Asymptotic Meta Learning for Cross Validation of Models for Financial Data
Bibliographic record
Abstract
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.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.022 | 0.060 |
| Meta-epidemiology (narrow) | 0.002 | 0.001 |
| Meta-epidemiology (broad) | 0.003 | 0.003 |
| Bibliometrics | 0.004 | 0.002 |
| Science and technology studies | 0.001 | 0.002 |
| Scholarly communication | 0.002 | 0.003 |
| Open science | 0.003 | 0.004 |
| Research integrity | 0.003 | 0.005 |
| Insufficient payload (model declined to judge) | 0.002 | 0.001 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".