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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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221441662882 · Jun 202019922001200920172026
48 results for two-stage algorithm

SARD improves adversarial robustness in two-stage L2D systems.

problem Adversarial attacks can manipulate query allocation in two-stage L2D systems.
method Introduces SARD, a convex learning algorithm with provable guarantees.
result SARD significantly improves robustness under adversarial attacks while maintaining strong clean performance.

Paper tackles moment estimation under covariate shift with a two-stage algorithm.

problem Estimating moments under covariate shift when source and target distributions differ.
method Proposes a two-stage algorithm: first, an optimal estimator for the source distribution; second, likelihood ratio reweighting for calibration.
result Achieves minimax optimal bound for moment estimation.

Two-stage mechanism designs reduce regret in recommender systems with stochastic covariates.

problem Designing effective recommender systems with user covariates sampled online.
method Two-stage algorithm integrating incentivized exploration with offline learning methods.
result Achieves sublinear regret while maintaining incentive compatibility.

Algorithmic decision making process now affects many aspects of our lives. Standard tools for machine learning, such as classification and regression, are subject to the bias in data, and thus direct application of such off-the-shelf tools could lead to a specific group being unfairly discriminated. Removing sensitive …

2017-10-13abs ↗pdf ↗

TSCI estimates treatment effects using machine learning and data-adaptive methods for invalid instruments.

problem Estimating treatment effects with invalid instruments.
method Two-stage algorithm: first stage uses machine learning for nonlinearities, second stage selects and projects out instrument violations.
result Effective treatment effect estimation even with invalid instruments.

We present a novel algorithm for non-linear instrumental variable (IV) regression, DualIV, which simplifies traditional two-stage methods via a dual formulation. Inspired by problems in stochastic programming, we show that two-stage procedures for non-linear IV regression can be reformulated as a convex-concave saddle-…

2019-10-27abs ↗pdf ↗

We propose a novel method designed for large-scale regression problems, namely the two-stage best-scored random forest (TBRF). "Best-scored" means to select one regression tree with the best empirical performance out of a certain number of purely random regression tree candidates, and "two-stage" means to divide the or…

2019-05-09abs ↗pdf ↗

We consider a multi-objective risk-averse two-stage stochastic programming problem with a multivariate convex risk measure. We suggest a convex vector optimization formulation with set-valued constraints and propose an extended version of Benson's algorithm to solve this problem. Using Lagrangian duality, we develop sc…

2017-11-17abs ↗pdf ↗

Two-stage recommender systems show better performance when components interact rather than operate independently.

problem Two-stage recommender systems are often treated as sums of their parts, ignoring interactions between components.
method Used synthetic and real-world data to demonstrate interactions between ranker and nominators. Derived a generalization lower bound and proposed a Mixture-of-Experts approach to learn optimal item pools.
result Independent nominator training can lead to performance on par with random recommendations, highlighting the importance of interactions.

This work analyzes a two-stage algorithm for single index models, showing precise asymptotics of gradient descent.

problem Learning single index models with non-convex optimization.
method Spectral initialization followed by gradient descent, with detailed analysis of dynamics and asymptotics.
result Gradient descent converges to long-time fixed points in the large system limit, representing mean field behavior.

Optimized deferral improves accuracy in imbalanced settings.

problem Imbalance in expert predictions leads to suboptimal performance in two-stage learning to defer.
method Developed novel cost-sensitive learning algorithms and margin-based loss functions tailored for expert imbalance.
result MILD algorithm shows clear improvements over baselines in image classification and LLM routing tasks.

In this paper, we present a novel two-stage metric learning algorithm. We first map each learning instance to a probability distribution by computing its similarities to a set of fixed anchor points. Then, we define the distance in the input data space as the Fisher information distance on the associated statistical ma…

2014-05-12abs ↗pdf ↗

This thesis tackles learning with multi-class abstention and multi-expert deferral, improving model reliability and efficiency.

problem Improving model reliability and efficiency in large language models (LLMs) by leveraging multiple experts.
method Developed new surrogate losses and consistency guarantees for multi-class classification and regression with deferral.
result Strong consistency guarantees for surrogate losses in multi-class classification and regression with deferral.

Two-stage nonconvex algorithm and convex relaxation both achieve optimal accuracy in noisy blind deconvolution.

problem Solving bilinear systems of equations with random noise under different designs.
method Two-stage nonconvex algorithm and convex relaxation.
result Both methods achieve minimax-optimal accuracy in the presence of random noise.

A new method for predicting insurance claims with statistical guarantees.

problem Creating accurate prediction intervals for insurance claims.
method Model-agnostic framework using split conformal prediction for frequency-severity modeling.
result Shows effectiveness on simulated and real datasets using various models.

The paper analyzes how generated data improves adversarial training in high-dimensional regression.

problem Improving adversarial training in high-dimensional regression.
method Theoretical analysis of a two-stage training approach with generated data and pseudo-labels.
result Two-stage adversarial training achieves better performance than ridgeless training in high-dimensional linear regression.

