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.
This paper analyzes OCBA algorithms' convergence rates for DEDS optimization.
The paper examines how ESG constraints affect portfolio optimization in large datasets.
Let $\OO$ be an orbit of the group of Hamiltonian symplectomorphisms acting on the space of Lagrangian submanifolds of a symplectic manifold We define a functional $\CC:\OO \to \R$ for each differential form of middle degree satisfying and an exactness condition. If the exactness condition d…
New non-perturbative counterexamples to Min-Oo's Conjecture are created.
We define an n-plectic structure as a commutative and torsionless Lie Rinehart pair, together with a distinguished cocycle from its Chevalley-Eilenberg complex. This 'n-plectic cocycle' gives rise to an extension of the Chevalley-Eilenberg complex by so called symplectic tensors. The cohomology of this extension genera…
Proposes a deep ordinal regression framework using optimal transport loss and unimodal output probabilities.
Compact method proves Brown-York mass positivity and connects to major conjectures.
Ordinal regression is aimed at predicting an ordinal class label. In this paper, we consider its semi-supervised formulation, in which we have unlabeled data along with ordinal-labeled data to train an ordinal regressor. There are several metrics to evaluate the performance of ordinal regression, such as the mean absol…
New framework for learning policies that converge in out-of-sample regions.
We prove optimal bounds for the convergence rate of ordinal embedding (also known as non-metric multidimensional scaling) in the 1-dimensional case. The examples witnessing optimality of our bounds arise from a result in additive number theory on sets of integers with no three-term arithmetic progressions. We also carr…
Study sets a nontrivial upper limit on return forecasting accuracy.
Semi-supervised ordinal regression (SOR) problems are ubiquitous in real-world applications, where only a few ordered instances are labeled and massive instances remain unlabeled. Recent researches have shown that directly optimizing concordance index or AUC can impose a better ranking on the data than optimizing t…
While developing their software, professional object-oriented (OO) software developers keep in their minds an image of the subtyping relation between types in their software. The goal of this paper is to present an observation about the graph of the subtyping relation in Java, namely the observation that, after the add…
Framework benchmarks optimizers on multiple criteria.
Paper tackles clustering with ordinal comparisons, achieving near-optimal results.
Python package for ordinal regression using gradient boosting.
In the absence of prior knowledge, ordinal embedding methods obtain new representation for items in a low-dimensional Euclidean space via a set of quadruple-wise comparisons. These ordinal comparisons often come from human annotators, and sufficient comparisons induce the success of classical approaches. However, colle…
Ordinal Regression (OR) aims to model the ordering information between different data categories, which is a crucial topic in multi-label learning. An important class of approaches to OR models the problem as a linear combination of basis functions that map features to a high dimensional non-linear space. However, most…
Reinforcement learning usually makes use of numerical rewards, which have nice properties but also come with drawbacks and difficulties. Using rewards on an ordinal scale (ordinal rewards) is an alternative to numerical rewards that has received more attention in recent years. In this paper, a general approach to adapt…
We propose a new constrained-optimization formulation for deep ordinal classification, in which uni-modality of the label distribution is enforced implicitly via a set of inequality constraints over all the pairs of adjacent labels. Based on (c-1) constraints for c labels, our model is non-parametric and, therefore, mo…
Proposes models to better represent ordinal data with non-unimodal distributions.
A new framework estimates causal effects for ordinal variables.
Optimizes risk assessment tools using mixed-integer programming.
New method uniquely identifies causal structure from ordinal data.
In this paper, we aim to learn a low-dimensional Euclidean representation from a set of constraints of the form "item j is closer to item i than item k". Existing approaches for this "ordinal embedding" problem require expensive optimization procedures, which cannot scale to handle increasingly larger datasets. To addr…
Binary feedback outperforms ordinal comparisons in ranking recovery.
New methods for ordinal classification of interval-valued data and functional data.
Probability distributions produced by the cross-entropy loss for ordinal classification problems can possess undesired properties. We propose a straightforward technique to constrain discrete ordinal probability distributions to be unimodal via the use of the Poisson and binomial probability distributions. We evaluate …
Proves stability of convex disks close to round caps.
Many real-world datasets are labeled with natural orders, i.e., ordinal labels. Ordinal regression is a method to predict ordinal labels that finds a wide range of applications in data-rich domains, such as natural, health and social sciences. Most existing ordinal regression approaches work well for independent and id…
The real-world data is often susceptible to label noise, which might constrict the effectiveness of the existing state of the art algorithms for ordinal regression. Existing works on ordinal regression do not take label noise into account. We propose a theoretically grounded approach for class conditional label noise i…
Existing ordinal embedding methods usually follow a two-stage routine: outlier detection is first employed to pick out the inconsistent comparisons; then an embedding is learned from the clean data. However, learning in a multi-stage manner is well-known to suffer from sub-optimal solutions. In this paper, we propose a…
Consider a compact Riemannian manifold M of dimension n whose boundary \partial M is totally geodesic and is isometric to the standard sphere S^{n-1}. A natural conjecture of Min-Oo asserts that if the scalar curvature of M is at least n(n-1), then M is isometric to the hemisphere S_+^n equipped with its standard metri…
Deep neural networks for ordinal outcomes combining image and tabular data.
This study introduces balanced DRPS and OrderedLogitNN for better QDE of discrete-level questions.
Study homeomorphism groups of ordinals, proving strong distortion and normal generators.
Proposes a new method for rank-consistent ordinal regression without weight-sharing constraints.
Develops an ordinal-similarity framework for scalable and interpretable representation alignment.
Ordinal data are often seen in real applications. Regular multicategory classification methods are not designed for this data type and a more proper treatment is needed. We consider a framework of ordinal classification which pools the results from binary classifiers together. An inherent difficulty of this framework i…
Study shows 'Ordinal Neural Collapse' in deep OR tasks, revealing simple geometric relationships.
When eliciting judgements from humans for an unknown quantity, one often has the choice of making direct-scoring (cardinal) or comparative (ordinal) measurements. In this paper we study the relative merits of either choice, providing empirical and theoretical guidelines for the selection of a measurement scheme. We pro…
A new kernel measures brain network similarities, improving disease classification.
This paper applies deep learning to ordinal regression, modeling it as a binary search.
Algorithm finds real line mapping from points under ordinal constraints.
Most classification methods provide either a prediction of class membership or an assessment of class membership probability. In the case of two-group classification the predicted probability can be described as "risk" of belonging to a "special" class . When the required output is a set of ordinal-risk groups, a discr…
The paper identifies and critiques problems with risk matrices using ordinal scales.
Ordinal Data are those where a natural order exist between the labels. The classification and pre-processing of this type of data is attracting more and more interest in the area of machine learning, due to its presence in many common problems. Traditionally, ordinal classification problems have been approached as nomi…
We propose a novel method for automatic pain intensity estimation from facial images based on the framework of kernel Conditional Ordinal Random Fields (KCORF). We extend this framework to account for heteroscedasticity on the output labels(i.e., pain intensity scores) and introduce a novel dynamic features, dynamic ra…