---such as by adding label noise, incorporating label ambiguity or using distillation. In…

2018-06-12abs ↗pdf ↗

Poisoning attack is identified as a severe security threat to machine learning algorithms. In many applications, for example, deep neural network (DNN) models collect public data as the inputs to perform re-training, where the input data can be poisoned. Although poisoning attack against support vector machines (SVM) h…

2017-03-03abs ↗pdf ↗

Proposes Deep LTMLE for estimating dynamic treatment effects in longitudinal studies.

problem Estimating counterfactual mean outcomes under dynamic treatment policies in longitudinal settings.
method Uses a transformer architecture with temporal-difference learning for initial estimation, followed by TMLE correction and statistical inference.
result Demonstrates superior performance in complex, long-term scenarios compared to existing methods.

Diffusion models accurately recover mixture weights from generated samples despite score function insensitivity.

problem Score-based generative models often fail to learn correct relative mode amplitudes (mixture weights) from generated samples.
method Relate diffusion score matching (DSM) loss to mixture weight estimation error, define diffusion score sensitivity index (DSSI), and prove its governing role in mixture weight recovery.
result Generated samples can accurately recover mixture weights from the DSM loss, even when the target score is insensitive to mixture weights.

New framework embeds generalization in learning dynamics using large deviation theory.

problem Improving generalization and robustness in learning problems.
method Gradient methods from continuous-time perspective with Freidlin-Wentzell theory of large deviations.
result Asymptotic probability estimate for rare events in learning dynamics.

Improved loss scaling for stochastic momentum algorithms in high dimensions.

problem Improving loss scaling for stochastic momentum algorithms in high dimensions.
method Dimension-adapted Nesterov acceleration (DANA) scales momentum hyperparameters based on model size and data complexity.
result DANA improves loss scaling exponents across various data and target complexities.

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.

Quantum models face barren plateaus, but specific losses can be trainable.

problem Barren plateaus and loss concentration in quantum generative models.
method Investigated explicit and implicit losses, and their interplay.
result Explicit losses lead to new barren plateaus, while implicit losses can be trainable.

Theoretical framework for target propagation shows differences from backpropagation.

problem Understanding and improving target propagation for neural networks.
method Mathematical optimization analysis and novel reconstruction loss.
result A novel reconstruction loss improves feedback weight training and introduces architectural flexibility.

New method recalibrates VaR for option books, reducing forecast errors.

problem Inaccurate VaR forecasts due to missing operational choices.
method Marking-aware sequential VaR recalibration targeting normalized book-level loss.
result Sequential VaR recalibration improves VaR performance across different markets and options.

Data augmentation (DA) has been widely utilized to improve generalization in training deep neural networks. Recently, human-designed data augmentation has been gradually replaced by automatically learned augmentation policy. Through finding the best policy in well-designed search space of data augmentation, AutoAugment…

2019-12-24abs ↗pdf ↗

In this work we study loss functions for learning and evaluating probability distributions over large discrete domains. Unlike classification or regression where a wide variety of loss functions are used, in the distribution learning and density estimation literature, very few losses outside the dominant log losslog\ loss ar…

2019-06-06abs ↗pdf ↗

Paper proposes AXE loss for non-autoregressive machine translation, improving performance.

problem Challenges in training non-autoregressive models due to lack of autoregressive factors and cross entropy loss penalties.
method Proposes aligned cross entropy (AXE) loss function using a differentiable dynamic program for better word order alignment.
result AXE-based training improves performance on major WMT benchmarks and sets a new state of the art for non-autoregressive models.

End-to-end analysis of SGD for STL with adaptive sub-sampling.

problem Designing SGD for STL with statistical guarantees without prior knowledge of source quality.
method Mixed-sample SGD procedure that alternates between source and target data, maintaining transfer guarantees.
result Mixed-sample SGD converges to a target-adaptive solution with 1/T1/\sqrt{T} rate.

EGFs use ergodicity to simplify generative flows for easier training and imitation learning.

problem Challenges in training generative flows, especially in continuous settings and for imitation learning.
method EGFs leverage ergodicity to build simple flows with universality guarantees and tractable FM loss. They introduce a KL-weakFM loss for IL training without a separate reward model.
result EGFs simplify generative flow training and enable effective imitation learning.