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.
This paper evaluates heuristics and hyperparameters in weight-sharing NAS methods.
Proposes a method to imitate active learning heuristics for better performance.
We propose a technique for declaratively specifying strategies for semi-supervised learning (SSL). The proposed method can be used to specify ensembles of semi-supervised learning, as well as agreement constraints and entropic regularization constraints between these learners, and can be used to model both well-known h…
We propose a general approach to modeling semi-supervised learning (SSL) algorithms. Specifically, we present a declarative language for modeling both traditional supervised classification tasks and many SSL heuristics, including both well-known heuristics such as co-training and novel domain-specific heuristics. In ad…
New method detects heuristics in complex game strategies.
AdamQLR optimizes Adam with K-FAC heuristics, achieving comparable performance to tuned benchmarks.
Interactive weak supervision learns useful heuristics from user feedback.
Bayesian symbolic regression automates model discovery from data.
Heuristic algorithms such as simulated annealing, Concorde, and METIS are effective and widely used approaches to find solutions to combinatorial optimization problems. However, they are limited by the high sample complexity required to reach a reasonable solution from a cold-start. In this paper, we introduce a novel …
In kernel methods, the median heuristic has been widely used as a way of setting the bandwidth of RBF kernels. While its empirical performances make it a safe choice under many circumstances, there is little theoretical understanding of why this is the case. Our aim in this paper is to advance our understanding of the …
A good classification method should yield more accurate results than simple heuristics. But there are classification problems, especially high-dimensional ones like the ones based on image/video data, for which simple heuristics can work quite accurately; the structure of the data in such problems is easy to uncover wi…
Link prediction is a popular research topic in network analysis. In the last few years, new techniques based on graph embedding have emerged as a powerful alternative to heuristics. In this article, we study the problem of systematic biases in the prediction, and show that some methods based on graph embedding offer le…
A* is a popular path-finding algorithm, but it can only be applied to those domains where a good heuristic function is known. Inspired by recent methods combining Deep Neural Networks (DNNs) and trees, this study demonstrates how to train a heuristic represented by a DNN and combine it with A*. This new algorithm which…
Finding the optimal -means clustering is NP-hard in general and many heuristics have been designed for minimizing monotonically the -means objective. We first show how to extend Lloyd's batched relocation heuristic and Hartigan's single-point relocation heuristic to take into account empty-cluster and single-poin…
A new algorithm improves efficiency and robustness of heuristic optimization in simulation-based problems.
Clustering algorithms have regained momentum with recent popularity of data mining and knowledge discovery approaches. To obtain good clustering in reasonable amount of time, various meta-heuristic approaches and their hybridization, sometimes with K-Means technique, have been employed. A Kalman Filtering based heurist…
Paper presents a probabilistic framework for diffusion synchronization.
RL improves combinatorial optimization by automating heuristic search.
Deep RL learns 2-opt heuristics to improve TSP solutions.
A scalable graphical method is presented for selecting, and partitioning datasets for the training phase of a classification task. For the heuristic, a clustering algorithm is required to get its computation cost in a reasonable proportion to the task itself. This step is proceeded by construction of an information gra…
This research develops heuristics to detect CoinJoin transactions on Bitcoin blockchain.
We present an efficient algorithm for the inference of stochastic block models in large networks. The algorithm can be used as an optimized Markov chain Monte Carlo (MCMC) method, with a fast mixing time and a much reduced susceptibility to getting trapped in metastable states, or as a greedy agglomerative heuristic, w…
The paper develops algorithms for Boolean matrix factorization using IP and heuristics.
This text is the rejoinder following the discussion of a survey paper about minimal penalties and the slope heuristics (Arlot, 2019. Minimal penalties and the slope heuristics: a survey. Journal de la SFDS). While commenting on the remarks made by the discussants, it provides two new results about the slope heuristics …
New heuristic selects fewer assets for efficient portfolios, reducing costs.
Proposes ATH for KPI anomaly detection based on local data properties.
This research evaluates and introduces new heuristics for clustering Bitcoin blockchain entities.
The convergence rate and final performance of common deep learning models have significantly benefited from heuristics such as learning rate schedules, knowledge distillation, skip connections, and normalization layers. In the absence of theoretical underpinnings, controlled experiments aimed at explaining these strate…
Search-based methods for hard combinatorial optimization are often guided by heuristics. Tuning heuristics in various conditions and situations is often time-consuming. In this paper, we propose NeuRewriter that learns a policy to pick heuristics and rewrite the local components of the current solution to iteratively i…
This paper proposes a new Nystrom-based clustering algorithm for large-scale data.
Link prediction is a key problem for network-structured data. Link prediction heuristics use some score functions, such as common neighbors and Katz index, to measure the likelihood of links. They have obtained wide practical uses due to their simplicity, interpretability, and for some of them, scalability. However, ev…
Proposes a method to allocate time budgets in mixed criticality systems.
Nemo improves WS learning pipeline by 20%.
Heuristic algorithm for portfolio optimization reduces solve times to milliseconds.
Model selection is treated as a standard performance boosting step in many machine learning applications. Once all other properties of a learning problem are fixed, the model is selected by grid search on a held-out validation set. This is strictly inapplicable to active learning. Within the standardized workflow, the …
Trading strategy mimics optimal control with simple heuristic.
We implement a market microstructure model including informed, uninformed and heuristic-driven investors, which latter behave in line with loss-aversion and mental accounting. We show that the probability of informed trading (PIN) varies significantly during 2008. In contrast, the probability of heuristic-driven tradin…
The well-known Influence Maximization (IM) problem has been actively studied by researchers over the past decade, with emphasis on marketing and social networks. Existing research have obtained solutions to the IM problem by obtaining the influence spread and utilizing the property of submodularity. This paper is based…
Optimal prototypes found for challenging pathological geometries.
Markov networks are widely used in many Machine Learning applications including natural language processing, computer vision, and bioinformatics . Learning Markov networks have many complications ranging from intractable computations involved to the possibility of learning a model with a huge number of parameters. In t…
The report evaluates heuristics for learning timescale graphical event models.
New heuristics for predicting links in multiplex networks.
The exact nonnegative matrix factorization (exact NMF) problem is the following: given an -by- nonnegative matrix and a factorization rank , find, if possible, an -by- nonnegative matrix and an -by- nonnegative matrix such that . In this paper, we propose two heuristics for exac…
Recently two search algorithms, A* and breadth-first branch and bound (BFBnB), were developed based on a simple admissible heuristic for learning Bayesian network structures that optimize a scoring function. The heuristic represents a relaxation of the learning problem such that each variable chooses optimal parents in…
A 3D flexible bin packing problem (3D-FBPP) arises from the process of warehouse packing in e-commerce. An online customer's order usually contains several items and needs to be packed as a whole before shipping. In particular, 5% of tens of millions of packages are using plastic wrapping as outer packaging every day, …
We consider the problem of minimizing a sum of clipped convex functions; applications include clipped empirical risk minimization and clipped control. While the problem of minimizing the sum of clipped convex functions is NP-hard, we present some heuristics for approximately solving instances of these problems. These h…
Neuro# learns heuristics to speed up #SAT solvers.
We propose here a new discretization method for a class continuum gauge theories which action functionnals are polynomials of the curvature. Based on the notion of holonomy, this discretization procedure appears gauge-invariant for discretized analogs of Yang-Mills theories, and hence gauge-fixing is fully rigorous for…