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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.

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6481,2961,9442,592 · Jun 202019922001200920172026
48 results for Mean Decrease of Impurity

New local MDI variable importances derived from global scores match Shapley values.

problem Local feature relevance in tree-based models.
method Deriving local MDI importance measure from global scores and linking it to Shapley values.
result Local MDI importances have a natural connection with Shapley values.

The paper analyzes the convergence of CART under a SID condition, improving previous results.

problem Investigating the convergence rate of CART under a sufficient impurity decrease condition.
method Established an upper bound on prediction error under SID condition, introduced easily verifiable conditions.
result Improved convergence rate of CART under SID condition, demonstrated examples of error bound limitations.

Decision trees with binary splits are popularly constructed using Classification and Regression Trees (CART) methodology. For binary classification and regression models, this approach recursively divides the data into two near-homogenous daughter nodes according to a split point that maximizes the reduction in sum of …

2019-06-24abs ↗pdf ↗

Tree ensemble methods such as random forests [Breiman, 2001] are very popular to handle high-dimensional tabular data sets, notably because of their good predictive accuracy. However, when machine learning is used for decision-making problems, settling for the best predictive procedures may not be reasonable since enli…

2020-01-13abs ↗pdf ↗

Shapelet is a discriminative subsequence of time series. An advanced shapelet-based method is to embed shapelet into accurate and fast random forest. However, it shows several limitations. First, random shapelet forest requires a large training cost for split threshold searching. Second, a single shapelet provides limi…

2019-03-19abs ↗pdf ↗

This paper optimizes high-dimensional oblique splits for decision trees, enhancing performance and computational efficiency.

problem Enhancing decision tree performance and computational efficiency in high-dimensional data.
method Established Sufficient Impurity Decrease (SID) convergence for s0s_0-sparse oblique splits, proposing progressive trees for iterative refinement.
result Demonstrated that SID function class expands with s0s_0-sparsity, enabling capture of complex data-generating processes.

Study automates feature selection and clustering for HFT stock price forecasting.

problem Manual feature selection and clustering for high-frequency trading (HFT) stock price forecasting.
method Dual competitive feature importance mechanism and clustering via shallow neural network topology.
result Enhanced forecasting ability of the RBFNN regressor through automated feature selection and clustering.

We consider supersymmetric gauge theories with impurities in various dimensions. These systems arise in the study of intersecting branes. Unlike conventional gauge theories, the Higgs branch of an impurity theory can have compact directions. For models with eight supercharges, the Higgs branch is a hyperKahler manifold…

1998-04-03abs ↗pdf ↗

ALPE improves mid-price forecasting in HFT with real-time data.

problem Real-time mid-price forecasting in high-frequency trading.
method Adaptive Learning Policy Engine (ALPE) using RL and adaptive epsilon decay.
result ALPE outperforms other models in mid-price forecasting.

Develops fair feature importance scores for tree-based models to interpret fairness.

problem Ensuring fairness in machine learning models, especially tree-based ones.
method Inspired by decision trees, proposes a novel fair feature importance score based on mean decrease in group bias.
result Valid interpretations of fairness for tree-based ensembles and surrogates of other ML systems.

Combines RFs and GLMs for better accuracy and interpretable feature importance.

problem Inability to interpret random forests (RFs) due to black box nature and unstable feature importance methods.
method Reinterprets decision trees and MDI as linear regression and R² values, combining RFs and GLMs in RF+.
result MDI+ outperforms existing feature importance measures in identifying signal features and stability.

A hybrid impurity measure balances theoretical soundness and computational efficiency.

problem Developing a robust impurity measure for decision trees.
method Integrates Tsallis entropy with an exponential polarization component.
result Simple parametric measures outperform ITC, but ITC variants are competitive with strong theoretical guarantees.

Tree ensembles such as Random Forests have achieved impressive empirical success across a wide variety of applications. To understand how these models make predictions, people routinely turn to feature importance measures calculated from tree ensembles. It has long been known that Mean Decrease Impurity (MDI), one of t…

2019-06-26abs ↗pdf ↗

A persistent challenge in practical classification tasks is that labeled training sets are not always available. In particle physics, this challenge is surmounted by the use of simulations. These simulations accurately reproduce most features of data, but cannot be trusted to capture all of the complex correlations exp…

2018-01-30abs ↗pdf ↗

Collaborative Trees model analyzes feature interactions and additive effects.

problem Analyzing complex statistical associations between features and response variables.
method Proposes a novel tree model and its bagging version to decompose mean decrease in impurity and visualize feature contributions.
result Demonstrates the superior capability of the tree model in estimating additive effects and interaction effects.

