When Does Self-Supervised Pretraining Help Tabular Models? A Study of Label Scarcity and Missing Data
Read the original on arXiv Machine Learning →The Flow has not summarised this story yet — read it at arXiv Machine Learning.
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arXiv:2607. 00113v1 Announce Type: new Abstract: Background.
The paper introduces C-Score, a diagnostic framework for evaluating pseudo‑label‑based semi‑supervised learning (SSL) when unlabeled data may contain out‑of‑distribution (OOD) samples. C-Score assesses training behavior across prediction, feature representation, and optimization, using metrics such as PLE, CCI, Sem‑Drift, and Grad‑Align. Experiments on CIFAR‑10 and CIFAR‑100 with various OOD sources show that C‑Score detects hidden degradation that clean accuracy alone fails to reveal, highlighting the need for internal diagnostic signals in SSL robustness assessment.
arXiv:2605. 28418v3 Announce Type: replace Abstract: With the rise of tabular foundation models alongside traditional models still performing well on many tasks, choosing the right model for a tabular dataset remains difficult.
The paper introduces a pre‑training pipeline that creates transformer‑based imputation specialists for tabular data with specific missingness patterns. By featurizing entries, generating synthetic data with configurable missingness modules, and fitting on millions of synthetic tables, the pipeline produces pattern‑specific models that outperform dedicated methods for each missingness pattern. A default model trained only on MCAR data, TabImpute, remains robust across all tested patterns, and the authors release the pipeline, models, and a new benchmark of 42 datasets and 11 missingness patterns.
arXiv:2609.26839v1 Announce Type: cross Abstract: Post-hoc probability calibration is usually evaluated under an optimistic assumption: the held-out calibration labels are clean. In many AI deploymen...
arXiv:2607. 00958v1 Announce Type: new Abstract: Time series are central to modern data mining applications, from industrial telemetry and server metrics to finance and physiology, yet time-series self-supervised learning often depends on view and augmentation choices that encode domain-specific invariances.