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.
Greedy selection works well in a toy model of independent increments.
Introduces greedy feature selection for classifier-dependent feature ranking.
NGP selects N features from P using neural networks in a greedy, iterative process.
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…
Greedy PIG adapts integrated gradients for better feature attribution.
New methods optimize experiment selection for sequential data, improving model accuracy.
New distributions allow greedy arm selection in sparse bandit problems.
New insights into how randomization affects greedy model selection.
Greedy selection finds smaller, more accurate subnetworks.
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…
We study the problem of selecting a subset of k random variables from a large set, in order to obtain the best linear prediction of another variable of interest. This problem can be viewed in the context of both feature selection and sparse approximation. We analyze the performance of widely used greedy heuristics, usi…
We introduce a computationally effective algorithm for a linear model selection consisting of three steps: screening--ordering--selection (SOS). Screening of predictors is based on the thresholded Lasso that is l_1 penalized least squares. The screened predictors are then fitted using least squares (LS) and ordered wit…
This paper develops a coreset method for GNNs that speeds up training on large graphs.
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…
This paper defines a generalized column subset selection problem which is concerned with the selection of a few columns from a source matrix A that best approximate the span of a target matrix B. The paper then proposes a fast greedy algorithm for solving this problem and draws connections to different problems that ca…
In dictionary selection, several atoms are selected from finite candidates that successfully approximate given data points in the sparse representation. We propose a novel efficient greedy algorithm for dictionary selection. Not only does our algorithm work much faster than the known methods, but it can also handle mor…
OOMP selects features online for sparse linear regression.
We consider forward-backward greedy algorithms for solving sparse feature selection problems with general convex smooth functions. A state-of-the-art greedy method, the Forward-Backward greedy algorithm (FoBa-obj) requires to solve a large number of optimization problems, thus it is not scalable for large-size problems…
We study a logistic model-based active learning procedure for binary classification problems, in which we adopt a batch subject selection strategy with a modified sequential experimental design method. Moreover, accompanying the proposed subject selection scheme, we simultaneously conduct a greedy variable selection pr…
SIFT reduces training time by selecting samples with approximate losses.
Improved greedy 2-coordinate updates for optimization problems with constraints.
A new method combines classical and machine learning PDE solvers efficiently.
Paper presents a deterministic method for diverse subset selection.
The Column Subset Selection Problem provides a natural framework for unsupervised feature selection. Despite being a hard combinatorial optimization problem, there exist efficient algorithms that provide good approximations. The drawback of the problem formulation is that it incorporates no form of regularization, and …
A new framework selects information sources to test hypotheses robustly, even with misclassifications.
Given a finite family of functions, the goal of model selection aggregation is to construct a procedure that mimics the function from this family that is the closest to an unknown regression function. More precisely, we consider a general regression model with fixed design and measure the distance between functions by …
A new method selects models for ensemble learning to maximize mutual information, outperforming existing approaches.
SPOT uses optimal transport to select important prototypes.
Greedy MI maximization method outperforms existing approaches in nonlinear models.
TAROT improves data selection for complex multimodal distributions.
A new feature selection method using attention for neural networks.
Optimal subset selection for hypothesis testing with penalties.
We present apricot, an open source Python package for selecting representative subsets from large data sets using submodular optimization. The package implements an efficient greedy selection algorithm that offers strong theoretical guarantees on the quality of the selected set. Two submodular set functions are impleme…
Regression problems are pervasive in real-world applications. Generally a substantial amount of labeled samples are needed to build a regression model with good generalization ability. However, many times it is relatively easy to collect a large number of unlabeled samples, but time-consuming or expensive to label them…
This paper addresses the problem of neighborhood selection for Gaussian graphical models. We present two heuristic algorithms: a forward-backward greedy algorithm for general Gaussian graphical models based on mutual information test, and a threshold-based algorithm for walk summable Gaussian graphical models. Both alg…
We present a probabilistic framework for studying adversarial attacks on discrete data. Based on this framework, we derive a perturbation-based method, Greedy Attack, and a scalable learning-based method, Gumbel Attack, that illustrate various tradeoffs in the design of attacks. We demonstrate the effectiveness of thes…
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…
Optimal selection of a subset of items from a given set is a hard problem that requires combinatorial optimization. In this paper, we propose a subset selection algorithm that is trainable with gradient-based methods yet achieves near-optimal performance via submodular optimization. We focus on the task of identifying …
Study improves materials discovery for high-entropy alloys using sparse linear models.
Proposes a method to refine PDE-driven high-dimensional rare-event simulation.
New approach uses secants to improve sensor placement and feature selection for nonlinear systems.
Neural net reweighing improves selectivity in molecule binding studies.
We connect high-dimensional subset selection and submodular maximization. Our results extend the work of Das and Kempe (2011) from the setting of linear regression to arbitrary objective functions. For greedy feature selection, this connection allows us to obtain strong multiplicative performance bounds on several meth…
Fast feature selection for SHM using canonical correlation.
The paper tackles model selection for unseen tasks by capturing relationships among checkpoints.
Often times, in many design problems, there is a need to select a small set of informative or representative elements from a large ground set of entities in an optimal fashion. Submodular optimization that provides for a formal way to solve such problems, has recently received significant attention from the controls co…
Automates supervised learning pipeline design with matrix and tensor factorization.
A new principle for optimizer selection improves training speed and performance.