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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.

169,341 papers · 148 categories

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8152330 · Jun 201919922001200920182026
48 results for greedy sorting

A new selective ensemble learning strategy reduces false discovery rate and improves selection accuracy.

problem Improving variable selection accuracy and reducing false discovery rate in ensemble learning.
method A novel ordering-based selective ensemble learning strategy with a greedy sorting strategy to rearrange ensemble members.
result Pruned StabSel generally achieves higher selection accuracy and lower false discovery rates than StabSel and other methods.

Proposes a new sensitivity measure for optimization problems.

problem Optimization of high-dimensional functions with expensive computer codes.
method Introduces a new influence measure based on the Hilbert-Schmidt Independence Criterion.
result The new measure significantly reduces the number of function evaluations.

Differentiable sorting framework using optimal transport.

problem Piecewise constant sorting function without gradient information.
method Linking sorting to optimal transport, adding entropic regularization, and approximating with Sinkhorn iterations.
result Differentiable sorting operators (S-sorts, S-CDFs, S-quantiles) for machine learning applications.

This paper compares spike sorting techniques for rat brain neuronal activity.

problem Improving the accuracy of spike sorting for neuronal activity analysis.
method Three-step spike sorting process: detection, feature extraction, and clustering. Various methods are compared.
result Kernel PCA outperforms in feature extraction, leading to better spike sorting results.

NeuralSort optimizes sorting networks using continuous relaxations.

problem Non-differentiability of sorting operator hinders gradient-based optimization.
method Continuous relaxation of sorting operator to unimodal row-stochastic matrices, enabling gradient-based optimization.
result Gradient-based stochastic optimization over permutations is achieved.

Paper introduces differentiable sorting and ranking with O(nlogn)O(n \log n) time complexity.

problem Non-differentiability of sorting and ranking operations in machine learning.
method Differentiable proxies constructed as projections onto the permutahedron and reduction to isotonic optimization.
result First differentiable sorting and ranking operators with O(nlogn)O(n \log n) time and O(n)O(n) space complexity.

DSPO optimizes portfolio construction from raw stock data efficiently.

problem Manual design and misalignment in traditional portfolio construction methods.
method End-to-end neural network framework with Monotonical Logistic Regression loss.
result DSPO constructs optimal sorted portfolios with high performance metrics.

The paper sorts big data by revealed preferences, improving consumer and policy decisions.

problem Sorting diverse consumer preferences for big data objects like colleges.
method Endogenous weighting of revealed preferences, considering spillover effects.
result Consistent steady-state solution to counterbalance equilibrium.

Framework for sorting with diverse value models and valued assignment examples.

problem Sorting with diverse value models and valued assignment examples.
method Optimization model for constructing preference model from valued examples, regularization techniques, and efficient algorithm.
result Improved predictive ability and flexibility in classification performance.

Review and compare sorting model selection methods for preference disaggregation.

problem Selecting a representative sorting model from multiple compatible models.
method Reviewed and proposed new procedures for selecting sorting models, including robust assignment rule.
result Identified most efficient procedures in terms of classification accuracy and robustness.

SoDeep learns approximations of ranking metrics for deep learning tasks.

problem Non-differentiable metrics in machine learning tasks.
method Sorting deep (SoDeep) net trained to approximate sorting of scores.
result Competitive results on Cross-modal text-image retrieval, multi-label image classification, and visual memorability ranking tasks.

Differentiable sorting and rank normalization are incompatible, with specific conditions for admissibility.

problem Incompatibility between differentiable sorting and rank normalization.
method Formalized admissibility through monotone invariance, batch independence, and rank-space stability conditions.
result Different gap-sensitive and batchwise relaxations of rank normalization violate the conditions for admissibility.

Extends SORTE to multivariate risk functions.

problem Analyzing systemic risk in financial institutions or insurance-reinsurance markets.
method Develops a new framework for multivariate utility functions and applies duality theory.
result Proves existence, uniqueness, and Nash Equilibrium property of Multivariate Systemic Optimal Risk Transfer Equilibrium.

This paper addresses two seemingly unrelated problems, (a) What is the entropy and energy accounting in the Maxwell Demon problem? and (b) How can the efficiency of markets be measured? Here we show, in a simple model for the Maxwell Demon, the entropy of the universe increases by an amount eta=0.839995520 in going fro…

2003-11-15abs ↗pdf ↗

Regularized greedy policies outperform classical greedy in finite-horizon bandit problems.

problem Optimizing decision-making in sequential experiments with finite time constraints.
method Developed regularized greedy algorithms for multi-armed Bernoulli bandits.
result Calibrated regularized greedy policies consistently match or outperform state-of-the-art algorithms.

SCQRNN prevents quantile crossing and improves computational efficiency.

problem Quantile crossing issue in regression models.
method Integrates ad hoc sorting in training to prevent quantile crossing and enhance computational efficiency.
result SCQRNN achieves faster convergence and non-intersecting quantiles.

New method for sorting with interacting criteria using value functions and convex programming.

problem Learning models for sorting with interacting criteria.
method Additive piecewise-linear value function, convex quadratic programming, regularization, classification methods.
result The proposed method outperforms classical methods in sorting tasks.

SLOPE optimizes portfolios by grouping similar assets and estimating weights with sorted 1\ell_1-Norm.

problem Optimizing financial portfolios with sparse selection.
method Sorted 1\ell_1-Norm penalization (SLOPE) and Alternating Direction Method of Multipliers (ADMM).
result SLOPE optimizes portfolios from minimum variance to equally weighted, improving out-of-sample performance.

Greedy algorithm achieves sublinear regret for various distributions.

problem Efficient performance of greedy algorithms in linear contextual bandit problems.
method Introduced Local Anti-Concentration (LAC) condition to ensure sublinear regret.
result Greedy algorithm achieves O(polylogT)O(\operatorname{poly} \log T) cumulative expected regret.

New method estimates mixture model components efficiently.

problem Estimating the number of components in finite mixture models.
method Group-Sort-Fuse (GSF) procedure for simultaneous estimation of order and mixing measure.
result GSF achieves consistent estimation of true mixture order and n1/2n^{-1/2} convergence rate.

A simple greedy algorithm can be rate optimal in contextual bandits with sufficient randomness.

problem Sub-optimal greedy algorithms in contextual bandits without exploration.
method Proved greedy algorithms can be rate optimal under certain conditions and introduced Greedy-First.
result Standard bandit algorithms may unnecessarily explore, and a greedy algorithm can be rate optimal with positive probability.

New algorithms improve reinforcement learning with multi-step greedy policies.

problem Difficulty in monotonic policy improvement with soft-policy updates.
method Formulated and analyzed online and approximate algorithms using multi-step greedy operators.
result Guaranteed monotonic policy improvement with sufficiently large update stepsize.

A new batch construction method for RNNs outperforms existing approaches in MXNet.

problem Improving the efficiency and performance of recurrent neural networks in MXNet.
method Proposes an alternately sorted batch construction strategy for RNNs.
result Alternately sorted batches outperform bucketing and other methods in training time and recognition performance.

Greedy policy achieves good results for adaptive submodular problems.

problem Sequential decision making with adaptive stochastic optimization.
method Adaptive submodularity ratio to analyze greedy policy performance.
result Greedy policy achieves approximation guarantees for a broader class of problems.

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 kk-sparse signals b…

2014-07-02abs ↗pdf ↗