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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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2795588371,116 · Jun 202019922001200920172026
48 results for uncalibrated data

New method converts video of dye plumes into PDEs for better understanding.

problem Inferring continuum models from uncalibrated video data.
method Develops a pipeline to convert grayscale recordings into scalar fields, isolates drift, and identifies transport laws.
result Selected reduced model outperforms advection-diffusion baselines and retains structural interpretability.

The paper optimizes forecasting for risk-adjusted decisions under trading frictions.

problem Optimizing forecasting accuracy for investment decisions in the presence of transaction costs.
method Develops a utility-weighted calibration criterion to minimize decision loss net of costs.
result Utility-weighted calibration reduces decision loss by over 30% and improves Sharpe ratio.

In many safety-critical applications such as autonomous driving and surgical robots, it is desirable to obtain prediction uncertainties from object detection modules to help support safe decision-making. Specifically, such modules need to estimate the probability of each predicted object in a given region and the confi…

2018-11-27abs ↗pdf ↗

Learning from demonstration (LfD) is useful in settings where hand-coding behaviour or a reward function is impractical. It has succeeded in a wide range of problems but typically relies on manually generated demonstrations or specially deployed sensors and has not generally been able to leverage the copious demonstrat…

2018-11-08abs ↗pdf ↗

The paper investigates how dataset quality and heterogeneity affect model confidence in machine learning.

problem Understanding how dataset quality and heterogeneity impact model confidence in machine learning.
method The study uses theoretical explanations and experimental demonstrations to investigate the effects of dataset size, label noise, and class heterogeneity on model confidence.
result Label noise reduces model confidence, while reduced dataset size increases it, and class heterogeneity leads to inconsistent confidence across classes.

The paper presents methods to improve uncertainty calibration in Bayesian Neural Networks.

problem Uncalibrated Bayesian Neural Networks often lead to overconfidence.
method The paper uses alpha-divergences from Information Geometry for calibration.
result Calibration using alpha-divergences provides better uncertainty estimates and is more efficient.

A new method quantifies deep neural network uncertainty by mixing OVA and AVA classifiers.

problem Uncertainty quantification in deep neural networks, especially for out-of-distribution data.
method Mixing predictions from OVA and AVA classifiers to improve uncertainty quantification.
result Achieves state-of-the-art performance in quantifying out-of-distribution data.

This paper improves lottery ticketing by calibrating network confidence.

problem Uncalibrated confidence in lottery tickets leads to overconfidence and poor performance.
method The paper introduces various calibration strategies and explores their impact on lottery tickets.
result Calibration mechanisms consistently improve lottery ticket performance, even under distribution shifts.

Better boosting with bandits improves probability estimation in online learning.

problem Poor calibration of probability estimates from boosting ensembles in online learning.
method Use bandit optimization to decide between updating ensemble or calibrator parameters.
result Superior performance in probability estimation compared to uncalibrated and naively-calibrated online boosting.

MCNet improves uncertainty calibration in online advertising by modeling complex relations and balancing performance.

problem Lack of effective calibration for complex relations and context features in online advertising.
method Introduces MCNet with MCF, order-preserving, and field-balance regularizers.
result Superior performance in generating well-calibrated probability predictions on public and industrial datasets.

Algorithm mitigates performance loss in constrained reinforcement learning with model misspecification.

problem Performance loss in reinforcement learning policies due to model misspecification in constrained control systems.
method Proposes an algorithm to handle constrained model misspecification in continuous control systems.
result Algorithm successfully mitigates performance loss in real-world reinforcement learning tasks.

Improved heteroscedastic regression using neural networks with provably accurate mean estimates and calibrated variance.

problem Optimizing neural network parameters for heteroscedastic regression leads to suboptimal mean and variance estimates.
method Two simple modifications to optimization to retain accuracy of mean-only models and offer best-in-class variance calibration.
result Mean estimates from the proposed method are provably as accurate as those from a homoscedastic model.

Faced with distribution shift between training and test set, we wish to detect and quantify the shift, and to correct our classifiers without test set labels. Motivated by medical diagnosis, where diseases (targets) cause symptoms (observations), we focus on label shift, where the label marginal p(y)p(y) changes but the …

2018-02-12abs ↗pdf ↗

Meta-learning improves Gaussian process uncertainty estimation.

problem Poor uncertainty estimation in Gaussian processes with deep kernels.
method Meta-learning to calibrate deep kernel GPs using task-specific uncalibrated and calibrated distributions.
result Improves uncertainty estimation performance with high regression performance.

CRUDE calibrates regression uncertainty without assuming specific error distributions.

problem Uncalibrated uncertainty estimates in regression models, especially for modern predictive tasks.
method CRUDE assumes error distributions have a constant shape, shifted and scaled by predicted mean and standard deviation.
result CRUDE produces sharper, better calibrated, and more accurate uncertainty estimates than existing methods.

Post-calibration improves the accuracy of causal effect estimation.

problem Improperly calibrated propensity scores lead to inaccurate causal effect estimation.
method Performed a simulation study to assess the impact of post-calibration on causal effect estimation.
result Post-calibration reduces the error in estimating the average treatment effect, especially for expressive uncalibrated statistical estimators.

Structured low-rank (SLR) algorithms, which exploit annihilation relations between the Fourier samples of a signal resulting from different properties, is a powerful image reconstruction framework in several applications. This scheme relies on low-rank matrix completion to estimate the annihilation relations from the m…

2019-12-07abs ↗pdf ↗

New findings suggest deep generative models can misclassify outliers, requiring new evaluation methods.

problem Deep generative models often assign higher likelihood to outliers, challenging existing outlier detection methods.
method Analyzed the typical set and high-density region of DGMs, proposing a novel outlier test.
result Existing likelihood-based outlier tests may fail due to model calibration issues, not just misclassification.

