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arXiv research

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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3567131,0691,425 · Jun 202019922001200920182026
48 results for heuristic modeling

Rejoinder on slope heuristics for model selection in regression.

problem Model selection in least-squares fixed-design regression with biased models and general noise.
method Proves the slope heuristics works even with significant bias and computes expectations for Gaussian noise.
result The slope heuristics is valid even when models are biased and noise has a general dependence structure.

The report evaluates heuristics for learning timescale graphical event models.

problem Lack of heuristics for determining hyper-parameters in timescale graphical event models.
method Proposed and evaluated different heuristics for hyper-parameter determination and refined an existing distance measure.
result Conclusions about the applicability of different heuristics on synthetic data.

Bayesian symbolic regression automates model discovery from data.

problem Learning closed-form mathematical models from data using heuristic methods.
method Probabilistic approach to symbolic regression, connecting to information theory and statistical physics.
result Probabilistic approach provides model plausibility and performance guarantees.

Model shows different trading behaviors during financial crisis.

problem Understanding trading dynamics during financial crises.
method Implemented a market microstructure model with informed, uninformed, and heuristic-driven traders.
result Heuristic-driven trading remains constant during financial crisis, while informed trading varies.

Interactive weak supervision learns useful heuristics from user feedback.

problem Creating useful heuristics for large labeled datasets is tedious and subjective.
method Develops an interactive framework for learning heuristics from user feedback.
result Only a few feedback iterations are needed to train models without ground truth labels.

This work explores the non-convex optimization in compressive learning and the performance of heuristics.

problem The challenge of learning from compressed representations in compressive learning.
method Numerical simulations of the non-convex optimization landscape and heuristic performance.
result Properties of the non-convex optimization landscape and heuristic performance are explored.

The paper introduces a new language for semi-supervised learning tasks.

problem Handling semi-supervised learning with declarative constraints.
method Developed a declarative language for modeling both supervised and semi-supervised learning tasks, including heuristics and combining multiple heuristics.
result Improved performance on relation-extraction tasks for real-world domains.

Heuristic weighting improves denoising score matching without requiring noise distribution assumptions.

problem Improving denoising score matching without assuming noise distribution.
method Demonstrated heteroskedasticity, derived optimal weighting functions, and provided theoretical and empirical comparisons.
result Heuristical weighting function can achieve lower variance than optimal weighting, facilitating more stable and efficient training.

Improves heuristics for routing problems using attention models.

problem Improving heuristics for combinatorial optimization problems, especially for routing problems.
method Proposed a model based on attention layers and trained it using REINFORCE with a simple greedy rollout.
result Significantly improved results for TSP and other routing problems, close to optimal or specialized algorithms.

A new heuristic for learning Markov network structure efficiently.

problem Complications in learning Markov networks, especially intractable computations and large parameter space.
method A computationally tractable greedy heuristic to limit the number of parameters.
result The method performs comparably well to state-of-the-art methods on real datasets.

This work explores how to balance rule consistency and coverage for multi-label classification.

problem Balancing rule consistency and coverage for effective multi-label classification.
method Empirical study of rule learning heuristics in multi-label classification.
result The choice of heuristic for multi-label classification is crucial and depends on the performance measure.

New approach improves black-box planning efficiency by discovering focused macros.

problem Difficulty of deterministic planning increases exponentially with depth.
method Discovering macro-actions with focused effects to improve goal-count heuristics.
result Focused macros dramatically improve black-box planning efficiency.

Paper presents a probabilistic framework for diffusion synchronization.

problem Improper application of heuristics leads to suboptimal results in diffusion synchronization.
method Develops a probabilistic framework to analyze and adapt correlation models for each specific task.
result Achieves better results by identifying optimal correlation models per task.

This research evaluates and introduces new heuristics for clustering Bitcoin blockchain entities.

problem Efficiently analyzing the vast number of Bitcoin blockchain entities.
method Examined and introduced four new heuristics for clustering Bitcoin blockchain entities.
result Introduced clustering ratio to measure heuristic effectiveness.

This paper optimizes portfolio rebalancing under uncertain security returns using meta-heuristic algorithms.

problem Optimizing portfolio rebalancing under uncertain security returns with transaction costs.
method Meta-heuristic algorithms (genetic algorithm) for solving the portfolio rebalancing problem.
result Meta-heuristic algorithms provide better results than global optimization solvers for portfolio rebalancing under uncertainty.

