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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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48 results for Quadratic assignment

The Heights Theorem is extended to all Riemann surfaces with a first kind fundamental group.

problem Establishing the Heights Theorem for all Riemann surfaces.
method Extending the theorem to all surfaces with a first kind fundamental group, using measured laminations and straightening horizontal trajectories.
result The horizontal map is injective for arbitrary Riemann surfaces with a conformal hyperbolic metric.

We consider the problem of learning soft assignments of NN items to KK categories given two sources of information: an item-category similarity matrix, which encourages items to be assigned to categories they are similar to (and to not be assigned to categories they are dissimilar to), and an item-item similarity mat…

2014-05-23abs ↗pdf ↗

We investigate classification results for general quadratic functions on torsion abelian groups. Unlike the previously studied situations, general quadratic functions are allowed to be inhomogeneous or degenerate. We study the discriminant construction which assigns, to an integral lattice with a distinguished characte…

2003-01-06abs ↗pdf ↗

We present an alternate formulation of the partial assignment problem as matching random clique complexes, that are higher-order analogues of random graphs, designed to provide a set of invariants that better detect higher-order structure. The proposed method creates random clique adjacency matrices for each k-skeleton…

2019-07-03abs ↗pdf ↗

Given a triangulation of a closed surface, we consider a cross ratio system that assigns a complex number to every edge satisfying certain polynomial equations per vertex. Every cross ratio system induces a complex projective structure together with a circle pattern on the closed surface. In particular, there is an ass…

2019-09-16abs ↗pdf ↗

In addition to finding meaningful clusters, centroid-based clustering algorithms such as K-means or mean-shift should ideally find centroids that are valid patterns in the input space, representative of data in their cluster. This is challenging with data having a nonconvex or manifold structure, as with images or text…

2014-06-16abs ↗pdf ↗

Graph alignment problem solved with convex relaxations for correlated matrices.

problem Recovering hidden vertex permutations from correlated Gaussian matrices.
method Convex relaxations of the quadratic assignment problem over doubly stochastic matrices.
result The solution of the convex relaxation concentrates around the ground-truth permutation matrix for certain correlation parameters.

Paper compares expressive power of GNNs, proving approximation guarantees for practical architectures.

problem Understanding the expressive power of Graph Neural Networks (GNNs).
method Theoretical framework comparing invariant and equivariant GNNs, proving approximation guarantees for practical architectures.
result Folklore Graph Neural Networks (FGNN) are the most expressive architectures for a given tensor order.

Following our approach to metric Lie algebras developed in math.DG/0312243 we propose a way of understanding pseudo-Riemannian symmetric spaces which are not semi-simple. We introduce cohomology sets (called quadratic cohomology) associated with orthogonal modules of Lie algebras with involution. Then we construct a fu…

2004-08-18abs ↗pdf ↗

Paper analyzes Birkhoff relaxation for graph alignment, providing theoretical guarantees.

problem Finding vertex correspondence between two graphs to maximize edge overlap.
method Birkhoff relaxation as a convex relaxation of the quadratic assignment problem (QAP).
result Theoretical guarantees on the performance of Birkhoff relaxation under specific conditions.

Paper introduces a new outer measure for continuous price paths with instant enforcement.

problem Defining a new outer measure for continuous price paths with instant enforcement.
method Introducing an outer measure on the space [0,+)imesΩ[0, +\infty) imes \Omega that assigns zero value to instantly blockable sets.
result Proves BDG inequalities and an Itô-type integral for the modified measure.

Improved R-QDA classifier performs well in unbalanced data settings.

problem High sensitivity of R-QDA to covariance matrix estimation noise in unbalanced data.
method Proposes an improved R-QDA with two regularization parameters and a modified bias.
result Significantly better classification performance compared to traditional R-QDA.

A weighted random survival forest is presented in the paper. It can be regarded as a modification of the random forest improving its performance. The main idea underlying the proposed model is to replace the standard procedure of averaging used for estimation of the random survival forest hazard function by weighted av…

2019-01-01abs ↗pdf ↗

Matching correlated VAR time series databases by recovering matching permutations.

problem Matching perturbed and permuted correlated VAR time series.
method Probabilistic framework modeling, maximum likelihood estimator (MLE), linear assignment, convex relaxations.
result Recovery guarantees for perfect or partial recovery of matching permutations, thresholds for σσ.

Recently used in various machine learning contexts, the Gromov-Wasserstein distance (GW) allows for comparing distributions whose supports do not necessarily lie in the same metric space. However, this Optimal Transport (OT) distance requires solving a complex non convex quadratic program which is most of the time very…

2019-05-24abs ↗pdf ↗

This work optimizes RL algorithms using entropy regularisation for continuous-time LQ problems.

problem Designing RL algorithms to balance exploration and exploitation in noisy environments.
method Entropy regularisation in two formulations: exploratory control and proximal policy update.
result Regret of O(N)\mathcal{O}(\sqrt{N}) for both learning algorithms over NN episodes.

