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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.

168,932 papers · 148 categories

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55110164219 · Jun 202019922001200920172026
48 results for core-set selection

This paper proposes a new method to select labeled data points using VAEs for active learning.

problem High cost of acquiring labels in supervised machine learning.
method Data-driven approach using Variational Autoencoders (VAEs) to select a diverse core-set in a low-dimensional latent space.
result Improvement in accuracy over related techniques, highlighting the representation power of generative modeling.

Convolutional neural networks (CNNs) have been successfully applied to many recognition and learning tasks using a universal recipe; training a deep model on a very large dataset of supervised examples. However, this approach is rather restrictive in practice since collecting a large set of labeled images is very expen…

2017-08-01abs ↗pdf ↗

We study a spectral generalization of classical combinatorial graph spanners to the spectral setting. Given a set of vectors VdV\subseteq \Re^d, we say a set UVU\subseteq V is an αα-spectral spanner if for all vVv\in V there is a probability distribution μvμ_v supported on UU such that $$vv^\intercal \preceq α\cdot\m…

2018-07-31abs ↗pdf ↗

Subset selection in multiple linear regression aims to choose a subset of candidate explanatory variables that tradeoff fitting error (explanatory power) and model complexity (number of variables selected). We build mathematical programming models for regression subset selection based on mean square and absolute errors…

2017-01-27abs ↗pdf ↗

New algorithm approximates maximum of certain distributions on subsets.

problem Finding maximum of distributions on subsets.
method Connection between sampling and optimization via exchange inequalities and local random walks.
result Simple nearly-optimal approximation algorithm for MAP inference.

Human labeling of data can be very time-consuming and expensive, yet, in many cases it is critical for the success of the learning process. In order to minimize human labeling efforts, we propose a novel active learning solution that does not rely on existing sources of unlabeled data. It uses a small amount of labeled…

2018-05-11abs ↗pdf ↗

We design and mathematically analyze sampling-based algorithms for regularized loss minimization problems that are implementable in popular computational models for large data, in which the access to the data is restricted in some way. Our main result is that if the regularizer's effect does not become negligible as th…

2019-05-26abs ↗pdf ↗

Unified notation simplifies information-theoretic concepts in machine learning.

problem Opaque notation for information-theoretic quantities in machine learning.
method Proposed a practical and unified notation for information-theoretic quantities.
result Unified notation facilitates new intuitions and rederivations in machine learning.

A typical way in which network data is recorded is to measure all the interactions among a specified set of core nodes; this produces a graph containing this core together with a potentially larger set of fringe nodes that have links to the core. Interactions between pairs of nodes in the fringe, however, are not recor…

2018-05-03abs ↗pdf ↗

Functional connectivity refers to the temporal statistical relationship between spatially distinct brain regions and is usually inferred from the time series coherence/correlation in brain activity between regions of interest. In human functional brain networks, the network structure is often inferred from functional m…

2014-12-20abs ↗pdf ↗

The p\ell_p linear regression problem is to minimize f(x)=Axbpf(x)=||Ax-b||_p over xRdx\in\mathbb{R}^d, where ARn×dA\in\mathbb{R}^{n\times d}, bRnb\in \mathbb{R}^n, and p>0p>0. To avoid overfitting and bound x2||x||_2, the constrained p\ell_p regression minimizes f(x)f(x) over every unit vector xRdx\in\mathbb{R}^d. This makes the pr…

2019-02-27abs ↗pdf ↗

We accelerate min-max optimization and apply it to minimal bounding sphere problems.

problem Min-max optimization and minimal bounding sphere problems.
method Smoothing the max operator and applying it to the minimal bounding sphere problem.
result Achieve (1+ε)(1+\varepsilon)-approximation of minimal bounding sphere in ildeO(nd/ε) ilde{O}(n d /\sqrt{\varepsilon}) time.

