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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.

168,932 papers · 148 categories

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146293439585 · Jun 202019922001200920172026
48 results for toy dataset

Toy model study shows resampling/reweighting can improve feature learning in imbalanced classification.

problem Improving feature learning in imbalanced classification problems.
method High-dimensional toy model with replica method, class-wise resampling/reweighting, and simplified model.
result No resampling/reweighting can sometimes give best feature learning performance.

Study evaluates unsupervised disentanglement methods on a toy dataset.

problem Lack of clear disentanglement metrics capturing independent features.
method Empirical evaluation of six unsupervised disentanglement methods on MPI3D dataset.
result Beta-TCVAE outperforms other methods in metrics, but not in disentanglement quality.

MDP Playground tests RL agents across various dimensions for better understanding and debugging.

problem Understanding and debugging reinforcement learning agents across diverse environments and dimensions.
method Controlled testbed with adjustable dimensions for different RL challenges.
result Insights into agent performance and interaction with various dimensions.

Paper introduces ToyADMOS dataset for detecting anomalous machine sounds.

problem Lack of large-scale datasets for ADMOS anomaly detection.
method Collected anomalous sounds of miniature machines by deliberate damage.
result Released dataset includes over 180 hours of normal and 4,000 anomalous sounds.

Non-symmetric rectangular correlation matrices occur in many problems in economics. We test the method of extracting statistically meaningful correlations between input and output variables of large dimensionality and build a toy model for artificially included correlations in large random time series.The results are t…

2010-04-26abs ↗pdf ↗

Study compares ZBDT model to BDT for financial derivatives valuation.

problem Valuation of financial derivatives under catastrophic events.
method Introduced Zero Black-Derman-Toy (ZBDT) model with jumps to zero interest rate.
result ZBDT model better matches financial slowdown risk.

The paper briefly introduces multiple classifier systems and describes a new algorithm, which improves classification accuracy by means of recommendation of a proper algorithm to an object classification. This recommendation is done assuming that a classifier is likely to predict the label of the object correctly if it…

2015-04-21abs ↗pdf ↗

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.

New model learns function distributions from datasets.

problem Learning function distributions from datasets.
method Functional Neural Processes (FNPs) model distributions over functions by learning a graph of dependencies on top of latent representations.
result FNPs offer competitive predictions and more robust uncertainty estimates compared to baselines.

We study the relation between the trading behavior of agents and volatility in toy markets of adaptive inductively rational agents. We show that excess volatility, in such simplified markets, arises as a consequence of {\em i)} the neglect of market impact implicit in price taking behavior and of {\em ii)} excessive re…

2000-04-21abs ↗pdf ↗

A new algorithm improves efficiency in selecting examples for deep learning.

problem Efficiently choosing multiple examples to mark up for deep learning on large datasets.
method Large BatchBALD algorithm, approximating BatchBALD with reduced computational complexity.
result Comparable quality in selection while significantly reducing computation time, especially for large batches.

Paper tackles robust classification under class-dependent domain shift.

problem Class-dependent domain shift in machine learning.
method Defined a simple optimization problem with an information theoretic constraint and solved it using neural networks.
result Demonstrated that the proposed method can learn robust classifiers that generalize well to unseen domains.

In this paper, we propose a novel domain adaptation method that can be applied without target data. We consider the situation where domain shift is caused by a prior change of a specific factor and assume that we know how the prior changes between source and target domains. We call this factor an attribute, and reformu…

2019-03-13abs ↗pdf ↗

Improved outlier detection in hierarchical Gaussian Processes using Wasserstein-2 kernels.

problem Outlier detection limitations in stacked Gaussian Processes.
method Proposed a hybrid kernel combining Euclidean and Wasserstein-2 distances, emphasizing variance in Wasserstein-2 computations.
result Improved performance and enhanced out-of-distribution detection on various datasets.

TOLD++ improves convergence of diffusion models by critically damping the forward transition matrix.

problem Improving the convergence of Denoising Diffusion Probabilistic Models.
method Critically damping the Third-Order Langevin Dynamics (TOLD) forward transition matrix using eigen-analysis.
result TOLD++ converges faster than TOLD, verified on toy and real datasets.

