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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.

168,657 papers · 148 categories

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103206308411 · Jun 202019922001200920172026
48 results for feature acquisition

AFA evaluates AI feature acquisition strategies in domains with high costs.

problem Evaluate AI feature acquisition strategies in domains with high costs.
method Apply missing data methods and offline reinforcement learning under NDE and NUC assumptions.
result Propose a novel semi-offline reinforcement learning framework with three new estimators.

NM-PPG optimizes adaptive feature acquisition in POMDPs for better predictions.

problem Optimizing adaptive feature acquisition in prediction problems with costly features.
method Non-myopic pathwise policy gradients (NM-PPG) with continuous relaxation and straight-through rollout.
result NM-PPG outperforms state-of-the-art AFA methods on synthetic and real-world datasets.

Dynamic acquisition of features improves predictions with limited data.

problem Limited or uncertain data requires additional relevant information for accurate assessments.
method Proposes models that dynamically acquire new features using conditional mutual information and arbitrary conditional flow.
result Demonstrates superior performance over baselines in multiple settings.

In many real-world scenarios where data is high dimensional, test time acquisition of features is a non-trivial task due to costs associated with feature acquisition and evaluating feature value. The need for highly confident models with an extremely frugal acquisition of features can be addressed by allowing a feature…

2019-09-15abs ↗pdf ↗

Feature missing is a serious problem in many applications, which may lead to low quality of training data and further significantly degrade the learning performance. While feature acquisition usually involves special devices or complex process, it is expensive to acquire all feature values for the whole dataset. On the…

2018-02-15abs ↗pdf ↗

New methods prioritize acquiring confounding features for efficient treatment effect estimation.

problem Efficient treatment effect estimation from observational data with missing confounding information.
method Proposes two acquisition strategies: covariate balancing and reducing factual outcome error.
result Our proposed methods, especially reducing factual outcome error, improve sample efficiency for treatment effect estimation.

A2MT learns agents to select which modalities to acquire at test time.

problem Learning agents to select modalities for multimodal temporal data acquisition.
method Perceiver IO architecture for active acquisition of multimodal temporal data.
result Agents successfully learn cost-reactive acquisition behavior on real-world datasets.

Simplifies decision-making during medical exams with cost-efficient feature acquisition.

problem Guiding physicians during examination acquisition for accurate and efficient diagnosis.
method Dropout at input layer and integrated gradients at test-time for dynamic feature importance.
result More cost- and feature-efficient than prior approaches, achieving higher overall accuracy.

We seek decision rules for prediction-time cost reduction, where complete data is available for training, but during prediction-time, each feature can only be acquired for an additional cost. We propose a novel random forest algorithm to minimize prediction error for a user-specified {\it average} feature acquisition b…

2015-02-20abs ↗pdf ↗

In real-world scenarios, different features have different acquisition costs at test-time which necessitates cost-aware methods to optimize the cost and performance trade-off. This paper introduces a novel and scalable approach for cost-aware feature acquisition at test-time. The method incrementally asks for features …

2018-11-03abs ↗pdf ↗

We study classification problems where features are corrupted by noise and where the magnitude of the noise in each feature is influenced by the resources allocated to its acquisition. This is the case, for example, when multiple sensors share a common resource (power, bandwidth, attention, etc.). We develop a method f…

2016-07-10abs ↗pdf ↗

Tree ensemble kernels improve Bayesian optimization for mixed features and constraints.

problem Optimizing over mixed-feature spaces with known constraints.
method Kernel interpretation of tree ensembles as Gaussian Process prior, compatible optimization formulation for acquisition function, integration of known constraints.
result Framework outperforms state-of-the-art methods for mixed-feature spaces and constraints.

We introduce a novel apprenticeship learning algorithm to learn an expert's underlying reward structure in off-policy model-free \emph{batch} settings. Unlike existing methods that require a dynamics model or additional data acquisition for on-policy evaluation, our algorithm requires only the batch data of observed ex…

2019-03-24abs ↗pdf ↗

New method tackles constrained optimization in multi-fidelity Bayesian optimization.

problem Efficiently identifying feasible regions in constrained optimization problems.
method Proposes CMFBO method with novel acquisition functions.
result Demonstrates effectiveness on synthetic problems and real-world ICF and joint design problems.

HH-VAEM improves imputation and acquisition of missing data using hierarchical models and Hamiltonian Monte Carlo.

problem Imputation and acquisition of missing heterogeneous data.
method Hierarchical VAE model with Hamiltonian Monte Carlo and automatic hyper-parameter tuning.
result HH-VAEM outperforms existing methods in imputation and supervised learning tasks.

Traditionally, machine learning algorithms rely on the assumption that all features of a given dataset are available for free. However, there are many concerns such as monetary data collection costs, patient discomfort in medical procedures, and privacy impacts of data collection that require careful consideration in a…

2019-02-19abs ↗pdf ↗

Voxelwise classification approaches are popular and effective methods for tissue quantification in brain magnetic resonance imaging (MRI) scans. However, generalization of these approaches is hampered by large differences between sets of MRI scans such as differences in field strength, vendor or acquisition protocols. …

2017-09-22abs ↗pdf ↗

Study optimizes scoring rules for incentivizing agent's information gathering in online settings.

problem Optimizing incentives for agents to acquire information in online settings.
method Designing a sample-efficient algorithm that tailors the UCB algorithm to the strategic agent's model.
result Achieves sublinear T2/3T^{2/3}-regret after TT iterations, independent of the number of states.

A cost-effective approach to label acquisition using active learning markets.

problem Improving model fitting and training for predictive analytics.
method Formalizing market clearing as an optimisation problem, integrating budget constraints and improvement thresholds, using two active learning strategies with distinct pricing mechanisms.
result Superior performance with fewer labels acquired compared to conventional methods.

