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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 Heuristic discovery

Bayesian symbolic regression automates model discovery from data.

problem Learning closed-form mathematical models from data using heuristic methods.
method Probabilistic approach to symbolic regression, connecting to information theory and statistical physics.
result Probabilistic approach provides model plausibility and performance guarantees.

CD-RCA method identifies causal relationships in prediction errors without predefined graphs.

problem Challenges in diagnosing prediction errors due to lack of transparency in black-box models.
method Causal-Discovery-based Root-Cause Analysis (CD-RCA) method that estimates causal relationships without predefined causal graphs.
result CD-RCA outperforms heuristic attribution methods in identifying variable contributions to prediction errors.

A new clustering method combines Kalman filtering with K-Means for better results.

problem Improving clustering efficiency and accuracy in data mining.
method Proposes a new clustering algorithm (HKA-K) that integrates Kalman filtering and K-Means.
result HKA-K outperforms other hybrid meta-heuristic clustering approaches on UCI datasets.

The paper discovers and evaluates support and resistance levels in financial time series.

problem Understanding and predicting support and resistance levels in financial markets.
method Developed a heuristic discovery algorithm to identify SR levels in intraday price series.
result Discovered SR levels statistically significantly reverse price trends and have a decay aspect over time.

A new geometrically-motivated algorithm for nonnegative matrix factorization is developed and applied to the discovery of latent "topics" for text and image "document" corpora. The algorithm is based on robustly finding and clustering extreme points of empirical cross-document word-frequencies that correspond to novel …

2013-01-05abs ↗pdf ↗

The paper introduces false discovery rate control for BMF to avoid noisy patterns.

problem No guarantees exist for BMF patterns being real, not just noise.
method Proposes false discovery rate (FDR) to control BMF patterns, proving bounds on FDR.
result Improved BMF algorithms using theoretical FDR bounds for rank selection.

System discovers new classes from unlabeled data, improving model performance.

problem Handling datapoints outside initial training distribution.
method Develops new classes through semi-supervised learning, using Dataset Reconstruction Accuracy and class learnability.
result Demonstrates improved model quality through automatic class discovery.

GCOMB learns heuristics for large graphs efficiently.

problem Scalability and practical constraints in graph problem solving.
method GCOMB uses a Graph Convolutional Network (GCN) with Q-learning for efficient heuristic discovery.
result GCOMB is 100 times faster and marginally better than state-of-the-art algorithms.

New method controls false discoveries in structured hypothesis spaces.

problem Controlling false discoveries in large-scale, interconnected hypothesis spaces.
method Reproducing Kernel Hilbert Space (RKHS) optimization for structured FDR control.
result Unified framework for continuous domains, graphs, and hierarchies.

New models suggest molecules that are often unfeasible to synthesize.

problem Models suggest molecules that are difficult to synthesize.
method Used a computer-aided synthesis planning program to analyze synthesizability of molecules generated by state-of-the-art models.
result State-of-the-art models generate molecules that are often unfeasible to synthesize.

ALIAS uses RL to learn DAGs without acyclicity constraints.

problem Efficiently learning DAGs from observational data without acyclicity constraints.
method ALIAS employs RL to generate DAGs in a single step with optimal complexity, bypassing acyclicity constraints.
result ALIAS outperforms state-of-the-art methods in causal discovery.

Automates kernel discovery for longitudinal data analysis.

problem Handling irregularly sampled, sparse longitudinal data with multilevel correlation.
method Combines deep neural networks and non-parametric kernel methods to discover complex multilevel correlation structure.
result Significantly outperforms state-of-the-art methods on benchmark data sets.

Paper proposes a method to reliably find correlations in categorical data.

problem Discovering reliable correlations in categorical data without distribution assumptions.
method Proposes a corrected-for-chance, consistent, and efficient estimator for normalized total correlation.
result Empirical evaluation shows low-regret optimization outcomes and effective algorithms for both small and large data.

FinCARE combines financial data and AI reasoning to improve causal analysis of financial performance.

problem Correlation-based analysis fails to capture true causal relationships in financial performance.
method Hybrid framework integrating causal discovery algorithms with financial domain knowledge from SEC filings and LLM reasoning.
result KG+LLM-enhanced methods improve causal discovery across PC, GES, and NOTEARS by 36-366%.

Causal discovery predicts unobserved joint statistics from observed data.

problem Inferring properties of unobserved joint distributions from observed data.
method Infer causal models from observed data to predict statistical properties of unobserved sets.
result Sparse causal graphs can be more useful than dense ones in predicting unobserved joint distributions.

