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.
New method aggregates GDS analyses of randomly selected interaction models to identify important factors in screening experiments.
A fast method estimates stability of ensemble feature selectors.
An action selector associates, in a suitable way, to each compactly supported Hamiltonian on a symplectic manifold an action value of the Hamiltonian. Action selectors are known to exist for a broad class of symplectic manifolds. We show how the existence of an action selector leads to sharp energy capacity inequalitie…
Deciding what and when to observe is critical when making observations is costly. In a medical setting where observations can be made sequentially, making these observations (or not) should be an active choice. We refer to this as the active sensing problem. In this paper, we propose a novel deep learning framework, wh…
In this paper, we study a simple iterative method for finding the Dantzig selector, which was designed for linear regression problems. The method consists of two main stages. The first stage is to approximate the Dantzig selector through a fixed-point formulation of solutions to the Dantzig selector problem. The second…
Defines spectral selectors on lens spaces for contactomorphisms.
The study proves properties of spectral selectors for contact manifolds and applies them to contact big fibers and geodesics.
This paper improves bandwidth selectors for SPBNs to enhance their performance.
T-Rex selector selects variables fast and controls FDR in high-dimensional data.
We explore the performance of several automatic bandwidth selectors, originally designed for density gradient estimation, as data-based procedures for nonparametric, modal clustering. The key tool to obtain a clustering from density gradient estimators is the mean shift algorithm, which allows to obtain a partition not…
Study non-squeezing phenomena in contact geometry using specific capacities.
Meta-algorithm selection aims to choose the best algorithm selector for a given problem instance.
In many applications one may acquire a composition of several signals that may be corrupted by noise, and it is a challenging problem to reliably separate the components from one another without sacrificing significant details. Adding to the challenge, in a compressive sensing framework, one is given only an undersampl…
ESAC improves reinforcement learning by lookahead and intuition.
We consider a class of linear-programming based estimators in reconstructing a sparse signal from linear measurements. Specific formulations of the reconstruction problem considered here include Dantzig selector, basis pursuit (for the case in which the measurements contain no errors), and the fused Dantzig selector (f…
We propose a novel high-dimensional linear regression estimator: the Discrete Dantzig Selector, which minimizes the number of nonzero regression coefficients subject to a budget on the maximal absolute correlation between the features and residuals. Motivated by the significant advances in integer optimization over the…
Existing relation classification methods that rely on distant supervision assume that a bag of sentences mentioning an entity pair are all describing a relation for the entity pair. Such methods, performing classification at the bag level, cannot identify the mapping between a relation and a sentence, and largely suffe…
Ensemble learning that can be used to combine the predictions from multiple learners has been widely applied in pattern recognition, and has been reported to be more robust and accurate than the individual learners. This ensemble logic has recently also been more applied in feature selection. There are basically two st…
An algorithm reduces breast cancer detection data complexity using effect sizes.
Prototype selection improved using topological data analysis.
IEN speeds up T-Rex+GVS for fast, efficient GWAS.
New method learns to encode predictions within interpretations, improving evaluation.
The Dantzig selector has received popularity for many applications such as compressed sensing and sparse modeling, thanks to its computational efficiency as a linear programming problem and its nice sampling properties. Existing results show that it can recover sparse signals mimicking the accuracy of the ideal procedu…
Dantzig Selector (DS) is widely used in compressed sensing and sparse learning for feature selection and sparse signal recovery. Since the DS formulation is essentially a linear programming optimization, many existing linear programming solvers can be simply applied for scaling up. The DS formulation can be explained a…
RODE learns roles to simplify multi-agent tasks.
Graph theory criterion for Hodge theory to match linearly.
We propose a generic and interpretable learning framework for building robust text classification model that achieves accuracy comparable to full models under test-time budget constraints. Our approach learns a selector to identify words that are relevant to the prediction tasks and passes them to the classifier for pr…
Proposes a few-shot learning method for feature selection without labeled data.
LSTD is a popular algorithm for value function approximation. Whenever the number of features is larger than the number of samples, it must be paired with some form of regularization. In particular, L1-regularization methods tend to perform feature selection by promoting sparsity, and thus, are well-suited for high-dim…
We investigate the high-dimensional regression problem using adjacency matrices of unbalanced expander graphs. In this frame, we prove that the -prediction error and the -risk of the lasso and the Dantzig selector are optimal up to an explicit multiplicative constant. Thus we can estimate a high-dim…
Proposes a quantum-inspired algorithm for selecting representative data subsets.
New method reduces memory usage for high-dimensional variable selection.
In recent years, structured matrix recovery problems have gained considerable attention for its real world applications, such as recommender systems and computer vision. Much of the existing work has focused on matrices with low-rank structure, and limited progress has been made matrices with other types of structure. …
We propose a Generalized Dantzig Selector (GDS) for linear models, in which any norm encoding the parameter structure can be leveraged for estimation. We investigate both computational and statistical aspects of the GDS. Based on conjugate proximal operator, a flexible inexact ADMM framework is designed for solving GDS…
Statistical analysis (SA) is a complex process to deduce population properties from analysis of data. It usually takes a well-trained analyst to successfully perform SA, and it becomes extremely challenging to apply SA to big data applications. We propose to use deep neural networks to automate the SA process. In parti…
TAME learns new tasks without knowing them, outperforming existing methods.
Proposes a copula-based filter for diabetes risk prediction.
Recommender systems often face heterogeneous datasets containing highly personalized historical data of users, where no single model could give the best recommendation for every user. We observe this ubiquitous phenomenon on both public and private datasets and address the model selection problem in pursuit of optimizi…
In this paper we propose a primal-dual proximal extragradient algorithm to solve the generalized Dantzig selector (GDS) estimation problem, based on a new convex-concave saddle-point (SP) reformulation. Our new formulation makes it possible to adopt recent developments in saddle-point optimization, to achieve the optim…
The paper tackles robust design selection for online experiments under uncertain interference mechanisms.
Develops a new framework for analyzing sequential decision-making problems using information theory.
AirRL uses RL to infer urban air quality from selected stations.
Triple-GAIL learns from multiple sources to improve imitation learning for complex behaviors.
Improved FDR control for sparse financial index tracking.
Paper proposes an unsupervised feature selection algorithm with stability guarantees.
A new method for feature selection robust to noise and design variability.
We introduce the concrete autoencoder, an end-to-end differentiable method for global feature selection, which efficiently identifies a subset of the most informative features and simultaneously learns a neural network to reconstruct the input data from the selected features. Our method is unsupervised, and is based on…
Estimates time-series drifts from i.i.d. data using a direct Nadaraya-Watson plug-in method.