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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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176353529705 · Jun 202019922001200920172026
48 results for task relevance drift

HydaLearn dynamically adjusts task weights for better MTL performance.

problem Constant loss weights in MTL lead to poor results due to drifting relevance and varying mini-batch composition.
method HydaLearn uses mini-batch gradients to dynamically adjust task weights.
result HydaLearn improves performance on synthetic and real-world data.

Language evolves over time in many ways relevant to natural language processing tasks. For example, recent occurrences of tokens 'BERT' and 'ELMO' in publications refer to neural network architectures rather than persons. This type of temporal signal is typically overlooked, but is important if one aims to deploy a mac…

2019-09-08abs ↗pdf ↗

This research identifies flaws in drift detection methods and creates adversarial data streams to exploit them.

problem The challenge of detecting data distribution changes (drift) in real-time systems.
method Developed adversarial data streams to show weaknesses in existing drift detection schemes.
result Demonstrated that common drift detection methods can be fooled by adversarial data streams.

Enhash detects concept drift in data streams quickly and efficiently.

problem Detecting abrupt, gradual, virtual, or recurring events in data streams.
method Uses projection hash to insert incoming samples and detects concept drift.
result Enhash has competitive performance and moderate resource requirements compared to existing ensemble learners.

This work introduces a bias-variance decomposition for proper scores, improving uncertainty estimation in predictive models.

problem Reliable uncertainty estimation for predictions in safety-critical applications, especially under domain drift.
method Developed a general bias-variance decomposition for proper scores, introducing the Bregman Information as the variance term.
result The decomposition provides novel formulations for different predictive tasks, including classification and model ensembles.

Detects drifts in data for classification tasks using constrained embeddings.

problem Drifts in data affect model performance; unsupervised methods ignore label information.
method Task-sensitive semi-supervised drift detection with constrained low-dimensional embedding.
result Successfully detects real drifts affecting classification performance.

A new SNN model explains decision-making with learning and spiking neurons.

problem Lack of learning mechanism in existing models for decision-making.
method Proposes a Spiking Neural Network (SNN) model that incorporates a learning mechanism and uses multivariate Hawkes processes.
result Shows a coupling between DDM and Poisson counter models and derives a DDM from a Hawkes network of spiking neurons.

A new approach switches between simple and complex models to handle concept drifts in regression tasks.

problem Handling concept drifts in regression models to maintain accurate predictions over time.
method Error Intersection Approach: switches between simple and complex models based on drift detection.
result The Error Intersection Approach significantly outperforms baselines in handling concept drifts in a real-world taxi demand dataset.

This research generates synthetic data streams for handling concept drifts and novel classes.

problem Handling concept drifts and novel classes in dynamic data streams.
method Synthetic data stream generation for both concept drifts and novel classes.
result Demonstrates the effectiveness of unsupervised drift detectors in open set recognition.

This review covers learning under concept drift, including detection, understanding, and adaptation.

problem Unforeseeable changes in data distribution over time impact machine learning performance.
method Reviews and analyzes methodologies and techniques for concept drift detection, understanding, and adaptation.
result Establishes a framework for learning under concept drift with three main components.

New budget quantifies drift in closed-loop learning, improving reproducibility.

problem Characterizing statistical learning under distributional drift in closed-loop settings.
method Introduces an intrinsic drift budget CTC_T quantifying cumulative information-geometric motion of the data distribution.
result Proves a drift-feedback bound of order T1/2+CT/TT^{-1/2}+C_T/T for prequential reproducibility, up to controlled second-order remainder terms.

Data-driven predictive analytics are in use today across a number of industrial applications, but further integration is hindered by the requirement of similarity among model training and test data distributions. This paper addresses the need of learning from possibly nonstationary data streams, or under concept drift,…

2017-10-18abs ↗pdf ↗

NP-PROV separates mean and variance spaces to improve function uncertainty.

problem Neural Processes fail on out-of-domain tasks due to shared latent space uncertainty.
method Separates mean and variance into function-value-related and position-related latent spaces.
result NP-PROV achieves state-of-the-art likelihood with bounded variance in drifts.

Geometric stability predicts steerability and detects drift in language models.

problem Predicting steerability and detecting drift in language models.
method Supervised and unsupervised geometric stability measures.
result Supervised geometric stability predicts steerability with high accuracy and detects drift earlier.