The paper examines how calibration affects the interpretability of ML models in diabetes screening.

problem Interpreting complex ML models in healthcare, especially in diabetes screening.
method Examined the impact of model calibration on interpretability using three visualization techniques.
result Calibrated models provide clearer cause-effect relationships in ML predictions.

Meta-Cal improves post-hoc calibration of neural networks.

problem Improving the accuracy of uncalibrated neural network predictions.
method Meta-Cal uses a base calibrator and a ranking model with constraints to provide high-probability bounds.
result Meta-Cal significantly outperforms existing methods in post-hoc multi-class classification calibration.

This paper rethinks confidence calibration under covariate shifts.

problem Calibration methods struggle with covariate shifts and unstable importance weighting.
method Derives Expectation consistency condition and proposes Expectation consistency loss (ECL).
result ECL loss is compatible with various types of calibration and has the same sample complexity as ECE.

The projective shape of a configuration of k points or "landmarks" in RP(d) consists of the information that is invariant under projective transformations and hence is reconstructable from uncalibrated camera views. Mathematically, the space of projective shapes for these k landmarks can be described as the quotient sp…

2016-02-13abs ↗pdf ↗

Variance-Calibrated Modulation (VCM) addresses the likelihood trap in LLMs by reshaping the probability distribution before truncation.

problem LLMs fall into the likelihood trap, leading to repetitive degeneration and vocabulary dullness.
method VCM reshapes the probability distribution before truncation through Contextual Searchlight and Adaptive Self-Debiasing.
result VCM mitigates the likelihood trap across open-ended generation, factual QA, and mathematical reasoning.

CJE calibrates cheap LLM judges against an oracle, achieving high accuracy at a fraction of the cost.

problem Inexpensive LLM judges can produce biased rankings, leading to unreliable outcomes.
method CJE uses a small oracle to calibrate cheap scores, then evaluates at scale with valid uncertainty.
result CJE achieves 99% pairwise ranking accuracy at 14x lower cost compared to a 16x oracle/judge cost ratio.

Machine learning improves cloud cover forecasting.

problem Improving accuracy of total cloud cover predictions.
method Investigated multilayer perceptron, gradient boosting machines, random forest, logistic regression models.
result RF models provide the smallest increase in predictive performance, while MLP, POLR, and GBM approaches perform best.

Improved wind speed forecasts for power generation using machine learning.

problem Improving the accuracy and reliability of wind speed predictions for power generation.
method A novel machine learning approach for calibrating wind speed ensemble forecasts.
result The proposed method improves the calibration and accuracy of probabilistic and point forecasts.

This work improves interpretability and calibration of complex-valued neural networks using Newton-Puiseux analysis.

problem Insufficient interpretability and probability calibration of complex-valued neural networks.
method Newton-Puiseux framework to examine local decision geometry, fitting a polynomial surrogate and factorizing it using Newton-Puiseux expansions.
result Enhanced Expected Calibration Error in ECG and wireless modulation datasets compared to uncalibrated softmax and standard post-hoc baselines.

Vanilla CNNs, as uncalibrated classifiers, suffer from classifying out-of-distribution (OOD) samples nearly as confidently as in-distribution samples. To tackle this challenge, some recent works have demonstrated the gains of leveraging available OOD sets for training end-to-end calibrated CNNs. However, a critical que…

2019-10-18abs ↗pdf ↗

The study improves solar irradiance forecasts for Chile using machine learning.

problem Accurate short-term PV power forecasts for Chile's Atacama Desert.
method 8-member ensemble forecasts of solar irradiance using WRF model, calibrated with EMOS and DRN.
result Machine learning-based post-processing methods improve forecast accuracy and calibration.

Big data sets must be carefully partitioned into statistically similar data subsets that can be used as representative samples for big data analysis tasks. In this paper, we propose the random sample partition (RSP) data model to represent a big data set as a set of non-overlapping data subsets, called RSP data blocks,…

2017-12-12abs ↗pdf ↗

Prevents sensitive data generation in diffusion models using labeled and unlabeled data.

problem Generating sensitive data in diffusion models using unlabeled data.
method Positive-Unlabeled Diffusion Models, approximating ELBO with labeled and unlabeled data.
result Prevents the generation of sensitive data without compromising image quality.

Study reveals Data Shapley's inconsistent performance in data selection tasks.

problem Inconsistency of Data Shapley's performance in data selection across different settings.
method Hypothesis testing framework and identification of utility functions.
result Data Shapley's performance is no better than random selection without specific constraints.

PRRO generates synthetic tabular data that improves SL performance and class distribution.

problem Low SL utility of synthetic data due to class imbalance and overlooked data relationships.
method Data pruning and column reordering to optimize SL utility.
result Synthetic data generated with PRRO enhances predictive performance and class distribution.

Defines data science as a natural ecosystem with challenges and missions.

problem Challenges and missions in data science due to 5D complexities and data life cycle phases.
method Systemic and data-centric view of data science as a fusion of data universe and its challenges, formalizing a general-purpose architecture.
result Essential data science as a natural ecosystem integrating specific disciplines and high-impact applications.

Differential privacy allows quantifying privacy loss resulting from accessing sensitive personal data. Repeated accesses to underlying data incur increasing loss. Releasing data as privacy-preserving synthetic data would avoid this limitation, but would leave open the problem of designing what kind of synthetic data. W…

2019-12-10abs ↗pdf ↗

Paper creates fair synthetic data ensuring equal predictions across sensitive attributes.

problem Ensuring fair predictions across sensitive attributes in synthetic data.
method Equalizing target probability distributions across sensitive attributes in synthetic data generation.
result Synthetic data provides strong fair predictions, equal across all thresholds.