We present a streaming model for large-scale classification (in the context of 2\ell_2-SVM) by leveraging connections between learning and computational geometry. The streaming model imposes the constraint that only a single pass over the data is allowed. The 2\ell_2-SVM is known to have an equivalent formulation in …

2009-08-05abs ↗pdf ↗

We suggest a new optimization technique for minimizing the sum i=1nfi(x)\sum_{i=1}^n f_i(x) of nn non-convex real functions that satisfy a property that we call piecewise log-Lipschitz. This is by forging links between techniques in computational geometry, combinatorics and convex optimization. As an example application, we …

2018-07-23abs ↗pdf ↗

This work introduces a geometric approach to probability representation and option pricing.

problem Representing probability distributions geometrically for better understanding and approximation.
method Introducing a geometric representation of probability using implied volatility and geometric transformations.
result Any probability distribution on positive reals can be represented by a planar curve, facilitating approximation and analysis.

Proposes PEMI for online selective conformal prediction with asymmetric rules.

problem Challenges of handling asymmetric selection mechanisms in online selective conformal prediction.
method PEMI: permutation-based framework for selective conformal prediction with arbitrary asymmetric selection rules.
result Achieves exact selection-conditional coverage for any asymmetric selection mechanism and any prediction model.

The paper addresses errors in online selective conformal prediction and proposes new strategies to ensure valid inference.

problem Online selective conformal prediction's exchangeability issues and false coverage rate control problems.
method Evaluation and correction of existing calibration selection strategies, proposing new ones that preserve exchangeability.
result Novel calibration selection strategies ensure both selection-conditional coverage and FCR control.

This work develops scalable model selection methods with fast update and selection.

problem Efficient model selection for large pools of candidate models.
method Isolated model embedding, which supports asymptotically fast update and selection.
result Standardized Embedder achieves competitive model selection performances.

Online method selects candidates from data streams, ensuring irreversible decisions.

problem Conformal selection's incompatibility with irreversible decisions in online scenarios.
method Online Conformal Selection with Accept-to-Reject Changes (OCS-ARC) incorporating online Benjamini-Hochberg procedure.
result OCS-ARC controls FDR at or below nominal level, improving selection power.

Optimizes biomarker selection for cost-effective treatment rules.

problem Incorporating multiple biomarkers in treatment selection rules can be costly and reduce model performance.
method Developed procedures for estimating linear and nonlinear combinations of biomarkers using 0-norm penalized weighted classification.
result Demonstrated the importance of feature selection and marker cost in treatment selection rules.

Paper proposes a statistical test for feature selection pipelines using selective inference.

problem Assessing the significance of feature selection pipelines in data analysis.
method Selective inference technique applied to feature selection pipelines composed of various algorithms.
result The proposed statistical test controls false positive feature selection probabilities.

More powerful feature selection tests using selective inference.

problem Selection bias in feature selection leading to specious analysis.
method Conditioning on minimal selection event using Maximum Mean Discrepancy and Hilbert Schmidt Independence Criterion with multiscale bootstrap.
result Proposed test is more powerful in most scenarios.

We develop a general approach to valid inference after model selection. At the core of our framework is a result that characterizes the distribution of a post-selection estimator conditioned on the selection event. We specialize the approach to model selection by the lasso to form valid confidence intervals for the sel…

2013-11-25abs ↗pdf ↗

Recently, many regularized procedures have been proposed for variable selection in linear regression, but their performance depends on the tuning parameter selection. Here a criterion for the tuning parameter selection is proposed, which combines the strength of both stability selection and cross-validation and therefo…

2013-01-30abs ↗pdf ↗

Develops a more powerful selective inference method for stepwise feature selection.

problem Loss of power in existing conditional SI methods due to over-conditioning.
method Uses homotopy continuation approach to overcome over-conditioning.
result Shows improved power and efficiency in selective inference for feature selection.

Online selection of dynamic features has attracted intensive interest in recent years. However, existing online feature selection methods evaluate features individually and ignore the underlying structure of feature stream. For instance, in image analysis, features are generated in groups which represent color, texture…

2016-08-21abs ↗pdf ↗