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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.

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48 results for automatic feature selection

AutoFIS automatically selects important feature interactions for CTR prediction models.

problem Manual feature interaction design is inefficient and prone to noise.
method Two-stage algorithm: search stage relaxes feature interactions to continuous parameters, re-train stage refines model performance.
result AutoFIS significantly improves CTR and CVR of FM-based models.

This work extends neural networks to automatically select features by stochastically penalizing feature involvement.

problem Feature selection in machine learning models.
method Stochastic regularization to select features instead of layer weights.
result Superior efficiency compared to classical methods with minimal computational overhead.

Bayesian TNKMs automatically infer model complexity and feature relevance.

problem Manual tuning of TN rank and feature dimensions is error-prone and computationally expensive.
method Bayesian approach with hierarchical priors on TN factors for automatic rank and feature selection.
result Superior performance in prediction accuracy, uncertainty quantification, interpretability, and scalability.

Study uses interviews to automatically detect BD and BPD with good accuracy.

problem Challenges in distinguishing BD and BPD from clinical interviews.
method Developed a multi-modal dataset and used a linear classifier with selected features from interviews.
result Different sets of features characterize BD and BPD, providing insights into their differences.

ABM automates feature engineering and variable selection for loss-based models.

problem Improving model performance through better feature engineering and variable selection.
method ABM uses group and fused lasso regularization to automatically select cutting points and variables.
result ABM integrates feature engineering, variable selection, and model training.

mNARX+ creates accurate surrogate models for complex systems without requiring domain expertise.

problem Creating accurate surrogate models for complex dynamical systems without extensive domain knowledge.
method Data-driven, recursive algorithm that automatically selects temporal features and their causal ordering.
result Automatically identifies critical auxiliary quantities and their order for accurate modeling.

This study enhances sales forecasts by integrating market indicators into forecasting models.

problem Traditional forecasting models rely solely on historical demand data.
method Automated integration of macroeconomic time series data (GDP growth) into forecasting models using feature selection methods.
result Feature selection methods, especially Forward Feature Selection, significantly improve forecasting accuracy.

In reinforcement learning, the state of the real world is often represented by feature vectors. However, not all of the features may be pertinent for solving the current task. We propose Feature Selection Explore and Exploit (FS-EE), an algorithm that automatically selects the necessary features while learning a Factor…

2017-03-09abs ↗pdf ↗

Powershap speeds up feature selection for machine learning models.

problem Feature selection in machine learning models is crucial but computationally expensive.
method Powershap combines statistical hypothesis testing and Shapley values for quick feature selection.
result Powershap outperforms other methods with similar predictive performance and significantly faster execution.

agtboost speeds up gradient tree boosting with automatic complexity adjustment.

problem Speeding up and simplifying gradient tree boosting computations.
method Adaptive gradient tree boosting with automatic complexity adjustment and feature importance.
result Significant decrease in computation time and simplification of model complexity.

Feature selection aims to select the smallest feature subset that yields the minimum generalization error. In the rich literature in feature selection, information theory-based approaches seek a subset of features such that the mutual information between the selected features and the class labels is maximized. Despite …

2018-11-29abs ↗pdf ↗

FeatureEnVi aids in feature engineering with visual analytics.

problem Insufficient support for feature engineering in visual analytics tools.
method Stepwise selection and semi-automatic extraction approaches.
result Extracts heavily engineered features evaluated by multiple metrics.

In life sciences, the experts generally use empirical knowledge to recode variables, choose interactions and perform selection by classical approach. The aim of this work is to perform automatic learning algorithm for variables selection which can lead to know if experts can be help in they decision or simply replaced …

2015-11-04abs ↗pdf ↗

Automates feature selection and weighting in molecular systems.

problem Optimal feature selection and alignment in molecular systems.
method Differentiable Information Imbalance (DII) method for automated feature ranking and scaling.
result Automated feature selection and scaling that preserves information content and interpretability.