We analyze Gibbs-based transfer learning algorithms using information theory.

problem Understanding the generalization error of transfer learning.
method Information-theoretic analysis focusing on αα-weighted-ERM and two-stage-ERM.
result Exact characterization of generalization behavior using conditional symmetrized KL information.

POTEC tackles off-policy learning in large action spaces, improving effectiveness.

problem Existing OPL methods fail in large discrete action spaces due to bias or variance issues.
method Two-stage algorithm: cluster selection via policy-based approach, action selection via regression-based approach.
result POTEC provides substantial improvements in off-policy learning effectiveness, especially in large and structured action spaces.

Joint training improves model accuracy by selectively using privileged information.

problem Two-stage training can lead to model failure with noisy privileged information.
method Joint training of two models to use privileged information selectively.
result Joint training outperforms two-stage baselines on synthetic and real-world tasks.

Proposes a transfer learning method for accurate latent variable estimation.

problem Accurate estimation of latent variables in networks with large parameter spaces.
method Leverages information from similar networks to improve estimation accuracy.
result The proposed methods improve estimation accuracy and are validated on real datasets.

Trust-aware MAB improves learning performance by accounting for human deviation.

problem Learning performance suffers when humans deviate from recommended policies due to lack of trust.
method Integrates a dynamic trust model into MAB framework, establishing minimax regret and proposing a two-stage trust-aware procedure.
result Proves near-optimal statistical guarantees for trust-aware MAB algorithms.

CASP selects reliable policies for two-stage recommender systems by considering both value and support.

problem The selection of a generator in two-stage recommender systems affects both the policy value and the data support used to estimate it.
method CASP combines doubly robust value estimation with a support-burden penalty.
result CASP selects lower-burden policies when estimated value and support credibility are in tension.

Proposes a two-stage method for testing variable interactions with FDR control.

problem Testing pairwise interactions in high-dimensional data with dependence.
method Two-stage testing procedure with FDR control using Cramér type moderate deviation technique.
result The proposed method controls FDR and has comparable or improved statistical power.

Improved learning theory for kernel distribution regression with two-stage sampling.

problem Distribution regression problem and two-stage sampling setting.
method Kernel methods, near-unbiased condition, new error bounds, convergence rates.
result Strictly improved convergence rates for three important classes of kernels.

To integrate strategic, tactical and operational decisions, the two-stage optimization has been widely used to guide dynamic decision making. In this paper, we study the two-stage stochastic programming for complex systems with unknown response estimated by simulation. We introduce the global-local metamodel assisted t…

2019-10-13abs ↗pdf ↗

Bayesian optimization tackles non-convex, two-stage stochastic problems efficiently.

problem Solving non-convex, two-stage stochastic optimization problems with expensive, black-box evaluations.
method Knowledge-gradient-based acquisition function for joint optimization of first- and second-stage variables.
result Comparable and superior empirical results compared to alternatives.

Develops a reinforcement learning algorithm for learning deterministic equilibrium policies in time-inconsistent control problems.

problem Learning equilibrium policies in time-inconsistent control problems.
method Continuous-time model-free reinforcement learning algorithm using deterministic policy gradient approach.
result Learned equilibrium policies in general time-inconsistent control problems.

Adaptive SAA solves large-scale stochastic linear programs efficiently.

problem Solving large-scale two-stage stochastic linear programs.
method Iterative algorithm with adaptive sample size and warm starts.
result The algorithm converges to the true solution set with a probabilistic guarantee.

A new framework integrates credit scoring into profit scoring for better P2P lending investments.

problem Maximizing profit while minimizing risk in P2P lending investments.
method Two-stage framework using Light Gradient Boosting Machine (lightGBM) to integrate credit scoring into profit scoring.
result The proposed framework identifies more profitable loans and provides better investment guidance.

The sheer scale of modern datasets has resulted in a dire need for summarization techniques that identify representative elements in a dataset. Fortunately, the vast majority of data summarization tasks satisfy an intuitive diminishing returns condition known as submodularity, which allows us to find nearly-optimal sol…

2018-06-07abs ↗pdf ↗

Proposes TNPM for better node popularity in directed and bipartite networks.

problem Lack of node popularity consideration in community detection of directed and bipartite networks.
method Two-Way Node Popularity Model (TNPM) with Delete-One-Method (DOM) and Two-Stage Divided Cosine Algorithm (TSDC).
result Improved estimation accuracy and computational efficiency demonstrated through real-world applications.

A new conformal prediction framework for two-stage models identifies stage-wise uncertainty.

problem Limited coverage guarantees and lack of modular structure understanding in existing conformal prediction methods.
method Decomposes prediction residuals into stage-specific components, calibrates parameters using FWER control, and adapts to non-stationary settings.
result Improves coverage and identifies stage-wise error contributions compared to standard conformal methods.