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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.

168,742 papers · 148 categories

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200401601801 · Jun 202019922001200920172026
48 results for two-phase training

For better classification generative models are used to initialize the model and model features before training a classifier. Typically it is needed to solve separate unsupervised and supervised learning problems. Generative restricted Boltzmann machines and deep belief networks are widely used for unsupervised learnin…

2018-04-25abs ↗pdf ↗

Discrimination-aware classification is receiving an increasing attention in data science fields. The pre-process methods for constructing a discrimination-free classifier first remove discrimination from the training data, and then learn the classifier from the cleaned data. However, they lack a theoretical guarantee f…

2017-02-28abs ↗pdf ↗

DP-SGD can update fewer coordinates while maintaining privacy.

problem How to update fewer coordinates in DP-SGD without losing optimization signal.
method TP-TopK (Two-Phase TopK DP-SGD), a two-phase method for coordinate-sparse private training.
result Private training can update fewer coordinates without losing optimization signal, scaling noise with active dimension \(k\) instead of full dimension \(d\).

Improved statistical inference for expensive data using machine learning predictions.

problem Statistical inference under adaptive two-phase multiwave sampling with expensive measurements.
method Multiwave Predict-Then-Debias estimator combining proxy information and expensive measurements.
result Valid estimators and confidence intervals for M-estimation under adaptive sampling.

Common models for two-phase lipid bilayer membranes are based on an energy that consists of an elastic term for each lipid phase and a line energy at interfaces. Although such an energy controls only the length of interfaces, the membrane surface is usually assumed to be at least C1C^1 across phase boundaries. We consi…

2016-03-01abs ↗pdf ↗

Study shows thresholding scheme converges for mean curvature flow of convex sets.

problem Analyzing convergence of thresholding scheme for mean curvature flow.
method Time discretization using Merriman, Bence and Osher's scheme, focusing on two-phase mean convex settings.
result Time-integrated energy of approximation converges to limit's energy in minimizing movements interpretation.

Reliable training of generative adversarial networks (GANs) typically require massive datasets in order to model complicated distributions. However, in several applications, training samples obey invariances that are \textit{a priori} known; for example, in complex physics simulations, the training data obey universal …

2019-06-04abs ↗pdf ↗

We examine the out-of-equilibrium phase reported by Plerou {\it et. al.} in Nature, {\bf 421}, 130 (2003) using the data of the New York stock market (NYSE) between the years 2001 --2002. We find that the observed two phase phenomenon is an artifact of the definition of the control parameter coupled with the nature of …

2005-02-15abs ↗pdf ↗

Noisy labels are very common in real-world training data, which lead to poor generalization on test data because of overfitting to the noisy labels. In this paper, we claim that such overfitting can be avoided by "early stopping" training a deep neural network before the noisy labels are severely memorized. Then, we re…

2019-11-19abs ↗pdf ↗

This paper proposes a new global optimization algorithm using deep learning.

problem Developing efficient algorithms for global optimization of non-convex functions.
method Two-phase approach: minimization phase with model-driven deep learning, escaping phase with reinforcement learning.
result The proposed algorithm significantly outperforms classical optimization methods and handles ill-posed functions.

PPG separates policy and value function training phases for better reinforcement learning efficiency.

problem Challenges in traditional reinforcement learning methods for policy and value function optimization.
method Integrates Phasic Policy Gradient framework that splits policy and value function training into distinct phases.
result Significantly improves sample efficiency on Procgen Benchmark compared to PPO.

Paper proposes a deep RL method for hedging variable annuities, outperforming misspecified models.

problem Model miscalibration in variable annuity contracts with GMMB and GMDB riders.
method Two-phase deep reinforcement learning approach: training phase in a controlled environment, online learning phase in real market.
result Trained reinforcement learning agent hedges equally well as correct Delta in training phase and outperforms misspecified Deltas.

The two phase behavior in financial markets actually means the bifurcation phenomenon, which represents the change of the conditional probability from an unimodal to a bimodal distribution. In this paper, the bifurcation phenomenon in Hang-Seng index is carefully investigated. It is observed that the bifurcation phenom…

2007-12-30abs ↗pdf ↗

Detects anomalies in product health metrics at eBay for better alerts.

problem Detecting anomalies in unsupervised product health metrics at eBay.
method Developed a Moving Metric Detector (MMD) for anomaly detection and a point-wise ranking model for alert retrieval.
result Improves alert precision and avoids alert spamming in eBay production.

SAM selects flatter minima late in training, improving generalization.

problem Improving neural network generalization under various settings.
method Sharpness-Aware Minimization (SAM) applied late in training.
result SAM efficiently selects flatter minima late in training, improving generalization.

Proposes a novel MTL approach based on bias-variance analysis.

problem Improving multi-task learning performance through shared knowledge.
method Two-phase iterative aggregation of targets and features using bias-variance analysis.
result Validation on synthetic and real-world datasets demonstrates the effectiveness of the proposed method.

Study on continuous sequence classification with distribution uncertainty.

problem Classifying continuous sequences with varying distribution uncertainty.
method Proposes distribution-free tests for three test designs: fixed-length, sequential, and two-phase tests.
result Error probabilities decay exponentially fast for all test designs.

Enhances neural networks' robustness against adversarial samples without sacrificing clean sample generalization.

problem Limited generalization and time complexity of adversarial training.
method Feature Pyramid Decoder (FPD) framework that integrates denoising and image restoration modules into CNNs and constrains the Lipschitz constant.
result FPD-enhanced CNNs achieve sufficient robustness against general adversarial samples on various datasets.

Paper proposes a method to learn linear regression models using multiple pre-trained models.

problem Learning a linear regression model with limited target data.
method Representation transfer learning method using multiple pre-trained models.
result The method achieves better sample complexity compared to baseline methods.

Proposes a method to estimate sparse Gaussian graphical models with hidden clustering structure.

problem Modeling statistical relationships between variables with sparsity and clustering.
method Two-phase algorithm using sGS-ADMM for initial point and pALM for solution.
result Demonstrates good performance and efficiency of the proposed model and algorithm on synthetic and real data.

Proposes MD-LiNA for multi-domain latent factor causal discovery.

problem Discovering causal structures among latent factors from multi-domain data.
method Multi-Domain Linear Non-Gaussian Acyclic Models (MD-LiNA) with an integrated two-phase algorithm.
result Locally consistent estimators of causal structure among shared latent factors.

We discuss a class of (local and non-local) theories of gravity that share same properties: i) they admit the Einstein spacetime with arbitrary cosmological constant as a solution; ii) the on-shell action of such a theory vanishes and iii) any (cosmological or black hole) horizon in the Einstein spacetime with a positi…

2012-03-13abs ↗pdf ↗