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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.

168,982 papers · 148 categories

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3.3%6.5%9.8%13.0% · May 202619922001200920172026
48 results for filter selection

Convolutional neural networks (CNNs) achieve state-of-the-art performance in a wide variety of tasks in computer vision. However, interpreting CNNs still remains a challenge. This is mainly due to the large number of parameters in these networks. Here, we investigate the role of compression and particularly pruning fil…

2017-11-07abs ↗pdf ↗

Max-plus operators improve neural network filter selection and pruning.

problem Improving neural network efficiency and reducing redundancy.
method Exploiting Max-plus operators in neural network layers for filter selection and model pruning.
result Max-plus layers enhance filter selection and reduce redundancy without performance loss.

We find that CNNs with BN and ReLU exhibit feature sparsity through selective feature penalization.

problem Feature sparsity in CNNs trained with specific techniques.
method Empirical study and hypothesis testing on sparsification mechanisms.
result Selective feature penalization leads to feature sparsity in CNNs, comparable to explicit pruning.

Review and benchmark 58 feature selection methods for ML applications.

problem Selecting appropriate features for predictive modeling in ML applications.
method Synthesizes literature on feature selection benchmarking and evaluates 58 methods.
result Well-performing candidate methods identified: random forest, DISR, JIM.

Novel spam filter improves e-mail classification accuracy.

problem Uneven class distribution, unequal error cost, frequent content change, personalized discrimination.
method TFDCR feature selection, incremental learning, dynamic feature update.
result TFDCR outperforms in feature selection, incremental model improves classification accuracy.

Bayesian neural network improves feature selection and prediction.

problem Improving feature selection and prediction accuracy in neural networks.
method BNN-ARD with l2-norm feature importance measure.
result Improves variable selection and predictive performance on real-world data.

A new feature selection method using random forest and Kolmogorov filter.

problem Ultra-high dimensional data feature selection.
method Fused Kolmogorov filter with random forest based recursive feature elimination.
result Selection and L2L_2 consistency under weak conditions.

Paper proves convergence of Kalman filter on Stiefel manifolds with measurement errors.

problem Filtering constant particle with measurement errors on Stiefel manifolds.
method Extended Kalman filter applied to Stiefel manifold-valued observations.
result Convergence of the extended Kalman filter proved for constant system process.

Feature selection is frequently used as a pre-processing step to machine learning. It is a process of choosing a subset of original features so that the feature space is optimally reduced according to a certain evaluation criterion. The central objective of this paper is to reduce the dimension of the data by finding a…

2014-01-05abs ↗pdf ↗

A new ML-based filter improves data assimilation for nonlinear systems.

problem Improving data assimilation for nonlinear systems using ensemble methods.
method Developed a machine learning-based conditional mean filter (ML-EnCMF) integrating ANN and linear functions.
result ML-EnCMF outperforms EnKF and likelihood-based EnCMF in nonlinear systems.

New adaptive filters reduce energy consumption in electronic devices.

problem Reducing energy consumption in adaptive filtering algorithms.
method Data-selective adaptive filters, set-membership (SM) filters, trinion and quaternion systems, partial-updating, LMS and recursive LMS algorithms.
result Improved adaptive filtering algorithms with reduced computational complexity and enhanced stability.

DeepUnHide uses deep learning to reveal hidden demographic features in recommender systems.

problem Extracting hidden demographic features from recommender systems factors.
method Gradient-based localization in deep learning for feature extraction.
result DeepUnHide outperforms state-of-the-art feature selection methods.

This paper explores how balancing and filtering techniques affect predictive multiplicity in machine learning models.

problem Predictive multiplicity due to Rashomon effect in high-stakes environments.
method Investigates the impact of balancing and filtering techniques on predictive multiplicity using 21 real-world datasets.
result Data-centric AI strategies can mitigate predictive multiplicity, but preprocessing methods may introduce it.

Multi-objective optimization for hyperparameters and features.

problem Optimizing hyperparameters and selecting features for machine learning models.
method Two approaches: model-based optimization and NSGA-II-based wrapper approach using filter ensembles.
result NSGA-II approach is computationally less expensive but may require more evaluations.

Powershap speeds up feature selection for machine learning models.

problem Feature selection in machine learning models is crucial but computationally expensive.
method Powershap combines statistical hypothesis testing and Shapley values for quick feature selection.
result Powershap outperforms other methods with similar predictive performance and significantly faster execution.

