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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.

168,695 papers · 148 categories

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196393589785 · Jun 202019922001200920172026
48 results for Recursive Feature Machines

Recursive Feature Machines show grokking in modular arithmetic without neural networks.

problem Grokking in modular arithmetic tasks.
method Recursive Feature Machines (RFM) with Average Gradient Outer Product (AGOP).
result RFM and neural networks learn block-circulant features to solve modular arithmetic.

We develop an approach for feature elimination in statistical learning with kernel machines, based on recursive elimination of features.We present theoretical properties of this method and show that it is uniformly consistent in finding the correct feature space under certain generalized assumptions.We present four cas…

2013-04-18abs ↗pdf ↗

Breaking symmetry in training data is key for generalization in feature learning kernels.

problem Grokking in algebraic tasks, where models perform well on training but fail on unseen data.
method Used Recursive Feature Machine (RFM) with AGOP to learn task-relevant features, breaking symmetry in training data.
result Generalization occurs only when symmetry in the training set is broken, and RFM generalizes by recovering underlying invariance group action.

RFM reduces feature space for linear models, improving sparse recovery.

problem Sparse linear regression and low-rank matrix recovery.
method Recursive Feature Machines (RFM) that alternates between reweighting feature vectors by AGOP and learning prediction function.
result RFM generalizes IRLS and outperforms deep linear networks.

RocketStack integrates predictions from multiple base learners using a recursive stacking architecture up to ten levels.

problem Feature redundancy, complexity, and computational burden in deep stacking.
method Level-aware recursive stacking with pruning and compression techniques.
result Increasing accuracy with depth and outperforming standalone ensembles at later levels.

Tangle machines are topologically inspired diagrammatic models. Their novel feature is their natural notion of equivalence. Equivalent tangle machines may differ locally, but globally they are considered to share the same information content. The goal of tangle machine equivalence is to provide a context-independent me…

2014-04-10abs ↗pdf ↗

Proposes a two-stage sector rotation method using machine learning and deep learning.

problem Identifying sectors with high investment attractiveness based on market conditions.
method Two-stage methodology: 1) Predict ETF prices using market indicators and feature selection, 2) Rank sectors based on predicted returns and select top sectors.
result The proposed methodology outperforms equally weighted portfolios and Echo State Networks show outstanding performance.

Since the machine learning techniques are improving rapidly, it has been shown that the image recognition techniques in deep neural networks can be used to detect jet substructure. And it turns out that deep neural networks can match or outperform traditional approach of expert features. However, there are disadvantage…

2017-11-07abs ↗pdf ↗

GADGET framework decomposes global feature effects using recursive partitioning.

problem Misleading global feature effects when feature interactions are present.
method Generalized additive decomposition of global effects (GADGET) based on recursive partitioning.
result Minimizes interaction-related heterogeneity of local feature effects.

GRANITE unifies feature-based explanation methods to reduce disagreement.

problem Disagreement among feature-based explanation methods.
method GRANITE partitions feature space into regions minimizing interaction and distribution influences.
result Unified and consistent feature explanations.

Study analyzes feedback complexity for sparse feature retrieval in deep networks.

problem Learning sparse superposed features with feedback.
method Analysis of feedback complexity in sparse settings, including triplet comparisons.
result Establishes tight bounds and strong upper bounds for feature recovery.

This paper studies recursive ensembles driven by Fibonacci updates, improving learning dynamics.

problem Improving learning dynamics in recursive ensemble learning.
method Develops second-order recursive architectures with Fibonacci-type update flows.
result Establishes global convergence conditions and generalization bounds for recursive ensembles.

Graph Neural Networks (GNNs) are a powerful tool for machine learning on graphs.GNNs combine node feature information with the graph structure by recursively passing neural messages along edges of the input graph. However, incorporating both graph structure and feature information leads to complex models, and explainin…

2019-03-10abs ↗pdf ↗

A new feature selection method using random forest and Kolmogorov filter.

problem Ultra-high dimensional data feature selection.
method Fused Kolmogorov filter with random forest based recursive feature elimination.
result Selection and L2L_2 consistency under weak conditions.

The study uses response theory to understand RNNs processing input signals.

problem Understanding how RNNs process sequential data.
method Deriving a Volterra series representation for SRNNs output using response theory from nonequilibrium statistical mechanics.
result SRNNs can be viewed as kernel machines operating on a reproducing kernel Hilbert space associated with the response feature.

