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.
Introduces greedy feature selection for classifier-dependent feature ranking.
STRAPSim measures ETF portfolio similarity better than existing methods.
Sequence-to-sequence text-to-speech (TTS) is dominated by soft-attention-based methods. Recently, hard-attention-based methods have been proposed to prevent fatal alignment errors, but their sampling method of discrete alignment is poorly investigated. This research investigates various combinations of sampling methods…
A new principle for optimizer selection improves training speed and performance.
Paper uses RL for better credit scoring and underwriting.
Document alignment aims to identify pairs of documents in two distinct languages that are of comparable content or translations of each other. Such aligned data can be used for a variety of NLP tasks from training cross-lingual representations to mining parallel data for machine translation. In this paper we develop an…
We investigate a Bayesian -armed bandit problem in the \emph{many-armed} regime, where and represents the time horizon. Initially, and aligned with recent literature on many-armed bandit problems, we observe that subsampling plays a key role in designing optimal algorithms; the conventional UCB…
Study replicates market model, finds replication hindered by missing details.
New methods optimize experiment selection for sequential data, improving model accuracy.
DTS improves inference-time alignment of diffusion models with less compute.
Efficiently allocate budgets for LLM-assisted virtual screening to reduce costs.
Unified framework for disentangled VAEs improves latent space interpretability.
Greedy algorithm achieves sublinear regret for various distributions.
Greedy algorithm optimizes consumption habits with power utility.
We present an information-theoretic framework for sequential adaptive compressed sensing, Info-Greedy Sensing, where measurements are chosen to maximize the extracted information conditioned on the previous measurements. We show that the widely used bisection approach is Info-Greedy for a family of -sparse signals b…
Paper solves graph matching problem using convex relaxation to the simplex.
New distributions allow greedy arm selection in sparse bandit problems.
Simpler ε-greedy with longer action durations improves exploration.
This paper is a follow up to the previous author's paper on convex optimization. In that paper we began the process of adjusting greedy-type algorithms from nonlinear approximation for finding sparse solutions of convex optimization problems. We modified there three the most popular in nonlinear approximation in Banach…
SON-GOKU uses graph coloring to improve multi-task learning by partitioning tasks into compatible groups.
New method proves fast regret bounds for online RLHF with generalized preferences.
Greedy policy maximizes information in unknown linear systems.
Greedy selection works well in a toy model of independent increments.
This paper proposes and evaluates the k-greedy equivalence search algorithm (KES) for learning Bayesian networks (BNs) from complete data. The main characteristic of KES is that it allows a trade-off between greediness and randomness, thus exploring different good local optima. When greediness is set at maximum, KES co…
Multiple-step lookahead policies have demonstrated high empirical competence in Reinforcement Learning, via the use of Monte Carlo Tree Search or Model Predictive Control. In a recent work \cite{efroni2018beyond}, multiple-step greedy policies and their use in vanilla Policy Iteration algorithms were proposed and analy…
Paper analyzes Greedy-GQ for reinforcement learning with Markovian noise.
A new method quantifies feature-map discriminativeness for efficient pruning of deep neural networks.
New algorithm speeds up learning of graphical models.
Improved greedy 2-coordinate updates for optimization problems with constraints.
We propose a new concept named adaptive submodularity ratio to study the greedy policy for sequential decision making. While the greedy policy is known to perform well for a wide variety of adaptive stochastic optimization problems in practice, its theoretical properties have been analyzed only for a limited class of p…
The contextual bandit literature has traditionally focused on algorithms that address the exploration-exploitation tradeoff. In particular, greedy algorithms that exploit current estimates without any exploration may be sub-optimal in general. However, exploration-free greedy algorithms are desirable in practical setti…
Greedy algorithm nearly outperforms exploration in contextual bandits.
A major problem in data augmentation is to ensure that the generated new samples cover the search space. This is a challenging problem and requires exploration for data augmentation policies to ensure their effectiveness in covering the search space. In this paper, we propose Greedy AutoAugment as a highly efficient se…
Greedy training of recursive partitioning estimators faces a computational barrier when the true function doesn't satisfy a specific property.
In this paper we consider the task of estimating the non-zero pattern of the sparse inverse covariance matrix of a zero-mean Gaussian random vector from a set of iid samples. Note that this is also equivalent to recovering the underlying graph structure of a sparse Gaussian Markov Random Field (GMRF). We present two no…
Breathing k-means outperforms greedy k-means++ in clustering.
The paper gives a systematic study of the approximate versions of three greedy-type algorithms that are widely used in convex optimization. By approximate version we mean the one where some of evaluations are made with an error. Importance of such versions of greedy-type algorithms in convex optimization and in approxi…
Greedy algorithm performs well in online matching despite non-i.i.d. connections.
We consider interactive learning and covering problems, in a setting where actions may incur different costs, depending on the response to the action. We propose a natural greedy algorithm for response-dependent costs. We bound the approximation factor of this greedy algorithm in active learning settings as well as in …
Study on rapid policy changes in reinforcement learning.
This paper considers a recently emerged hyperspectral unmixing formulation based on sparse regression of a self-dictionary multiple measurement vector (SD-MMV) model, wherein the measured hyperspectral pixels are used as the dictionary. Operating under the pure pixel assumption, this SD-MMV formalism is special in that…
Greedy algorithms are widely used for problems in machine learning such as feature selection and set function optimization. Unfortunately, for large datasets, the running time of even greedy algorithms can be quite high. This is because for each greedy step we need to refit a model or calculate a function using the pre…
We present a greedy-based approach to construct an efficient single hidden layer neural network with the ReLU activation that approximates a target function. In our approach we obtain a shallow network by utilizing a greedy algorithm with the prescribed dictionary provided by the available training data and a set of po…
Greedy policies perform poorly in imperfectly observed contextual bandits.
Coordinate descent with random coordinate selection is the current state of the art for many large scale optimization problems. However, greedy selection of the steepest coordinate on smooth problems can yield convergence rates independent of the dimension , and requiring upto times fewer iterations. In this pap…
This paper analyzes the sample complexity of two timescale reinforcement learning algorithms.
NGP selects N features from P using neural networks in a greedy, iterative process.
We provide new approximation guarantees for greedy low rank matrix estimation under standard assumptions of restricted strong convexity and smoothness. Our novel analysis also uncovers previously unknown connections between the low rank estimation and combinatorial optimization, so much so that our bounds are reminisce…