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Gradient methods are experiencing a growth in methodological and theoretical developments owing to the challenges posed by optimization problems arising in data science. However, such gradient methods face diverging optimality gaps or…

Optimization and Control · Mathematics 2024-04-17 Christian Varner , Vivak Patel

Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…

Statistics Theory · Mathematics 2019-11-19 Rok Blagus , Jakob Peterlin , Janez Stare

Machine learning (ML) is increasingly adopted in scientific research, yet the quality and reliability of results often depend on how experiments are designed and documented. Poor baselines, inconsistent preprocessing, or insufficient…

Machine Learning · Computer Science 2025-12-01 Umberto Michelucci , Francesca Venturini

Integrating the summary statistics from genome-wide association study (\textsc{gwas}) and expression quantitative trait loci (e\textsc{qtl}) data provides a powerful way of identifying the genes whose expression levels are potentially…

Methodology · Statistics 2020-11-23 Rong Ma , T. Tony Cai , Hongzhe Li

Common cross-validation (CV) methods like k-fold cross-validation or Monte-Carlo cross-validation estimate the predictive performance of a learner by repeatedly training it on a large portion of the given data and testing on the remaining…

Machine Learning · Computer Science 2021-11-30 Felix Mohr , Jan N. van Rijn

This work presents a new approach, called MISFIT, for fitting generalized functional linear regression models with sparsely and irregularly sampled data. Current methods do not allow for consistent estimation unless one assumes that the…

Methodology · Statistics 2022-05-10 Justin Petrovich , Matthew Reimherr , Carrie Daymont

There are inefficiencies in financial markets, with unexploited patterns in price, volume, and cross-sectional relationships. While many approaches use large-scale transformers, we take a domain-focused path: feed-forward and recurrent…

Portfolio Management · Quantitative Finance 2025-10-15 Sid Ghatak , Arman Khaledian , Navid Parvini , Nariman Khaledian

Arising in semi-parametric statistics, control applications, and as sub-problems in global optimization methods, certain optimization problems can have objective functions requiring numerical integration to evaluate, yet gradient function…

Optimization and Control · Mathematics 2025-03-06 Christian Varner , Vivak Patel

Multimodal instruction tuning is often compute-inefficient because training budgets are spread across large mixed image-video pools whose utility is highly uneven. We present Goal-Driven Data Optimization (GDO), a framework that computes…

Computer Vision and Pattern Recognition · Computer Science 2026-03-16 Rujie Wu , Haozhe Zhao , Hai Ci , Yizhou Wang

Stock trend forecasting is a fundamental task of quantitative investment where precise predictions of price trends are indispensable. As an online service, stock data continuously arrive over time. It is practical and efficient to…

Statistical Finance · Quantitative Finance 2024-04-09 Lifan Zhao , Shuming Kong , Yanyan Shen

Discrete optimization problems often arise in deep learning tasks, despite the fact that neural networks typically operate on continuous data. One class of these problems involve objective functions which depend on neural networks, but…

Machine Learning · Computer Science 2023-10-17 Eric Lei , Arman Adibi , Hamed Hassani

3D multi-object tracking (MOT) and trajectory forecasting are two critical components in modern 3D perception systems. We hypothesize that it is beneficial to unify both tasks under one framework to learn a shared feature representation of…

Computer Vision and Pattern Recognition · Computer Science 2020-08-27 Xinshuo Weng , Ye Yuan , Kris Kitani

Machine learning models underpin many modern financial systems for use cases such as fraud detection and churn prediction. Most are based on supervised learning with hand-engineered features, which relies heavily on the availability of…

Machine Learning · Computer Science 2024-01-05 Piotr Skalski , David Sutton , Stuart Burrell , Iker Perez , Jason Wong

In the trading process, financial signals often imply the time to buy and sell assets to generate excess returns compared to a benchmark (e.g., an index). Alpha is the portion of an asset's return that is not explained by exposure to this…

Computational Engineering, Finance, and Science · Computer Science 2024-10-25 Yining Wang , Jinman Zhao , Yuri Lawryshyn

Diabetes prediction is an important data science application in the social healthcare domain. There exist two main challenges in the diabetes prediction task: data heterogeneity since demographic and metabolic data are of different types,…

G-formula is a popular approach for estimating treatment or exposure effects from longitudinal data that are subject to time-varying confounding. G-formula estimation is typically performed by Monte-Carlo simulation, with non-parametric…

In general, traders test their trading strategies by applying them on the historical market data (backtesting), and then apply to the future trades the strategy that achieved the maximum profit on such past data. In this paper, we propose a…

Trading and Market Microstructure · Quantitative Finance 2022-10-24 Ivan Letteri , Giuseppe Della Penna , Giovanni De Gasperis , Abeer Dyoub

Overfitting is the bane of data analysts, even when data are plentiful. Formal approaches to understanding this problem focus on statistical inference and generalization of individual analysis procedures. Yet the practice of data analysis…

Machine Learning · Computer Science 2015-09-28 Cynthia Dwork , Vitaly Feldman , Moritz Hardt , Toniann Pitassi , Omer Reingold , Aaron Roth

Supervised fine-tuning (SFT) is the predominant method for adapting large language models (LLMs), yet it often struggles with generalization compared to reinforcement learning (RL). In this work, we posit that this performance disparity…

Computation and Language · Computer Science 2026-02-03 Rui Ming , Haoyuan Wu , Shoubo Hu , Zhuolun He , Bei Yu

As machine learning becomes increasingly central to molecular design, it is vital to ensure the reliability of learnable protein-ligand scoring functions on novel protein targets. While many scoring functions perform well on standard…

Machine Learning · Computer Science 2025-12-08 Jakub Kopko , David Graber , Saltuk Mustafa Eyrilmez , Stanislav Mazurenko , David Bednar , Jiri Sedlar , Josef Sivic