Classifiers operating in a dynamic, real world environment, are vulnerable to adversarial activity, which causes the data distribution to change over time. These changes are traditionally referred to as concept drift, and several approaches have been developed in literature to deal with the problem of drift handling an…

2018-03-24abs ↗pdf ↗

Develops PromptShift-CRC for drift-aware conformal risk control in foundation models under prompt and domain shift.

problem Fixed calibration risk in foundation models due to prompt and domain shift.
method Embeds prompts and responses, measures drift, gives more weight to recent examples, and updates risk online.
result Develops method to control risk up to terms for distribution mismatch and weighted quantile uncertainty.

LLMs cause inconsistent financial outputs, smaller models are more reliable.

problem Inconsistent outputs from LLMs undermine auditability and trust in financial workflows.
method Finance-calibrated deterministic test harness, task-specific invariant checking, model classification, and cross-provider validation.
result Smaller models (Granite-3-8B, Qwen2.5-7B) achieve 100% output consistency, while larger models like GPT-OSS-120B have high drift.

This paper tackles continuous domain adaptation with a new approach.

problem Learning in non-stationary environments, especially domain drift.
method Variational domain-agnostic feature replay, composed of inference, generative, and solver modules.
result Demonstrates the effectiveness of the proposed approach for practical usage.

We study the Markowitz portfolio selection problem with unknown drift vector in the multidimensional framework. The prior belief on the uncertain expected rate of return is modeled by an arbitrary probability law, and a Bayesian approach from filtering theory is used to learn the posterior distribution about the drift …

2018-11-16abs ↗pdf ↗

LUNAR uses cellular automata for real-time data classification in fast streams.

problem Real-time machine learning challenges with fast data streams and concept drift.
method Streamified cellular automata approach for incremental learning and adaptation.
result Competitive performance in classification compared to established online learning methods.

ZDP detects drift in large language models without labels, proving key theorems and metrics.

problem Detecting drift in large language models without task labels or output evaluations.
method Zero-Direction Probing (ZDP) framework based on null directions of transformer activations, proving theoretical guarantees.
result Proves the Variance--Leak Theorem, Fisher Null-Conservation, Rank--Leak bound, and logarithmic-regret guarantee.

stream-learn is a Python library for analyzing data streams with various drift types.

problem Analyzing drifting and imbalanced data streams.
method Synthetic data stream generator, evaluation methodologies, and imbalanced binary classification metrics.
result Efficient implementation of classifiers for data stream analysis.

DDG-DA predicts future data distribution to adapt models for predictable concept drift.

problem Adapting models to streaming data with predictable concept drift.
method Train a predictor to forecast future data distribution, generate training samples, and train models on them.
result Significant improvement on multiple models in real-world tasks.

Paper presents IMRCs for evolving tasks with forward and backward learning.

problem Incremental learning of evolving tasks with few samples per task.
method Incremental minimax risk classifiers (IMRCs) that exploit forward and backward learning.
result IMRCs provide significant performance improvement, especially with reduced sample sizes.

Wealth redistribution through Fokker-Planck equation controls preserves Gini coefficient.

problem Preserving Gini coefficient through proportional wealth tax.
method Formulating optimal redistribution as a control problem for Fokker-Planck equation.
result Progressive taxes redistribute within policy-relevant timescales.

Motivated by empirical data, we develop a statistical description of the queue dynamics for large tick assets based on a two-dimensional Fokker-Planck (diffusion) equation, that explicitly includes state dependence, i.e. the fact that the drift and diffusion depends on the volume present on both sides of the spread. "J…

2013-04-25abs ↗pdf ↗

ToolChain-CRC addresses the risk-control problem for retrieval-augmented and tool-using agents under drift.

problem Risk-control problem for retrieval-augmented and tool-using agents under drift.
method ToolChain-CRC uses conformal risk-control under exchangeable calibration runs.
result Trajectory-level risk control keeps accepted-trajectory risk below the target.

A geometric theory explains loss functions for robust representation learning.

problem Treats robustness, domain adaptation, and sensor drift as separate literatures.
method Estimates covariance Sigma_task and uses it to pin Jacobian penalties.
result Proves optimality and necessity of range coverage for penalty matrices.

ProteuS generates synthetic financial data with regime changes for testing drift detection.

problem Simulating concept drift in financial markets for model evaluation.
method ARMA-GARCH models fitted to ETF data, generating synthetic time series with predefined regime changes.
result Generated datasets reveal the complexity of detecting and adapting to market regime changes.

This paper extends neural network approximation results to denoising diffusion models.

problem Improving the efficiency and accuracy of generative models.
method Leveraging connections to stochastic control and neural network approximation.
result Established neural network approximation results for the Föllmer drift are extended to denoising diffusion models.