RLHO uses RL to generate better initial solutions for heuristic optimization.

problem High sample complexity in generating initial solutions for combinatorial optimization problems.
method RLHO framework that augments heuristic algorithms with RL to generate better initial solutions.
result RLHO outperforms baseline methods on bin packing problem.

Decision tree learning heuristics fail even in smoothed analysis for complex targets.

problem Greedy decision tree learning heuristics fail for complex target functions in the smoothed analysis model.
method Construct counterexamples and analyze the behavior of heuristics in the smoothed setting and agnostic setting.
result Greedy decision tree learning heuristics can build trees of exponential depth before achieving high accuracy for certain complex target functions.

Empirical analysis of deep learning heuristics like learning rate restarts and distillation.

problem Understanding the effectiveness and mechanisms of deep learning heuristics.
method Loss surface and representation analysis methods (mode connectivity and CCA) for empirical analysis.
result Learning rate warmup prevents training instability in deeper layers, and cosine annealing does not explain success.

This paper evaluates heuristics and hyperparameters in weight-sharing NAS methods.

problem Improving the performance of weight-sharing NAS methods.
method Systematic evaluation of heuristics and hyperparameters in weight-sharing NAS algorithms.
result Some heuristics negatively impact super-net and stand-alone performance correlation.

Paper shows re-solving heuristics have constant regret for price-based revenue management.

problem Optimal pricing policies for revenue management with time constraints.
method Proves re-solving heuristics have O(1)O(1) regret compared to optimal policies.
result Improved regret bound to O(1)O(1) from O(lnT)O(\ln T), complemented by Ω(lnT)Ω(\ln T) gap with fluid model.

A new algorithm improves efficiency and robustness of heuristic optimization in simulation-based problems.

problem Optimizing input parameters for stochastic simulation-based optimization.
method Reactive sample size algorithm based on parametric tests and indifference-zone selection.
result The reactive method improves efficiency and robustness of heuristic optimization techniques.

Dynamic classifier chains improve multi-label classification efficiency.

problem Building efficient multi-label classification models.
method Dynamic ensemble of chain classifiers using Naive Bayes and nearest neighbor approaches, with heuristic for label order optimization.
result The proposed dynamic chain model based on Naive Bayes classifier and heuristic is efficient for multi-label classification.

A new model tracks indices without rebalancing, solving NP-hard problems.

problem Tracking indices without rebalancing and minimizing deviations.
method Metaheuristic algorithms and local branching for solving mixed integer linear programming.
result The heuristic generates portfolios that outperform commercial solvers in both in-sample and out-of-sample data.

The paper uses Column Generation for faster construction of binary decision trees.

problem Constructing efficient univariate binary decision trees for classification tasks.
method Proposes an Integer Linear Programming (ILP) formulation and solves it via Column Generation based heuristic.
result The approach is competitive with state-of-the-art ILP-based algorithms and can handle large datasets.

AdamQLR optimizes Adam with K-FAC heuristics, achieving comparable performance to tuned benchmarks.

problem Improving the performance of Adam optimizers with stabilizing heuristics.
method Combining Adam's update directions with K-FAC's heuristics (damping and learning rate selection).
result Untuned AdamQLR can achieve comparable performance to tuned benchmarks.

A new clustering method combines Kalman filtering with K-Means for better results.

problem Improving clustering efficiency and accuracy in data mining.
method Proposes a new clustering algorithm (HKA-K) that integrates Kalman filtering and K-Means.
result HKA-K outperforms other hybrid meta-heuristic clustering approaches on UCI datasets.

Framework for multi-agent RL with human feedback in a Snake game.

problem Improving multi-agent reinforcement learning with human feedback.
method Developed a simulated game environment for offline model training and online competitions. Introduced HILL methods and reward manipulation heuristics.
result Agents with HILL methods outperform those without in online competitions.

Heuristic tool estimates lactate threshold for easier training decisions.

problem Improving lactate threshold estimation for recreational runners.
method Formalized lactate threshold principles, iterative methodology, heuristic approach.
result Heuristic %60 of 'endurance running speed reserve' is reliable and accessible.

The paper develops algorithms for Boolean matrix factorization using IP and heuristics.

problem Approximating binary input matrices as products of smaller binary factors.
method Alternating optimization with integer programming and greedy/local-search heuristics.
result Proposed methods improve scalability and performance compared to existing techniques.