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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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134268401535 · Jun 202019922001200920182026
48 results for dynamic ensemble selection

This paper analyzes dynamic ensemble selection and preprocessing for multi-class imbalanced datasets.

problem Class imbalance in multi-class datasets where majority classes have more instances.
method Examined dynamic selection techniques and data preprocessing methods for multi-class imbalanced problems.
result Dynamic ensemble improves AUC and G-mean compared to static ensemble.

Three adaptive methods improve financial forecasting and portfolio management.

problem Improving financial forecasting and portfolio management in volatile markets.
method Dynamic Model Selection (DMS), Adaptive Ensemble (AE), Dynamic Asset Allocation (DAA).
result Adaptive methods outperform long-only benchmarks in US market returns.

DCSO dynamically selects top-performing base detectors for outlier ensembles.

problem Challenges in selecting and combining outlier scores from different detectors.
method DCSO dynamically selects top-performing base detectors based on local k-nearest neighbors.
result DCSO provides consistent performance improvement over static combination approaches.

Dynamic ensemble selection systems work by estimating the level of competence of each classifier from a pool of classifiers. Only the most competent ones are selected to classify a given test sample. This is achieved by defining a criterion to measure the level of competence of a base classifier, such as, its accuracy …

2018-09-30abs ↗pdf ↗

META-DES.Oracle uses meta-learning and feature selection to improve ensemble selection accuracy.

problem Dynamic Ensemble Selection (DES) issues with classifier competence estimation.
method META-DES.Oracle integrates multiple criteria and an Oracle-based meta-feature selection scheme.
result META-DES.Oracle significantly improves classification accuracy compared to previous methods.

A RL framework selects features to balance bias and accuracy dynamically.

problem Bias in automated feature selection when predictors are correlated.
method Multi-component reward function with policy gradient for dynamic regularization and bias mitigation.
result Model balances fairness and accuracy during training.

AER method improves classifier ensemble for imbalanced data.

problem Overfitting in dynamic ensemble selection for imbalanced data.
method Adaptive ensemble with implicit regularization and global geometry interpolation.
result AER method reduces overfitting and improves performance on imbalanced datasets.

Improved dynamic classifier selection by refining regions of competence.

problem Limited performance of dynamic selection systems due to noisy regions.
method Integrates a filter and an adaptive distance to enhance regions of competence.
result Significant increase in recognition performance and decrease in computational cost.

Proposes a new method to enhance neural learning by maximizing information gain.

problem Improving neural learning by selecting key variables to maximize information gain.
method Adaptive Ensemble Kalman Filter to quantify uncertainty and maximize information gain.
result The proposed method enables the neural network to learn more effectively from stochastic systems.

A RL approach dynamically assigns and updates weights of ensemble models for better time series forecasting.

problem Static weight assignment for ensemble models fails to capture dynamic data changes.
method Reinforcement Learning (RL) to dynamically update weights of each model at different time instants.
result Dynamic weighted approach using RL learns weights better than static methods.

Paper evaluates competence measures for DRS systems.

problem Choosing the best measure to quantify competence in DRS systems is challenging.
method Reviewed and adapted eight competence measures for regression problems, compared them on 15 datasets, and evaluated three DRS systems.
result DRS systems outperform individual regressors and static systems, but competence measure choice depends on the problem.

StreamEnsemble dynamically selects ML models for ST data streams to improve predictive accuracy.

problem Predictive queries over spatiotemporal data streams are challenging due to varying distributions and patterns.
method Dynamic selection and allocation of ML models based on time series distributions and characteristics.
result Significantly outperforms traditional ensemble and single model approaches, reducing prediction error by over 10 times.

DiwE uses regional distribution changes to create diverse ensemble classifiers for concept drift.

problem Handling concept drift in evolving data streams.
method DiwE measures diversity based on regional distribution disagreement and uses it to weight instances and select classifiers.
result DiwE outperforms other algorithms on various synthetic and real-world data stream benchmarks.

Prototype selection improves DS techniques' accuracy and reduces computational cost.

problem Improving the performance of dynamic selection techniques.
method Prototype selection techniques that edit validation data to remove noise and redundant instances.
result Improves DS techniques' classification accuracy and reduces computational cost.

Suppose some classifiers are selected from a set of hypothesis classifiers to form an equally-weighted ensemble that selects a member classifier at random for each input example. Then the ensemble has an error bound consisting of the average error bound for the member classifiers, a term for selectivity that varies fro…

2016-10-04abs ↗pdf ↗

A new framework selects best outlier detectors locally for improved ensemble performance.

problem Challenges in combining outlier detectors without ground truth.
method Locally Selective Combination in Parallel Outlier Ensembles (LSCP) framework.
result LSCP_AOM variant consistently outperforms other methods on real-world datasets.

