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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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160319479638 · Jun 202019922001200920172026
48 results for Regression Tsetlin Machine

Faster Tsetlin Machines use clause indexing to speed inference and learning.

problem Overfitting and slow inference in Tsetlin Machines.
method Introduced a look-up table that indexes clauses based on feature falsification, enabling faster evaluation of clauses.
result Up to 15 times faster classification and three times faster learning on MNIST and Fashion-MNIST.

The paper introduces closed-form expressions for interpreting Tsetlin Machines.

problem Interpreting complex Tsetlin Machines with a large number of clauses.
method Developed closed-form expressions for local and global interpretability of Tsetlin Machines.
result The expressions enable real-time feature importance assessment and data clustering.

Improved RTM uses integer weights to reduce computation and increase interpretability.

problem Lack of interpretability in nonlinear regression models.
method Integer weighted RTM clauses, combined with a novel learning scheme.
result Significantly reduced computation cost with improved accuracy.

The recently introduced Tsetlin Machine (TM) has provided competitive pattern recognition accuracy in several benchmarks, however, requires a 3-dimensional hyperparameter search. In this paper, we introduce the Multigranular Tsetlin Machine (MTM). The MTM eliminates the specificity hyperparameter, used by the TM to con…

2019-09-16abs ↗pdf ↗

Convolutional neural networks (CNNs) have obtained astounding successes for important pattern recognition tasks, but they suffer from high computational complexity and the lack of interpretability. The recent Tsetlin Machine (TM) attempts to address this lack by using easy-to-interpret conjunctive clauses in propositio…

2019-05-23abs ↗pdf ↗

The purpose of this note is to give a simple description of a (complete) family of functions in involution on certain hermitian symmetric spaces. This family, obtained via bi-hamiltonian approach using the Bruhat Poisson structure, is especially simple for the projective spaces, where the formulas in terms of the momen…

2001-02-26abs ↗pdf ↗

Develops a direct debiased machine learning framework using Bregman divergence.

problem Reduces bias in machine learning estimates of causal effects or structural models.
method Neyman targeted estimation and generalized Riesz regression using Bregman divergence.
result Improves estimation of parameters of interest in causal models.

We consider the moduli space M_r of polygons with fixed side lengths in five-dimensional eucledian space. We analyze the local structure of its singularities and exhibit a real-analytic equivalence between M_r and a weighted quotient of the n-fold product of the quaternionic projective line HP^1 by the diagonal PSL(2,H…

2002-02-17abs ↗pdf ↗

Classification outperforms regression in portfolio construction, yielding higher Sharpe ratios.

problem Determining which machine learning approach (classification vs. regression) is more effective for portfolio construction.
method Used stacking ensemble of gradient boosted tree, random forest, and neural network models.
result Classification yields higher Sharpe ratios and economically significant alphas compared to regression.

The paper debiases machine learning predictions to correct bias in regression coefficients.

problem Bias in regression coefficients from machine learning predictions.
method Proposes an adversarial machine learning algorithm to de-bias predictions.
result Adversarial predictions recover true coefficients, while naive predictions are biased.

Machine learning improves joint default assessment by capturing non-linear dependencies.

problem Capturing non-linear dependencies among covariates for accurate joint default assessment.
method Application of machine learning techniques to credit card dataset, comparing with logistic regression.
result Machine learning outperforms logistic regression in assessing portfolio riskiness.

Machine learning models predict brain age with systematic bias, corrected in this study.

problem Systematic bias in machine learning regression models for brain age prediction.
method General constrained optimization approach to correct bias.
result Our method effectively eliminates the bias from brain age predictions.

The paper derives uncertainty quantification for ML models used in metrology.

problem Uncertainty quantification for ML models in metrology applications.
method Analytical expressions for mean and variance of model output are derived for various ML models.
result The derived expressions cover multiple ML models and are validated against Monte Carlo methods.