Learning a Bayesian network structure from data is an NP-hard problem and thus exact algorithms are feasible only for small data sets. Therefore, network structures for larger networks are usually learned with various heuristics. Another approach to scaling up the structure learning is local learning. In local learning…

2012-10-16abs ↗pdf ↗

Bayesian optimization offers the possibility of optimizing black-box operations not accessible through traditional techniques. The success of Bayesian optimization methods such as Expected Improvement (EI) are significantly affected by the degree of trade-off between exploration and exploitation. Too much exploration c…

2018-07-03abs ↗pdf ↗

AutoGrow automatically discovers optimal depth in DNNs.

problem Designing optimal depth in deep neural networks is difficult and time-consuming.
method AutoGrow grows new layers in a seed architecture if it improves accuracy; stops if no improvement. Robust policies generalize to different architectures and datasets.
result AutoGrow discovers near-optimal depth on various datasets, improving accuracy-computation trade-off in ResNets.

Bin2vec learns executable program representations for security tasks.

problem Manual rule and heuristic definition for binary program analysis is tedious and time-consuming.
method Bin2vec uses Graph Convolutional Networks (GCN) on computational program graphs.
result Improvement over state-of-the-art methods for binary analysis tasks.

Paper proposes a new Bayesian optimisation method to handle aleatoric uncertainty.

problem Representing and minimizing aleatoric noise in Bayesian optimisation.
method Heteroscedastic Gaussian process (GP) surrogate model with AEI and ANPEI acquisition functions.
result Improved performance on toy problems and real-world datasets compared to homoscedastic methods.

Proposes a new method for subgroup analysis using optimal trees with parameter fusion.

problem Challenges of greedy heuristics and overfitting in tree-based recursive partitioning methods.
method Fused optimal causal tree method leveraging mixed integer optimization (MIO) for globally optimal partitions and parameter fusion.
result Substantial improvement in subgroup discovery accuracy and statistical efficiency.

AI-Interpret transforms opaque policies into simple, interpretable decision rules.

problem Designing effective decision aids for professionals to mitigate decision-making biases.
method Combining imitation learning, program induction, and clustering to transform learned policies into interpretable descriptions.
result Providing interpretable decision rules as flowcharts significantly improves people's planning strategies and decisions.

New method optimizes sparse inverse covariance estimation with guaranteed optimality.

problem Sparse inverse covariance estimation with robustness over sparsity.
method Cardinality constrained likelihood problem solved using mixed-integer and convex optimization.
result Certifiably optimal solutions with high quality and sparsity guarantees.

A popular tool for unsupervised modelling and mining multi-aspect data is tensor decomposition. In an exploratory setting, where and no labels or ground truth are available how can we automatically decide how many components to extract? How can we assess the quality of our results, so that a domain expert can factor th…

2015-03-11abs ↗pdf ↗

Rejoinder on slope heuristics for model selection in regression.

problem Model selection in least-squares fixed-design regression with biased models and general noise.
method Proves the slope heuristics works even with significant bias and computes expectations for Gaussian noise.
result The slope heuristics is valid even when models are biased and noise has a general dependence structure.

This research evaluates and introduces new heuristics for clustering Bitcoin blockchain entities.

problem Efficiently analyzing the vast number of Bitcoin blockchain entities.
method Examined and introduced four new heuristics for clustering Bitcoin blockchain entities.
result Introduced clustering ratio to measure heuristic effectiveness.

Novel RL approach for molecular design using quantum mechanics.

problem Existing RL methods for molecular design are limited in scope and reward function.
method Formulation in Cartesian coordinates, direct use of quantum mechanics for reward function, translation and rotation invariant state-action space.
result Agent efficiently learns to solve molecular design tasks from scratch.

RLHO uses RL to generate better initial solutions for heuristic optimization.

problem High sample complexity in generating initial solutions for combinatorial optimization problems.
method RLHO framework that augments heuristic algorithms with RL to generate better initial solutions.
result RLHO outperforms baseline methods on bin packing problem.

Link prediction is a key problem for network-structured data. Link prediction heuristics use some score functions, such as common neighbors and Katz index, to measure the likelihood of links. They have obtained wide practical uses due to their simplicity, interpretability, and for some of them, scalability. However, ev…

2018-02-27abs ↗pdf ↗

This paper evaluates heuristics and hyperparameters in weight-sharing NAS methods.

problem Improving the performance of weight-sharing NAS methods.
method Systematic evaluation of heuristics and hyperparameters in weight-sharing NAS algorithms.
result Some heuristics negatively impact super-net and stand-alone performance correlation.

Interactive weak supervision learns useful heuristics from user feedback.

problem Creating useful heuristics for large labeled datasets is tedious and subjective.
method Develops an interactive framework for learning heuristics from user feedback.
result Only a few feedback iterations are needed to train models without ground truth labels.

Differentiable causal discovery methods perform robustly under model violations.

problem Causal discovery algorithms struggle with real-world data due to unverifiable causal assumptions.
method Benchmarked differentiable causal discovery methods under eight model assumption violations.
result Differentiable causal discovery methods exhibit robust performance under Structural Hamming Distance and Structural Intervention Distance metrics.