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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.

169,181 papers · 148 categories

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48 results for Support Matrix Machines

Quantum LS-SVM simplifies matrix inversion for faster machine learning.

problem Speeding up machine learning algorithms for large datasets.
method Introduces a novel quantum algorithm using continuous variables to simplify matrix inversion in LS-SVM, and proposes a hybrid quantum-classical approach for sparse solutions.
result Quantum LS-SVM achieves exponential speed-up and can solve classically difficult tasks.

Maximizes stock portfolio predictability using machine learning.

problem Improving stock portfolio performance through predictive modeling.
method Optimal constrained weights in the MPP constructed using Elastic Net, Random Forest, and Support Vector Regression models.
result MPP portfolios can outperform or underperform the index based on the time period.

Let X be a data matrix of rank ρ, whose rows represent n points in d-dimensional space. The linear support vector machine constructs a hyperplane separator that maximizes the 1-norm soft margin. We develop a new oblivious dimension reduction technique which is precomputed and can be applied to any input matrix X. We pr…

2012-11-26abs ↗pdf ↗

Improves matrix multiplication throughput for asymmetric bit-width operands.

problem Matrix multiplications between asymmetric bit-width operands, especially 8- and 4-bit, are not efficiently handled by existing SIMD instructions.
method Proposes a new SIMD matrix multiplication instruction that uses mixed precision on inputs (8- and 4-bit) and accumulates into 16-bit output, improving throughput.
result Offers 2x improvement in throughput compared to existing symmetric-operand-size instructions, with negligible overflow.

Paper proposes C-STM for multimodal neuroimaging data classification.

problem Multimodal neuroimaging data fusion for better classification.
method Coupled Support Tensor Machine (C-STM) using latent factors from ACMTF.
result C-STM achieves better classification performance than single-mode classifiers.

A regression algorithm uses Green's function and covariance matrix for predictive distributions.

problem Regression and uncertainty quantification for machine learning.
method Green's function theory, Bayesian approach, covariance matrix of normalized Green's function.
result The covariance matrix provides predictive distributions with mean and confidence intervals.

Study uses machine learning to detect early COVID-19 from CT images.

problem Early detection of COVID-19 from CT images.
method Machine learning methods applied to patches of CT images, feature extraction (GLCM, LDP, GLRLM, GLSZM, DWT), SVM classification.
result Best classification accuracy of 99.68% with 10-fold cross-validation and GLSZM feature extraction.

Paper proposes an algorithm for automatically selecting latent dimensions in NMF.

problem Automatic model selection for NMF with theoretical guarantees.
method Empirical second-order moment and support union recovery.
result The algorithm provably detects the true latent dimensionality.

Develops novel techniques for collaborative filtering and multi-label classification.

problem Information overload and categorization of data objects.
method Hierarchical bi-level maximum margin matrix factorization and piecewise-linear embedding method.
result Effective multi-label classification and collaborative filtering techniques developed.

Machine learning improves classification of Calabi-Yau threefolds.

problem Classifying geometric properties of Calabi-Yau threefolds using machine learning.
method Used Neural Networks and SVM, employing genetic algorithms for hyperparameter optimization and SMOTE for class imbalance.
result Remarkable improvement in learning Hodge numbers and prediction of discrete symmetries.

Theoretical studies have proven that the Hilbert space has remarkable performance in many fields of applications. Frames in tensor product of Hilbert spaces were introduced to generalize the inner product to high-order tensors. However, these techniques require tensor decomposition which could lead to the loss of infor…

2017-06-25abs ↗pdf ↗

Bayesian parametric matrix models provide uncertainty quantification for spectral learning.

problem Uncertainty quantification in spectral learning for safety-critical applications.
method Bayesian parametric matrix models (B-PMMs) that extend PMMs to provide uncertainty estimates.
result B-PMMs achieve exceptional uncertainty calibration (ECE < 0.05) while maintaining favorable scaling.

A new algorithm for faster model selection in twin multi-class SVM.

problem Challenges in effective solution of multi-classification and fast model selection in twin multi-class SVM.
method Sample data set partition strategy, Lagrangian multipliers, piecewise linear update, initialization algorithm, and event-based iteration.
result Comparable classification performance achieved without solving quadratic programming problems.

Additive noise protects privacy in releasing datasets for SVM classification.

problem Maintaining privacy in releasing datasets for SVM classification.
method Additive noise applied to obfuscate the dataset, optimizing privacy and utility measures.
result Optimal noise distribution ensures close classifier performance between original and obfuscated datasets, achieving local differential privacy.

PSMM method optimizes matrix sufficient dimension reduction.

problem Feature matrices with row- and column-wise interpretations require efficient dimension reduction.
method PSMM method converts matrix problem into classification problems using rank-1 normal matrix.
result PSMM outperforms existing methods and provides strong interpretability.

