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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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130259389518 · Jun 202019922001200920172026
48 results for feature direction

DEDACT breaks down feature importance into direct and associative components.

problem Lack of clear distinction between direct and associative feature importance.
method DEDACT framework to decompose direct and associative importance measures.
result Provides insight into sources of prediction-relevant information and feature pathways.

Study reveals how neural network architectures bias their learning based on feature directions.

problem Understanding how neural network architectures bias their learning based on feature directions.
method Defined neural anisotropy directions (NADs) to encapsulate the directional inductive bias of architectures and provided an efficient method to identify them.
result NADs characterize the features used by CNNs to discriminate between different classes for the CIFAR-10 dataset.

DPERC efficiently estimates covariance matrices for mixed data with missing values.

problem Estimating covariance matrices for datasets with missing values and mixed features.
method Direct Parameter Estimation for Randomly Missing Data with Categorical Features (DPERC).
result DPERC outperforms other methods in estimating covariance matrices for mixed data with missing values.

As an emerging research direction, online streaming feature selection deals with sequentially added dimensions in a feature space while the number of data instances is fixed. Online streaming feature selection provides a new, complementary algorithmic methodology to enrich online feature selection, especially targets t…

2016-03-02abs ↗pdf ↗

TSAM predicts directed temporal links using GCN and self-attention.

problem Predicting links in directed temporal networks.
method GCN, self-attention mechanism, autoencoder architecture, graph attentional layers, graph convolutional layers, graph recurrent unit layer.
result TSAM outperforms benchmarks on four realistic networks.

Predicts short-term futures contract direction using neural networks and order flow data.

problem Challenges in predicting short-term directional movement of futures contracts.
method Engineering features from technical analysis, order flow, and order-book data; training a Tabnet neural network.
result Achieved an accuracy of 0.601 in predicting directional change on the Silver Futures Contract.

The location-based social network, Foursquare, reflects the human activities of a city. The mobility dynamics inferred from Foursquare helps us understanding urban social events like crime In this paper, we propose a directed graph from the aggregated movement between regions using Foursquare data. We derive region ris…

2019-07-25abs ↗pdf ↗

Two-layer neural networks learn features through a few gradient descent steps, improving approximation capacity.

problem Improving approximation capacity of two-layer neural networks.
method Theoretical investigation of a two-layer neural network's adaptation to target function through a few gradient descent steps.
result Learning multiple target directions requires a larger batch size and more gradient steps, improving approximation capacity.

New insights into neural network feature learning through multi-step gradient descent.

problem Understanding feature learning in two-layer neural networks with limited width.
method Characterization of feature learning through two steps of gradient descent with specific step sizes.
result The second step of gradient descent reveals multiple learned directions, not limited to a single direction as in the first step.

Automated method finds meaningful directions in neural network activations.

problem Mixed selectivity in neurons makes interpretation challenging.
method Automated quantification of interpretability and discovery of meaningful directions.
result Meaningful directions in neural network activations are more interpretable than individual neurons.

We propose some kinetic models of wealth exchange and investigate their behavior on directed networks though numerical simulations. We observe that network topology and directedness yields a variety of interesting features in these models. The nature of asset distribution in such directed networks show varied results, …

2009-01-19abs ↗pdf ↗

The paper finds non-Gaussian directions in high-dimensional data using Wasserstein distance.

problem Locating interesting non-Gaussian features in high-dimensional data.
method Projection pursuit using 2-Wasserstein distance to maximize the difference from Gaussian.
result Statistical guarantees for accurately approximating an unknown low-dimensional non-Gaussian subspace.

New algorithm extracts features from superpositions in machine learning models.

problem Challenges in extracting interpretable features from complex models in superposition.
method An efficient query algorithm that identifies non-degenerate feature directions and reconstructs the function.
result Identifies all feature directions whose responses are non-degenerate and reconstructs the function \( f \) in a general superposition setting.

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.

The paper tackles learning varying DAG structures based on contextual features.

problem Learning a single DAG for the entire population from observational data.
method A neural network that maps contextual features to a weighted adjacency matrix of a DAG, with a projection layer to ensure acyclicity.
result The new approach can recover context-specific DAGs where existing methods fail.

This paper establishes the existence of observable footprints that reveal the "causal dispositions" of the object categories appearing in collections of images. We achieve this goal in two steps. First, we take a learning approach to observational causal discovery, and build a classifier that achieves state-of-the-art …

2016-05-26abs ↗pdf ↗

A framework visualizes embedding spaces of neural survival analysis models using anchor directions.

problem Visualizing complex embeddings in neural survival analysis models.
method Estimating anchor directions through clustering or user-supplied concepts, revealing relationships with raw inputs and survival times.
result Visualization strategies reveal how anchor directions relate to raw clinical features and survival time distributions.

Enhances LDL by integrating distance and directional information for more robust label feature representation.

problem Lack of robust label feature representation in LDL tasks, especially with label ambiguity.
method Introduces Structural Anchor Points (SAPs) to capture inter-cluster interactions and a novel LSFs construction strategy, LIFT-SAP.
result Improves LDL performance by 15% on average across 15 real-world datasets.

BiSHop tackles tabular data challenges with sparse Hopfield layers.

problem Non-rotationally invariant data structure and feature sparsity in tabular data.
method Sequential column-wise and row-wise processing through interconnected directional learning modules with generalized sparse modern Hopfield layers.
result BiSHop surpasses current SOTA methods with significantly less hyperparameter tuning.

