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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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111222333444 · Jun 202019922001200920172026
48 results for feature replacement

Given a model ff that predicts a target yy from a vector of input features x=x1,x2,,xM\pmb{x} = x_1, x_2, \ldots, x_M, we seek to measure the importance of each feature with respect to the model's ability to make a good prediction. To this end, we consider how (on average) some measure of goodness or badness of prediction (wh…

2019-10-01abs ↗pdf ↗

Finding the biomarkers associated with ASD is helpful for understanding the underlying roots of the disorder and can lead to earlier diagnosis and more targeted treatment. A promising approach to identify biomarkers is using Graph Neural Networks (GNNs), which can be used to analyze graph structured data, i.e. brain ne…

2019-07-02abs ↗pdf ↗

Genetic programming (GP) is the state-of-the-art in financial automated feature construction task. It employs reverse polish expression to represent features and then conducts the evolution process. However, with the development of deep learning, more powerful feature extraction tools are available. This paper proposes…

2019-12-26abs ↗pdf ↗

Post-hoc explanations improve CNNs by replacing final linear layer with k-means classifier.

problem CNNs lack accurate data representation in their built-in prototypes.
method Introduces k-means-based post-hoc explanations for CNNs, leveraging spatial consistency of convolutional receptive fields.
result Using shallower, less compressed feature activations improves semantic fidelity at the cost of slight predictive performance.

To date, attribute discretization is typically performed by replacing the original set of continuous features with a transposed set of discrete ones. This paper provides support for a new idea that discretized features should often be used in addition to existing features and as such, datasets should be extended, and n…

2018-02-09abs ↗pdf ↗

For predictive maintenance, we examine one of the largest public datasets for machine failures derived along with their corresponding precursors as error rates, historical part replacements, and sensor inputs. To simplify the time and accuracy comparison between 27 different algorithms, we treat the imbalance between n…

2018-12-11abs ↗pdf ↗

Regularization is an important component of predictive model building. The hybrid bootstrap is a regularization technique that functions similarly to dropout except that features are resampled from other training points rather than replaced with zeros. We show that the hybrid bootstrap offers superior performance to dr…

2018-01-22abs ↗pdf ↗

Extracts invariant features to predict Y without confounding by Z, using conditional independence and optimal transport.

problem Extracting invariant features to predict Y without confounding by Z, a response variable influenced by unknown confounders Z.
method Develops a methodology penalizing statistical dependence between feature and confounders conditioned on Y, using the Optimal Transport Barycenter Problem.
result The method extracts invariant features in the Gaussian case, equivalent to penalizing dependence between feature and conditional random variable Z_Y.

Data often comes in the form of an array or matrix. Matrix factorization techniques attempt to recover missing or corrupted entries by assuming that the matrix can be written as the product of two low-rank matrices. In other words, matrix factorization approximates the entries of the matrix by a simple, fixed function-…

2015-11-19abs ↗pdf ↗

The support vector machine (SVM) is an important class of learning machines for function approach, pattern recognition, and time-serious prediction, etc. It maps samples into the feature space by so-called support vectors of selected samples, and then feature vectors are separated by maximum margin hyperplane. The pres…

2016-02-12abs ↗pdf ↗

The goal of few-shot learning is to learn a model that can recognize novel classes based on one or few training data. It is challenging mainly due to two aspects: (1) it lacks good feature representation of novel classes; (2) a few of labeled data could not accurately represent the true data distribution and thus it's …

2020-01-23abs ↗pdf ↗

The multimodal web elements such as text and images are associated with inherent memory costs to store and transfer over the Internet. With the limited network connectivity in developing countries, webpage rendering gets delayed in the presence of high-memory demanding elements such as images (relative to text). To ove…

2017-11-06abs ↗pdf ↗

New method disentangles feature importance scores in machine learning.

problem Misinterpretation of feature importance scores due to interactions and dependencies.
method Derive DIP (Disentangled Importance) decomposition of feature importance scores.
result DIP decomposition uniquely separates standalone contributions from interactions and dependencies.

In automatic financial feature construction task, the state-of-the-art technic leverages reverse polish expression to represent the features, then use genetic programming (GP) to conduct its evolution process. In this paper, we propose a new framework based on neural network, alpha discovery neural network (ADNN). In t…

2019-12-08abs ↗pdf ↗

We present an autoencoder that leverages learned representations to better measure similarities in data space. By combining a variational autoencoder with a generative adversarial network we can use learned feature representations in the GAN discriminator as basis for the VAE reconstruction objective. Thereby, we repla…

2015-12-31abs ↗pdf ↗

Proposes a new feature preprocessing method using kernel density integral transformation.

problem Feature preprocessing for tabular data in machine learning and statistics.
method Kernel density integral transformation as a drop-in replacement or improved alternative to min-max scaling and quantile transformation.
result Frequently outperforms min-max scaling and quantile transformation with hyperparameter tuning.

Hermite polynomials improve private data generation by reducing feature count.

problem Infinite-dimensional features in kernel mean embedding are impractical for private data generation.
method Replace random features with Hermite polynomial features, leveraging their ordered nature.
result Hermite polynomial features yield a more accurate approximation of kernel mean embedding with fewer features.

