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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.

169,051 papers · 148 categories

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48 results for Greedy Ensemble

A new method selects models for ensemble learning to maximize mutual information, outperforming existing approaches.

problem Selecting models for ensemble learning to improve performance and reduce correlation issues.
method Formulate budgeted ensemble selection as maximizing mutual information, use Gaussian-copula to model correlated errors, propose a greedy mutual-information selection algorithm.
result Our method consistently outperforms strong baselines across multiple datasets.

New insights into how randomization affects greedy model selection.

problem Understanding the impact of feature subsampling on greedy model selection.
method Investigated greedy forward selection with feature subsampling, proving effects on bias and variance.
result Ensembling with feature subsampling reduces both bias and variance, unlike convex base learners.

Evolutionary algorithms improve decision tree ensembles.

problem Improving predictive performance of decision trees.
method Real-valued vector representation of decision trees, evolutionary algorithms (Differential evolution, Evolution strategies).
result Proposed methods outperform classical decision tree induction algorithms.

A new method combines classical and machine learning PDE solvers efficiently.

problem Combining classical and machine learning PDE solvers to reduce computational cost and improve accuracy.
method Proposes an approximate greedy router to select solvers at each iteration, mimicking a greedy approach.
result Consistently reduces final error and AUC of the error trajectory compared to single-solver baselines and hybrid approaches.

Greedy training of recursive partitioning estimators faces a computational barrier when the true function doesn't satisfy a specific property.

problem Computational inefficiency of greedy training for recursive partitioning estimators.
method Analysis of greedy training for sparse regression functions over binary features.
result Greedy training requires exponential samples when the true function doesn't satisfy a specific property (MSP), but only logarithmic samples when it does.

In the context of variable selection, ensemble learning has gained increasing interest due to its great potential to improve selection accuracy and to reduce false discovery rate. A novel ordering-based selective ensemble learning strategy is designed in this paper to obtain smaller but more accurate ensembles. In part…

2017-04-26abs ↗pdf ↗

Bayesian approach improves ε\varepsilon-greedy exploration in RL.

problem Improving ε\varepsilon-greedy exploration in model-free RL.
method Introducing a Bayesian model update for ε\varepsilon based on BMC.
result Proposed ε\varepsilon- exttt{BMC} algorithm efficiently balances exploration and exploitation.

Converts GBDT trees to neural networks for online updates.

problem Performance loss in converting GBDT trees to neural networks.
method Converts existing GBDT implementations to neural network architectures, allowing online updates of decision splits.
result Learning bounds for neural network architecture with updated splits.

Unions of subspaces provide a powerful generalization to linear subspace models for collections of high-dimensional data. To learn a union of subspaces from a collection of data, sets of signals in the collection that belong to the same subspace must be identified in order to obtain accurate estimates of the subspace s…

2013-03-19abs ↗pdf ↗

In this paper, we derive a novel probabilistic model of boosting as a Product of Experts. We re-derive the boosting algorithm as a greedy incremental model selection procedure which ensures that addition of new experts to the ensemble does not decrease the likelihood of the data. These learning rules lead to a generic …

2012-02-14abs ↗pdf ↗

In critical applications of anomaly detection including computer security and fraud prevention, the anomaly detector must be configurable by the analyst to minimize the effort on false positives. One important way to configure the anomaly detector is by providing true labels for a few instances. We study the problem of…

2018-09-17abs ↗pdf ↗

Paper improves anomaly detection using tree-based ensembles with active learning.

problem Configuring anomaly detectors with true labels to minimize false positives.
method Develops batch and streaming active learning algorithms for tree-based ensembles.
result Significantly more anomalies discovered with active learning compared to baselines.

Aims to optimize influence spread in social networks using bandit algorithms.

problem Maximizing influence spread in unknown social networks.
method Combines Thompson Sampling and Epsilon Greedy algorithms with automatic ensemble learning.
result Demonstrates effectiveness of automatic ensemble learning for combinatorial bandit problems.

