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 method handles correlated genes for better genomic prediction.
New stability measures for similar features improve feature selection accuracy.
Proposes a method to select features for deep learning in noisy, high-dimensional data.
Sparse models for high-dimensional linear regression and machine learning have received substantial attention over the past two decades. Model selection, or determining which features or covariates are the best explanatory variables, is critical to the interpretability of a learned model. Much of the current literature…
A new method scales CCA parameters by input to learn more correlated representations.
Cluster stability selection improves feature selection in correlated data.
Fuzzy Forests reduces feature space in high-dimensional survey data.
Study examines challenges in variable importance ranking due to feature correlation.
Non-negative matrix factorization is a basic tool for decomposing data into the feature and weight matrices under non-negativity constraints, and in practice is often solved in the alternating minimization framework. However, it is unclear whether such algorithms can recover the ground-truth feature matrix when the wei…
GRIP2 improves deep learning feature selection robustness in correlated and noisy data.
We provide a methodology, resilient feature engineering, for creating adversarially resilient classifiers. According to existing work, adversarial attacks identify weakly correlated or non-predictive features learned by the classifier during training and design the adversarial noise to utilize these features. Therefore…
Exclusive Group Lasso improves feature selection in correlated biological data.
Deep models learn spurious features correlated with target, but can still perform well.
The identification of spam messages on social networks is a very challenging task. Social media sites like Twitter \& Facebook attracts a lot of users and companies to advertise and attract users of personal gains. These advertisements most of the time leads to spamming, which in return leads to poor user experience. T…
Form a pure mathematical point of view, common functional forms representing different physical phenomena can be defined. For example, rates of chemical reactions, diffusion and heat transfer are all governed by exponential-type expressions. If machine learning is used for physical problems, inferred from domain knowle…
The increasing occurrence of ordinal data, mainly sociodemographic, led to a renewed research interest in ordinal regression, i.e. the prediction of ordered classes. Besides model accuracy, the interpretation of these models itself is of high relevance, and existing approaches therefore enforce e.g. model sparsity. For…
CADGMM detects anomalies by capturing complex correlations in data.
MT-HAL learns features and task associations for multiple tasks with a shared sparse structure.
Fast classification for sparse models, even with correlated features.
Graph neural network (GNN) is a deep model for graph representation learning. One advantage of graph neural network is its ability to incorporate node features into the learning process. However, this prevents graph neural network from being applied into featureless graphs. In this paper, we first analyze the effects o…
Financial markets are prominent examples for highly non-stationary systems. Sample averaged observables such as variances and correlation coefficients strongly depend on the time window in which they are evaluated. This implies severe limitations for approaches in the spirit of standard equilibrium statistical mechanic…
We compare two models of corporate default by calculating the Jeffreys-Kullback-Leibler divergence between their predicted default probabilities when asset correlations are either high or low. Our main results show that the divergence between the two models increases in highly correlated, volatile, and large markets, b…
We present an extension of sparse Canonical Correlation Analysis (CCA) designed for finding multiple-to-multiple linear correlations within a single set of variables. Unlike CCA, which finds correlations between two sets of data where the rows are matched exactly but the columns represent separate sets of variables, th…
Training features used to analyse physical processes are often highly correlated and determining which ones are most important for the classification is a non-trivial tasks. For the use case of a search for a top-quark pair produced in association with a Higgs boson decaying to bottom-quarks at the LHC, we compare feat…
We show that the last few components in principal component analysis of the correlation matrix of a group of stocks may contain useful financial information by identifying highly correlated pairs or larger groups of stocks. The results of this type of analysis can easily be included in the information an investor uses …
TabPFN model shows strong robustness to noisy data.
NGMs create mirrored features to assess neural network feature importance.
An automated metric to evaluate dialogue quality is vital for optimizing data driven dialogue management. The common approach of relying on explicit user feedback during a conversation is intrusive and sparse. Current models to estimate user satisfaction use limited feature sets and rely on annotation schemes with low …
Clusters of highly correlated stocks are identified for better asset selection.
During the last decades, we have witnessed a surge of interests of learning a low-dimensional space with discriminative information from one single view. Even though most of them can achieve satisfactory performance in some certain situations, they fail to fully consider the information from multiple views which are hi…
Classifier chain (CC) is a multi-label learning approach that constructs a sequence of binary classifiers according to a label order. Each classifier in the sequence is responsible for predicting the relevance of one label. When training the classifier for a label, proceeding labels will be taken as extended features. …
New method improves unsupervised feature learning for natural data.
This paper presents a robust matrix elastic net based canonical correlation analysis (RMEN-CCA) for multiple view unsupervised learning problems, which emphasizes the combination of CCA and the robust matrix elastic net (RMEN) used as coupled feature selection. The RMEN-CCA leverages the strength of the RMEN to distill…
An audiovisual speaker conversion method is presented for simultaneously transforming the facial expressions and voice of a source speaker into those of a target speaker. Transforming the facial and acoustic features together makes it possible for the converted voice and facial expressions to be highly correlated and f…
We present a way to use Topological Data Analysis (TDA) for machine learning tasks on grayscale images. We apply persistent homology to generate a wide range of topological features using a point cloud obtained from an image, its natural grayscale filtration, and different filtrations defined on the binarized image. We…
Large learning rates enhance model robustness and compressibility.
This paper proposes a method to select relevant features for multi-label learning.
Paper tackles liquidating stocks using reinforcement learning.
This paper proposes a method to train multiple neural networks with shared parameters using a reconstruction loss.
Studies show that the representations learned by deep neural networks can be transferred to similar prediction tasks in other domains for which we do not have enough labeled data. However, as we transition to higher layers in the model, the representations become more task-specific and less generalizable. Recent resear…
In multi-label learning, each instance is associated with multiple labels and the crucial task is how to leverage label correlations in building models. Deep neural network methods usually jointly embed the feature and label information into a latent space to exploit label correlations. However, the success of these me…
We present an arbitrage-free non-parametric yield curve prediction model which takes the full (discretized) yield curve as state variable. We believe that absence of arbitrage is an important model feature in case of highly correlated data, as it is the case for interest rates. Furthermore, the model structure allows t…
Learning an effective representation for high-dimensional data is a challenging problem in reinforcement learning (RL). Deep reinforcement learning (DRL) such as Deep Q networks (DQN) achieves remarkable success in computer games by learning deeply encoded representation from convolution networks. In this paper, we pro…
Yarbus' claim to decode the observer's task from eye movements has received mixed reactions. In this paper, we have supported the hypothesis that it is possible to decode the task. We conducted an exploratory analysis on the dataset by projecting features and data points into a scatter plot to visualize the nuance prop…
The study identifies features making cross-impact relevant in explaining price variance of US assets.
Many researches demonstrated that the DNA methylation, which occurs in the context of a CpG, has strong correlation with diseases, including cancer. There is a strong interest in analyzing the DNA methylation data to find how to distinguish different subtypes of the tumor. However, the conventional statistical methods …
Sparse linear models improve neural network debuggability.
A self-supervised debiasing method using rank regularization mitigates spurious correlations in neural networks.