A new method selects models for ensemble learning to maximize mutual information, outperforming existing approaches.

problem Selecting models for ensemble learning to improve performance and reduce correlation issues.
method Formulate budgeted ensemble selection as maximizing mutual information, use Gaussian-copula to model correlated errors, propose a greedy mutual-information selection algorithm.
result Our method consistently outperforms strong baselines across multiple datasets.

A new method for decision tree selection in recommendation systems.

problem Feature-based selection of a single tree from an ensemble for dynamic interpretation.
method A multi-armed contextual bandit recommendation framework that trains a system on top of Random Forests to identify the most relevant tree.
result The dynamic method outperforms an independent CART tree and is comparable to Random Forest in predictive performance.

An ensemble technique is characterized by the mechanism that generates the components and by the mechanism that combines them. A common way to achieve the consensus is to enable each component to equally participate in the aggregation process. A problem with this approach is that poor components are likely to negativel…

2018-04-17abs ↗pdf ↗

DyEnsemble improves BCI accuracy by adapting to nonstationary neural signals.

problem Nonstationary neural signals in BCI cause decoding errors.
method Dynamic ensemble modeling that learns and combines diverse models online.
result DyEnsemble outperforms Kalman filters, especially with noisy signals.

In this article, we advocate the ensemble approach for variable selection. We point out that the stochastic mechanism used to generate the variable-selection ensemble (VSE) must be picked with care. We construct a VSE using a stochastic stepwise algorithm, and compare its performance with numerous state-of-the-art algo…

2010-03-30abs ↗pdf ↗

In the context of variable selection, ensemble learning has gained increasing interest due to its great potential to improve selection accuracy and to reduce false discovery rate. A novel ordering-based selective ensemble learning strategy is designed in this paper to obtain smaller but more accurate ensembles. In part…

2017-04-26abs ↗pdf ↗

Bayesian BIC for multi-trial data improves VAR model order selection.

problem Optimal VAR model order selection for multi-trial event-based data.
method Derive and apply Bayesian Information Criterion (BIC) for multi-trial ensemble data.
result Multi-trial BIC successfully recovers real model order and estimates small model order.

ReWTS ensemble improves time-series forecasting by adapting to changing dynamics.

problem Complex, multi-faceted, evolving data in process industries.
method Chunk-based, recency-weighted temporal segmentation of data for multi-step forecasting.
result Significantly outperforms conventional models in mean squared forecasting error.

Improved stock trading model using feature selection and ensemble learning.

problem Challenges in making profit in the US stock market.
method Feature selection from 148 to 30, dynamic selection of top 25 features, ensemble learning with four classifiers.
result Best model generated 54.35% profit over 18 months.

Post-hoc transforms can reverse model performance trends, especially in noisy settings.

problem Post-hoc transforms can reverse model performance trends, especially in noisy settings.
method Empirical study and analysis of post-hoc transforms like temperature scaling, ensembling, and SWA.
result Post-hoc reversal can prevent double descent and mitigate mismatches between test loss and test error.

SEERL uses ensemble methods to improve reinforcement learning efficiency.

problem High sample complexity and computational expense in reinforcement learning.
method Directed perturbation of model parameters to learn diverse policies, selection of an adequately diverse set of policies.
result Our approach outperforms state-of-the-art scores in Atari 2600 and Mujoco.

The motivation of this work is to improve the performance of standard stacking approaches or ensembles, which are composed of simple, heterogeneous base models, through the integration of the generation and selection stages for regression problems. We propose two extensions to the standard stacking approach. In the fir…

2014-03-28abs ↗pdf ↗

StackGenVis simplifies ensemble learning by visualizing model selection and performance.

problem Complexity in choosing and combining models for stacking ensemble learning.
method Visual analytics system that dynamically adapts performance metrics, manages data instances, selects algorithms, and measures predictive performance.
result Reduces complexity of stacking by removing overpromising and underperforming models.

Paper combines RL with classifiers to improve financial trading strategies.

problem Enhancing risk-return trade-offs in trading strategies.
method Combining Reinforcement Learning (RL) models with traditional classifiers like SVM, Decision Trees, and Logistic Regression.
result Ensemble methods often outperform base models in risk-adjusted returns.

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.

The study extends GBM to include stable nonzero prices and finds a pronounced potential well.

problem The standard GBM model cannot describe stable nonzero prices in financial dynamics.
method Generalized GBM with polynomial drift of order q, model selection, and Markov chain Monte Carlo ensembles of potential functions.
result The optimal model for financial data is q=2, indicating the existence of a stable price.