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.
The paper explores MAE as a loss function for DNN vector-to-vector regression, proving its advantages over MSE.
problem Improving loss function for deep neural network based vector-to-vector regression.
method Presenting performance bounds and new properties of MAE, deriving generalized upper bounds, and interpreting MAE as a Laplacian distribution.
result MAE is a more suitable loss function than MSE for DNN based vector-to-vector regression, especially when errors follow a Laplacian distribution.
The paper tackles multi-armed bandits with vector losses, focusing on minimizing the ℓ∞-norm of relative losses.
problem Minimizing the ℓ∞-norm of relative losses in multi-armed bandits with multiple losses.
method Defines relative loss vector, derives lower bounds, and provides matching algorithms for both fixed-confidence best-arm identification and regret minimization.
result Derives problem-dependent sample complexity lower bound and matching algorithms for fixed-confidence best-arm identification.
A novel linear classification method that possesses the merits of both the Support Vector Machine (SVM) and the Distance-weighted Discrimination (DWD) is proposed in this article. The proposed Distance-weighted Support Vector Machine method can be viewed as a hybrid of SVM and DWD that finds the classification directio…
This paper consider penalized empirical loss minimization of convex loss functions with unknown non-linear target functions. Using the elastic net penalty we establish a finite sample oracle inequality which bounds the loss of our estimator from above with high probability. If the unknown target is linear this inequali…
The stochastic linear bandit problem proceeds in rounds where at each round the algorithm selects a vector from a decision set after which it receives a noisy linear loss parameterized by an unknown vector. The goal in such a problem is to minimize the (pseudo) regret which is the difference between the total expected …
We consider the problem of designing a sparse Gaussian process classifier (SGPC) that generalizes well. Viewing SGPC design as constructing an additive model like in boosting, we present an efficient and effective SGPC design method to perform a stage-wise optimization of a predictive loss function. We introduce new me…
This paper aims at refined error analysis for binary classification using support vector machine (SVM) with Gaussian kernel and convex loss. Our first result shows that for some loss functions such as the truncated quadratic loss and quadratic loss, SVM with Gaussian kernel can reach the almost optimal learning rate, p…
We present a framework to derive risk bounds for vector-valued learning with a broad class of feature maps and loss functions. Multi-task learning and one-vs-all multi-category learning are treated as examples. We discuss in detail vector-valued functions with one hidden layer, and demonstrate that the conditions under…
In this paper, we generalize Huber's criterion to multichannel sparse recovery problem of complex-valued measurements where the objective is to find good recovery of jointly sparse unknown signal vectors from the given multiple measurement vectors which are different linear combinations of the same known elementary vec…
Recently, fully-connected and convolutional neural networks have been trained to achieve state-of-the-art performance on a wide variety of tasks such as speech recognition, image classification, natural language processing, and bioinformatics. For classification tasks, most of these "deep learning" models employ the so…
It is shown that bootstrap approximations of support vector machines (SVMs) based on a general convex and smooth loss function and on a general kernel are consistent. This result is useful to approximate the unknown finite sample distribution of SVMs by the bootstrap approach.