Paper analyzes robustness of data-selective Volterra NLMS algorithm.

problem Robustness analysis of data-selective Volterra NLMS algorithm.
method The paper analyzes the local robustness and proposes a global bound for the error in the coefficient vector.
result The DS-VNLMS algorithm is robust against noise and improves parameter estimation for most iterations.

New method improves portfolio selection by filtering noisy covariance matrices.

problem Noisy covariance matrices in financial datasets affect portfolio performance evaluation.
method Combinatorial Optimization approach using Mixed Integer Quadratic Programming.
result Our method outperforms existing filtering strategies for real financial datasets.

FPPI selectively uses predictions to improve inference efficiency.

problem Improving statistical inference with limited labeled data and heterogeneous prediction quality.
method Filtered Prediction-Powered Inference (FPPI) framework.
result FPPI achieves strictly improved asymptotic efficiency compared to existing methods.

The paper deals with the adaptation of a new measure for the unsupervised feature selection problems. The proposed measure is based on space filling concept and is called the coverage measure. This measure was used for judging the quality of an experimental space filling design. In the present work, the coverage measur…

2017-06-27abs ↗pdf ↗

Two new deterministic offspring selection methods reduce statistical distance in SMC and pMCMC.

problem Improving the performance of resampling in SMC methods.
method Proposes two deterministic offspring selection methods to minimize KL divergence and TV distance.
result Our methods outperform or match state-of-the-art resampling schemes on benchmarks.

DsDm selects data to improve model performance, avoiding handpicked notions of quality.

problem Selecting data for model training can lead to worse performance than random selection.
method Formulates dataset selection as an optimization problem, maximizing model performance.
result Selected datasets improve language model performance by 2x over baseline methods.

Collaborative filtering is used to recommend items to a user without requiring a knowledge of the item itself and tends to outperform other techniques. However, collaborative filtering suffers from the cold-start problem, which occurs when an item has not yet been rated or a user has not rated any items. Incorporating …

2014-06-09abs ↗pdf ↗

SAUNA filters out noisy samples to boost RL performance.

problem Improving RL performance by filtering out non-informative samples.
method SAUNA selects samples based on the fraction of variance explained by the value function, rejecting non-informative transitions.
result SAUNA significantly improves RL performance on benchmark problems.

A new knockoff statistic using conditional prediction function improves variable selection in complex models.

problem Controlling false discovery rate in complex models with nonlinear relationships.
method Introducing a knockoff statistic based on the conditional prediction function for use with machine learning models.
result The CPF statistics provide superior power in detecting prognostic variables over existing knockoff statistics.

This study improves state estimation for nonlinear systems using conditional normalizing flows.

problem Performance degradation of traditional filtering algorithms in nonlinear systems with non-Gaussian uncertainty.
method Uses conditional normalizing flows with MLP, transformer, or state-space models for state and parameter estimation.
result Optimal-transport-inspired kinetic loss mitigates overparameterization in flows.

We study empirical covariance matrices in finance. Due to the limited amount of available input information, these objects incorporate a huge amount of noise, so their naive use in optimization procedures, such as portfolio selection, may be misleading. In this paper we investigate a recently introduced filtering proce…

2005-09-28abs ↗pdf ↗

Convolutional neural networks (CNNs) have recently emerged as a popular building block for natural language processing (NLP). Despite their success, most existing CNN models employed in NLP share the same learned (and static) set of filters for all input sentences. In this paper, we consider an approach of using a smal…

2017-09-25abs ↗pdf ↗

Proposes a copula-based filter for diabetes risk prediction.

problem Feature selection for robust and interpretable predictive modeling in medicine, especially for extreme patient strata.
method Copula-based supervised filter using Gumbel-copula implied upper-tail concordance score (lambda U).
result The proposed filter outperforms standard filters and provides clinically coherent predictors.

A new principle for optimizer selection improves training speed and performance.

problem Finding the best optimizer hyperparameters for faster training.
method Formulate optimizer selection as maximizing the expected drop rate in loss, treating gradients and updates as signals and an optimizer as a causal filter.
result Greedy optimizer selection yields stable and effective momentum rules.

Convolutional Bayesian filtering generalizes state estimation by incorporating inequality conditions.

problem Standard Bayesian filtering assumes exact conditional probabilities, limiting its applicability.
method Introducing inequality conditions transforms conditional probabilities into convolutional forms, expanding the filtering framework.
result Convolutional Bayesian filtering encompasses standard Bayesian filtering and allows for more nuanced model consideration.