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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.

168,738 papers · 148 categories

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86171257342 · Jun 202019922001200920172026
48 results for Simultaneous Latent Budget Trees

Algorithm maximizes user rewards under per-item budget constraints.

problem Maximizing cumulative rewards in collaborative bandits with budget constraints.
method Collaborative algorithm B-LATTICE that clusters users and collaborates across groups.
result Achieves sub-linear regret bounds matching minimax bounds.

We present a syntax-infused variational autoencoder (SIVAE), that integrates sentences with their syntactic trees to improve the grammar of generated sentences. Distinct from existing VAE-based text generative models, SIVAE contains two separate latent spaces, for sentences and syntactic trees. The evidence lower bound…

2019-06-05abs ↗pdf ↗

Proposes a method to optimize budget allocation for collecting and analyzing streaming data.

problem Optimizing resource allocation for collecting and analyzing streaming data.
method Formulates optimization problems to allocate budgets for collecting input data and running simulations, characterizes asymptotic behavior of performance estimators, and develops a multi-stage simultaneous budget allocation procedure.
result Demonstrates competitive performance of the proposed procedure through numerical studies.

The Gradient Boosting Decision Tree (GBDT) is a popular machine learning model for various tasks in recent years. In this paper, we study how to improve model accuracy of GBDT while preserving the strong guarantee of differential privacy. Sensitivity and privacy budget are two key design aspects for the effectiveness o…

2019-11-11abs ↗pdf ↗

Improved neural network model for predicting latent budgets in compositional data.

problem Predicting response variables in compositional data with non-negativity constraints.
method LBA-NN, a feed forward neural network model that incorporates K-means clustering for interpretation.
result LBA-NN outperforms traditional LBA in prediction accuracy, specificity, recall, and mean square error.

Estimates sample size for subgroup analysis in randomized experiments.

problem Determining sample size for accurate subgroup analysis.
method Turns inference problem into simultaneous inference, calculates sample size based on confidence level and margin of error.
result Allows inversion of sample size to feasible number of treatment arms or partition complexity.

InfoTree improves reinforcement learning by optimizing tool use with a greedy submodular approach.

problem Maximizing information from tool use in reinforcement learning with limited resources.
method Formalizes Rollout Informativeness, recasts state selection as submodular maximization, and uses UUCB and ABA.
result InfoTree outperforms existing methods across various benchmarks, improving performance by 18.2% on average.

Latent tree models are graphical models defined on trees, in which only a subset of variables is observed. They were first discussed by Judea Pearl as tree-decomposable distributions to generalise star-decomposable distributions such as the latent class model. Latent tree models, or their submodels, are widely used in:…

2017-08-02abs ↗pdf ↗

We study the problem of learning a latent tree graphical model where samples are available only from a subset of variables. We propose two consistent and computationally efficient algorithms for learning minimal latent trees, that is, trees without any redundant hidden nodes. Unlike many existing methods, the observed …

2010-09-14abs ↗pdf ↗

LDTA expands LDA's topic modeling capacity with tree-structured priors.

problem Limited expressiveness of Dirichlet priors in LDA for complex topic relationships.
method Introduces Latent Dirichlet-Tree Allocation (LDTA) with Dirichlet-Tree (DT) priors, and develops universal mean-field variational inference and Expectation Propagation.
result LDTA enables expressive, tree-structured priors over topic proportions, expanding modeling capacity of LDA.

As machine learning transitions increasingly towards real world applications controlling the test-time cost of algorithms becomes more and more crucial. Recent work, such as the Greedy Miser and Speedboost, incorporate test-time budget constraints into the training procedure and learn classifiers that provably stay wit…

2019-01-13abs ↗pdf ↗

We consider the problem of learning decision rules for prediction with feature budget constraint. In particular, we are interested in pruning an ensemble of decision trees to reduce expected feature cost while maintaining high prediction accuracy for any test example. We propose a novel 0-1 integer program formulation …

2016-01-05abs ↗pdf ↗

A new tree-Wasserstein distance for high-dimensional data with latent feature hierarchy.

problem Finding meaningful distances between high-dimensional data samples with latent feature hierarchy.
method Proposes a new tree-Wasserstein distance (TWD) for high-dimensional data with a latent feature hierarchy, using diffusion geometry and tree decoding.
result The proposed TWD effectively recovers the latent feature hierarchy and is efficient and scalable.

Enhances time-series regression trees with latent factors for robust financial analysis.

problem Handling predictors with measurement error, trends, seasonality, and missing data.
method Integrates latent stationary factors extracted via state-space methods into time-series regression trees.
result Factor-augmented trees provide a reliable approach for macro-finance problems, exemplified by the lead-lag effect between equity volatility and the business cycle.

New method improves robustness in partially observable domains by training against latent distribution shifts.

problem Challenges in robustness under latent distribution shift in partially observable reinforcement learning.
method Formalizes adversarial latent-initial-state POMDP, proves minimax principle, derives best-response inequalities.
result Reduces robustness gaps from 10.3 to 3.1 shots with targeted exposure to shifted latent distributions.

