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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.

168,657 papers · 148 categories

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219438656875 · Jun 202019922001200920172026
48 results for Rocket algorithm

Improved ROCKET algorithm for brain activity classification.

problem Classifying multivariate time series data from brain activity.
method Detach-Rocket Ensemble, leveraging pruning and ensemble methods.
result Competitive classification accuracy and interpretable channel relevance.

Rocket algorithm classifies time-series data efficiently using random projections and natural sparsity.

problem Time-series classification challenges in diverse fields.
method Random convolutional kernels, non-linear transformation, compressed sensing framework.
result Rocket algorithm preserves discriminative patterns in time-series data and expresses inherent sparsity.

We study the Bondi-Sachs rockets with nonzero cosmological constant. We observe that the acceleration of the systems arises naturally in the asymptotic symmetries of (anti-) de Sitter spacetimes. Assuming the validity of the concepts of energy and mass previously introduced in asymptotically flat spacetimes, we find th…

2011-05-17abs ↗pdf ↗

Paper uses deep reinforcement learning for better control of rocket engines during start-up phases.

problem Lack of optimal control during transient phases of liquid rocket engines.
method Deep reinforcement learning approach for optimal control of a gas-generator engine's continuous start-up phase.
result Deep reinforcement learning controller achieves highest performance and minimal computational effort.

Fusion framework improves time series classification across different datasets.

problem Kernel-based methods like Rocket perform inconsistently across datasets.
method Fusion-3 framework that adaptively fuses three representations (Rocket, SAX, SFA) based on dataset properties.
result Fusion-3 framework yields small but consistent average improvements over Rocket on 113 UCR datasets.

The paper proposes an ensemble of convolution-based methods for fault detection in gearboxes.

problem Fault detection in planetary gearboxes using vibration signals.
method Ensemble of three convolution kernel-based methods (ROCKET, 1D CNN with ResNet, FCN).
result Outperforms other approaches with over 98.8% accuracy.

Study benchmarks TSC algorithms in distinguishing diffusions using the likelihood ratio test.

problem Benchmarking optimality of TSC algorithms in distinguishing diffusion processes.
method Proposes to benchmark TSC algorithms using the likelihood ratio test (LRT).
result LRT benchmarks are computationally efficient and can be applied to various time series types.

Study on stability of network flow shrinkers with findings on instability of specific shapes.

problem Stability of regular shrinkers in network flow.
method Analysis of self-similarly shrinking solutions called regular shrinkers.
result All regular shrinkers with two or more enclosed regions can be perturbed away. Specific shapes like 4-ray star, 5-ray star, fish, and rocket are unstable among those with one enclosed region.

A cased-based reasoning method predicts rare events on strategic sites using satellite imagery.

problem Manual prediction of rare events on strategic sites is impractical due to large datasets.
method Case-based reasoning approach incorporating expert knowledge for irregular time series and small datasets.
result The method significantly outperforms random selection on challenging applications.

iMOCA optimizes multiple objectives with continuous approximations for resource efficiency.

problem Optimizing multiple objectives with continuous function approximations that balance accuracy and evaluation cost.
method Information-Theoretic Multi-Objective Bayesian Optimization with Continuous Approximations (iMOCA) selects input and function approximations to maximize information gain per unit cost.
result iMOCA significantly improves over existing single-fidelity methods in approximating the optimal Pareto set.

Generative Bayesian Computation improves surrogates for expensive simulations.

problem Limitations of Gaussian process surrogates in handling complex, non-stationary data.
method Generative Bayesian Computation via Implicit Quantile Networks (IQNs).
result Generative Bayesian Computation outperforms traditional Gaussian process methods across various benchmarks.

Study assesses data-driven and physics-based SGS models for transcritical combustion.

problem Challenges in simulating high-pressure combustion systems due to complex fluid behaviors.
method Comparison of physics-based and random forest machine learning models in turbulent transcritical non-premixed flames.
result Random forest models can effectively model subgrid stresses, providing insight into their formation.