The paper improves support recovery in high-dimensional precision matrix estimation using meta learning.

problem Support recovery in high-dimensional precision matrix estimation with reduced sample complexity.
method Pooling samples from different tasks and using an improper 1\ell_1-regularized log-determinant Bregman divergence to estimate a single precision matrix.
result The support of the improperly estimated single precision matrix is equal to the true support union with high probability.

New machine learning method detects quantum separability in large-scale systems.

problem Deciding quantum separability of large-scale bipartite density matrices.
method Frank-Wolfe-based algorithm for finding nearest separable density matrices and classification of density matrices as separable or entangled.
result The method scales up to thousands of density matrices and achieves high quantum entanglement detection accuracy.

An incremental SVDD algorithm for online data using Gaussian kernel.

problem Efficiently handling online or large data for SVDD.
method Incremental learning algorithm using Gaussian kernel, focusing on existing support vectors and new data points.
result Significant gains in efficiency with almost no loss in outlier detection accuracy or objective function value.

Gradient flow on softmax attention minimizes nuclear norm of weight matrices.

problem Classification with separate key and query weight matrices.
method Gradient flow on exponential loss, separability assumption, reparameterization, approximate KKT conditions.
result Gradient flow implicitly minimizes nuclear norm of weight matrices, contrasting with Frobenius norm minimization.

Support spinor machine extends SVM to handle spinor fields in time series data.

problem Handling nonstationary and nonlinear time series data for classification.
method Using wedge product to extend vector fields to spinor fields, extending SVM to support spinor machine.
result Support spinor machine outperforms SVM in one class classification of physiological time series data.

Faster algorithms for structured SVMs reduce computation time.

problem Efficiently solving quadratic programming problems with specific structures.
method Designing nearly-linear time algorithms for quadratic programs with low-rank factorizations and few linear constraints.
result First nearly-linear time algorithms for solving quadratic programs with specific structures.

Generalized matrix-fractional (GMF) functions are a class of matrix support functions introduced by Burke and Hoheisel as a tool for unifying a range of seemingly divergent matrix optimization problems associated with inverse problems, regularization and learning. In this paper we dramatically simplify the support func…

2017-03-04abs ↗pdf ↗

Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of matrix entries in the context of these low-rank approximations and other sampling-…

2010-09-04abs ↗pdf ↗

Quantum algorithm solves SOCP and SVM problems faster than classical methods.

problem Quantum algorithms for solving SOCP and SVM problems.
method Quantum interior-point method (IPM) for SOCP, scaling as O(n^k).
result Quantum algorithm exhibits polynomial speedup over classical methods.

Improved fuzzy support vector machine for stock price trend forecasting.

problem Weak performance of traditional support vector machines in handling fuzzy and noisy data.
method Proposed a novel advanced fuzzy support vector machine (NA-FSVM) to improve precision.
result Improved model precision in predicting stock price trends.

Eigen-decomposition simplifies quadratic programming with equality constraints.

problem Optimizing solutions under linear equality constraints in quadratic programming.
method Eigenvalue decomposition of the quadratic term matrix to project optimal solutions.
result Established a linear mapping between EQP formulations with and without diagonalized QQ.

Paper develops IFTRR to solve sparse generalized eigenvalue problems efficiently.

problem Finding the leading eigenvector with at most k nonzero entries in sparse generalized eigenvalue problems.
method Inverse-free truncated Rayleigh-Ritz method (IFTRR) with a new truncation strategy.
result IFTRR efficiently finds the support set of the leading eigenvector for large scale problems.

In this article, a large dimensional performance analysis of kernel least squares support vector machines (LS-SVMs) is provided under the assumption of a two-class Gaussian mixture model for the input data. Building upon recent advances in random matrix theory, we show, when the dimension of data pp and their number $…

2017-01-11abs ↗pdf ↗

The kk-support norm is a regularizer which has been successfully applied to sparse vector prediction problems. We show that it belongs to a general class of norms which can be formulated as a parameterized infimum over quadratics. We further extend the kk-support norm to matrices, and we observe that it is a special …

2014-03-06abs ↗pdf ↗

A new method for distributed PCA using matrix β-mean.

problem Efficiently aggregating PCA results across multiple machines with reduced computational overhead.
method Proposes a novel DPCA method that incorporates eigenvalue information using the matrix β-mean.
result The matrix β-mean method improves robustness and stability of eigenvector ordering.

Support vector machines have attracted much attention in theoretical and in applied statistics. Main topics of recent interest are consistency, learning rates and robustness. In this article, it is shown that support vector machines are qualitatively robust. Since support vector machines can be represented by a functio…

2009-12-04abs ↗pdf ↗