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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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8.3%16.7%25.0%33.3% · Feb 199519922001200920172026
48 results for Relevance Vector Machines

The paper revisits and improves on a Bayesian relevance vector machine method for small sample sizes.

problem Statistical modeling with small sample sizes relative to the number of covariates.
method Introduces a new class of global-local priors and provides theoretical properties.
result Results on posterior consistency and contraction rates are provided.

Proposes a new hyperprior and predictive criterion for weakly informative hyperprior in relevance vector machine.

problem Capturing non-homogeneous data structure with limited kernel functions.
method Uses inverse gamma hyperprior with a shape parameter close to zero and a scale parameter not close to zero. Applies multiple kernel method with different widths. Proposes extended predictive information criterion for scale parameter selection.
result Obtains a multiple kernel relevance vector regression model with good predictive accuracy.

Extends PCVM for multi-class classification with improved accuracy.

problem Lack of probabilistic outputs and contradictory predictions in multi-class classification.
method Proposes mPCVM with two learning algorithms: top-down and bottom-up.
result Superior performance, especially with many classes, validated on synthetic and benchmark data.

Proposes a new SPVM model for RVM with more flexible priors.

problem Improper priors on multiple penalty parameters in RVM lead to improper posteriors.
method Introduces a single penalty approach (SPRVM) and a semi-Bayesian fitting method.
result SPRVM allows for more flexible priors and has proven conditions for posterior propriety.

Paper proposes fully Bayesian approach for RVM classification, improving accuracy especially in imbalanced data.

problem Difficulty in conducting RVM classification due to lack of closed-form solution for weight parameter posterior.
method Proposes Generic Bayesian and Fully Bayesian approaches with hierarchical hyperprior structure.
result Improves classification performance, especially in imbalanced data.

This study combines two different learning paradigms, k-nearest neighbor (k-NN) rule, as memory-based learning paradigm and relevance vector machines (RVM), as statistical learning paradigm. This combination is performed in kernel space and is called k-relevance vector (k-RV). The purpose is to improve the performance …

2019-09-18abs ↗pdf ↗

Introduces Gaussian Processes and Relevance Vector Machines, connecting them to Kalman filtering.

problem Regression, smoothing, interpolation, and filtering problems.
method Bayesian kernel-based methods, Gaussian Processes, Relevance Vector Machines, connections to Kalman filtering.
result Developed a common framework for understanding these methods.

The Support Vector Machine (SVM) of Vapnik (1998) has become widely established as one of the leading approaches to pattern recognition and machine learning. It expresses predictions in terms of a linear combination of kernel functions centred on a subset of the training data, known as support vectors. Despite its wide…

2013-01-16abs ↗pdf ↗

Proposes an L1-regularized functional SVM for binary classification with functional covariates.

problem Binary classification with multivariate functional covariates.
method L1-regularized functional support vector machine (SVM) with an accompanying algorithm.
result The proposed classifier performs well in prediction and feature selection.

Study proposes new methods to calculate probabilistic benchmarks in noisy data.

problem Identifying opportunities for improvement in comparable units with noisy data.
method 2-step methodology involving undersampling and relevance vector machine.
result Higher discrimination power achieved with macro-economic environment variables.

In this work we propose a heteroscedastic generalization to RVM, a fast Bayesian framework for regression, based on some recent similar works. We use variational approximation and expectation propagation to tackle the problem. The work is still under progress and we are examining the results and comparing with the prev…

2013-01-10abs ↗pdf ↗

Transfer learning improves sparse, interpretable probabilistic classification.

problem Sparse and interpretable models in transfer learning.
method Two transfer learning extensions integrated into sparse and interpretable probabilistic classification vector machine.
result Transfer learning extensions improve sparsity and performance.

Sparse Bayesian learning is a state-of-the-art supervised learning algorithm that can choose a subset of relevant samples from the input data and make reliable probabilistic predictions. However, in the presence of high-dimensional data with irrelevant features, traditional sparse Bayesian classifiers suffer from perfo…

2016-09-18abs ↗pdf ↗

This study proposes a new model for predicting financial distress in SMEs using machine learning.

problem Challenges in predicting financial distress for SMEs due to ambiguity and limited data.
method Feature selection algorithm based on element credits and data source collection. Incorporates financial statements, governance qualities, and market data with a Relevant Vector Machine.
result The proposed model improves financial distress prediction efficiency with fewer characteristic factors.