Traditional set prediction models can struggle with simple datasets due to an issue we call the responsibility problem. We introduce a pooling method for sets of feature vectors based on sorting features across elements of the set. This can be used to construct a permutation-equivariant auto-encoder that avoids this re…

2019-06-06abs ↗pdf ↗

We introduce a new model for online ranking in which the click probability factors into an examination and attractiveness function and the attractiveness function is a linear function of a feature vector and an unknown parameter. Only relatively mild assumptions are made on the examination function. A novel algorithm f…

2018-10-05abs ↗pdf ↗

We introduce a framework using Generative Adversarial Networks (GANs) for likelihood--free inference (LFI) and Approximate Bayesian Computation (ABC) where we replace the black-box simulator model with an approximator network and generate a rich set of summary features in a data driven fashion. On benchmark data sets, …

2017-11-29abs ↗pdf ↗

We present an intriguing discovery related to Random Fourier Features: in Gaussian kernel approximation, replacing the random Gaussian matrix by a properly scaled random orthogonal matrix significantly decreases kernel approximation error. We call this technique Orthogonal Random Features (ORF), and provide theoretical…

2016-10-28abs ↗pdf ↗

ExpCLR uses expert features to improve time-series representation learning.

problem Current representation learning approaches fail to ensure useful properties for time-series data.
method ExpCLR employs expert features to replace data transformations in contrastive learning, ensuring two useful properties for time-series representations.
result ExpCLR outperforms state-of-the-art methods on three real-world time-series datasets.

Capsule networks are a recently developed class of neural networks that potentially address some of the deficiencies with traditional convolutional neural networks. By replacing the standard scalar activations with vectors, and by connecting the artificial neurons in a new way, capsule networks aim to be the next great…

2020-01-29abs ↗pdf ↗

We study a classification problem where each feature can be acquired for a cost and the goal is to optimize a trade-off between the expected classification error and the feature cost. We revisit a former approach that has framed the problem as a sequential decision-making problem and solved it by Q-learning with a line…

2017-11-20abs ↗pdf ↗

FCOC framework improves financial volatility forecasting.

problem Tackles dual challenges of feature fidelity and model responsiveness in financial volatility forecasting.
method Synergizes fractal feature extraction and dynamic chaotic oscillation processing.
result Demonstrates profound and generalizable impact on S\&P 500 and DJI datasets.

Machine learning is used more and more often for sensitive applications, sometimes replacing humans in critical decision-making processes. As such, interpretability of these algorithms is a pressing need. One popular algorithm to provide interpretability is LIME (Local Interpretable Model-Agnostic Explanation). In this…

2020-01-10abs ↗pdf ↗

Random features are improved by variance-reducing couplings, enhancing machine learning models.

problem Improving the efficiency and accuracy of random features in machine learning.
method Using optimal transport theory to find couplings that reduce variance in random features.
result Theoretical and practical gains in efficiency and accuracy for various machine learning models.

This paper focuses on the problem of query by example spoken term detection (QbE-STD) in zero-resource scenario. State-of-the-art approaches primarily rely on dynamic time warping (DTW) based template matching techniques using phone posterior or bottleneck features extracted from a deep neural network (DNN). We use bot…

2019-11-19abs ↗pdf ↗

Study shows how feature weighting affects neural network regularization.

problem Understanding how feature weighting influences neural network regularization.
method Derived equivalence paths connecting different weighting matrices and ridge regularization levels.
result Ridge estimators trained on weighted features are asymptotically equivalent when evaluated against test vectors.

We describe the Customer LifeTime Value (CLTV) prediction system deployed at ASOS.com, a global online fashion retailer. CLTV prediction is an important problem in e-commerce where an accurate estimate of future value allows retailers to effectively allocate marketing spend, identify and nurture high value customers an…

2017-03-07abs ↗pdf ↗

Recent studies have introduced end-to-end TTS, which integrates the production of context and acoustic features in statistical parametric speech synthesis. As a result, a single neural network replaced laborious feature engineering with automated feature learning. However, little is known about what types of context in…

2018-11-04abs ↗pdf ↗

GCNs help in diagnosing label scarcity and feature quality on graphs.

problem Understanding when GCNs improve node classification.
method Simulated label scarcity, feature ablation, and per-class analysis.
result GCNs provide largest gains under extreme label scarcity, matching original performance with noisy features, but hurt when homophily is low and features are strong.

Efficiently samples sequences without replacement for machine learning models.

problem Generating diverse outputs from sequential models without duplicates.
method Incremental sampling procedure for randomized programs, including neural models.
result Efficacy and flexibility of incremental sampling for large output spaces.

Ensemble learning is a method of combining multiple trained models to improve model accuracy. We propose the usage of such methods, specifically ensemble average, inside Convolutional Neural Network (CNN) architectures by replacing the single convolutional layers with Inner Average Ensembles (IEA) of multiple convoluti…

2018-08-30abs ↗pdf ↗

New Fourier features improve high-precision approximation in large-scale problems.

problem Designing scalable, high-precision Fourier features for large-scale kernel methods.
method Introducing a new family of quadrature rules that accurately approximate the Gaussian measure in higher dimensions.
result Improved approximation bounds with new Fourier features.