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arXiv research

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.

168,742 papers · 148 categories

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216433649865 · Jun 202019922001200920172026
48 results for Categorical Approaches

Develops a new method for decision trees using categorical variable structure.

problem Lack of structure in treating categorical variables as predictors.
method Introduces a mathematical framework to represent categorical structure and generalizes decision trees to utilize this structure.
result Improves prediction accuracy on weather data using the new method.

Efficient optimisation of black-box problems that comprise both continuous and categorical inputs is important, yet poses significant challenges. We propose a new approach, Continuous and Categorical Bayesian Optimisation (CoCaBO), which combines the strengths of multi-armed bandits and Bayesian optimisation to select …

2019-06-20abs ↗pdf ↗

The article compares predictor importance in classification problems with categorical outcomes.

problem Comparing predictor importance in classification problems with categorical response variables.
method The approach is based on the categorical Gini correlation (CGC) and tests differences in CGCs across predictor groups.
result The proposed methodology accommodates predictors of arbitrary and unequal dimensions and allows for dependence between predictor groups.

nTreeClus clusters categorical sequences using tree-based learners and k-mers.

problem Challenges in clustering categorical and sequential data.
method nTreeClus uses Tree-based Learners, k-mers, and autoregressive models for categorical time series.
result nTreeClus outperformed baseline methods in various validation metrics.

Natural Language Processing models help encode categorical process inputs.

problem Encoding categorical variables in industrial process modeling.
method Using NLP models for categorical variable encoding, combined with dimensionality reduction.
result Meaningful embeddings of categorical variables improve feature importance.

A new method for Gaussian Processes handles mixed continuous and categorical inputs.

problem Modeling cross-correlations between continuous and categorical data.
method Low-Rank Correlation (LRC) method for Gaussian Processes with flexible rank approximation.
result LRC outperforms existing methods in estimating cross-correlations and predicting response surfaces.

Unified Bayesian Optimisation for mixed variables improves performance.

problem Efficient optimisation of problems with both categorical and continuous variables.
method Derive value proposals from the Expected Improvement criterion to optimise both categorical and continuous variables under a single acquisition metric.
result Unified approach significantly outperforms existing methods across mixed-variable tasks.

Unified CI test for categorical and ordinal data maintains power in high dimensions.

problem Rapid degradation of statistical power in existing CI tests for high-dimensional conditioning variables.
method Unified CI test for categorical and ordinal data, maintaining reasonable calibration and power in high dimensions.
result Our test outperforms existing baselines in model testing and structure learning for dense directed graphical models.

This paper proposes a method to reduce complexity in GLMs with categorical predictors.

problem Wasteful, hard-to-interpret, and prone to overfitting of traditional one-hot encoding for high-cardinality categorical predictors.
method Clustering categories of categorical predictors through a numerical method that preserves or improves accuracy while reducing the number of coefficients.
result Clustering categories of categorical predictors reduces complexity substantially without harming accuracy.

Bayesian model improves categorization of explosions from sparse data.

problem Challenges in categorizing explosions from limited data.
method Bayesian update to Event Categorization Matrix model with Bayesian Decision Theory.
result Consistent gains in overall accuracy and lower false negative rates.

UNTIE learns representations of coupled categorical data.

problem Challenges in learning from unlabeled categorical data with complex couplings.
method UNTIE approach for unsupervised representation learning of heterogeneous couplings.
result UNTIE significantly improves categorical data representations on 25 diverse datasets.

Bayesian optimisation tackles high-dimensional categorical and mixed search spaces.

problem Bayesian optimisation on high-dimensional categorical and mixed search spaces is challenging.
method Combining local optimisation with a tailored kernel design.
result Empirically outperforms current baselines in performance and computational costs.

Paper introduces Categorical Normalizing Flows for better handling of categorical data.

problem Limited application of normalizing flows on categorical data due to lack of intrinsic order.
method Categorical Normalizing Flows use continuous transformations to model latent relations in categorical data, optimizing both continuous representation and model likelihood.
result GraphCNF, a permutation-invariant generative model, outperforms state-of-the-art on molecule generation.

Paper proposes embedding models to capture semantic similarities of categorical attributes in financial bonds.

problem Challenges in finding similar bonds due to overshadowing of categorical non-financial attributes.
method Embedding models to capture semantic similarities of categorical attributes.
result Improves risk modeling and curve construction via sparse-issuer augmentation.

A framework estimates categorical distributions under constraints, ensuring generality and uniqueness.

problem Estimating categorical distributions summarizing sample data under marginal constraints.
method Theoretical framework + Iterative Proportional Fitting (IPF) to estimate the distribution.
result A unique categorical distribution of Maximum Entropy under marginal constraints exists and is estimated.

