MétaCan
Menu
Back to cohort
Record W3006265316 · doi:10.1109/mis.2020.2973255

Asymptotic Meta Learning for Cross Validation of Models for Financial Data

2020· article· en· W3006265316 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueIEEE Intelligent Systems · 2020
Typearticle
Languageen
FieldComputer Science
TopicMachine Learning and Data Classification
Canadian institutionsYork University
FundersAir Force Office of Scientific ResearchNational Natural Science Foundation of ChinaNational Science Foundation
KeywordsComputer scienceMachine learningArtificial intelligenceMeta learning (computer science)Cross-validationField (mathematics)Online machine learningBig dataDeep learningUnsupervised learningAlgorithmData miningMathematics

Abstract

fetched live from OpenAlex

Meta learning is an advanced field of artificial intelligence where automatic learning algorithms are applied to acquire learning experience for a set of learning algorithms to improve learning performance. One of popular meta learning methodologies is based on cross validation, especially for selection processes among different machine learning models. However, the challenge is that it is very time-consuming to do cross validation among models in large data sets, especially in financial big data with high noise. This article proposes two asymptotic meta learning algorithms (AML-Lin and AML-Xiang), which are ordinal optimization algorithms for meta learning based on cross validation. The numerical experiments and real-world cases are conducted to illustrate its efficiency in cross validation of models in different scenarios, especially for financial data. The method proposed in this article has significant improvement by comparing with those ones in existing algorithms OCBA and IAML (e.g., see the work done by Chen et al. and Lin et al.),8 ,9 and it is new in dealing with financial data.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.986
Threshold uncertainty score0.481

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.236
GPT teacher head0.357
Teacher spread0.121 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it