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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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48 results for component-wise boosting

We propose a statistical inference framework for the component-wise functional gradient descent algorithm (CFGD) under normality assumption for model errors, also known as L2L_2-Boosting. The CFGD is one of the most versatile tools to analyze data, because it scales well to high-dimensional data sets, allows for a very…

2018-05-04abs ↗pdf ↗

Paper proposes a privacy-preserving method for estimating complex models.

problem Lack of flexibility in existing model classes for approximating data-generating processes.
method Privacy-preserving distributed estimation of generalized additive mixed models using component-wise gradient boosting.
result Proposed algorithm yields equivalent model estimates as component-wise gradient boosting on pooled data.

Quaternion self-attention reduces computational cost and improves performance.

problem Existing quaternion self-attention increases computational cost and diverges attention distributions.
method Proposes a shared-score quaternion self-attention mechanism.
result Reduces score-computation multiplications by 75% and softmax operations from four to one.

The paper develops methods to accurately locate change points in high-dimensional mean shift models.

problem Locating change points in high-dimensional mean shift models.
method Locally refitted least squares estimator, component-wise and simultaneous rates of estimation.
result Asymptotic validity of component-wise and simultaneous confidence intervals for change point parameters.

A new method improves posterior approximation for complex distributions.

problem Difficulty in capturing multimodal and heavy-tailed posteriors with standard normalizing flows.
method StiCTAF: stick-breaking mixture base with component-wise tail adaptation.
result Improved tail recovery and better mode coverage compared to benchmarks.

We investigate metric learning in the context of dynamic time warping (DTW), the by far most popular dissimilarity measure used for the comparison and analysis of motion capture data. While metric learning enables a problem-adapted representation of data, the majority of methods has been proposed for vectorial data onl…

2016-10-17abs ↗pdf ↗

Quandle cocycles are constructed from extensions of quandles. The theory is parallel to that of group cohomology and group extensions. An interpretation of quandle cocycle invariants as obstructions to extending knot colorings is given, and is extended to links component-wise.

2001-07-03abs ↗pdf ↗

The study improves prediction regions for hierarchical data using a projection step.

problem Improving prediction regions for hierarchical multivariate data.
method Integrating a projection step in the split conformal prediction (SCP) procedure to reduce prediction regions.
result The resulting prediction regions are globally smaller under both joint and component-wise coverage objectives.

The paper explores the relationship between joint mixability and negative dependence structures.

problem Understanding the connection between joint mixability and various negative dependence concepts.
method Analyzes the properties of joint mixes and their relation to negative dependence structures.
result Derives necessary and sufficient conditions for a joint mix to be negatively dependent.

No arbitrage holds if a Pareto solution exists for vector-valued utility maximization.

problem Existence of no arbitrage in markets with transaction costs and multiple assets.
method Prove no arbitrage condition equivalent to Pareto solution for vector-valued utility maximization.
result A consistent price process can be constructed from the Pareto maximizer.

EPMF factorizes matrices by adjusting their entries to match a specified power.

problem Factorizing matrices with adjusted entries to match a specified power.
method Analyzes the computational complexity of exact and approximate EPMF problems.
result Exact EPMF is strongly NP-hard, but can be solved in polynomial time when rank is fixed.

A new gradient tree boosting framework reduces variance and accelerates performance.

problem High variance in stochastic gradient boosting.
method Combining gradient tree boosting with importance sampling and a regularizer.
result Achieves a linear convergence rate on logistic loss and 2.5x--18x acceleration on LogitBoost and LambdaMART.

Residual Networks are shown to be equivalent to boosting feature representation.

problem Improving feature representation in deep learning models.
method Proved ResNet's equivalence to Online Gradient Boosting and proposed decision tree residual modules.
result ResNet can achieve Online Gradient Boosting regret bounds through architectural changes.

Boosted decision trees typically yield good accuracy, precision, and ROC area. However, because the outputs from boosting are not well calibrated posterior probabilities, boosting yields poor squared error and cross-entropy. We empirically demonstrate why AdaBoost predicts distorted probabilities and examine three cali…

2012-07-04abs ↗pdf ↗

Boosting is one of the most significant developments in machine learning. This paper studies the rate of convergence of L2L_2Boosting, which is tailored for regression, in a high-dimensional setting. Moreover, we introduce so-called \textquotedblleft post-Boosting\textquotedblright. This is a post-selection estimator w…

2016-02-29abs ↗pdf ↗

We present a new boosting algorithm, motivated by the large margins theory for boosting. We give experimental evidence that the new algorithm is significantly more robust against label noise than existing boosting algorithm.

2009-05-13abs ↗pdf ↗

Proposes iVDFM for identifying latent factors in multivariate time series.

problem Identifying latent factors in multivariate time series with structural dynamics.
method Identifiable Variational Dynamic Factor Model (iVDFM) with iVAE-style conditioning.
result Identifiable latent factors up to permutation and component-wise affine transformations.

Excellent ranking power along with well calibrated probability estimates are needed in many classification tasks. In this paper, we introduce a technique, Calibrated Boosting-Forest that captures both. This novel technique is an ensemble of gradient boosting machines that can support both continuous and binary labels. …

2017-10-16abs ↗pdf ↗

Boosts generative models by combining multiple meta-models.

problem Challenges in creating a single generative model that accurately represents complex data.
method Cascades multiple meta-models (like RBM and VAE) to create a stronger generative model.
result Derives a decomposable variational lower bound for training and evaluating the boosted model.

Boosting algorithms are frequently used in applied data science and in research. To date, the distinction between boosting with either gradient descent or second-order Newton updates is often not made in both applied and methodological research, and it is thus implicitly assumed that the difference is irrelevant. The g…

2018-08-09abs ↗pdf ↗

The study provides statistical guarantees for Bayesian variational boosting.

problem Statistical and convergence issues in variational boosting.
method Proposed a novel variational family and a functional Frank-Wolfe optimization algorithm.
result Demonstrated stochastic boundedness and provided convergence rate for boosting iterates.

Boosting combines weak (biased) learners to obtain effective learning algorithms for classification and prediction. In this paper, we show a connection between boosting and kernel-based methods, highlighting both theoretical and practical applications. In the context of 2\ell_2 boosting, we start with a weak linear le…

2016-08-08abs ↗pdf ↗

New algorithm improves convergence of gradient boosting trees.

problem Global convergence of Newton boosting in tabular machine learning.
method Introduces Gradient Regularized Newton Descent for GBDTs, proving linear convergence for smooth, strongly convex losses and O(1k2)\mathcal{O}(\frac{1}{k^2}) rate for general convex losses.
result Achieves globally convergent second-order GBDT algorithm with rate matching first-order boosting.