We seek decision rules for prediction-time cost reduction, where complete data is available for training, but during prediction-time, each feature can only be acquired for an additional cost. We propose a novel random forest algorithm to minimize prediction error for a user-specified {\it average} feature acquisition b…

2015-02-20abs ↗pdf ↗

We present an integrated approach for structure and parameter estimation in latent tree graphical models. Our overall approach follows a "divide-and-conquer" strategy that learns models over small groups of variables and iteratively merges onto a global solution. The structure learning involves combinatorial operations…

2014-06-18abs ↗pdf ↗

Study identifies change points in piecewise constant reward functions with fixed exploration budget.

problem Locating abrupt changes in piecewise constant reward functions under bandit feedback.
method Fixed exploration budget, piecewise constant bandit problem, lower bounds, near optimal algorithms.
result Established lower bounds and near matching upper bounds for both small and large budgets.

A new approach to protein language models combines latent space prediction with masked language modeling.

problem Improving protein language models by predicting amino acid identities at masked positions.
method A variant of masked language modeling that predicts latent targets only at masked positions, retaining the MLM cross-entropy.
result The new approach outperforms pure masked language modeling on 11 out of 16 downstream tasks.

Bridges uplift modeling and sequential decision-making with online budget allocation.

problem Treatment allocation under budget constraints in digital advertising.
method Budget-Constrained Causal Bandits (BCCB) integrates learning, exploration, and budget pacing.
result Data-efficiency crossover: BCCB operates effectively from the first user, 3-5x lower performance variance.

The paper tackles budget allocation for multiple campaigns using a novel combinatorial bandit approach.

problem Maximizing cumulative returns with limited budgets across various ad lines.
method Formulated as a multi-task combinatorial bandit problem, integrates Bayesian hierarchical models, and uses Thompson sampling.
result Demonstrates robustness and adaptability in maximizing overall cumulative returns.

Latent variable models are an elegant framework for capturing rich probabilistic dependencies in many applications. However, current approaches typically parametrize these models using conditional probability tables, and learning relies predominantly on local search heuristics such as Expectation Maximization. Using te…

2012-10-16abs ↗pdf ↗

Synthetic tabular data synthesis models balance utility and risk.

problem Generating synthetic tabular data for regulated domains.
method Latent flow models with various learning targets, paths, and sampling methods.
result Velocity and posterior matching objectives yield higher utility, while score and noise matching achieve lower risk.

A Bayesian treatment of latent directed graph structure for non-iid data is provided where each child datum is sampled with a directed conditional dependence on a single unknown parent datum. The latent graph structure is assumed to lie in the family of directed out-tree graphs which leads to efficient Bayesian inferen…

2012-06-13abs ↗pdf ↗

The paper improves PCS approximation for ranking and selection under limited simulation budgets.

problem Improving finite sample performance in Ranking and Selection.
method Develops a Bahadur-Rao type expansion for PCS, proposes a novel FCBA policy.
result FCBA policy achieves superior PCS performance compared to traditional methods.

A novel stepwise VI method using vine copulas for complex latent dependence.

problem Modeling complex latent dependence structures in probabilistic models.
method Stepwise estimation of vine copula parameters using Rényi divergence and a stopping criterion.
result Our method outperforms mean-field VI and is more parsimonious in complex applications.

We present a novel method for hierarchical topic detection where topics are obtained by clustering documents in multiple ways. Specifically, we model document collections using a class of graphical models called hierarchical latent tree models (HLTMs). The variables at the bottom level of an HLTM are observed binary va…

2016-05-21abs ↗pdf ↗

Tree-based regularization improves latent variable inference from related datasets.

problem Inferring latent variables from multiple related datasets in causal systems.
method Tree-Based Regularization (TBR) for sparse changes across environments.
result TBR identifies true latent variables up to simple transformations under sparse changes.

A new test statistic counts tree co-occurrences to detect edge correlation between networks.

problem Detecting edge correlation between networks using latent vertex correspondence.
method The test statistic is based on counting co-occurrences of signed trees for a family of non-isomorphic trees.
result The test runs in n2+o(1)n^{2+o(1)} time and succeeds with high probability for large nn.

This work considers the problem of learning the structure of multivariate linear tree models, which include a variety of directed tree graphical models with continuous, discrete, and mixed latent variables such as linear-Gaussian models, hidden Markov models, Gaussian mixture models, and Markov evolutionary trees. The …

2011-07-07abs ↗pdf ↗

Proposes a new sampling method for online learning with cumulative oversampling.

problem Budgeted Influence Maximization in online learning.
method Cumulative Oversampling (CO) method for online learning.
result CO-based algorithm achieves comparable regret to UCB-based algorithms and performs similarly to Thompson Sampling.

Tree-Query uses LLMs to discover causal relationships in a transparent, interpretable manner.

problem Error propagation in classical causal discovery methods and opaque, confidence-free behavior of recent LLM-based causal oracles.
method Tree-Query is a tree-structured, multi-expert LLM framework that reduces causal discovery to queries about backdoor paths and dependencies.
result Tree-Query provides interpretable judgments with robustness-aware confidence scores and improves structural metrics over LLM baselines.

Neuroscience is experiencing a data revolution in which many hundreds or thousands of neurons are recorded simultaneously. Currently, there is little consensus on how such data should be analyzed. Here we introduce LFADS (Latent Factor Analysis via Dynamical Systems), a method to infer latent dynamics from simultaneous…

2016-08-22abs ↗pdf ↗