Deep RL policies share adversarial features across different MDPs.

problem Understanding decision boundaries and loss landscapes in neural policies.
method Investigating similarities in high sensitivity directions across MDPs using Arcade Learning Environment.
result High sensitivity directions for neural policies are correlated across MDPs, suggesting shared non-robust features.

Bitcoin's price direction is better predicted without additional drivers during high volatility.

problem Predicting Bitcoin's price direction using various determinants.
method Continuous local transfer entropy for feature selection and deep learning classification model.
result Bitcoin's price direction can be better predicted without additional drivers during high volatility.

Gradient descent reshapes the function space of neural networks.

problem Understanding how feature learning affects the function space of neural networks.
method Characterized the evolution of the feature space during training using a two-layer neural network.
result Gradient descent induces a data-adaptive deformation that selectively enhances signal-aligned directions.

Predicting the direction of assets have been an active area of study and a difficult task. Machine learning models have been used to build robust models to model the above task. Ensemble methods is one of them showing results better than a single supervised method. In this paper, we have used generative and discriminat…

2019-02-21abs ↗pdf ↗

Study shows how a strong model can learn a task's feature while retaining other capabilities.

problem How to align superhuman AI systems using weak-to-strong generalization.
method Two-layer neural networks, reward-model learning, multi-step SGD, feature learning.
result The strong model efficiently learns task features while retaining general capabilities.

Graph convolutional networks(GCNs) have become the most popular approaches for graph data in these days because of their powerful ability to extract features from graph. GCNs approaches are divided into two categories, spectral-based and spatial-based. As the earliest convolutional networks for graph data, spectral-bas…

2019-07-21abs ↗pdf ↗

Proposes φφ-table for statistical SHAP explanations in regression models.

problem Lack of clear directional summaries, uncertainty, and fidelity in SHAP feature importance.
method SHAP importance selection, fitting a standardized linear surrogate, reporting coefficients, uncertainty, fidelity, and stability.
result Extends SHAP into a statistical global explanation with direction, uncertainty, fidelity, and stability.

The paper proposes methods to extract and analyze individual variable information from complex dependencies.

problem Analyzing and understanding complex dependencies between multiple variables.
method Reversible normalization and iterative dependency reduction to extract individual information, and use it for direct mutual information and multi-feature Granger causality analysis.
result Decoupling of variables to analyze their individual information and direct mutual information transfers.

Mamba efficiently learns low-dimensional targets in-context via feature extraction.

problem Learning low-dimensional targets in context for computational efficiency.
method Test-time feature learning of a single-index model using Mamba's pretrained linear-time sequence model.
result Mamba achieves efficient in-context learning of low-dimensional targets via feature extraction.

This work bridges two views of feature learning in neural networks.

problem The relationship between kernel scale changes and data-adaptive feature learning in neural networks remains unresolved.
method Using statistical mechanics, the work derives analytical expressions for network output statistics across scaling regimes.
result Kernel adaptation can be reduced to an effective kernel rescaling, but multi-scale adaptive approach provides richer insights.

The paper introduces a machine learning method to forecast market direction using efficient frontier coefficients.

problem Improving asset return estimation for portfolio optimization.
method Monthly directional market forecast using an online decision tree trained on efficient frontier coefficients.
result The method outperforms baseline portfolios and other feature sets.

We explore the geometrical interpretation of the PCA based clustering algorithm Principal Direction Divisive Partitioning (PDDP). We give several examples where this algorithm breaks down, and suggest a new method, gap partitioning, which takes into account natural gaps in the data between clusters. Geometric features …

2012-11-17abs ↗pdf ↗

CASTLE learns causal DAG to improve model generalization.

problem Improving model generalization to out-of-sample data.
method CASTLE learns causal relationships via adjacency matrix embedded in neural network input layers, reconstructing only causal features.
result CASTLE leads to better out-of-sample predictions compared to other regularizers.

XGBoost predicts NEPSE Index log returns with low error and high directional accuracy.

problem Forecasting daily log-returns in the NEPSE Index with high accuracy.
method XGBoost machine learning, feature engineering, hyperparameter optimization, walk-forward validation.
result Optimal XGBoost configuration achieves lowest log-return RMSE and MAE.

Paper proposes a novel unsupervised feature selection method using K-means and ADMM.

problem Finding a subset of features for high-dimensional unsupervised learning problems.
method Developed K-means Derived Unsupervised Feature Selection (K-means UFS) using ADMM to solve NP-hard optimization.
result K-means UFS outperforms baselines in feature selection for clustering.

This work studies adversarial training in high dimensions, revealing key feature trade-offs.

problem Understanding adversarial robustness in high-dimensional settings.
method Introduces a tractable model to study the geometry of data and adversarial attacks.
result Characterizes directions in data associated with robustness vs. usefulness trade-offs.

2L-FUSE enhances feature sparsity through kernel learning.

problem Sparsity and feature selection in regression tasks.
method 2-Layered kernel machines for learning a shape matrix and feature direction identification.
result Minimal yet informative feature sets are identified without losing predictive performance.

Machine learning models predict EUR/USD currency direction with 58.52% accuracy.

problem Predicting the directional movement of EUR/USD in the Foreign Exchange market.
method Comparative analysis of machine learning models, including decorrelated and non-decorrelated feature sets, and meta-estimators.
result 58.52% accuracy for one-day ahead forecasts.

Machine learning has become pervasive in multiple domains, impacting a wide variety of applications, such as knowledge discovery and data mining, natural language processing, information retrieval, computer vision, social and health informatics, ubiquitous computing, etc. Two essential problems of machine learning are …

2017-05-08abs ↗pdf ↗