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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.

168,695 papers · 148 categories

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62124185247 · Jun 202019922001200920172026
48 results for Categorical variables

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.

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.

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.

Categorical variables are a natural choice for representing discrete structure in the world. However, stochastic neural networks rarely use categorical latent variables due to the inability to backpropagate through samples. In this work, we present an efficient gradient estimator that replaces the non-differentiable sa…

2016-11-03abs ↗pdf ↗

This study compares machine learning methods for high-cardinality categorical variables.

problem Machine learning struggles with high-cardinality categorical variables.
method Empirical comparison of tree-boosting, deep neural networks, and linear mixed effects models.
result Tree-boosting with random effects outperforms deep neural networks with random effects.

Paper proposes CIV estimator for categorical instruments in small sample settings.

problem Estimation with categorical instruments in settings with few observations per category.
method CIV estimator leveraging regularization assumption for latent categorical variable.
result CIV estimator is asymptotically normal, efficient, and semiparametrically efficient under homoskedasticity.

Probabilistic learning for binary classification with categorical variables.

problem Binary classification with categorical covariates.
method Probabilistic analysis and two algorithms for learning boolean functions.
result Effective learning of boolean functions from binary data.

The paper compares one-hot encoding to Naïve Bayes for categorical variables.

problem Incorrect one-hot encoding affects Naïve Bayes performance.
method Mathematical and experimental analysis of PoB vs. categorical Naïve Bayes.
result Posterior probabilities are usually greater in the PoB case, but agree on the maximum a posteriori class label.

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.

Reduces high granularity and dimensionality in hierarchical categorical variables.

problem Overfitting and estimation issues in predictive models due to high granularity and dimensionality.
method Entity embedding and top-down clustering algorithm to reduce granularity and dimensionality.
result The reduced hierarchy improves model fit and complexity balance.

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.

Many learning algorithms require categorical data to be transformed into real vectors before it can be used as input. Often, categorical variables are encoded as one-hot (or dummy) vectors. However, this mode of representation can be wasteful since it adds many low-signal regressors, especially when the number of uniqu…

2019-08-26abs ↗pdf ↗

New gradient estimators for discrete variables improve model training.

problem Training models with discrete latent variables is challenging due to high gradient variance.
method Introduced novel gradient estimators based on importance sampling and statistical couplings, extending to categorical variables.
result Proposed gradient estimators outperform previous methods in systematic experiments.

A new gradient estimator for categorical distributions reduces bias and variance.

problem Intractability of gradients for categorical distributions in discrete latent variable models.
method CatLog-Derivative trick and IndeCateR gradient estimator.
result IndeCateR reduces bias and variance of gradients for categorical distributions.

A framework for measuring differences in categorical data.

problem Measuring differences between categorical variables.
method Introduces a general framework for efficient and flexible implementation of distances for categorical variables.
result Framework allows for incorporation of existing distances and introduces new formulations.

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.

A novel graph spectral method for mixed categorical and numerical data.

problem Feature learning for mixed data types (numerical and categorical).
method Graph spectral decomposition of the graph Laplacian to model probabilistic dependence structure.
result Increased separability and clusterability of observations in the transformed feature space.

New optimization algorithm for mixed-variable problems improves efficiency.

problem Optimizing functions with both continuous and categorical variables.
method Combines radial basis function and metric stochastic response surface methods with modifications for categorical variables and parallel processing.
result Numerical experiments show the effectiveness of the proposed modifications.

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.

WE constructs GP kernels for mixed inputs using weighted EDMs.

problem Limitation of standard GP models in handling categorical variables.
method WEGP constructs kernel function using weighted EDMs for categorical inputs.
result WEGP improves GP model accuracy in both synthetic and real-world optimization problems.

Automated method selects eye tracking variables for categorization tasks.

problem Limited duration of infant cooperation and biases in handpicked eye tracking variables.
method Automated selection of eye tracking variables using statistical techniques.
result Same eye tracking variables classify category learners from non-learners in adults and infants with high accuracy.

SCOPE fuses categorical variable levels to estimate high-dimensional linear models.

problem Estimating high-dimensional linear models with nominal categorical data.
method SCOPE uses nonconvex concave penalties to fuse levels and achieve efficient computation.
result SCOPE achieves oracle least squares solution under certain conditions.

A hybrid model for Bayesian optimization handles mixed variables using MCTS for categorical and GP for continuous.

problem Optimizing functions with mixed variable types (continuous, integer, categorical).
method Merges MCTS for categorical and GP for continuous variables, integrates UCTS search strategy, and dynamically selects kernels.
result Hybrid models outperform traditional methods in Bayesian optimization.

A new method for categorical variational inference using discrete normalizing flows.

problem Challenges in optimizing variational approximations for discrete latent variables.
method Differentiable reparameterization using a mixture of discrete normalizing flows.
result Improves optimization of evidence lower bound and reduces sensitivity to hyperparameters.

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.

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.

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.

Paper develops a novel approach for classifying high-dimensional mixed data.

problem Handling datasets with both categorical and continuous variables of high dimensions.
method Location model with Gaussian conditional distributions, kernel smoothing for bandwidth choice, penalized likelihood estimation.
result Competitive performance of the proposed classifier demonstrated through simulations and real data.

Statistical models usually require vector representations of categorical variables, using for instance one-hot encoding. This strategy breaks down when the number of categories grows, as it creates high-dimensional feature vectors. Additionally, for string entries, one-hot encoding does not capture information in their…

2019-07-03abs ↗pdf ↗

VICatMix clusters categorical biomedical data efficiently and selects relevant variables.

problem Efficient clustering of high-dimensional categorical biomedical data.
method Variational Bayesian finite mixture model with variational inference.
result Improves clustering accuracy and variable selection on noisy, high-dimensional data.

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.

Enhanced Bayesian target encoding uses sampling techniques to improve model performance.

problem Improving target encoding for better model performance in machine learning.
method Using sampling techniques in Bayesian target encoding to extract intra-category distribution information.
result Improves generalization and reduces target leakage in machine learning models.

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 ↗

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.

Improves Group Lasso for categorical data by reducing dimensionality and selecting models.

problem Sparse modelling of categorical data is challenging, especially for high dimensions.
method Two-step procedure: first, reduce dimensionality using Group Lasso; second, select final model using an information criterion on clustered levels.
result The method produces a sparse solution and performs better than state-of-the-art algorithms in prediction accuracy and model dimension.

Efficient algorithm for Bayesian networks reduces marginal probability distribution computation.

problem Exact computation of marginal probability distribution is NP-hard for categorical variables in Bayesian networks.
method Divide-and-conquer approach exploiting graphical properties of Bayesian networks.
result Novel algorithm outperforms state-of-the-art methods in classification and cancer subtype identification.

Study categorizes mutual funds using natural language processing from unstructured data.

problem Categorizing mutual funds using unstructured data for financial analysis.
method Used natural language processing models to classify mutual funds from their investment strategy descriptions.
result High accuracy in categorizing mutual funds using NLP from unstructured data.