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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.

168,695 papers · 148 categories

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146292437583 · Jun 202019922001200920172026
48 results for effective rank

Heteroskedasticity biases uplift model rankings, leading to inefficient treatment allocation.

problem Bias in uplift model rankings due to heteroskedasticity.
method Theoretical analysis and simulation on real-world data.
result Heteroskedasticity can cause individuals with high treatment effects to be ranked at the bottom, leading to inefficient treatment allocation.

Two-stage risk control for ranked retrieval systems.

problem Assessing prediction uncertainty and risk control in sequential machine learning systems.
method Developed two-stage risk control methods based on LTT and CRC frameworks, leveraging sequential nature of retrieval and ranking phases.
result The proposed methods provide theoretical guarantees and reduce computational burden compared to prior work.

We uncover a large and significant low-minus-high rank effect for commodities across two centuries. There is nothing anomalous about this anomaly, nor is it clear how it can be arbitraged away. Using nonparametric econometric methods, we demonstrate that such a rank effect is a necessary consequence of a stationary rel…

2016-07-26abs ↗pdf ↗

Deep networks learn clean structure before memorizing corrupted labels, leaving a spectral signature in gradient centered scatter.

problem Deep networks' transition from learning clean structure to memorizing corrupted labels under label noise.
method Analysis of the centered scatter of per-example last-layer gradients to identify Fisher Rank Inflation.
result Fisher Rank Inflation is a spectral signature of memorization under label noise, with effective rank expanding during memorization.

Matrix rank minimization problem is in general NP-hard. The nuclear norm is used to substitute the rank function in many recent studies. Nevertheless, the nuclear norm approximation adds all singular values together and the approximation error may depend heavily on the magnitudes of singular values. This might restrict…

2015-10-30abs ↗pdf ↗

Proposes a method to identify subgroup structure and estimate covariate effects for multivariate response data.

problem Identifying subgroup structure and estimating covariate effects in multivariate response data.
method Joint heterogeneity and reduced-rank learning framework using rank-constrained pairwise fusion penalization.
result Established the asymptotic properties of the estimators and proposed a predictive information criterion for rank selection.

Research reveals deep networks often learn low-rank structures, leading to more efficient training and fine-tuning.

problem Efficient training and deployment of large-scale deep learning models.
method Complementary theoretical perspectives on low-rank structures during training and convergence, and practical applications of LoRA and masked training.
result Understanding and exploiting low-rank structures can improve efficiency and effectiveness of training and fine-tuning.

Recovery of low-rank matrices has recently seen significant activity in many areas of science and engineering, motivated by recent theoretical results for exact reconstruction guarantees and interesting practical applications. A number of methods have been developed for this recovery problem. However, a principled meth…

2011-02-25abs ↗pdf ↗

Recently, Factorization Machines (FM) has become more and more popular for recommendation systems, due to its effectiveness in finding informative interactions between features. Usually, the weights for the interactions is learnt as a low rank weight matrix, which is formulated as an inner product of two low rank matri…

2018-04-17abs ↗pdf ↗

In the 'Big Data' era, many real-world applications like search involve the ranking problem for a large number of items. It is important to obtain effective ranking results and at the same time obtain the results efficiently in a timely manner for providing good user experience and saving computational costs. Valuable …

2017-06-07abs ↗pdf ↗

We propose a low-rank approach to learning a Mahalanobis metric from data. Inspired by the recent geometric mean metric learning (GMML) algorithm, we propose a low-rank variant of the algorithm. This allows to jointly learn a low-dimensional subspace where the data reside and the Mahalanobis metric that appropriately f…

2018-06-14abs ↗pdf ↗

New method estimates heterogeneous treatment effects with improved guarantees.

problem Estimating treatment effects in panel data with heterogeneous assignments.
method Matrix completion approach with row-wise error analysis.
result Achieves a row-wise O~(1n+nm2)\tilde{O}(\sqrt{\frac{1}{n} + \frac{n}{m^2}}) error bound.