The present study provides a comparative assessment of non-invasive sensors as means of estimating the microbial contamination and time-on-shelf (i.e. storage time) of leafy green vegetables, using a novel unified spectra analysis workflow. Two fresh ready-to-eat green salads were used in the context of this study for …

2019-03-21abs ↗pdf ↗

Generative model uses random convolutional features to create financial time series.

problem Generating realistic financial time series with limited data and avoiding overfitting.
method Train generators by matching random convolutional features of real and generated time series, using SOCK (SOft Competing Kernels) feature map.
result Generators trained with random SOCK features outperform baselines across various financial datasets.

Examines algorithmic modeling across three cultures.

problem Tackles algorithmic modeling in different cultural contexts.
method Uses parametric regressions, interpretable algorithms, and complex algorithms.
result Extension of Leo Breiman's thesis to include cultural differences.

Playing repeated matrix games (RMG) while maximizing the cumulative returns is a basic method to evaluate multi-agent learning (MAL) algorithms. Previous work has shown that UCBUCB, M3M3, SS or Exp3Exp3 algorithms have good behaviours on average in RMG. Besides, hedging algorithms have been shown to be effective on predi…

2018-10-15abs ↗pdf ↗

Meta-algorithm selection aims to choose the best algorithm selector for a given problem instance.

problem Selecting the best algorithm selector for a specific problem instance.
method Apply algorithm selection to the selection of other algorithms (meta-algorithm selection).
result Meta-algorithm selection can be beneficial in some cases but faces challenges in solving the meta-level problem.

Combines multiple bandit algorithms to create a nearly optimal single algorithm.

problem Designing a single bandit algorithm that performs nearly as well as the best individual algorithm in a stochastic environment.
method Develops two general corralling algorithms that achieve favorable regret guarantees.
result The regret of the corralling algorithms is no worse than the best individual algorithm's performance.

The exchange algorithm is studied for its convergence and asymptotic variance.

problem Theoretical limitations of the exchange algorithm in sampling from doubly-intractable distributions.
method Theoretical analysis of the exchange algorithm's convergence speed and asymptotic variance.
result The exchange algorithm converges at a geometric rate and satisfies a Central Limit Theorem.

Algorithm design is a laborious process and often requires many iterations of ideation and validation. In this paper, we explore automating algorithm design and present a method to learn an optimization algorithm, which we believe to be the first method that can automatically discover a better algorithm. We approach th…

2016-06-06abs ↗pdf ↗

Paper proposes a reinforcement learning framework for efficient hyper-parameter tuning of stochastic optimization algorithms.

problem Efficient tuning of hyper-parameters for stochastic optimization algorithms.
method Modeling hyper-parameter tuning as a Markov decision process and using policy gradient algorithms.
result The proposed framework significantly reduces the time required for hyper-parameter tuning compared to Bayesian optimization.

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.

Researchers analyze how algorithmic and implementation choices affect RL performance.

problem Difficulty in separating algorithmic and implementation differences in RL performance.
method Unified derivations through a single control-as-inference objective, categorizing algorithms as EM or KL minimization.
result Implementation details are co-adapted with algorithmic choices, some transferable across algorithms.

New bounds derived for KG algorithm's performance in finite time.

problem Best arm identification problem in multi-armed bandit.
method Theoretical analysis of finite-time performance, deriving bounds for sample allocation, error probability, and regret.
result Upper and lower bounds for the probability of error and simple regret of the KG algorithm.

Paper proves linear convergence of SCMS algorithm for directional data.

problem Identifying density ridges in directional data.
method Generalized SCMS algorithm to directional data, derived from SCGA with adaptive step size.
result Linear convergence of the proposed directional SCMS algorithm.

MLE and CVE are equivalent under exponential families, leading to faster and more stable EM algorithms.

problem Finding maximum likelihood estimators (MLE) efficiently and stably.
method Proved equivalence between MLE and CVE under exponential families, leading to an EM algorithm.
result EM algorithm achieves the same asymptotic variance as MLE and is faster and more stable.