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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.

168,786 papers · 148 categories

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48 results for Python code

skscope simplifies sparsity-constrained optimization in Python.

problem Tedious mathematical deduction and programming for sparsity-constrained optimization.
method Introduces skscope, a Python library that allows users to solve sparsity-constrained optimization problems by just programming the objective function.
result skscope enables state-of-the-art solvers to quickly attain sparse solutions in high-dimensional spaces, achieving up to 80x speedup.

PyOD is an open-source Python toolbox for performing scalable outlier detection on multivariate data. Uniquely, it provides access to a wide range of outlier detection algorithms, including established outlier ensembles and more recent neural network-based approaches, under a single, well-documented API designed for us…

2019-01-06abs ↗pdf ↗

We propose a novel coding theoretic framework for mitigating stragglers in distributed learning. We show how carefully replicating data blocks and coding across gradients can provide tolerance to failures and stragglers for Synchronous Gradient Descent. We implement our schemes in python (using MPI) to run on Amazon EC…

2016-12-10abs ↗pdf ↗

PySAD offers a unified Python framework for efficient streaming anomaly detection.

problem Efficient anomaly detection in streaming data with strict constraints.
method Unified architecture with 17+ streaming algorithms, specialized components, and support for multiple learning paradigms.
result PySAD enables real-time processing with bounded memory and is compatible with other Python frameworks.

AutoGMM automates Gaussian mixture modeling in Python.

problem Automatic clustering of complex data with uncertainty-aware grouping.
method Strategic initialization using an agglomerative Mahalanobis heuristic, parallelized model selection by information criteria.
result Strong out-of-the-box performance on classic benchmarks and real datasets.

NIMFA is an open-source Python library that provides a unified interface to nonnegative matrix factorization algorithms. It includes implementations of state-of-the-art factorization methods, initialization approaches, and quality scoring. It supports both dense and sparse matrix representation. NIMFA's component-based…

2018-08-06abs ↗pdf ↗

Pykg2vec is an open-source Python library for learning the representations of the entities and relations in knowledge graphs. Pykg2vec's flexible and modular software architecture currently implements 16 state-of-the-art knowledge graph embedding algorithms, and is designed to easily incorporate new algorithms. The goa…

2019-06-04abs ↗pdf ↗

Picasso is a new library for sparse learning problems in R and Python.

problem Sparse learning problems in high-dimensional data analysis.
method Unified framework of pathwise coordinate optimization with efficient active set selection strategies.
result picasso can efficiently handle large-scale problems.

A review of nearest neighbour classifiers, focusing on similarity measures and computational efficiency.

problem Improving the performance of nearest neighbour classifiers.
method Explains mechanisms for assessing similarity (distance), identifying nearest neighbours, and reducing data dimensionality.
result Added new sections on time-series similarity measures, retrieval speed-up, and intrinsic dimensionality.

Regression is widely used by practioners across many disciplines. We reformulate the underlying optimisation problem as a second-order conic program providing the flexibility often needed in applications. Using examples from portfolio management and quantitative trading we solve regression problems with and without con…

2013-10-12abs ↗pdf ↗

This paper simplifies ANS for statisticians, making it easier to use.

problem Statisticians struggle to understand ANS and its versatility.
method Present ANS from a latent variable model perspective and guide step-by-step implementation.
result Made ANS more accessible for statisticians through a Python implementation and library.

dalex simplifies model exploration and fairness for Python developers.

problem Model black-box nature and risks of discrimination, lack of reproducibility, and data drift.
method Model-agnostic interface for interactive model exploration.
result Enhances model transparency and accountability through interactive explainability and fairness.

UncertaintyPlayground simplifies uncertainty estimation in Python.

problem Uncertainty estimation in supervised learning tasks.
method Sparse and Variational Gaussian Process Regressions for normally distributed outcomes, Mixed Density Networks for mixed distributions.
result Fast and simplified uncertainty estimation through Python library.

Bayesian neural networks tutorial via MCMC in Python.

problem Bayesian inference for parameter estimation and uncertainty quantification in deep learning models.
method MCMC sampling methods to implement Bayesian inference, including advanced proposal distributions.
result Challenges in sampling multi-modal posterior distributions for Bayesian neural networks.

PyXAB is a Python library for X-armed bandits and online optimization.

problem Efficiently solving X-armed bandit problems and online blackbox optimization.
method Implementation of 10+ X-armed bandit algorithms and synthetic objectives.
result Evaluation of different algorithms' performance on various synthetic objectives.

Seglearn is an open-source python package for machine learning time series or sequences using a sliding window segmentation approach. The implementation provides a flexible pipeline for tackling classification, regression, and forecasting problems with multivariate sequence and contextual data. This package is compatib…

2018-03-21abs ↗pdf ↗

TrueLearn Python library for personalized educational recommendations.

problem Building educational recommendation systems with humanly-intuitive user representations.
method Online learning Bayesian models and open learner concept.
result Library includes models and representations for user control and interpretability.

The wavelet scattering transform is an invariant signal representation suitable for many signal processing and machine learning applications. We present the Kymatio software package, an easy-to-use, high-performance Python implementation of the scattering transform in 1D, 2D, and 3D that is compatible with modern deep …

2018-12-28abs ↗pdf ↗

This paper develops coding techniques to reduce the running time of distributed learning tasks. It characterizes the fundamental tradeoff to compute gradients (and more generally vector summations) in terms of three parameters: computation load, straggler tolerance and communication cost. It further gives an explicit c…

2018-02-09abs ↗pdf ↗