Research
On-device research index

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

Trend · papers per month

234469703937 · Jun 202019922001200920172026
48 results for Paper sorting

We propose an O(NM)O(N\cdot M) sorting algorithm by Machine Learning method, which shows a huge potential sorting big data. This sorting algorithm can be applied to parallel sorting and is suitable for GPU or TPU acceleration. Furthermore, we discuss the application of this algorithm to sparse hash table.

2018-05-11abs ↗pdf ↗

Paper introduces differentiable sorting and ranking with O(nlogn)O(n \log n) time complexity.

problem Non-differentiability of sorting and ranking operations in machine learning.
method Differentiable proxies constructed as projections onto the permutahedron and reduction to isotonic optimization.
result First differentiable sorting and ranking operators with O(nlogn)O(n \log n) time and O(n)O(n) space complexity.

The paper sorts big data by revealed preferences, improving consumer and policy decisions.

problem Sorting diverse consumer preferences for big data objects like colleges.
method Endogenous weighting of revealed preferences, considering spillover effects.
result Consistent steady-state solution to counterbalance equilibrium.

Sorting an array is a fundamental routine in machine learning, one that is used to compute rank-based statistics, cumulative distribution functions (CDFs), quantiles, or to select closest neighbors and labels. The sorting function is however piece-wise constant (the sorting permutation of a vector does not change if th…

2019-05-28abs ↗pdf ↗

This paper addresses two seemingly unrelated problems, (a) What is the entropy and energy accounting in the Maxwell Demon problem? and (b) How can the efficiency of markets be measured? Here we show, in a simple model for the Maxwell Demon, the entropy of the universe increases by an amount eta=0.839995520 in going fro…

2003-11-15abs ↗pdf ↗

Review and compare sorting model selection methods for preference disaggregation.

problem Selecting a representative sorting model from multiple compatible models.
method Reviewed and proposed new procedures for selecting sorting models, including robust assignment rule.
result Identified most efficient procedures in terms of classification accuracy and robustness.

Extends SORTE to multivariate risk functions.

problem Analyzing systemic risk in financial institutions or insurance-reinsurance markets.
method Develops a new framework for multivariate utility functions and applies duality theory.
result Proves existence, uniqueness, and Nash Equilibrium property of Multivariate Systemic Optimal Risk Transfer Equilibrium.

We propose a novel concept of a Systemic Optimal Risk Transfer Equilibrium (SORTE), which is inspired by the Bühlmann's classical notion of an Equilibrium Risk Exchange. We provide sufficient general assumptions that guarantee existence, uniqueness, and Pareto optimality of such a SORTE. In both the Bühlmann and the SO…

2019-07-09abs ↗pdf ↗

DSPO optimizes portfolio construction from raw stock data efficiently.

problem Manual design and misalignment in traditional portfolio construction methods.
method End-to-end neural network framework with Monotonical Logistic Regression loss.
result DSPO constructs optimal sorted portfolios with high performance metrics.

Sorting input objects is an important step in many machine learning pipelines. However, the sorting operator is non-differentiable with respect to its inputs, which prohibits end-to-end gradient-based optimization. In this work, we propose NeuralSort, a general-purpose continuous relaxation of the output of the sorting…

2019-03-21abs ↗pdf ↗

The paper examines the stability of Fama-French multi-factor models over time.

problem Stability of Fama-French multi-factor models over time.
method Rolling window method, Fama and MacBeth's two-step estimation, generalized GRS statistics.
result The effectiveness of Fama-French factors is not stable over time in all countries.

Differentiable sorting and rank normalization are incompatible, with specific conditions for admissibility.

problem Incompatibility between differentiable sorting and rank normalization.
method Formalized admissibility through monotone invariance, batch independence, and rank-space stability conditions.
result Different gap-sensitive and batchwise relaxations of rank normalization violate the conditions for admissibility.

Several tasks in machine learning are evaluated using non-differentiable metrics such as mean average precision or Spearman correlation. However, their non-differentiability prevents from using them as objective functions in a learning framework. Surrogate and relaxation methods exist but tend to be specific to a given…

2019-04-08abs ↗pdf ↗

We propose the Neural Logic Machine (NLM), a neural-symbolic architecture for both inductive learning and logic reasoning. NLMs exploit the power of both neural networks---as function approximators, and logic programming---as a symbolic processor for objects with properties, relations, logic connectives, and quantifier…

2019-04-26abs ↗pdf ↗

SCQRNN prevents quantile crossing and improves computational efficiency.

problem Quantile crossing issue in regression models.
method Integrates ad hoc sorting in training to prevent quantile crossing and enhance computational efficiency.
result SCQRNN achieves faster convergence and non-intersecting quantiles.

New method estimates mixture model components efficiently.

problem Estimating the number of components in finite mixture models.
method Group-Sort-Fuse (GSF) procedure for simultaneous estimation of order and mixing measure.
result GSF achieves consistent estimation of true mixture order and n1/2n^{-1/2} convergence rate.

A new sorting method using R2R^2 values improves causal discovery from noisy data.

problem Improving causal discovery from noisy observational data.
method Introducing R2R^2-sortability and an algorithm, R2R^2-SortnRegress, to find causal order.
result Sorting variables by increasing R2R^2 yields a close-to-causal order.

Permutations and matchings are core building blocks in a variety of latent variable models, as they allow us to align, canonicalize, and sort data. Learning in such models is difficult, however, because exact marginalization over these combinatorial objects is intractable. In response, this paper introduces a collectio…

2018-02-23abs ↗pdf ↗

Traditional set prediction models can struggle with simple datasets due to an issue we call the responsibility problem. We introduce a pooling method for sets of feature vectors based on sorting features across elements of the set. This can be used to construct a permutation-equivariant auto-encoder that avoids this re…

2019-06-06abs ↗pdf ↗

This paper optimizes object tracking on edge devices with small matrices.

problem Efficiently tracking objects in video sequences on edge devices with small matrices.
method Parallelized a Simple Online and Real-time Tracking (SORT) application on shared-memory multicores.
result Throughput-based parallelization technique outperforms multi-threading for small matrices.

There has been a recent surge of interest in studying permutation-based models for ranking from pairwise comparison data. Despite being structurally richer and more robust than parametric ranking models, permutation-based models are less well understood statistically and generally lack efficient learning algorithms. In…

2017-10-28abs ↗pdf ↗

Let S be a surface of genus g with p punctures with negative Euler characteristic. We study the diameter of the εε-thick part of moduli space of S equipped with the Teichmüller or Thurston's Lipschitz metric. We show that the asymptotic behaviors in both metrics are of order logg+pε\log \frac{g+p}ε. The same result also ho…

2011-08-21abs ↗pdf ↗

Many problems at the intersection of combinatorics and computer science require solving for a permutation that optimally matches, ranks, or sorts some data. These problems usually have a task-specific, often non-differentiable objective function that data-driven algorithms can use as a learning signal. In this paper, w…

2018-05-18abs ↗pdf ↗

This paper proposes an attention module augmented relational network called SARN(Sequential Attention Relational Network) that can carry out relational reasoning by extracting reference objects and making efficient pairing between objects. SARN greatly reduces the computational and memory requirements of the relational…

2018-11-01abs ↗pdf ↗

We formulate coherence modeling as a regression task and propose two novel methods to combine techniques from our setup with pairwise approaches. The first of our methods is a model that we call "first-next," which operates similarly to selection sorting but conditions decision-making on information about already-sorte…

2018-12-06abs ↗pdf ↗