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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.

168,742 papers · 148 categories

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9192837 · Jun 202019922001200920172026
48 results for Newton screening

This paper treats the problem of screening for variables with high correlations in high dimensional data in which there can be many fewer samples than variables. We focus on threshold-based correlation screening methods for three related applications: screening for variables with large correlations within a single trea…

2011-02-06abs ↗pdf ↗

New AI platform screens portfolios for desirable firms and news.

problem Optimizing portfolio selection with AI.
method Two LLM agents screen for firm fundamentals and news sentiment. Agents deliberate to generate buy/sell signals. High-dimensional estimation determines optimal weights.
result Screened portfolio's Sharpe ratio consistently estimates target, superior to baseline and conventional approaches.

A new screening method for high-dimensional data reduces computational cost.

problem Challenges in variable selection for ultrahigh-dimensional linear regression.
method Ordering absolute sample ridge partial correlations to screen variables.
result The method provides sure screening property without strong assumptions.

A new method for optimization in probability space using Newton's flows.

problem Optimization in probability space with information metrics.
method Information Newton's flows, including Fisher-Rao and Wasserstein-2 metrics, with Newton's Langevin dynamics and variational methods.
result Effective numerical implementation and convergence results for the proposed method.

We study safe screening for metric learning. Distance metric learning can optimize a metric over a set of triplets, each one of which is defined by a pair of same class instances and an instance in a different class. However, the number of possible triplets is quite huge even for a small dataset. Our safe triplet scree…

2018-02-12abs ↗pdf ↗

In this paper we develop the notion of screen isoparametric hypersurface for null hypersurfaces of Robertson-Walker spacetimes. Using this formalism we derive Cartan identities for the screen principal curvatures of null screen hypersurfaces in Lorentzian space forms and provide a local characterization of such hypersu…

2017-11-21abs ↗pdf ↗

Recently, to solve large-scale lasso and group lasso problems, screening rules have been developed, the goal of which is to reduce the problem size by efficiently discarding zero coefficients using simple rules independently of the others. However, screening for overlapping group lasso remains an open challenge because…

2014-10-25abs ↗pdf ↗

Efficiently allocate budgets for LLM-assisted virtual screening to reduce costs.

problem Reducing the cost of evaluating alternatives in large-scale screening tasks.
method Propose a top-mm greedy evaluation mechanism and the EFG-mm algorithm for efficient budget allocation.
result Prove that EFG-mm is both sample-optimal and consistent in large-scale virtual screening.

A new method reduces feature screening cost from O(np)O(np) to O(np)O(\sqrt{n}p).

problem Eliminating non-informative features in ultrahigh-dimensional datasets.
method Adaptive subsampling method based on multi-armed bandit problem.
result The proposed method retains sure screening property and comparable performance to SIS.

To find efficient screening methods for high dimensional linear regression models, this paper studies the relationship between model fitting and screening performance. Under a sparsity assumption, we show that a subset that includes the true submodel always yields smaller residual sum of squares (i.e., has better model…

2012-12-04abs ↗pdf ↗

Variable screening is a fast dimension reduction technique for assisting high dimensional feature selection. As a preselection method, it selects a moderate size subset of candidate variables for further refining via feature selection to produce the final model. The performance of variable screening depends on both com…

2015-02-24abs ↗pdf ↗

This paper introduces LR-FFS for robust feature screening in federated learning under label shift.

problem Label shift challenges in federated learning for high-dimensional classification.
method Unified feature screening framework, label-shift robust federated feature screening (LR-FFS), federated estimation procedure.
result LR-FFS outperforms existing methods in diverse client environments with varying class distributions, sample sizes, and missing data.

Model shows screening for infectious disease is hard but Thompson sampling works well.

problem Optimal screening policy for infectious diseases is hard to find.
method Stochastic-control model with Thompson sampling for optimal performance.
result Thompson sampling provides optimal performance guarantees in screening for infectious diseases.

Study Einstein warped-product manifolds with specific curvature conditions.

problem Understanding Einstein warped-product manifolds with screened Poisson equation constraints.
method Analyzing manifolds with specific curvature conditions and solving the screened Poisson equation.
result Dimension, Ricci curvature, and screened parameter are related through a quadratic equation.

RNN operators solve Newton's equations with large timesteps for molecular dynamics.

problem Solving Newton's equations of motion with large timesteps for molecular dynamics simulations.
method Recurrent Neural Networks (RNN) operators to solve Newton's equations using past trajectory data.
result Significant speedup in molecular dynamics simulations with timesteps up to 4000 times larger.

We generalize Newton-type methods for minimizing smooth functions to handle a sum of two convex functions: a smooth function and a nonsmooth function with a simple proximal mapping. We show that the resulting proximal Newton-type methods inherit the desirable convergence behavior of Newton-type methods for minimizing s…

2012-06-07abs ↗pdf ↗

New algorithm improves convergence of gradient boosting trees.

problem Global convergence of Newton boosting in tabular machine learning.
method Introduces Gradient Regularized Newton Descent for GBDTs, proving linear convergence for smooth, strongly convex losses and O(1k2)\mathcal{O}(\frac{1}{k^2}) rate for general convex losses.
result Achieves globally convergent second-order GBDT algorithm with rate matching first-order boosting.

The paper studies lightlike submanifolds in bronze semi-Riemannian manifolds with specific geometric properties.

problem Characterizing and understanding lightlike submanifolds in bronze semi-Riemannian manifolds.
method Characterization theorems on geodesicity, integrability, and parallelism of distributions.
result No coisotropic, isotropic, or totally proper screen generic lightlike submanifolds exist.

Boosting algorithms are frequently used in applied data science and in research. To date, the distinction between boosting with either gradient descent or second-order Newton updates is often not made in both applied and methodological research, and it is thus implicitly assumed that the difference is irrelevant. The g…

2018-08-09abs ↗pdf ↗

We introduce two classes of null hypersurfaces of an indefinite Sasakian manifold, (M,φ,ζ,η)(\overline{M}, \overlineφ,ζ, η), tangent to the characteristic vector field ζζ, called; {\it contact screen conformal} and {\it contact screen umbilic} null hypersurfaces. These hypersurfaces come in to fill the existing gap in screen…

2019-07-10abs ↗pdf ↗

In the present paper, we show that the geometry of a screen integrable null hypersurface can be generated from an isometric immersion of a leaf of its screen distribution into the ambient space. We prove, under certain geometric conditions, that such immersions are contained in semi-Euclidean spheres or hyperbolic spac…

2019-06-12abs ↗pdf ↗

Newton's method tackles nonlinear mappings into vector bundles with connections and retractions.

problem Finding zeros of mappings from a manifold into a vector bundle.
method Local convergence using differentiability concepts, Banach space Riemannian distance, and affine covariant damping strategy.
result Illustrated application to generalized non-symmetric eigenvalue problems.

Study on null hypersurfaces in complex contact manifolds.

problem Characterizing null hypersurfaces in indefinite complex contact manifolds.
method Proved classification results for various null hypersurfaces and characterized the ambient space.
result The ambient complex contact manifold must have constant GHGH-sectional curvature of 3-3 for certain null hypersurfaces.

This paper focusses on "safe" screening techniques for the LASSO problem. Motivated by the need for low-complexity algorithms, we propose a new approach, dubbed "joint" screening test, allowing to screen a set of atoms by carrying out one single test. The approach is particularized to two different sets of atoms, respe…

2017-10-26abs ↗pdf ↗