Two new inverse-free ELM algorithms for incremental and decremental learning are proposed.

problem Efficiently updating and removing multiple hidden nodes in ELM.
method Improved inverse-free recursive algorithms for Tikhonov regularization.
result Inverse-free algorithms for ELM with multiple hidden nodes and redundant nodes.

New algorithms reduce bilevel optimization complexity to ε^(-1.5).

problem Efficiently solving bilevel optimization problems in machine learning.
method Proposed two new algorithms: one using momentum-based recursive iterations, the other using recursive gradient estimations.
result Achieved computational complexity of ε^(-1.5), significantly faster than previous methods.

A new ML algorithm solves complex economic control problems.

problem Solving high-dimensional, finite-horizon stochastic control problems in economics.
method Deep neural network representation of optimal policy functions with three key features.
result Efficiently solves various economic control problems including recursive utility and growth models.

New algorithm reduces rank constrained optimization problems.

problem Rank constrained optimization problems in machine learning and statistics.
method Recursive Importance Sketching (RISRO) algorithm.
result RISRO offers clear advantages over existing algorithms and converges efficiently.

R2-B2 optimizes game interactions with recursive reasoning.

problem Optimizing interactions between boundedly rational agents with unknown payoff functions.
method Recursive Reasoning-Based Bayesian Optimization (R2-B2) for repeated games.
result R2-B2 achieves faster asymptotic convergence to no regret than non-recursive methods.

New method for estimating treatment effects without complex propensity models.

problem Estimating treatment effects in dynamic treatment regimes.
method Recursive Riesz representer estimation for de-biasing corrections.
result Directly estimates de-biasing corrections without auxiliary models.

This paper uses MIO to select features for kernel SVM classification.

problem Feature selection for kernel SVM classification.
method Mixed-integer optimization (MIO) for feature subset selection.
result The MIO approach can often outperform linear-SVM-based methods in prediction performance.

In this work, we propose a simple but effective method to interpret black-box machine learning models globally. That is, we use a compact binary tree, the interpretation tree, to explicitly represent the most important decision rules that are implicitly contained in the black-box machine learning models. This tree is l…

2018-02-11abs ↗pdf ↗

In recent years, state-of-the-art methods for supervised learning have exploited increasingly gradient boosting techniques, with mainstream efficient implementations such as xgboost or lightgbm. One of the key points in generating proficient methods is Feature Selection (FS). It consists in selecting the right valuable…

2018-12-09abs ↗pdf ↗

Greedy training of recursive partitioning estimators faces a computational barrier when the true function doesn't satisfy a specific property.

problem Computational inefficiency of greedy training for recursive partitioning estimators.
method Analysis of greedy training for sparse regression functions over binary features.
result Greedy training requires exponential samples when the true function doesn't satisfy a specific property (MSP), but only logarithmic samples when it does.

Small sample size hinders accurate long-term COVID-19 case predictions.

problem Difficulty in predicting medium and long-term COVID-19 case trends.
method Analysis of machine learning models' performance; feature selection; comparison of different models.
result Simple linear regression models provide reliable 2-week predictions but not beyond.

A new method creates simpler, more interpretable decision trees from complex ensembles.

problem Complex tree ensembles reduce interpretability and control over machine learning models.
method Dynamic-programming based algorithm for finding a minimum-size decision tree.
result Optimal born-again trees are simpler and more interpretable than original ensembles.

Quantization techniques have been applied in many challenging finance applications, including pricing claims with path dependence and early exercise features, stochastic optimal control, filtering problems and efficient calibration of large derivative books. Recursive Marginal Quantization of the Euler scheme has recen…

2017-01-06abs ↗pdf ↗

Modern machine learning techniques, such as convolutional, recurrent and recursive neural networks, have shown promise for jet substructure at the Large Hadron Collider. For example, they have demonstrated effectiveness at boosted top or W boson identification or for quark/gluon discrimination. We explore these methods…

2018-03-21abs ↗pdf ↗

A new variable importance measure for DRFs detects broader impacts on output distributions.

problem Estimating full conditional distributions of multivariate outputs given inputs.
method Based on the drop and relearn principle and MMD distance.
result Consistent and high-performing variable importance measure for DRFs.