Paper proposes unbiased learning for recommendation causal effects.

problem Estimating the causal effect of recommendation when the ground truth is unobservable.
method Inverse propensity scoring technique to construct unbiased estimators, followed by empirical risk minimization with propensity capping.
result The proposed method outperforms other biased learning methods in various settings.

The paper sorts big data by revealed preferences, improving consumer and policy decisions.

problem Sorting diverse consumer preferences for big data objects like colleges.
method Endogenous weighting of revealed preferences, considering spillover effects.
result Consistent steady-state solution to counterbalance equilibrium.

Proposes a method for ranking items across multiple aspects based on user feedback.

problem No principled solution exists for generating multiple item rankings over different aspects.
method Developed a directional multi-aspect ranking criterion using probabilistic multivariate tensor factorization.
result Demonstrated effectiveness of the proposed method through comprehensive experiments on real datasets.

Extends expected value framework for cost-sensitive causal decision-making.

problem Optimizing operational decision-making with cost-sensitive causal classification.
method Introduces a cost-sensitive decision boundary based on estimated individual treatment effects, positive outcome probability, and cost parameters.
result Effective in maximizing expected causal profit, outperforming cost-insensitive ranking approach.

In this paper, we consider the problem of low-rank phase retrieval whose objective is to estimate a complex low-rank matrix from magnitude-only measurements. We propose a hierarchical prior model for low-rank phase retrieval, in which a Gaussian-Wishart hierarchical prior is placed on the underlying low-rank matrix to …

2018-11-05abs ↗pdf ↗

Study robust recovery of low-rank matrices from corrupted measurements without rank prior.

problem Robust recovery of low-rank matrices from corrupted Gaussian measurements with unknown rank.
method Subgradient method with diminishing stepsizes for nonconvex nonsmooth problem.
result Subgradient method converges to exact low-rank solution at sublinear rate under RDPP condition.

Label ranking aims to learn a mapping from instances to rankings over a finite number of predefined labels. Random forest is a powerful and one of the most successful general-purpose machine learning algorithms of modern times. In this paper, we present a powerful random forest label ranking method which uses random de…

2016-08-27abs ↗pdf ↗

The aim of this paper is to give an upper bound for the dimension of a torus TT which acts on a GKM manifold MM effectively. In order to do that, we introduce a free abelian group of finite rank, denoted by A(Γ,α,)\mathcal{A}(Γ,α,\nabla), from an (abstract) (m,n)(m,n)-type GKM graph (Γ,α,)(Γ,α,\nabla). Here, an (m,n)(m,n)-type GKM …

2015-10-25abs ↗pdf ↗

This paper investigates the so-called leakage effect of trading strategies generated functionally from rank-dependent portfolio generating functions. This effect measures the loss in wealth of trading strategies due to renewing the portfolio constituent stocks. Theoretically, the leakage effect of a trading strategy is…

2019-12-09abs ↗pdf ↗

An upper bound is obtained on the rank of a torus which can act smoothly and effectively on a smooth, closed, simply connected, rationally elliptic manifold. In the maximal-rank case, the manifolds admitting such actions are classified up to equivariant rational homotopy type.

2015-11-26abs ↗pdf ↗

We decompose returns for portfolios of bottom-ranked, lower-priced assets relative to the market into rank crossovers and changes in the relative price of those bottom-ranked assets. This decomposition is general and consistent with virtually any asset pricing model. Crossovers measure changes in rank and are smoothly …

2018-12-13abs ↗pdf ↗

New method corrects Laplace/BIC errors in singular models, revealing effective dimension.

problem Laplace/BIC errors in singular models due to incorrect effective dimension assumption.
method RLCT (real log canonical threshold) to correct effective dimension in linear models.
result Correct evidence slope and effective dimension estimation in linear settings.

Proposes a deep learning model for timely and accurate recommendations.

problem Inability to provide timely recommendations and ranking issues with implicit feedback.
method Unified cross-network solution using listwise ranking for implicit data.
result Superior performance in accuracy, novelty, and diversity compared to baselines.