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.
Improves test set performance and reduces out-of-sample disappointment for unstable models.
Training on mixed distributions improves test performance even when components are unrelated.
This paper applies combinatorial testing to machine learning for robust model performance.
Building machine translation (MT) test sets is a relatively expensive task. As MT becomes increasingly desired for more and more language pairs and more and more domains, it becomes necessary to build test sets for each case. In this paper, we investigate using Amazon's Mechanical Turk (MTurk) to make MT test sets chea…
We investigated the impact of noisy linguistic features on the performance of a Japanese speech synthesis system based on neural network that uses WaveNet vocoder. We compared an ideal system that uses manually corrected linguistic features including phoneme and prosodic information in training and test sets against a …
This paper explores two classes of model adaptation methods for Web search ranking: Model Interpolation and error-driven learning approaches based on a boosting algorithm. The results show that model interpolation, though simple, achieves the best results on all the open test sets where the test data is very different …
Robust hypothesis testing designs a test for worst-case distributions using kernel methods.
A new method reduces hyperparameter tuning evaluations by using sequential tests.
We train a network to generate mappings between training sets and classification policies (a 'classifier generator') by conditioning on the entire training set via an attentional mechanism. The network is directly optimized for test set performance on an training set of related tasks, which is then transferred to unsee…
Classification is a fundamental problem in machine learning and data mining. During the past decades, numerous classification methods have been presented based on different principles. However, most existing classifiers cast the classification problem as an optimization problem and do not address the issue of statistic…
In hypothesis testing, a false discovery occurs when a hypothesis is incorrectly rejected due to noise in the sample. When adaptively testing multiple hypotheses, the probability of a false discovery increases as more tests are performed. Thus the problem of False Discovery Rate (FDR) control is to find a procedure for…
In this paper we propose strategies for estimating performance of a classifier when labels cannot be obtained for the whole test set. The number of test instances which can be labeled is very small compared to the whole test data size. The goal then is to obtain a precise estimate of classifier performance using as lit…
The two-sample hypothesis testing problem is studied for the challenging scenario of high dimensional data sets with small sample sizes. We show that the two-sample hypothesis testing problem can be posed as a one-class set classification problem. In the set classification problem the goal is to classify a set of data …
Study evaluates how well question-answering models generalize to new data types.
Paper proposes a robust hypothesis testing method using Sinkhorn distance.
We conduct an extensive evaluation of price jump tests based on high-frequency financial data. After providing a concise review of multiple alternative tests, we document the size and power of all tests in a range of empirically relevant scenarios. Particular focus is given to the robustness of test performance to the …
Algorithm recovers causal graphs from data with fewer tests.
Unified data representation learning improves non-parametric two-sample testing.
In kernel methods, the median heuristic has been widely used as a way of setting the bandwidth of RBF kernels. While its empirical performances make it a safe choice under many circumstances, there is little theoretical understanding of why this is the case. Our aim in this paper is to advance our understanding of the …
Risk monitoring detects when TTA models degrade at test time.
A new witness two-sample test improves data efficiency and power.
The study examines how extra compute during testing affects the performance of large language models.
A study on optimizing data augmentation weights for improved test-time predictions.
New causal models perform poorly when evaluated on biased training sets.
In biospectroscopy, suitably annotated and statistically independent samples (e. g. patients, batches, etc.) for classifier training and testing are scarce and costly. Learning curves show the model performance as function of the training sample size and can help to determine the sample size needed to train good classi…
We characterize the asymptotic performance of nonparametric one- and two-sample testing. The exponential decay rate or error exponent of the type-II error probability is used as the asymptotic performance metric, and an optimal test achieves the maximum rate subject to a constant level constraint on the type-I error pr…
A martingale framework for concept change detection based on testing data exchangeability was recently proposed (Ho, 2005). In this paper, we describe the proposed change-detection test based on the Doob's Maximal Inequality and show that it is an approximation of the sequential probability ratio test (SPRT). The relat…
Efficiently tests two distributions with few label queries.
Current statistical inference problems in areas like astronomy, genomics, and marketing routinely involve the simultaneous testing of thousands -- even millions -- of null hypotheses. For high-dimensional multivariate distributions, these hypotheses may concern a wide range of parameters, with complex and unknown depen…
A new method QMS22 for semi-supervised anomaly detection outperforms existing methods.
GRASP tests goodness-of-fit for binary classifiers without parametric assumptions.
The paper optimizes A/B tests by balancing lift and cost in large-scale settings.
The statistical comparison of multiple algorithms over multiple data sets is fundamental in machine learning. This is typically carried out by the Friedman test. When the Friedman test rejects the null hypothesis, multiple comparisons are carried out to establish which are the significant differences among algorithms. …
Proposes a new cross-validation method to estimate model performance.
The learning of hierarchical representations for image classification has experienced an impressive series of successes due in part to the availability of large-scale labeled data for training. On the other hand, the trained classifiers have traditionally been evaluated on small and fixed sets of test images, which are…
The segmentation of the breast from the chest wall is an important first step in the analysis of breast magnetic resonance images. 3D U-nets have been shown to obtain high segmentation accuracy and appear to generalize well when trained on one scanner type and tested on another scanner, provided that a very similar T1-…
This work bridges continual learning, active learning, and open set recognition in deep neural networks.
New framework for valid hypothesis testing in complex data settings.
New method uses CDMs to improve CI testing without distributional assumptions.
Optimal ability estimation in adaptive testing with binary responses.
The study evaluates various ML models for stock market prediction.
In quantitative finance, we often fit a parametric semimartingale model to asset prices. To ensure our model is correct, we must then perform goodness-of-fit tests. In this paper, we give a new goodness-of-fit test for volatility-like processes, which is easily applied to a variety of semimartingale models. In each cas…
New framework for robust hypothesis testing using Sinkhorn uncertainty sets.
Optimal subset selection for hypothesis testing with penalties.
The quality of neural machine translation can be improved by leveraging additional monolingual resources to create synthetic training data. Source-side monolingual data can be (forward-)translated into the target language for self-training; target-side monolingual data can be back-translated. It has been widely reporte…
Machine learning is currently dominated by largely experimental work focused on improvements in a few key tasks. However, the impressive accuracy numbers of the best performing models are questionable because the same test sets have been used to select these models for multiple years now. To understand the danger of ov…
Given two sets of independent samples from unknown distributions and , a two-sample test decides whether to reject the null hypothesis that . Recent attention has focused on kernel two-sample tests as the test statistics are easy to compute, converge fast, and have low bias with their finite sample estimate…
LCIT tests conditional independence using latent representations.