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.
New tensor completion method reduces impact of outliers.
In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form solutions of proximal operators and envelope representations based on the Moreau, Fo…
While neural networks have achieved vastly enhanced performance over traditional iterative methods in many cases, they are generally empirically designed and the underlying structures are difficult to interpret. The algorithm unrolling approach has helped connect iterative algorithms to neural network architectures. Ho…
Ensemble techniques are powerful approaches that combine several weak learners to build a stronger one. As a meta-learning framework, ensemble techniques can easily be applied to many machine learning methods. Inspired by ensemble techniques, in this paper we propose an ensemble loss functions applied to a simple regre…
The minimum error entropy (MEE) criterion has been verified as a powerful approach for non-Gaussian signal processing and robust machine learning. However, the implementation of MEE on robust classification is rather a vacancy in the literature. The original MEE only focuses on minimizing the Renyi's quadratic entropy …
BAEN-SVM improves SVM robustness to noisy data.
New SVM model balances sparsity and robustness in noisy data.
Distance/Similarity learning is a fundamental problem in machine learning. For example, kNN classifier or clustering methods are based on a distance/similarity measure. Metric learning algorithms enhance the efficiency of these methods by learning an optimal distance function from data. Most metric learning methods nee…