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.

Neural machine translation is a recently proposed approach to machine translation. Unlike the traditional statistical machine translation, the neural machine translation aims at building a single neural network that can be jointly tuned to maximize the translation performance. The models proposed recently for neural ma…

2014-09-01abs ↗pdf ↗

Recommender systems, medical diagnosis, network security, etc., require on-going learning and decision-making in real time. These -- and many others -- represent perfect examples of the opportunities and difficulties presented by Big Data: the available information often arrives from a variety of sources and has divers…

2015-02-05abs ↗pdf ↗

A novel feature selection method for SVM improves model accuracy and interpretability.

problem Feature selection in nonlinear SVM classification problems.
method Embedded min-max optimization problem, leveraging duality theory.
result Improves model accuracy and interpretability on benchmark data sets.

Use expert visualization or conventional clinical indices can lack accuracy for borderline classications. Advanced statistical approaches based on eigen-decomposition have been mostly concerned with shape and motion indices. In this paper, we present a new approach to identify CVDs from cine-MRI by estimating large poo…

2019-09-25abs ↗pdf ↗

The recent proliferation of publicly available graph-structured data has sparked an interest in machine learning algorithms for graph data. Since most traditional machine learning algorithms assume data to be tabular, embedding algorithms for mapping graph data to real-valued vector spaces has become an active area of …

2019-08-08abs ↗pdf ↗

This paper considers a portfolio trading strategy formulated by algorithms in the field of machine learning. The profitability of the strategy is measured by the algorithm's capability to consistently and accurately identify stock indices with positive or negative returns, and to generate a preferred portfolio allocati…

2014-04-05abs ↗pdf ↗

This paper aims to decrease the time complexity of multi-output relevance vector regression from O(VM^3) to O(V^3+M^3), where V is the number of output dimensions, M is the number of basis functions, and V<M. The experimental results demonstrate that the proposed method is more competitive than the existing method, wit…

2017-04-17abs ↗pdf ↗

The relevance of data quantifies learning efficiency.

problem Understanding the statistical nature of high-dimensional, sparse data.
method Defining relevance as information content, and using it to define ideal limits of samples and learning machines.
result Maximally informative samples and optimal learning machines exhibit critical features like power-law frequency distributions and anomalously large susceptibility.

Method separates data into class and style factors using semi-supervised learning.

problem Separating generative factors of data into class and style vectors.
method Independent Vector Variational Autoencoders with semi-supervised learning and independence term.
result Improves classification performance and generation controllability.

Robotic grasp stability improved with fingertip slippage detection.

problem Improving grasp stability in robotic manipulation.
method Task-relevant feature extraction and efficient classifier design for fingertip slippage detection.
result The proposed method effectively detects object slippage with fingertips in an online fashion.

Generative model connects physical properties to latent vectors for solar magnetic patches.

problem Disconnection between generative latent vectors and scientifically relevant quantities.
method Integrating GAN, SVM, and SSL to generate and retrieve physically interpretable solar magnetic patches.
result GAN-SVM combination enables smooth changes in physical parameters with generated patches.

Neural network framework for language recognition considers sequence information and improves accuracy.

problem Challenging task of automatic language identification in noisy conditions.
method Proposes a neural network framework with bidirectional LSTM and attention modeling for relevance weighting.
result Significant improvements over conventional methods in noisy conditions and multi-speaker speech.

Methodology to measure lag relevance in time series models.

problem Measuring lag relevance in machine learning models for univariate time series.
method Ghost variables, Shapley values, additive importance measures, auto-relevance and partial auto-relevance functions, one-step forecast.
result Calculated relevance measures successfully demonstrate expected lag structure in almost all cases.

Novel metrics improve machine learning models for ICU patient care.

problem Predicting vital sign trajectories for early detection of adverse events.
method Developed novel performance metrics aligned with clinical contexts, validated on simulated and real datasets, and optimized neural networks using these metrics.
result Neural networks trained with these metrics excel in predicting clinically significant events.

Novel SVM approach for extreme quantile regression with heavy tailed inputs.

problem Learning from extreme values in quantile regression.
method Support Vector Machine framework for handling high-dimensional and nonlinear settings.
result Established finite-sample learning guarantees under mild regularity assumptions.