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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.

168,695 papers · 148 categories

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0111 · Sep 201919922001200920172026
8 results for underspecification

Underspecified ML models can behave unpredictably in real-world use.

problem ML models can fail in real-world deployment due to ambiguous predictors.
method Identified underspecification as the cause, showing it affects various ML domains.
result Underspecified models can behave differently in deployment domains.

We present local ensembles, a method for detecting underspecification -- when many possible predictors are consistent with the training data and model class -- at test time in a pre-trained model. Our method uses local second-order information to approximate the variance of predictions across an ensemble of models from…

2019-10-21abs ↗pdf ↗

Paper discusses challenges in deploying ML models for structural engineering.

problem Challenges in deploying machine learning models for structural engineering applications.
method Illustrates challenges through two examples, focusing on model overfitting, underspecification, training data representativeness, variable omission bias, and cross-validation.
result Highlights the importance of rigorous model validation techniques.

DivDis learns diverse hypotheses from underspecified data to improve robustness.

problem Learning from underspecified datasets leads to multiple equally viable solutions, causing out-of-distribution issues.
method DivDis framework: 1) learns diverse hypotheses using unlabeled test data, 2) selects one hypothesis with minimal additional supervision.
result DivDis finds robust features in image and natural language processing problems.

Different optimizer choices lead to different financial model predictions.

problem The impact of optimizer choice on neural network models in financial time series.
method Analysis of large-scale volatility forecasting for S&P 500 stocks using various model-training-pipeline pairs.
result Optimizer choice reshapes non-linear response profiles and temporal dependence in financial models, leading to different functional outcomes.

Improved Monte-Carlo models by constraining mutual information between latent and observable variables.

problem Training density models leads to latent variables being useless.
method Weave tighter Monte-Carlo bounds with mutual information constraints.
result Improved training of models with continuous and discrete latent variables.