We propose a new method for supervised learning, especially suited to wide data where the number of features is much greater than the number of observations. The method combines the lasso (1\ell_1) sparsity penalty with a quadratic penalty that shrinks the coefficient vector toward the leading principal components of …

2018-10-10abs ↗pdf ↗

Hypergraph partitioning is an important problem in machine learning, computer vision and network analytics. A widely used method for hypergraph partitioning relies on minimizing a normalized sum of the costs of partitioning hyperedges across clusters. Algorithmic solutions based on this approach assume that different p…

2017-09-05abs ↗pdf ↗

The paper develops a method for self-normalized inference in adaptive experiments.

problem Adaptive experiments require a fixed horizon for ATE estimation, but propensities can change.
method The method uses self-normalized martingale limit theory to estimate ATE.
result The Studentized statistic is asymptotically N(0,1) at the prespecified horizon.

Optimizes train schedules and maintenance using CP and QA.

problem Optimizing train schedules and maintenance considering constraints.
method Used Constraint Programming and Quantum Annealing to model and solve the problem.
result Both CP and QA approaches produce comparable results on real quantum computers.

The period mapping assigns to each rank n, marked metric graph Gamma a positive definite quadratic form on H_1(Gamma). This defines maps Phi* and Phi on Culler--Vogtmann's outer space CV_n, and its Torelli space quotient T_n, respectively. The map Phi is a free group analog of the classical period mapping that sends a …

2016-09-12abs ↗pdf ↗

Graph matching plays a central role in such fields as computer vision, pattern recognition, and bioinformatics. Graph matching problems can be cast as two types of quadratic assignment problems (QAPs): Koopmans-Beckmann's QAP or Lawler's QAP. In our paper, we provide a unifying view for these two problems by introducin…

2019-11-25abs ↗pdf ↗

New formulations for comparing metric measure spaces with arbitrary positive measures.

problem Comparing metric measure spaces with arbitrary positive measures.
method Two novel formulations: a divergence and a conic lifting approach.
result Efficiently solvable formulations for comparing metric spaces with arbitrary positive measures.

Error bounds based on worst likely assignments use permutation tests to validate classifiers. Worst likely assignments can produce effective bounds even for data sets with 100 or fewer training examples. This paper introduces a statistic for use in the permutation tests of worst likely assignments that improves error b…

2015-03-31abs ↗pdf ↗

Hybrid Policy Optimization tackles reinforcement learning in hybrid spaces, improving performance over PPO.

problem Credit assignment issues and biased gradients in hybrid discrete-continuous action spaces.
method Mixed gradient estimator combining pathwise and score-function gradients, reformulating problems in hybrid form.
result HPO substantially outperforms PPO on inventory control and switched systems, with performance gaps increasing with continuous action dimension.

COCOA improves credit assignment in reinforcement learning by measuring contributions to rewards.

problem Improving sample efficiency in reinforcement learning through better credit assignment methods.
method Counterfactual Contribution Analysis (COCOA) for precise credit assignment.
result COCOA achieves lower bias and variance compared to Hindsight Credit Assignment (HCA), improving reinforcement learning performance.

Bayesian optimization method for permutations accelerates combinatorial search.

problem Optimizing expensive-to-evaluate objectives on permutation problems.
method LAW2ORDER, a batch Bayesian optimization method based on the acquisition weighted kernel.
result LAW2ORDER achieves sublinear batch cumulative regret, demonstrating accelerated search.

In this short note, we compare the combinatorial sign assignment of Manolescu, Ozsvath, Szabo and Thurston for grid homology of knots and links in 3-sphere with the sign assignment coming from a coherent system of orientations on Whitney disks. Although these constructions produce different signs, a small modification …

2018-12-06abs ↗pdf ↗

Sampling a fraction of pairs can match full evaluation in machine learning losses.

problem High computational cost of full pairwise loss evaluation.
method Survey sampling techniques targeting informative pairs.
result Performance close to full pairwise evaluation achieved with frugal sampling.

New methods optimize personalized treatment assignment in trials with many arms.

problem Poor performance of standard methods in trials with many treatment arms.
method Regularized and clustered joint assignment forest algorithm.
result Gains in predicting arm-wise outcomes and utility gains from personalization.

Proposes unbiased estimators for training mixture of experts models.

problem Efficiently training large-scale mixture of experts models on modern hardware.
method Two unbiased estimators based on principled stochastic assignment procedures.
result Both estimators are more effective and robust than biased alternatives.