Research
On-device research index

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

Trend · papers per month

59118177236 · Jun 202019922001200920172026
48 results for Diversity Maximization

Proposes MEDM to balance entropy minimization and diversity maximization for better domain adaptation.

problem Trivial solutions in entropy minimization for unsupervised domain adaptation.
method Introduces diversity maximization to balance with entropy minimization, controlled by deep embedded validation.
result MEDM outperforms state-of-the-art methods on four domain adaptation datasets.

The need for diversification of recommendation lists manifests in a number of recommender systems use cases. However, an increase in diversity may undermine the utility of the recommendations, as relevant items in the list may be replaced by more diverse ones. In this work we propose a novel method for maximizing the u…

2014-11-13abs ↗pdf ↗

New method learns diverse solutions in reinforcement learning without gradient bias.

problem Lack of diverse solutions in reinforcement learning tasks.
method Maximizes state-action-based mutual information directly, using variational lower bound.
result Successfully learns an infinite set of diverse solutions.

iRDM selects unlabeled samples for regression without labels, improving model accuracy.

problem Selecting unlabeled samples for regression without label information.
method Iterative representativeness-diversity maximization (iRDM).
result iRDM significantly outperforms supervised ALR, especially with limited labeled samples.

ODS improves adversarial attacks by maximizing output diversity.

problem Efficiency and effectiveness of adversarial attacks, especially black-box attacks.
method Output Diversified Sampling (ODS) that maximizes diversity in model outputs.
result ODS reduces the number of queries needed for black-box attacks on ImageNet by a factor of two.

SEMF predicts prediction intervals for ML models using latent variables.

problem Uncertainty quantification in ML models, especially for diverse data distributions.
method Supervised Expectation-Maximization Framework (SEMF) extending EM algorithm for latent variable modeling.
result SEMF produces narrower prediction intervals with desired coverage probability.

Proposes method to discover diverse near-optimal policies in reinforcement learning.

problem Finding different solutions to the same problem in reinforcement learning.
method Formalizes problem as CMDP, uses Successor Features, proposes new diversity rewards.
result Proposed method discovers diverse near-optimal policies that are robust and distinct.

A new method for diverse Pareto solutions in multi-objective learning.

problem Maximizing diversity while maximizing hypervolume in Pareto solutions.
method Annealed Stein Variational Gradient Descent (SVGD) with diverse gradient directions.
result SVH-MOL achieves superior performance in multi-objective and multi-task learning.

DiwE uses regional distribution changes to create diverse ensemble classifiers for concept drift.

problem Handling concept drift in evolving data streams.
method DiwE measures diversity based on regional distribution disagreement and uses it to weight instances and select classifiers.
result DiwE outperforms other algorithms on various synthetic and real-world data stream benchmarks.

We analyze different re-ranking algorithms for diversification and show that majority of them are based on maximizing submodular/modular functions from the class of parameterized concave/linear over modular functions. We study the optimality of such algorithms in terms of the `total curvature'. We also show that by adj…

2019-06-26abs ↗pdf ↗

Quality-Diversity algorithms explore multiple high-performing solutions in a search space.

problem Finding multiple high-performing solutions in complex optimization problems.
method Evolutionary computation approach focusing on behavioral space and holistic solution distribution.
result Quality-Diversity algorithms provide a comprehensive view of high-performing solutions in a search space.

DMNL bandits optimize assortment choices balancing relevance and diversity.

problem Balancing relevance-driven choice with within-assortment diversity.
method Augments MNL choice probabilities with a submodular diversity function, proposing a white-box UCB-based algorithm.
result Achieves at least a (11e+1)(1-\frac{1}{e+1})-approximate regret bound of $ ilde{O}\left(d \sqrt{T/K} ight)$.

Though deep neural networks have achieved significant progress on various tasks, often enhanced by model ensemble, existing high-performance models can be vulnerable to adversarial attacks. Many efforts have been devoted to enhancing the robustness of individual networks and then constructing a straightforward ensemble…

2019-01-25abs ↗pdf ↗

Proposes qPO, a new acquisition strategy for batched Bayesian optimization that maximizes the probability of including the optimum.

problem Efficiently identifying top-performing compounds from a large chemical library.
method qPO (multipoint Probability of Optimality) acquisition strategy that maximizes the probability of including the true optimum.
result Empirical evidence shows that qPO is competitive with and complements other state-of-the-art methods in batched Bayesian optimization.

Designs efficient algorithms to maximize the expectation of Gaussian random variables.

problem Maximizing the expectation of the supremum of Gaussian random variables.
method Polynomial time approximation scheme and O(logn)O(\log n) approximation algorithm for general m>1m>1.
result Characterizes optimal variance allocation and provides approximation algorithms.

Paper uses Bayesian optimization to find best Supertrend indicator settings.

problem Finding optimal trading parameters for the Supertrend indicator.
method Bayesian optimization to automate parameter selection.
result BO-optimized Supertrend strategy yields higher profits in backtesting.

The paper explores multidimensional critic output in GANs, improving convergence and diversity.

problem Underexplored in GANs literature, multidimensional critic output.
method Generalized Wasserstein GAN framework, SRVT block, maximal p-centrality discrepancy.
result High-dimensional critic output improves GAN performance in convergence and diversity.