Greedy algorithm achieves sublinear regret for various distributions.

problem Efficient performance of greedy algorithms in linear contextual bandit problems.
method Introduced Local Anti-Concentration (LAC) condition to ensure sublinear regret.
result Greedy algorithm achieves O(polylogT)O(\operatorname{poly} \log T) cumulative expected regret.

Greedy policy achieves good results for adaptive submodular problems.

problem Sequential decision making with adaptive stochastic optimization.
method Adaptive submodularity ratio to analyze greedy policy performance.
result Greedy policy achieves approximation guarantees for a broader class of problems.

We present an information-theoretic framework for sequential adaptive compressed sensing, Info-Greedy Sensing, where measurements are chosen to maximize the extracted information conditioned on the previous measurements. We show that the widely used bisection approach is Info-Greedy for a family of kk-sparse signals b…

2014-07-02abs ↗pdf ↗

New distributions allow greedy arm selection in sparse bandit problems.

problem Sparse contextual bandit problem with sparse parameters and feature distributions.
method Introduced new distribution classes and demonstrated that mixtures of these distributions are also greedy-applicable.
result Greedy algorithm applicable to a wider range of arm feature distributions, including those with origin-asymmetric support.

This paper is a follow up to the previous author's paper on convex optimization. In that paper we began the process of adjusting greedy-type algorithms from nonlinear approximation for finding sparse solutions of convex optimization problems. We modified there three the most popular in nonlinear approximation in Banach…

2012-06-02abs ↗pdf ↗

Introduces greedy feature selection for classifier-dependent feature ranking.

problem Feature selection for classification tasks.
method Greedy feature selection, identifying the most important feature at each step based on the selected classifier.
result Theoretical and numerical benefits of greedy feature selection.

This paper proposes and evaluates the k-greedy equivalence search algorithm (KES) for learning Bayesian networks (BNs) from complete data. The main characteristic of KES is that it allows a trade-off between greediness and randomness, thus exploring different good local optima. When greediness is set at maximum, KES co…

2012-10-19abs ↗pdf ↗

Paper analyzes Greedy-GQ for reinforcement learning with Markovian noise.

problem Analyzing Greedy-GQ for reinforcement learning with Markovian noise.
method Develops finite-sample analysis for Greedy-GQ with linear function approximation under Markovian noise.
result Provides theoretical justification for choosing stepsizes for faster convergence.

Paper improves greedy algorithm for non-submodular matroid constraints.

problem Maximizing non-submodular functions subject to matroid constraints.
method Developed and analyzed a greedy algorithm with approximation guarantees.
result Greedy algorithm offers approximation factors for matroid constraints.

Improved greedy 2-coordinate updates for optimization problems with constraints.

problem Minimizing smooth functions subject to constraints.
method Exploiting a connection to steepest descent in the 1-norm, we give faster convergence rates and efficient computation.
result Greedy selection converges faster than random selection and can be computed in O(nlogn)O(n \log n) time.

The contextual bandit literature has traditionally focused on algorithms that address the exploration-exploitation tradeoff. In particular, greedy algorithms that exploit current estimates without any exploration may be sub-optimal in general. However, exploration-free greedy algorithms are desirable in practical setti…

2017-04-28abs ↗pdf ↗

Greedy algorithm nearly outperforms exploration in contextual bandits.

problem Balancing exploration and exploitation in online learning.
method Smoothed analysis of the greedy algorithm in linear contextual bandits.
result Greedy algorithm nearly matches Bayesian regret rate under diversity conditions, with regret at most O(T1/3)O(T^{1/3}).

New greedy algorithms improve Bayesian optimisation performance.

problem Optimizing continuous functions with exploration vs exploitation trade-offs.
method Introduced two novel ε-greedy acquisition functions and compared them with conventional methods.
result ε-greedy algorithms generally outperform conventional methods, especially in higher dimensions.

Greedy algorithm performs well in online matching despite non-i.i.d. connections.

problem Online matching in sparse random graphs with fixed degree distributions.
method Approximating stochastic processes with partial differential equations.
result GREEDY algorithm can outperform RANKING in certain configurations.