Unsupervised clustering can reproduce categorization systems if features and metrics are correctly selected.

problem Reproducing expert-provided categorization systems using unsupervised clustering.
method Investigated using toy datasets and real-world fund categorization. Used appropriate feature selection and a supervised Random Forest-based distance metric.
result Unsupervised clustering can reproduce ground truth classes if features and metrics are correctly selected.

FedGAN trains GANs across distributed data sources with reduced communication.

problem Training GANs across non-independent data sources with privacy and communication constraints.
method FedGAN uses local generators and discriminators synced via an intermediary, proving convergence under standard assumptions.
result FedGAN converges and performs similarly to general distributed GANs with reduced communication complexity.

A novel unsupervised domain adaptation method using hierarchical optimal transport.

problem Unsupervised domain adaptation between source and target domains.
method Hierarchical optimal transport, leveraging class labels for structure formation in the source domain and learning probability measures in the target domain.
result The proposed HOT-DA method outperforms state-of-the-art approaches on various datasets.

In graph-based active learning, algorithms based on expected error minimization (EEM) have been popular and yield good empirical performance. The exact computation of EEM optimally balances exploration and exploitation. In practice, however, EEM-based algorithms employ various approximations due to the computational ha…

2016-09-03abs ↗pdf ↗

SE(3)-Transformers maintain equivariance for 3D data under rotations and translations.

problem Ensuring stable and predictable performance in 3D data under transformations.
method Introducing a self-attention module that is equivariant under continuous 3D roto-translations.
result The SE(3)-Transformer outperforms non-equivariant and non-attention models on real-world datasets.

Paper defends diffusion models from membership inference attacks using Langevin dynamics.

problem Defending diffusion models against membership inference attacks.
method Uses critically-damped higher-order Langevin dynamics with auxiliary variables.
result Demonstrates improved resistance to membership inference attacks through theoretical investigation and validation.

DSoftKI scales GP regression with full derivative observations.

problem Efficiently fitting and predicting full derivative observations in Gaussian Processes.
method Extends SoftKI by using local temperature vectors for interpolation, enabling encoding of local directional sensitivity.
result DSoftKI achieves accurate predictions and scales to larger datasets with full derivative observations.

PropEn uses matching to create a larger dataset for efficient design optimization.

problem Limited data and complex landscapes in scientific applications.
method PropEn uses a matching approach to implicitly guide design without a discriminator.
result PropEn efficiently approximates the gradient of property improvement within the data distribution.

A toy model shows how locality can emerge in the universe's Hamiltonian and initial state.

problem Understanding the emergence of locality in the universe's Hamiltonian and initial state.
method A loss functional is minimized by gradient descent to find a tensor product structure.
result Local structure emerges in the universe's Hamiltonian and initial state through spontaneous symmetry breaking.

Reduces selection bias in estimating individual treatment effects.

problem Selection bias in counterfactual reasoning.
method Auto-encoder with regularized loss based on Pearson Correlation Coefficient.
result Improves performance in estimating individual treatment effects.

We explain SSL objectives as log-likelihoods in a data curation model.

problem Lack of understanding of SSL objectives as log-likelihoods.
method Formulate SSL objectives as a log-likelihood in a generative model of data curation.
result SSL methods can be understood as lower-bounds on a principled log-likelihood.

This is an extended write-up of a talk given in April, 1993 in honor of Raoul Bott's 70th birthday. We first illustrate how some traditional topological and geometric invariants obey ``gluing laws'' inspired by those in classical and quantum field theory. Here we discuss characteristic numbers, particularly the Euler n…

1994-06-28abs ↗pdf ↗

Wasserstein Discriminant Analysis (WDA) is a new supervised method that can improve classification of high-dimensional data by computing a suitable linear map onto a lower dimensional subspace. Following the blueprint of classical Linear Discriminant Analysis (LDA), WDA selects the projection matrix that maximizes the …

2016-08-29abs ↗pdf ↗