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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.

169,051 papers · 148 categories

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2975948911,188 · Jun 202019922001200920182026
48 results for algorithmic effectiveness

Causal Interaction Trees identify treatment subgroup effects in observational data.

problem Identifying subgroups with enhanced treatment effects in observational studies.
method Extending Classification and Regression Trees with subgroup-specific treatment effect estimators.
result The proposed algorithms enhance treatment effect heterogeneity in subgroups.

New algorithm estimates treatment effects for more efficient contextual bandits.

problem Contextual bandits struggle with action-independent reward redundancies.
method Reduces contextual bandits to heterogeneous treatment effect estimation.
result Heterogeneous treatment effect estimation leads to more efficient model estimation.

Paper develops a non-parametric algorithm for detecting treatment effects over time.

problem Understanding the effect of treatments or policies in various fields.
method Synthetic Controls method, non-parametric algorithm, inferential procedure.
result Asymptotically valid testing procedure for detecting treatment effects.

Estimates funding impact from an algorithmic relief rule, finding little effect on hospital activities.

problem Evaluating the impact of algorithmic policy decisions.
method Developed a treatment-effect estimator using algorithmic decisions as instruments.
result Funding from an algorithmic relief rule had little effect on COVID-19-related hospital activities.

RoME optimizes mobile health interventions by modeling user and time-specific effects.

problem Challenges in optimizing mobile health interventions due to participant heterogeneity, nonstationarity, and nonlinear relationships.
method RoME uses a Robust Mixed-Effects contextual bandit algorithm with random effects, network cohesion penalties, and debiased machine learning.
result RoME achieves robust regret bounds even with complex baseline rewards, demonstrating superior performance in simulations and studies.

Identifies causal effects in LiNGAM models with latent variables.

problem Identifying causal effects in LiNGAM models with latent confounders.
method Complete graphical characterization and efficient algorithms for certification. RICA adaptation for estimation.
result Efficient algorithms and RICA adaptation for estimating causal effects.

Develops statistical inference for ML-discovered heterogeneous treatment effects.

problem ML algorithms may fail to accurately ascertain heterogeneous treatment effects in practical settings.
method Neyman's repeated sampling framework, dividing sample into groups, estimating average treatment effects, constructing confidence intervals.
result Valid methodology for estimating and testing heterogeneous treatment effects without relying on ML algorithm properties.

New algorithms ensure fairness in sequential decisions, accounting for feedback effects.

problem Ignoring feedback effects can lead to unfair outcomes in sequential decision-making.
method Model feedback effects as MDPs and propose fair properties and algorithms.
result Demonstrated the necessity of considering dynamical effects for fairness.

A new method purifies interaction effects in models to improve interpretability.

problem Interaction effects can be misinterpreted as separate main effects, complicating model interpretation.
method Proposes pure interaction effects and a Functional ANOVA decomposition algorithm to identify and isolate interaction effects.
result Identifies and separates interaction effects from main effects, showing large disparities in model interpretation.

The paper improves bandit algorithms by incorporating random-effect models.

problem Improving statistical efficiency in multi-armed bandit problems with misspecified priors.
method Introduces a random-effect model to bandits, estimating arm means and designing a UCB algorithm ReUCB.
result Derives an upper bound on the Bayes regret of ReUCB, showing improved performance over Thompson sampling.

New algorithms bound treatment effects with unmeasured confounding.

problem Estimating causal effects when confounding is unmeasured.
method Formulate causal effects as objective functions in optimization, using stochastic methods and Monte Carlo.
result Efficient algorithms for bounded treatment effects in complex settings.

Paper tackles estimating individual treatment effects from observational data.

problem Estimating the difference between outcomes with and without treatment from single observation.
method Formulated as inference from hidden variables, uses a model of four causal populations, proposes ECM algorithm.
result ECM algorithm provides better performance compared to baseline methods on synthetic and real-world data.

This paper explores saturation effects in spectral algorithms over large dimensions.

problem Saturation effects in spectral algorithms over large dimensions.
method Improved minimax lower bound and gradient flow with early stopping strategy.
result Exact convergence rates of spectral algorithms in large dimensional settings.

Develops algorithm to find subgroups with different treatment effects in HIV patients.

problem Estimating treatment effects in EHR data with challenges like time-varying confounding.
method SDLD algorithm combining generalized interaction tree and longitudinal targeted maximum likelihood estimation.
result Identifies subgroups of HIV patients at higher risk of weight gain with dolutegravir-containing ARTs.

Efficient algorithm for identifying causal effects in linear models.

problem Determining causal effects from observational data under latent confounding.
method Symbolic computation and efficient algorithm for finding identifying formulas.
result Proves the existence of identifying formulas of a specified degree in quasi-polynomial time.

A new Frank-Wolfe framework improves efficiency and effectiveness of adversarial attacks.

problem Develop efficient and effective optimization-based adversarial attack algorithms.
method Proposes a Frank-Wolfe algorithm variant for both white-box and black-box adversarial attacks.
result Demonstrates improved efficiency and effectiveness compared to existing methods.

Paper tackles noisy label learning by exploiting memorization effect.

problem How to properly control sample selection for deep networks to benefit from memorization effect.
method Model as a function approximation problem, design domain-specific search space, propose Newton algorithm to solve bi-level optimization efficiently, provide theoretical analysis.
result Proposed method outperforms state-of-the-art approaches and is more efficient than existing AutoML algorithms.

New method estimates stochastic intervention effects in decision-making domains.

problem Current causal inference methods are limited to deterministic treatment, unable to handle stochastic policies.
method Developed a new stochastic propensity score and stochastic intervention effect estimator (SIE) with a customized genetic algorithm (Ge-SIO).
result Empirical study shows significant performance improvement over state-of-the-art baselines.