Lecture notes on advanced linear regression methods.

problem Understanding the properties of linear regression estimators in high dimensions.
method Proposition-proof exploration of least squares, ridgeless, ridge, and lasso estimators.
result Detailed analysis of the existence, uniqueness, relations, computation, and non-asymptotic properties of these estimators.

This study compares multivariate vs univariate machine learning for multi-output regression.

problem When to use multivariate ensemble techniques over separate univariate models.
method Comparative analysis of different multivariate approaches for multi-output regression.
result Multivariate ensemble techniques outperform separate univariate models in simulations.

New tests compare regression functions using machine learning, overcoming dimensionality issues.

problem Comparing regression functions in high-dimensional settings.
method Generalized kernel-based conditional mean dependence, machine learning methods for flexible estimation.
result Established asymptotic properties of tests under fixed and high-dimensional regimes.

Isotonic regression binning affects calibration statistics of machine learning models.

problem Isotonic regression binning introduces aleatoric uncertainty in calibration statistics.
method Calibration error statistics are recalibrated using isotonic regression, which produces stratified uncertainties.
result Stratified uncertainties lead to significant differences in bin-based calibration statistics.

This work extends the scaling law to multiple and kernel regression, challenging traditional machine learning principles.

problem Challenging traditional machine learning wisdom with scaling law in large practical models.
method Demonstrates the scaling law in multiple and kernel regression settings.
result The scaling law extends to multiple and kernel regression, providing deeper insights into LLMs.

Collider regression improves predictive performance in regression tasks.

problem Discarding prior causal knowledge in regression tasks.
method Collider regression framework incorporating probabilistic causal knowledge from collider structures.
result Proves positive generalization benefit and provides closed-form estimators.

Paper uses machine learning for nowcasting corporate earnings from mixed-frequency data.

problem Predicting corporate earnings for a large cross-section of firms with different frequency data.
method Structured machine learning regressions with sparse-group LASSO regularization for panel data.
result Machine learning models outperform traditional methods in nowcasting corporate earnings.

A fast algorithm for generalized matrix regression improves machine learning performance.

problem Efficiently solving generalized matrix regression problems in machine learning.
method Utilizes sketching technique to achieve (1+ε)(1+ε) relative error with sketching sizes of order $\cO(ε^{-1/2})$.
result The Fast GMR algorithm achieves better performance in symmetric positive definite matrix approximation and single pass singular value decomposition.

The study forecasts ETF return direction using machine learning models.

problem Predicting the direction of ETF returns for investment decisions.
method Applied regression and classification models to historical ETF component data.
result Models outperformed naive and buy & hold strategies, especially linear regression and logistic regression.

Study uses regression and ML for COVID-19 mortality forecasting.

problem Forecasting COVID-19 mortality during the first wave in Spain.
method Cyclical curve log-regression, multivariate time series spatial residual correlation analysis, Bayesian approach, machine learning.
result Empirical analysis shows ML regression models perform better than traditional methods.

The paper argues for using Neyman orthogonal score for balancing in debiased machine learning.

problem Debiased machine learning requires a proper approach to balance covariates.
method The paper advocates for using Riesz regression with basis functions of X for balancing.
result Covariate balancing is only valid when the score-relevant regression error is a function of covariates alone.

Study examines how imputation accuracy affects prediction accuracy in regression problems with missing covariates.

problem Missing covariates in regression or classification problems.
method Simulation and empirical analysis using UCI datasets and statistical inference.
result Imputation accuracy impacts prediction accuracy, especially with Machine Learning methods.

Locally adaptive interpretable regression improves linear regression's predictability.

problem Linear regression's predictability is limited; it lacks adaptability.
method Locally adaptive interpretable regression (LoAIR) uses neural networks to predict percentile of a Gaussian distribution for regression coefficients.
result LoAIR achieves comparable or better predictive performance than state-of-the-art baselines.

In this paper we formulate a regression problem to predict realized volatility by using option price data and enhance VIX-styled volatility indices' predictability and liquidity. We test algorithms including regularized regression and machine learning methods such as Feedforward Neural Networks (FNN) on S&P 500 Index a…

2019-09-22abs ↗pdf ↗