Improved uncertainty estimation through diverse sampling in neural networks.

problem Enhancing uncertainty estimation for machine learning models.
method Data-driven correlations and determinantal point processes-based sampling for dropout layers.
result State-of-the-art results in uncertainty estimation for regression and classification tasks.

Scalable methods for maximizing regularized submodular functions with improved memory and communication complexity.

problem Maximizing submodular functions with negative values and constraints.
method Developed one-pass streaming and distributed algorithms for maximizing regularized submodular functions.
result Improved memory and communication complexity by a factor of O(1/ε) compared to existing work.

Database activity monitoring (DAM) systems are commonly used by organizations to protect the organizational data, knowledge and intellectual properties. In order to protect organizations database DAM systems have two main roles, monitoring (documenting activity) and alerting to anomalous activity. Due to high-velocity …

2019-10-23abs ↗pdf ↗

DIGEN benchmark provides synthetic datasets for ML algorithm evaluation.

problem Understanding and comparing machine learning algorithms' performance.
method Synthetic datasets generated using 40 mathematical functions to evaluate machine learning algorithms.
result DIGEN resource facilitates understanding why algorithms perform poorly and provides ideas for improvement.

DAC enhances exploration in reinforcement learning with entropy regularization.

problem Improving exploration efficiency in reinforcement learning.
method Sample-aware entropy regularization using replay buffer action distributions.
result DAC significantly outperforms existing algorithms in reinforcement learning tasks.

Several fundamental problems that arise in optimization and computer science can be cast as follows: Given vectors v1,,vmRdv_1,\ldots,v_m \in \mathbb{R}^d and a constraint family B2[m]{\cal B}\subseteq 2^{[m]}, find a set SBS \in \cal{B} that maximizes the squared volume of the simplex spanned by the vectors in SS. A motivatin…

2017-07-10abs ↗pdf ↗

Social learning can make financial markets inefficient, but individual learning can fix this.

problem Inefficiencies in financial markets due to social learning.
method Study of the Minority Game model with social and individual learning mechanisms.
result Individual learning can rescue a population from the inefficiencies caused by social learning.

The paper tackles budget allocation for multiple campaigns using a novel combinatorial bandit approach.

problem Maximizing cumulative returns with limited budgets across various ad lines.
method Formulated as a multi-task combinatorial bandit problem, integrates Bayesian hierarchical models, and uses Thompson sampling.
result Demonstrates robustness and adaptability in maximizing overall cumulative returns.

In the past few years, a lot of attention has been devoted to multimedia indexing by fusing multimodal informations. Two kinds of fusion schemes are generally considered: The early fusion and the late fusion. We focus on late classifier fusion, where one combines the scores of each modality at the decision level. To ta…

2014-04-30abs ↗pdf ↗

We address the problem of influence maximization when the social network is accompanied by diffusion cascades. In prior works, such information is used to compute influence probabilities, which is utilized by stochastic diffusion models in influence maximization. Motivated by the recent criticism on the effectiveness o…

2019-04-18abs ↗pdf ↗

Framework improves agent's ability to learn from noisy images.

problem Agents tend to focus on distracting regions in unsupervised image-based goal exploration.
method Proposes a novel framework combining absolute Learning Progress with unsupervised image-based goal exploration.
result Agents successfully identify and ignore distracting regions, improving overall performance.

Proposes a meta-learning method for robust portfolio optimization.

problem Optimizing a robust portfolio ensemble with diverse sub-portfolios.
method Uses a deep generative model with convolutional, LSTM, and dense layers to generate diverse sub-portfolios.
result The ensemble portfolio is robust and generalizes well, balancing performance and diversity.

A determinantal point process (DPP) is a probabilistic model of set diversity compactly parameterized by a positive semi-definite kernel matrix. To fit a DPP to a given task, we would like to learn the entries of its kernel matrix by maximizing the log-likelihood of the available data. However, log-likelihood is non-co…

2014-11-04abs ↗pdf ↗

Heterogeneous network embedding (HNE) is a challenging task due to the diverse node types and/or diverse relationships between nodes. Existing HNE methods are typically unsupervised. To maximize the profit of utilizing the rare and valuable supervised information in HNEs, we develop a novel Active Heterogeneous Network…

2019-05-14abs ↗pdf ↗

MetaTrader combines diverse expert strategies to optimize portfolio performance.

problem Optimizing portfolio performance in changing financial markets.
method Two-stage RL approach: imitation learning followed by a meta-policy.
result MetaTrader significantly outperforms state-of-the-art baselines in balancing profits and risks.

A novel method integrates feature and topology views for unsupervised graph representation learning.

problem Lack of mutual information across feature and topology views in graph representation learning.
method Proposes a multi-view representation learning module and a common representation learning module using mutual information maximization and reconstruction loss minimization.
result Demonstrates effectiveness in integrating feature and topology views, achieving comparable or better performance than supervised methods.

Prediction tasks over nodes and edges in networks require careful effort in engineering features used by learning algorithms. Recent research in the broader field of representation learning has led to significant progress in automating prediction by learning the features themselves. However, present feature learning ap…

2016-07-03abs ↗pdf ↗