Automatically identifies RRLyrae stars from VVV survey data.

problem Classifying RRLyrae stars from a large dataset of light curves.
method Developed an automatic ML-based procedure to identify RRLs, using features like period and intensity, and pseudo-colors.
result Constructed an ensemble classifier with Recall of 0.48 and Precision of 0.86 over 15 tiles.

Auto-CASH uses Deep Q-Network to automatically select machine learning algorithms.

problem Automatic selection of machine learning algorithms and hyperparameters.
method Pre-trained model based on meta-learning using Deep Q-Network.
result Auto-CASH achieves better performance with shorter time compared to classical and state-of-the-art methods.

The goal of feature selection is to identify important features that are relevant to explain an outcome variable. Most of the work in this domain has focused on identifying globally relevant features, which are features that are related to the outcome using evidence across the entire dataset. We study a more fine-grain…

2019-05-29abs ↗pdf ↗

AutoFS combines trainers to improve feature selection efficiency and effectiveness.

problem Balancing feature selection efficiency and effectiveness.
method Interactive Reinforced Feature Selection (IRFS) framework with diverse trainers.
result Improved feature selection efficiency and effectiveness compared to existing methods.

SIAN bridges simple models to neural networks by identifying necessary feature combinations.

problem The gap between simple models and powerful neural networks in performance.
method Feature interaction detection and sparse selection algorithm.
result Competitive performance across multiple tabular datasets with optimal tradeoff.

New algorithms tackle data challenges in physics model selection.

problem Lack of labeled data, high dimensionality, and inapplicability of data augmentation techniques to physics data.
method Two algorithms: feature selection and data augmentation combined with classifiers and stacking ensemble.
result Achieved 90% accuracy on nonlinear structural mechanics classification problem.

A common strategy for sparse linear regression is to introduce regularization, which eliminates irrelevant features by letting the corresponding weights be zeros. However, regularization often shrinks the estimator for relevant features, which leads to incorrect feature selection. Motivated by the above-mentioned issue…

2015-09-03abs ↗pdf ↗

In this paper, a novel learning paradigm is presented to automatically identify groups of informative and correlated features from very high dimensions. Specifically, we explicitly incorporate correlation measures as constraints and then propose an efficient embedded feature selection method using recently developed cu…

2012-06-27abs ↗pdf ↗

This paper tackles federated learning for automatic latent variable selection in multi-output Gaussian processes.

problem Challenges in determining the adequate number of latent processes and relying on centralized learning for privacy and computational issues.
method Proposes a hierarchical model with spike-and-slab priors for automatic latent process selection and variational inference-based federated learning algorithm.
result Demonstrates the advantageous features of the proposed federated approach through simulations and real-world data.

DoubleEnsemble improves financial predictions by selecting key features and reweighting samples.

problem Overfitting and instability in financial data analysis.
method Sample reweighting and feature selection using learning trajectory and shuffling.
result DoubleEnsemble outperforms baseline methods in financial prediction tasks.

STAS selects optimal spatio-temporal scales for bias correction in precipitation forecasts.

problem Limited prior data and fixed ST scale in existing BCoPs lead to biases in numerical weather predictions.
method End-to-end deep-learning BCoP model STAS with SFM/TFM to automatically adjust spatial and temporal scales.
result STAS outperforms 8 published BCoP methods on threat scores (TS).

Classification with a sparsity constraint on the solution plays a central role in many high dimensional machine learning applications. In some cases, the features can be grouped together so that entire subsets of features can be selected or not selected. In many applications, however, this can be too restrictive. In th…

2014-02-18abs ↗pdf ↗

When applied to high-dimensional datasets, feature selection algorithms might still leave dozens of irrelevant variables in the dataset. Therefore, even after feature selection has been applied, classifiers must be prepared to the presence of irrelevant variables. This paper investigates a new training method called Co…

2018-11-20abs ↗pdf ↗