Sliced inverse regression (SIR) is a pioneer tool for supervised dimension reduction. It identifies the effective dimension reduction space, the subspace of significant factors with intrinsic lower dimensionality. In this paper, we propose to refine the SIR algorithm through an overlapping slicing scheme. The new algor…

2018-06-23abs ↗pdf ↗

Causal inference concerns the identification of cause-effect relationships between variables, e.g. establishing whether a stimulus affects activity in a certain brain region. The observed variables themselves often do not constitute meaningful causal variables, however, and linear combinations need to be considered. In…

2015-12-03abs ↗pdf ↗

Algorithm uncovers treatment effect heterogeneity in educational RD designs.

problem Discovering sources of treatment effect heterogeneity in regression discontinuity designs.
method Causal supervised machine learning algorithm to build a 'regression discontinuity tree'.
result Algorithm uncovers various sources of heterogeneity in the impact of attending a better secondary school.

Optimizes user marketing campaigns to balance cost and effectiveness.

problem Lack of methods to optimize marketing campaigns considering cost and effectiveness.
method Proposes a treatment effect optimization algorithm using deep learning to balance cost and effectiveness.
result Demonstrates superior performance in cost-efficiency and real-world business value.

Paper tackles causal effect estimation in observational data with hidden variables.

problem Estimating causal effects in observational data with hidden confounders.
method Developed a theorem for local search to find superset of adjustment variables, proposing a data-driven algorithm.
result Proposed algorithm produces more accurate causal effect estimates than existing methods.

Machine learning improves optimization algorithms in data science.

problem Improving optimization algorithms in data science.
method Training machine learning methods to automatically improve optimization algorithms.
result Machine learning leads to more effective outcomes for optimization problems.

Hybrid quantum algorithm tackles binary optimization problems with multiple constraints.

problem Efficiently solving binary optimization problems with multiple constraints using quantum algorithms.
method Combines QAOA with penalty dephasing and Zeno effect for non-Ising constraints.
result Significant improvement in solving practical aircraft loading problems.

New algorithm identifies causal effects in latent confounding models.

problem Identifying causal effects in linear non-Gaussian models with latent confounding.
method Recursive algorithm using rank conditions on higher-order cumulants.
result Algorithm achieves comparable performance to overcomplete ICA without knowing the number of latent variables.

Unified Bayesian Optimization framework for model selection balancing effectiveness and training efficiency.

problem Balancing model effectiveness and training efficiency in machine learning model selection.
method Proposes a unified Bayesian Optimization framework to jointly optimize model effectiveness and training efficiency.
result Models selected using the proposed framework significantly improve training efficiency while maintaining strong effectiveness.

The paper proposes a new algorithm to estimate personalized treatment effects.

problem Estimating personalized heterogeneous treatment effects.
method Concatenation and augmentation of feature vectors, outcome regression function construction.
result The proposed algorithm outperforms T-learner and X-learner in various simulation experiments.

We develop an HMC algorithm to easily marginalize random effects in LMMs.

problem Bayesian inference in LMMs is challenging, especially marginalizing random effects.
method Developed an HMC algorithm to marginalize random effects in LMMs efficiently.
result Marginalization is always beneficial when applicable and improves various models, especially cognitive science models.

Study dynamic assortment and positioning of products with varying display effects.

problem Dynamic assortment and positioning of products with varying display effects.
method Design round-based learning algorithms for both multiplicative and general position effects models, and develop efficient subroutines for optimization.
result First regret-optimal characterization for both models, with matching upper and lower bounds.

Paper speeds up Gaussian process inference using Matérn kernels.

problem Efficiently performing Gaussian process inference for large datasets.
method Exact Matérn kernel decomposition into empirical cumulative distribution functions, combined with divide-and-conquer approach.
result The proposed algorithm significantly speeds up Gaussian process inference for low-dimensional problems with hundreds of thousands of data points.

This monograph presents a class of algorithms called coordinate descent algorithms for mathematicians, statisticians, and engineers outside the field of optimization. This particular class of algorithms has recently gained popularity due to their effectiveness in solving large-scale optimization problems in machine lea…

2016-09-30abs ↗pdf ↗

Study shows how repetition affects learning in bandit settings, providing algorithms with sublinear regret.

problem Effect of persistence of engagement on learning in stochastic multi-armed bandit settings.
method Novel algorithms that achieve sublinear regret under temporal constraints.
result Additive effect of priming on regret upper bound, matching popular algorithms in absence of priming.

Proposes a new method for algorithmic recourse in confounded settings.

problem Provides actionable recommendations for individuals affected by automated decisions.
method Relaxes assumptions of no hidden confounding and additive noise, requiring only causal graph and confounding structure.
result Bounds the expected counterfactual effect of recourse actions, ensuring favourable outcomes in expectation.

Bayesian machine learning algorithm for causal effects with imperfect compliance.

problem Heterogeneous causal effects in imperfect compliance scenarios.
method Bayesian Causal Forest with Instrumental Variable (BCF-IV) methodology.
result BCF-IV outperforms other techniques in discovering and estimating heterogeneous causal effects.

This paper studies effective parallelization of MCTS for computer games.

problem Computational expense of MCTS due to many rollouts.
method Examined parallel MCTS performance, identified necessary conditions for desirable parallelization, and proposed BU-UCT algorithm.
result Theoretical foundation for effective parallel MCTS, with BU-UCT outperforming baselines.

Proposes an efficient algorithm for mHealth that makes real-time physical activity suggestions.

problem Training complex models efficiently in real-time mHealth applications.
method Streamlined empirical Bayes procedure for fitting linear mixed effects models.
result Improves accuracy and speed over state-of-the-art approaches in mHealth applications.