A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
VEST automates feature engineering for time series forecasting.
New test assesses reliability of auto-generated features.
Bin Packing problems have been widely studied because of their broad applications in different domains. Known as a set of NP-hard problems, they have different vari- ations and many heuristics have been proposed for obtaining approximate solutions. Specifically, for the 1D variable sized bin packing problem, the two ke…
Machine learning pipeline potentially consists of several stages of operations like data preprocessing, feature engineering and machine learning model training. Each operation has a set of hyper-parameters, which can become irrelevant for the pipeline when the operation is not selected. This gives rise to a hierarchica…
Timely prediction of clinically critical events in Intensive Care Unit (ICU) is important for improving care and survival rate. Most of the existing approaches are based on the application of various classification methods on explicitly extracted statistical features from vital signals. In this work, we propose to elim…
Graph auto-encoder predicts unobserved node features from biological networks and omics data.
We present two instances, L-GAE and L-VGAE, of the variational graph auto-encoding family (VGAE) based on separating feature propagation operations from graph convolution layers typically found in graph learning methods to a single linear matrix computation made prior to input in standard auto-encoder architectures. Th…
This paper learns state, dynamics, and filtering algorithms together for data assimilation.
Principal components analysis (PCA) is the optimal linear auto-encoder of data, and it is often used to construct features. Enforcing sparsity on the principal components can promote better generalization, while improving the interpretability of the features. We study the problem of constructing optimal sparse linear a…
Log messages are now widely used in software systems. They are important for classification as millions of logs are generated each day. Most logs are unstructured which makes classification a challenge. In this paper, Deep Learning (DL) methods called Auto-LSTM, Auto-BLSTM and Auto-GRU are developed for anomaly detecti…
Auto-sklearn 2.0 simplifies AutoML with meta-learning and meta-feature-free techniques.
FeatureEnVi aids in feature engineering with visual analytics.
BiCB combines traffic prediction and bidding optimization for live advertising.
AutoDiff combines auto-encoder and diffusion model for realistic tabular data synthesis.
Automates feature extraction for IMU-based activity recognition.
Automated feature engineering improves interpretable models without manual work.
SAFE automates feature engineering for industrial tasks efficiently and scalably.
Enhanced loss function boosts fraud detection in auto insurance claims.
SCOPE-FE improves feature engineering efficiency for high-dimensional datasets.
The authors seek financial datasets to benchmark feature engineering methods on US market data.
Feature learning and deep learning have drawn great attention in recent years as a way of transforming input data into more effective representations using learning algorithms. Such interest has grown in the area of music information retrieval (MIR) as well, particularly in music audio classification tasks such as auto…
Auto-encoders are among the most popular neural network architecture for dimension reduction. They are composed of two parts: the encoder which maps the model distribution to a latent manifold and the decoder which maps the latent manifold to a reconstructed distribution. However, auto-encoders are known to provoke cha…
Feature engineering is a crucial step in the process of predictive modeling. It involves the transformation of given feature space, typically using mathematical functions, with the objective of reducing the modeling error for a given target. However, there is no well-defined basis for performing effective feature engin…
The key idea of variational auto-encoders (VAEs) resembles that of traditional auto-encoder models in which spatial information is supposed to be explicitly encoded in the latent space. However, the latent variables in VAEs are vectors, which can be interpreted as multiple feature maps of size 1x1. Such representations…
DIVA clusters dynamic data without needing cluster count, outperforming baselines.
Graph Neural Networks improve machine learning on relational databases.
MIAEAD detects anomalies in mixed data types.
Simple GBRT model improved by window-based input transformation outperforms state-of-the-art deep learning models.
Planetary exploration missions with Mars rovers are complicated, which generally require elaborated task planning by human experts, from the path to take to the images to capture. NASA has been using this process to acquire over 22 million images from the planet Mars. In order to improve the degree of automation and th…
Mask-reconstruction pretraining helps in downstream tasks by capturing more semantic features.
This work learns effective dynamics from short-term data of stochastic systems.
FLFE improves machine learning by efficiently and securely transforming features.
Proposes a supervised VAE to reveal model invariances for interpretability.
Automatic sleep staging is a challenging problem and state-of-the-art algorithms have not yet reached satisfactory performance to be used instead of manual scoring by a sleep technician. Much research has been done to find good feature representations that extract the useful information to correctly classify each epoch…
Efficient deep learning computing requires algorithm and hardware co-design to enable specialization: we usually need to change the algorithm to reduce memory footprint and improve energy efficiency. However, the extra degree of freedom from the algorithm makes the design space much larger: it's not only about designin…
In this paper, a multi-layer architecture (in a hierarchical fashion) by stacking various Kernel Ridge Regression (KRR) based Auto-Encoder for one-class classification is proposed and is referred as MKOC. MKOC has many layers of Auto-Encoders to project the input features into new feature space and the last layer was r…
Traditional set prediction models can struggle with simple datasets due to an issue we call the responsibility problem. We introduce a pooling method for sets of feature vectors based on sorting features across elements of the set. This can be used to construct a permutation-equivariant auto-encoder that avoids this re…
We introduce the variational graph auto-encoder (VGAE), a framework for unsupervised learning on graph-structured data based on the variational auto-encoder (VAE). This model makes use of latent variables and is capable of learning interpretable latent representations for undirected graphs. We demonstrate this model us…
This paper describes the autofeat Python library, which provides scikit-learn style linear regression and classification models with automated feature engineering and selection capabilities. Complex non-linear machine learning models, such as neural networks, are in practice often difficult to train and even harder to …
We address the task of simultaneous feature fusion and modeling of discrete ordinal outputs. We propose a novel Gaussian process(GP) auto-encoder modeling approach. In particular, we introduce GP encoders to project multiple observed features onto a latent space, while GP decoders are responsible for reconstructing the…
A new framework for generating predictive features in noisy multivariate time series.
This paper studies an intelligent ultimate technique for health-monitoring and prognostic of common rotary machine components, particularly bearings. During a run-to-failure experiment, rich unsupervised features from vibration sensory data are extracted by a trained sparse auto-encoder. Then, the correlation of the ex…
Feature engineering has been the key to the success of many prediction models. However, the process is non-trivial and often requires manual feature engineering or exhaustive searching. DNNs are able to automatically learn feature interactions; however, they generate all the interactions implicitly, and are not necessa…
A shallow Bi-LSTM model forecasts Bitcoin prices using engineered features.
ABM automates feature engineering and variable selection for loss-based models.
Paper tackles zero-shot activity recognition using video features and text embeddings.
Hybrid engine analyzes news sentiment for markets in real-time.
Improves naturalness in TTS samples using quantized VAE and auto-regressive prosody.