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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.

168,742 papers · 148 categories

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48 results for exhaustive-search

We propose a K-sparse exhaustive search (ES-K) method and a K-sparse approximate exhaustive search method (AES-K) for selecting variables in linear regression. With these methods, K-sparse combinations of variables are tested exhaustively assuming that the optimal combination of explanatory variables is K-sparse. By co…

2017-07-07abs ↗pdf ↗

Most structure inference methods either rely on exhaustive search or are purely data-driven. Exhaustive search robustly infers the structure of arbitrarily complex data, but it is slow. Data-driven methods allow efficient inference, but do not generalize when test data have more complex structures than training data. I…

2019-06-17abs ↗pdf ↗

A new algorithm speeds up sparse regression for discovering equations from data.

problem Learning governing equations from vast data with unsatisfying descriptions.
method SPRINT: a fast algorithm using bisection and analytic bounds to identify optimal rank-1 modifications.
result A calculation that would take millions of years can be done in a day.

Most digital cameras use sensors coated with a Color Filter Array (CFA) to capture channel components at every pixel location, resulting in a mosaic image that does not contain pixel values in all channels. Current research on reconstructing these missing channels, also known as demosaicing, introduces many artifacts, …

2019-03-26abs ↗pdf ↗

A new framework for selecting base classes in multi-class classification boosts accuracy.

problem Selecting the base class in multi-class classification to improve accuracy.
method Introduces a unified framework with parameters (s,g,w)(s,g,w) to search for the base class at each boosting iteration, improving computational efficiency.
result Our framework can achieve better test accuracy than the exhaustive search strategy, providing a robust and reliable scheme.

Recently, there have been several progresses for the conjugacy search problem (CSP) in Garside groups, especially in braid groups. All known algorithms for solving this problem use a sort of exhaustive search in a particular finite set such as the super summit set and the ultra summit set. Their complexities are propor…

2007-02-13abs ↗pdf ↗

Abc-boost is a new line of boosting algorithms for multi-class classification, by utilizing the commonly used sum-to-zero constraint. To implement abc-boost, a base class must be identified at each boosting step. Prior studies used a very expensive procedure based on exhaustive search for determining the base class at …

2010-06-25abs ↗pdf ↗

This article analyzes the relationship between co-persistence and hedging which indicates co-persistence ratio is just the long-term hedging ratio. The new method of exhaustive search algorithm for deriving co-persistence ratio is derived in the article. And we also develop a new hedging strategy of combining co-persis…

2011-12-17abs ↗pdf ↗

This paper demonstrates the flaws of co-persistence theory proposed by Bollerslev and Engle (1993) which cause the theory can hardly be applied. With the introduction of the half-life of decay coefficient as the measure of the persistence, and both the weak definition of persistence and co-persistence in variance, this…

2011-12-06abs ↗pdf ↗

The paper develops a scalable method to infer GRNs from sparse data.

problem Inferring complex gene regulatory networks from limited and temporally sparse data.
method Bayesian optimization and kernel-based methods to construct a Gaussian Process (GP) model.
result The method efficiently searches for the topology with the highest likelihood value.

Paper tackles sparse recovery with shuffled labels, establishing statistical and computational limits.

problem Sparse recovery with shuffled labels, focusing on permutation matrix and sparse signal reconstruction.
method Statistical and computational analysis, including minimax lower bounds and exhaustive-search based estimator.
result Established statistical and computational limits for correct recovery of permutation matrix and support set.

This paper extends the work in [Suzuki, 1996] and presents an efficient depth-first branch-and-bound algorithm for learning Bayesian network structures, based on the minimum description length (MDL) principle, for a given (consistent) variable ordering. The algorithm exhaustively searches through all network structures…

2013-01-16abs ↗pdf ↗

New algorithms recover sparse tensor principal components efficiently.

problem Recovering sparse tensor principal components from noisy data.
method Family of algorithms interpolating between polynomial-time and exhaustive search, tailored for sparse and highly sparse regimes.
result Our algorithms recover sparse vectors for signal-to-noise ratios beyond previous limits, with time complexity ildeO(np+t) ilde{\mathcal{O}}(n^{p+t}).

For any given number of crossings cc, there exists a formula to determine the number of 2-bridge knots of cc crossings, and indeed it is a simple matter to actually construct presentations of these knots. However, the determination of whether a given (prime) knot is a 2-bridge knot remains a nontrivial exercise, and …

2004-09-20abs ↗pdf ↗

Researchers classify and visualize 5-cube cubical surfaces.

problem Classifying and visualizing surfaces in a 5-dimensional cube.
method Exhaustive search, classification by genus and demigenus, 3D visualization, reinforcement learning for optimization.
result 2690 connected closed cubical surfaces in the 5-cube, visualized and optimized for 3D printing.