Bayesian optimization is a sample-efficient approach to solving global optimization problems. Along with a surrogate model, this approach relies on theoretically motivated value heuristics (acquisition functions) to guide the search process. Maximizing acquisition functions yields the best performance; unfortunately, t…

2017-12-01abs ↗pdf ↗

In this paper, we introduce multi-task learning (MTL) to data harmonization (DH); where we aim to harmonize images across different acquisition platforms and sites. This allows us to integrate information from multiple acquisitions and improve the predictive performance and learning efficiency of the harmonization mode…

2019-07-26abs ↗pdf ↗

Evidence acquisition costs influence disclosure behavior and preference.

problem How evidence acquisition costs affect disclosure behavior and preference.
method Analyzes sender-receiver interactions with covert and overt evidence acquisition, varying certification costs.
result Equilibria converge to the Pareto-worst free-learning equilibrium as costs vanish, and receivers prefer covert to overt acquisition.

Bayesian optimization is a sample-efficient approach to global optimization that relies on theoretically motivated value heuristics (acquisition functions) to guide its search process. Fully maximizing acquisition functions produces the Bayes' decision rule, but this ideal is difficult to achieve since these functions …

2018-05-25abs ↗pdf ↗

A new method for dynamic feature selection outperforms existing approaches.

problem Sequentially selecting features based on current information in machine learning.
method Greedy selection of features based on conditional mutual information, combined with a learning approach for optimization.
result The method outperforms existing feature selection methods in experiments.

Inexact acquisition solutions in BO lead to sublinear cumulative regret.

problem Inexact maximization of acquisition functions in Bayesian optimization.
method Define inaccuracy measure, establish cumulative regret bounds for GP-UCB and GP-TS.
result Inexact BO algorithms can achieve sublinear cumulative regret under appropriate inaccuracy conditions.

This paper explores optimising acquisition functions in Bayesian optimisation.

problem Optimising acquisition functions in Bayesian optimisation is challenging due to their non-convex nature.
method The authors derive compositional forms for acquisition functions and use them to recast maximisation as a compositional optimisation problem.
result The compositional approach to maximising acquisition functions shows empirical advantages across various tasks.

This paper optimizes Bayesian acquisition functions in Gaussian Processes for better optimization.

problem Improving the efficiency of Bayesian optimization methods.
method Analysis of different acquisition functions and optimizers for optimizing Bayesian acquisition functions.
result Optimization of acquisition functions leads to faster and more accurate sampling points.

Theory explains deep nonlinear networks' plateaus and transitions.

problem Understanding long plateaus and feature acquisition transitions in deep nonlinear networks.
method Derived an exact identity for Frobenius norms, classified activation functions, and reduced matrix flow to a scalar ODE.
result Escape time law τ=Θ(ε(r2))τ_\star = Θ(\varepsilon^{-(r-2)}) for deep nonlinear networks, where rr is the number of bottleneck layers.

A new mutual information lower bound for multimodal regression active learning.

problem Lack of effective acquisition functions for multimodal regression active learning.
method Introduces a Two-Index framework for separating epistemic and aleatoric sources of uncertainty, deriving MI-LB as a closed-form approximation.
result MI-LB consistently outperforms baselines on multimodal regression tasks.

Optimizes information acquisition to reduce estimation risk and maximize utility.

problem Estimation risk in investor decision-making.
method Derives closed-form value functions using CARA and CRRA utility functions, employs variational methods to explore optimal acquisition.
result Acquiring information earlier is more valuable in reducing estimation risk and achieving higher utility.

Boundary effects inflate variance in Gaussian processes, leading to acquisition bias.

problem Boundary-induced acquisition bias in Gaussian processes.
method Traced root cause to geometric mechanism of kernel truncation at domain boundaries.
result Boundary effects create distortion that worsens with dimensionality, affecting acquisition behavior.

Unified framework connects EI and information-theoretic acquisition functions.

problem Distinguish between Expected Improvement and information-theoretic acquisition functions.
method Introduces Variational Entropy Search (VES) to unify EI and information-theoretic approaches.
result EI can be seen as a variational inference approximation of Max-value Entropy Search (MES).

New acquisition function improves batch Bayesian active learning.

problem BatchBALD conflates epistemic and aleatoric uncertainty, leading to suboptimal performance.
method Focus on predictive probabilities to separate epistemic uncertainty, leading to better performance and faster evaluation.
result The new acquisition function performs better and allows for larger batches.

This paper optimizes sampling policies for Bayesian optimization to improve exploration and exploitation.

problem Improving the balance between exploration and exploitation in Bayesian optimization.
method Developed efficient methods to estimate and optimize non-myopic acquisition functions using rollout policies and stochastic gradient optimization.
result Efficient optimization of sampling policies leads to better performance in Bayesian optimization.

Bal-PM reduces preference labeling costs for LLMs.

problem Efficiently acquiring human feedback for preference modeling in large language models.
method Bayesian Active Learning with entropy maximization in feature space.
result Bal-PM reduces the number of required preference labels by 33% to 68%.

A new method for efficient optimization of expensive simulations on HPC.

problem Efficiently solving computationally expensive simulation-based optimization problems.
method Asynchronous parallel Bayesian optimization with budgeted computational resource.
result Improved efficiency and handling of constraints in optimization.

Study on optimal information acquisition in Kyle model with entropy cost.

problem Optimal information acquisition in Kyle model with entropy cost.
method Continuous signals are optimal, and any signal with a logit posterior distribution yields the same ex-ante value.
result Posterior expected payoff becomes normally distributed as information acquisition cost increases.