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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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86171257342 · Jun 202019922001200920172026
48 results for temporal domain drift

CODA simulates future data to generalize models across different datasets.

problem Concept drift in real-world machine learning models.
method CODA framework using a predicted feature correlation matrix to simulate future data.
result CODA effectively achieves temporal domain generalization across different model architectures.

KOMET identifies Koopman operators from model parameter trajectories to adapt to evolving data distributions.

problem Adaptation of parametric models to non-stationary environments.
method Data-driven framework using Koopman operator identification and Extended Dynamic Mode Decomposition (EDMD).
result KOMET achieves high autonomous-rollout accuracies of 0.981 to 1.000 over 100 time steps on various drifting datasets.

The paper develops methods to reduce deployment risk under dynamic covariate shifts.

problem Reduction of deployment risk under dynamic covariate shifts.
method Time-domain Poincare inequality and Jacobian-velocity theorem to identify and control directional tangent energy.
result Drift-aligned tangent regularization (DTR) reduces risk volatility and directional gain in low-rank drift regimes.

The paper proposes a method for distribution-free prediction sets that adapt to unknown temporal changes.

problem Distribution-free prediction sets require reliable calibration data, which is often unavailable in real-world settings with temporal changes.
method The method selects an adaptive window to construct prediction sets, optimizing a bias-variance tradeoff.
result The method provides sharp coverage guarantees and is shown to be adaptive to temporal drift through numerical experiments.

Develops a new framework for temporal anchoring in deep embedding spaces.

problem Temporal anchoring in deep embedding spaces, especially drift and convergence issues.
method Operator-theoretic framework with drift maps and event-indexed blocks, proving convergence theorems and equivalence theorems.
result Proves convergence theorems and equivalence theorems for the proposed framework.

SYNC learns time-aware causal representations to improve model generalization in evolving domains.

problem Spurious correlations and shortcut learning in existing EDG methods hinder model generalization.
method SYNC integrates dynamic causal factors and causal mechanism drifts into a sequential VAE framework.
result SYNC achieves superior temporal generalization performance on synthetic and real-world datasets.

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.

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 ↗

HawkesLLM models text generation with temporal influence, improving semantic alignment under limited memory.

problem Path-dependent uncertainty in agentic text-simulation systems.
method HawkesLLM framework separates temporal influence modeling from text generation, using a multivariate Hawkes process and a language model.
result HawkesLLM improves late-stage semantic alignment under a compact prompt-memory budget.

Improved TD learning with neural nets reduces sample complexity and overparameterization.

problem Temporal difference learning with neural networks in large state spaces.
method Projection-free and max-norm regularized Neural TD learning, with Lyapunov drift analysis.
result Max-norm regularization significantly improves TD learning's sample complexity and overparameterization.

By introducing a weight function to the Laplace operator, Bakry and Émery defined the "drift Laplacian" to study diffusion processes. Our first main result is that, given a Bakry-Émery manifold, there is a naturally associated family of graphs whose eigenvalues converge to the eigenvalues of the drift Laplacian as the …

2010-02-28abs ↗pdf ↗

Unified framework for generating synthetic financial time series that accurately capture both marginal distributions and temporal dynamics.

problem Generating synthetic financial time series that reproduce both marginal distributions and temporal dynamics.
method SBBTS: A unified Schrödinger-Bass framework for synthetic financial time series.
result SBBTS accurately recovers stochastic volatility and correlation parameters that prior methods fail to capture.

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.

Efficiently reconstructs jump-diffusion processes from data using neural networks.

problem Reconstructing jump-diffusion processes from data.
method Temporally decoupled squared Wasserstein distance method using parameterized neural networks.
result Enhanced reconstruction of jump-diffusion processes from data.

FreST Loss decorrelates spatio-temporal dependencies in graph signals.

problem Complex spatio-temporal dependencies in graph-structured signals are not well captured by standard forecasting models.
method FreST Loss extends supervision to the joint spatio-temporal spectrum using Joint Fourier Transform (JFT).
result FreST Loss reduces estimation bias and improves forecasting accuracy on real-world datasets.

Proposes a new method for conformal prediction under covariate shift with posterior drift.

problem Improving classification performance in target domains with limited training data.
method Weighted conformal classifier that leverages source and target samples.
result Demonstrates favorable asymptotic properties and practical utility.

Proceed adapts models proactively against concept drift in online time series forecasting.

problem Concept drift causes forecast models to adapt to outdated concepts, reducing performance.
method Proceed estimates and translates concept drift into parameter adjustments, enhancing model resilience.
result Proceed brings more performance improvements than state-of-the-art online learning methods.

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 ↗

Transferring knowledge across many streaming processes remains an uncharted territory in the existing literature and features unique characteristics: no labelled instance of the target domain, covariate shift of source and target domain, different period of drifts in the source and target domains. Autonomous transfer l…

2019-10-08abs ↗pdf ↗

MLDemon monitors ML systems post-deployment, improving reliability with real-time performance estimates and expert labels.

problem Ensuring reliability of machine learning systems post-deployment, especially when user inputs differ from training data.
method Integrates unlabeled and on-demand labeled data to monitor ML model performance in real-time, deciding when to acquire expert labels.
result Outperforms existing approaches in temporal datasets with diverse distribution drifts, providing theoretical optimality for distribution drifts.

Method improves clarity in forecasting spatio-temporal data.

problem Forecasting spatio-temporal data with clarity and interpretability.
method Supervised semi-nonnegative matrix factorization with frequency regularization.
result Method offers clearer interpretability in forecasting spatio-temporal data.

Session-based Recurrent Neural Networks (RNNs) are gaining increasing popularity for recommendation task, due to the high autocorrelation of user's behavior on the latest session and the effectiveness of RNN to capture the sequence order information. However, most existing session-based RNN recommender systems still so…

2019-09-12abs ↗pdf ↗

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.

Paper proposes a framework to detect adversarial concept drifts under poisoning attacks.

problem Adversarial concept drift in data streams.
method Augmented Restricted Boltzmann Machine with improved gradient computation and energy function.
result High robustness and efficacy of the proposed drift detection framework in adversarial scenarios.

IMPaCT improves node classification in chronological split temporal graphs.

problem Domain adaptation challenges in graph data due to chronological splits.
method IMPaCT proposes a method to impose invariant properties based on realistic assumptions derived from temporal graph structures.
result IMPaCT achieves a 3.8% performance improvement over current SOTA method on the ogbn-mag graph dataset.

Drift-Resilient TabPFN learns to adapt to changing data distributions.

problem Real-world data often shifts over time, degrading model performance.
method In-Context Learning with a Prior-Data Fitted Network, using structural causal models.
result Significant performance improvements across various datasets.

Detecting concept drift is a well known problem that affects production systems. However, two important issues that are frequently not addressed in the literature are 1) the detection of drift when the labels are not immediately available; and 2) the automatic generation of explanations to identify possible causes for …

2019-08-12abs ↗pdf ↗

Paper finds inequalities for eigenvalues of buckling problems on special metric spaces.

problem Eigenvalue inequalities for buckling problems of drifting Laplacian.
method Investigated on bounded domains in complete smooth metric measure spaces (SMMSs) with special functions.
result General inequalities for eigenvalues derived under curvature constraints.