Feature engineering has been the key to the success of many prediction models. However, the process is non-trivial and often requires manual feature engineering or exhaustive searching. DNNs are able to automatically learn feature interactions; however, they generate all the interactions implicitly, and are not necessa…

2017-08-17abs ↗pdf ↗

In this paper, the problem of maximizing a black-box function f:XRf:\mathcal{X} \to \mathbb{R} is studied in the Bayesian framework with a Gaussian Process (GP) prior. In particular, a new algorithm for this problem is proposed, and high probability bounds on its simple and cumulative regret are established. The query po…

2017-12-05abs ↗pdf ↗

Inverted file and asymmetric distance computation (IVFADC) have been successfully applied to approximate nearest neighbor search and subsequently maximum inner product search. In such a framework, vector quantization is used for coarse partitioning while product quantization is used for quantizing residuals. In the ori…

2019-03-25abs ↗pdf ↗

Bounded rationality, that is, decision-making and planning under resource limitations, is widely regarded as an important open problem in artificial intelligence, reinforcement learning, computational neuroscience and economics. This paper offers a consolidated presentation of a theory of bounded rationality based on i…

2015-12-21abs ↗pdf ↗

New method finds significant high-order interactions efficiently.

problem Finding statistically significant high-order interactions in high-dimensional data.
method Extends selective inference to high-order interaction models with pruning strategy.
result Demonstrated efficient and powerful method for high-order interactions.

New method selects critical DER scenarios for distribution grid investment planning.

problem Determining critical DER adoption scenarios for risk assessment in distribution grids.
method Bayesian Optimization framework using Gaussian Process surrogates and Pareto-critical acquisition function.
result Statistical guarantee and significant speed-up over exhaustive search in selecting critical DER scenarios.

Understanding optimal prompts for binary sequence predictors is challenging.

problem Finding good prompts for binary sequence predictors is difficult.
method Viewing prompting as finding the best conditioning sequence on a near-optimal sequence predictor, using empirical and statistical analysis.
result Optimal prompts can be better understood given the pretraining distribution, which is not usually available.

We propose a new algorithm called PLUTO for building logistic regression trees to binary response data. PLUTO can capture the nonlinear and interaction patterns in messy data by recursively partitioning the sample space. It fits a simple or a multiple linear logistic regression model in each partition. PLUTO employs th…

2014-11-25abs ↗pdf ↗

AlphaCFG discovers alpha factors using grammar-guided search.

problem Discovering formulaic alpha factors in finance.
method AlphaCFG uses a grammar-based framework to define and discover alpha factors with syntactic and semantic constraints.
result AlphaCFG outperforms state-of-the-art methods in trading profitability and efficiency.

Evolutionary algorithms improve neural network performance by discovering better activation functions.

problem The choice of activation function affects neural network performance, but ReLU remains dominant.
method Defined a tree-based search space of candidate activation functions and used evolutionary algorithms (mutation, crossover, exhaustive search) to explore and discover better functions.
result Replacing ReLU with evolved activation functions statistically significantly increases network accuracy.

State-of-the-art named entity recognition (NER) systems have been improving continuously using neural architectures over the past several years. However, many tasks including NER require large sets of annotated data to achieve such performance. In particular, we focus on NER from clinical notes, which is one of the mos…

2018-12-13abs ↗pdf ↗

By taking into account the nonlinear effect of the cause, the inner noise effect, and the measurement distortion effect in the observed variables, the post-nonlinear (PNL) causal model has demonstrated its excellent performance in distinguishing the cause from effect. However, its identifiability has not been properly …

2012-05-09abs ↗pdf ↗

We propose a new yet natural algorithm for learning the graph structure of general discrete graphical models (a.k.a. Markov random fields) from samples. Our algorithm finds the neighborhood of a node by sequentially adding nodes that produce the largest reduction in empirical conditional entropy; it is greedy in the se…

2012-02-08abs ↗pdf ↗

This paper studies the Best-of-K Bandit game: At each time the player chooses a subset S among all N-choose-K possible options and observes reward max(X(i) : i in S) where X is a random vector drawn from a joint distribution. The objective is to identify the subset that achieves the highest expected reward with high pr…

2016-03-09abs ↗pdf ↗

Algorithm identifies Pareto optimal designs efficiently for noisy, multi-objective functions.

problem Optimizing multi-objective functions with noisy data and large design spaces.
method Adaptive discretization and tree-based approach to identify Pareto optimal designs.
result Algorithm identifies Pareto optimal designs with fewer evaluations than exhaustive search.

Study evaluates margin parameter effects on knowledge embedding quality.

problem Understanding margin parameter's impact on embedding quality.
method Examined margin parameter values for multi-relational categorized data.
result Lower margin values are insufficient, while larger values cause noise.

In this paper, we propose new efficient algorithms to verify the null space condition in compressed sensing (CS). Given an (nm)×n(n-m) \times n (m>0m>0) CS matrix AA and a positive kk, we are interested in computing αk=max{z:Az=0,z0}max{K:Kk}\displaystyle α_k = \max_{\{z: Az=0,z\neq 0\}}\max_{\{K: |K|\leq k\}} zK1z1{\|z_K \|_{1}}{\|z\|_{1}}, where …

2013-06-11abs ↗pdf ↗

SDAMI enhances interpretable high-dimensional regression with sparse deep learning and footprint principle.

problem Personalized models for small samples and high-dimensional features with interpretability.
method Sparse Deep Additive Model with Interactions (SDAMI) combining sparsity-driven feature selection and deep subnetworks.
result SDAMI successfully identifies pure interactions with near-zero false positive rates.

Feature selection, which searches for the most representative features in observed data, is critical for health data analysis. Unlike feature extraction, such as PCA and autoencoder based methods, feature selection preserves interpretability, meaning that the selected features provide direct information about certain h…

2018-12-02abs ↗pdf ↗