We consider the mean curvature flow of the graph of a smooth map f:R2R2f:\mathbb{R}^2\to\mathbb{R}^2 between two-dimensional Euclidean spaces. If ff satisfies an area-decreasing property, the solution exists for all times and the evolving submanifold stays the graph of an area-decreasing map ftf_t. Further, we prove unifo…

2016-08-18abs ↗pdf ↗

Data analysis and machine learning have become an integrative part of the modern scientific methodology, offering automated procedures for the prediction of a phenomenon based on past observations, unraveling underlying patterns in data and providing insights about the problem. Yet, caution should avoid using machine l…

2014-07-28abs ↗pdf ↗

Let f:MNf:M\to N be a smooth area decreasing map between two Riemannian manifolds $(M,\gm)$ and $(N,\gn)$. Under weak and natural assumptions on the curvatures of $(M,\gm)$ and $(N,\gn)$, we prove that the mean curvature flow provides a smooth homotopy of ff to a constant map.

2013-02-04abs ↗pdf ↗

The study examines the graphical mean curvature flow on compact manifolds with bounded bi-Ricci curvature.

problem Analyzing the graphical mean curvature flow of maps between manifolds with bounded bi-Ricci curvature.
method Proving long-time existence and preserving the strictly area decreasing property under bounded bi-Ricci curvature conditions.
result Smooth convergence to a minimal map under certain conditions on Ricci curvature.

Study on mean curvature flow of graphs in higher dimensions.

problem Analyzing the evolution of graphs under mean curvature flow.
method Derives estimates using a new maximum principle for submanifolds, applies to uniformly area decreasing maps.
result Graphicality and area decreasing property are preserved for uniformly area decreasing maps.

In this article we give a complete description of the evolution of an area decreasing map f:MNf:M\to N induced by its mean curvature in the situation where MM and NN are complete Riemann surfaces with bounded geometry, MM being compact, for which their sectional curvatures σMσ_M, σNσ_N satisfy minσMsupσN\minσ_M\ge\supσ_N.

2016-02-24abs ↗pdf ↗

Global stability bounds for matrix frames in phase retrieval problems.

problem Phase retrieval for matrix frames in various applications.
method Computable global stability bounds for the quasi-linear analysis map β, using Whitney stratification of positive semidefinite matrices of low rank.
result Novel conditions for a frame to be generalized phase retrievable.

Artificial neural network training with stochastic gradient descent can be destabilized by "bad batches" with high losses. This is often problematic for training with small batch sizes, high order loss functions or unstably high learning rates. To stabilize learning, we have developed adaptive learning rate clipping (A…

2019-06-21abs ↗pdf ↗

We present ADHM-Nahm data for instantons on the Taub-NUT space and encode these data in terms of Bow Diagrams. We study the moduli spaces of the instantons and present these spaces as finite hyperkahler quotients. As an example, we find an explicit expression for the metric on the moduli space of one SU(2) instanton. W…

2008-05-08abs ↗pdf ↗

Let f be a smooth map between unit spheres of possibly different dimensions. We prove the global existence and convergence of the mean curvature flow of the graph of f under various conditions. A corollary is that any area-decreasing map between unit spheres (of possibly different dimensions) is homotopic to a constant…

2003-02-19abs ↗pdf ↗

Let NN be a complete manifold with bounded geometry, such that secNσ<0\sec_N\le -σ< 0 for some positive constant σσ. We investigate the mean curvature flow of the graphs of smooth length-decreasing maps f:RmNf:\mathbb{R}^m\to N. In this case, the solution exists for all times and the evolving submanifold stays the graph of a…

2018-05-29abs ↗pdf ↗

Proves flows of two-convex Lagrangians are regular, global, and converge.

problem Proves regularity, global existence, and convergence of Lagrangian mean curvature flows in the two-convex case.
method Uses a newly discovered monotone quantity to control two-convexity.
result Proves results for the mean curvature flow of area-decreasing Lagrangian submanifolds.

In this paper, we study a mean curvature type flow with capillary boundary in the unit ball. Our flow preserves the volume of the bounded domain enclosed by the hypersurface, and monotonically decreases an energy functional EE. We show that it has the longtime existence and subconverges to spherical caps. As an applic…

2020-01-09abs ↗pdf ↗

Recommender systems play an essential role in the modern business world. They recommend favorable items like books, movies, and search queries to users based on their past preferences. Applying similar ideas and techniques to Monte Carlo simulations of physical systems boosts their efficiency without sacrificing accura…

2016-12-06abs ↗pdf ↗

We investigate length decreasing maps f:MNf:M\to N between Riemannian manifolds MM, NN of dimensions m2m\ge 2 and nn, respectively. Assuming that MM is compact and NN is complete such that $$\sec_M>-σ\quad\text{and}\quad{\Ric}_M\ge(m-1)σ\ge(m-1)\sec_N\ge-μ,$$ where σσ, μμ are positive constants, we show that the m…

2013-12-03abs ↗pdf ↗