English
Related papers

Related papers: In-Sample and Out-of-Sample Sharpe Ratios for Line…

200 papers

Recent research has generated hope that inference scaling, such as resampling solutions until they pass verifiers like unit tests, could allow weaker models to match stronger ones. Beyond inference, this approach also enables training…

Machine Learning · Computer Science 2026-03-27 Benedikt Stroebl , Sayash Kapoor , Arvind Narayanan

Standard methods for aligning large language models with human preferences learn from pairwise comparisons among sampled candidate responses and regularize toward a reference policy. Despite their effectiveness, the effects of sampling and…

Machine Learning · Computer Science 2026-02-13 Yurong Chen , Yu He , Michael I. Jordan , Fan Yao

Offline reinforcement learning aims to learn an agent from pre-collected datasets, avoiding unsafe and inefficient real-time interaction. However, inevitable access to out-ofdistribution actions during the learning process introduces…

Artificial Intelligence · Computer Science 2026-03-06 Fan Zhang , Baoru Huang , Xin Zhang

Functional time series whose sample elements are recorded sequentially over time are frequently encountered with increasing technology. Recent studies have shown that analyzing and forecasting of functional time series can be performed…

Methodology · Statistics 2020-09-22 Ufuk Beyaztas , Han Lin Shang

We derive adjusted signed likelihood ratio statistics for a general class of extreme value regression models. The adjustments reduce the error in the standard normal approximation to the distribution of the signed likelihood ratio…

Statistics Theory · Mathematics 2014-05-26 Silvia L. P. Ferrari , Eliane C. Pinheiro

The partitioning of data for estimation and calibration critically impacts the performance of propensity score based estimators like inverse probability weighting (IPW) and double/debiased machine learning (DML) frameworks. We extend recent…

Machine Learning · Statistics 2025-05-20 Sven Klaassen , Jan Rabenseifner , Jannis Kueck , Philipp Bach

The offline time of the reduced basis method can be very long given a large training set of parameter samples. This usually happens when the system has more than two independent parameters. On the other hand, if the training set includes…

Numerical Analysis · Mathematics 2023-04-04 Sridhar Chellappa , Lihong Feng , Peter Benner

In the present paper, using a replica analysis, we examine the portfolio optimization problem handled in previous work and discuss the minimization of investment risk under constraints of budget and expected return for the case that the…

Portfolio Management · Quantitative Finance 2017-03-09 Takashi Shinzato

We propose a prediction model based on the minority game in which traders continuously evaluate a complete set of trading strategies with different memory lengths using the strategies' past performance. Based on the chosen trading strategy…

Portfolio Management · Quantitative Finance 2009-01-06 Andreas Krause

We introduce compression laws for language language models (LLMs). While recent scaling laws have sought to understand how LLMs scale with respect to model size, pre-training data, and computational resources, we focus on understanding how…

Computation and Language · Computer Science 2025-04-08 Ayan Sengupta , Siddhant Chaudhary , Tanmoy Chakraborty

There is often a scarcity of training data for machine learning (ML) classification and regression models in industrial production, especially for time-consuming or sparsely run manufacturing processes. A majority of the limited…

Software Engineering · Computer Science 2022-08-09 Ayan Chatterjee , Bestoun S. Ahmed , Erik Hallin , Anton Engman

The performance of a machine learning system is usually evaluated by using i.i.d.\ observations with true labels. However, acquiring ground truth labels is expensive, while obtaining unlabeled samples may be cheaper. Stratified sampling can…

Machine Learning · Computer Science 2019-07-29 Tiancheng Yu , Xiyu Zhai , Suvrit Sra

The problem of detecting whether a test sample is from in-distribution (i.e., training distribution by a classifier) or out-of-distribution sufficiently different from it arises in many real-world machine learning applications. However, the…

Machine Learning · Statistics 2018-02-27 Kimin Lee , Honglak Lee , Kibok Lee , Jinwoo Shin

In Reinforcement Learning (RL), enhancing sample efficiency is crucial, particularly in scenarios when data acquisition is costly and risky. In principle, off-policy RL algorithms can improve sample efficiency by allowing multiple updates…

Machine Learning · Computer Science 2023-12-13 Hojoon Lee , Hanseul Cho , Hyunseung Kim , Daehoon Gwak , Joonkee Kim , Jaegul Choo , Se-Young Yun , Chulhee Yun

Model-free reinforcement learning (RL) methods are succeeding in a growing number of tasks, aided by recent advances in deep learning. However, they tend to suffer from high sample complexity, which hinders their use in real-world domains.…

Machine Learning · Computer Science 2018-10-08 Thanard Kurutach , Ignasi Clavera , Yan Duan , Aviv Tamar , Pieter Abbeel

Forecasting with longitudinal data has been rarely studied. Most of the available studies are for continuous response and all of them are for univariate response. In this study, we consider forecasting multivariate longitudinal binary data.…

Applications · Statistics 2014-03-13 Ozgur Asar , Ozlem Ilk

A common approach in forecasting problems is to estimate a least-squares regression (or other statistical learning models) from past data, which is then applied to predict future outcomes. An underlying assumption is that the same…

Methodology · Statistics 2022-03-22 Malte Schierholz

Learning from Observations (LfO) is a practical reinforcement learning scenario from which many applications can benefit through the reuse of incomplete resources. Compared to conventional imitation learning (IL), LfO is more challenging…

Machine Learning · Computer Science 2021-03-01 Zhuangdi Zhu , Kaixiang Lin , Bo Dai , Jiayu Zhou

Many natural processes exhibit power-law behavior. The power-law exponent is linked to the underlying physical process and therefore its precise value is of interest. With respect to the energy content of nanoflares, for example, a…

Solar and Stellar Astrophysics · Physics 2016-05-24 Elke D'Huys , David Berghmans , Daniel B. Seaton , Stefaan Poedts

Assessing the capabilities and risks of frontier AI systems is a critical area of research, and recent work has shown that repeated sampling from models can dramatically increase both. For instance, repeated sampling has been shown to…

Artificial Intelligence · Computer Science 2025-10-08 Joshua Kazdan , Rylan Schaeffer , Youssef Allouah , Colin Sullivan , Kyssen Yu , Noam Levi , Sanmi Koyejo
‹ Prev 1 8 9 10 Next ›