A new method for optimizing models with categorical variables using diffusion.

problem Optimizing models with categorical variables, especially in discrete distributions.
method Introducing ReDGE, a diffusion-based soft reparameterization method for categorical distributions.
result ReDGE consistently matches or outperforms existing gradient-based methods in experiments.

Paper reduces hyperparameters in mixed-categorical Gaussian processes for green aircraft optimization.

problem High-dimensional mixed-categorical Gaussian processes with many hyperparameters.
method Innovative dimension reduction algorithm using partial least squares regression.
result Significant reduction in fuel consumption (439 kg) for a green aircraft.

Novel GLMMNet model tackles high-cardinality categorical features in actuarial applications.

problem Inadequate encoding methods for high-cardinality categorical features in actuarial data.
method Generalised Linear Mixed Model Neural Network (GLMMNet) integrating a generalised linear mixed model in a deep learning framework.
result GLMMNet often outperforms or performs comparably with entity embedded neural networks, providing transparency.

A new method uses Mean Field Games to optimize mixture models of Bernoulli and categorical distributions.

problem Optimizing parameters of finite mixture models of Bernoulli and categorical distributions.
method Mean Field Games theory applied to multi-population systems.
result The Mean Field Games approach provides a method to compute mixture model parameters.

We present a new method of generating mixture models for data with categorical attributes. The keys to this approach are an entropy-based density metric in categorical space and annealing of high-entropy/low-density components from an initial state with many components. Pruning of low-density components using the entro…

2017-08-24abs ↗pdf ↗

This study compares and evaluates categorical kernels for Gaussian process regression.

problem Challenges in designing effective categorical kernels for Gaussian process regression.
method Reproducible comparative study of existing kernels, new evaluation metrics, and clustering-based nested kernels.
result Nested kernels outperform other methods, especially when group structure is unknown or unknown.

New method simplifies Bayesian analysis for categorical data.

problem Difficulties in scaling GLMs for categorical data due to non-conjugacy or posterior dependencies.
method Defining CB models with binary approximations for tractable inference.
result Fast and scalable inference for thousands of categories, outperforming competitors.

New methods tackle adversarial attacks on categorical sequences, improving model security.

problem Adversarial attacks on categorical sequence models, especially for money transactions and medical fraud.
method Two black-box adversarial attacks: Monte-Carlo and continuous relaxation methods.
result Generated adversarial sequences fool machine learning models but remain close to original ones.

Generative model for high-dimensional categorical data using Gaussian-Dirichlet fields.

problem Efficiently modeling and predicting high-dimensional categorical data.
method Combines Dirichlet and Gaussian processes for spatio-temporal modeling.
result Model accurately approximates categorical data in unobserved locations.

Local-HDP learns independent topics for each 3D object category in real-time.

problem Learning independent topics for each 3D object category in real-time.
method Local-Hierarchical Dirichlet Process (Local-HDP) with online variational inference.
result Local-HDP outperforms other approaches in accuracy, scalability, and memory efficiency.

Three bootstrap tests compare categorical time series generating processes.

problem Testing equality of generating processes in categorical time series.
method Proposes three tests using dissimilarity measures and bootstrap methods.
result Advantages and disadvantages of each bootstrap method discussed.

StructureBoost improves gradient boosting for complex categorical variables efficiently.

problem Efficiently handling complex categorical variables with known structure.
method Two methods to overcome computational obstacles in SCDT enumeration for structured categorical variables.
result StructureBoost outperforms existing packages on complex categorical problems.

Categorical bundles provide a natural framework for gauge theories involving multiple gauge groups. Unlike the case of traditional bundles there are distinct notions of triviality, and hence also of local triviality, for categorical bundles. We study categorical principal bundles that are product bundles in the categor…

2015-06-14abs ↗pdf ↗

New method identifies causal effects with categorical unobserved confounders.

problem Estimating causal effects in the presence of unobserved confounders.
method Mixture learning and tensor decomposition for consistent estimation.
result Causal effects are identifiable with categorical unobserved confounders under suitable conditions.

Distributional approaches to value-based reinforcement learning model the entire distribution of returns, rather than just their expected values, and have recently been shown to yield state-of-the-art empirical performance. This was demonstrated by the recently proposed C51 algorithm, based on categorical distributiona…

2018-02-22abs ↗pdf ↗

Gryffin optimizes categorical variables in materials design, leveraging expert knowledge.

problem Optimizing categorical variables in complex design choices like molecule selection.
method Bayesian optimization with smooth approximations to categorical distributions, incorporating expert knowledge.
result Gryffin accelerates discovery of promising molecules and materials, highlighting relevant correlations.