Model selection based on classical information criteria, such as BIC, is generally computationally demanding, but its properties are well studied. On the other hand, model selection based on parameter shrinkage by -type penalties is computationally efficient. In this paper we make an attempt to combine their st…
On-device research index
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.
168,742 papers · 148 categories
Trend · papers per month
48 results for “information criteria”
Proposes SNML for selecting word2vec Skip-gram dimensionality.
problem Selecting optimal dimensionality for word2vec Skip-gram models.
method Information criteria (AIC, BIC, SNML) applied to SG and SG Negative Sampling models.
result SNML outperforms AIC and BIC, selecting closer optimal dimensionality.
This work tackles online memory selection in continual learning using information theory.
problem Online selection of a representative replay memory from data streams.
method Information-theoretic criteria (surprise, learnability) and Bayesian model for efficient computation.
result InfoRS improves robustness against data imbalance compared to reservoir sampling.
This paper introduces efficient approximations for fairness criteria in regression models.
problem Measuring fairness in real-valued outcomes (regression settings) is computationally challenging.
method Fast approximations of mutual information for independence, separation, and sufficiency fairness criteria.
result The method achieves state-of-the-art accuracy/fairness tradeoffs in real-world datasets.
New method speeds up model selection for complex scientific tasks.
problem Exhaustive model selection is computationally infeasible for large model spaces.
method Branch-and-bound algorithm with non-monotonic criteria.
result Guaranteed identification of optimal models with significant computational speedups.
A new criterion selects models in overparameterized settings.
problem Model selection for overparameterized models with more parameters than data.
method Establishes Bayesian duality and introduces the Interpolating Information Criterion.
result The Interpolating Information Criterion selects models in overparameterized settings.
We test three common information criteria (IC) for selecting the order of a Hawkes process with an intensity kernel that can be expressed as a mixture of exponential terms. These processes find application in high-frequency financial data modelling. The information criteria are Akaike's information criterion (AIC), the…
Automated model assesses online health info quality using machine learning.
problem Low quality health information on the internet poses risks to patients.
method Used machine learning models, specifically hierarchical encoder attention-based neural networks (HEA) with BERT and BioBERT embeddings.
result HEA models outperform traditional models in evaluating health info quality.
Feature selection aims to select the smallest feature subset that yields the minimum generalization error. In the rich literature in feature selection, information theory-based approaches seek a subset of features such that the mutual information between the selected features and the class labels is maximized. Despite …
Many statistical models are given in the form of non-normalized densities with an intractable normalization constant. Since maximum likelihood estimation is computationally intensive for these models, several estimation methods have been developed which do not require explicit computation of the normalization constant,…
The sBIC outperforms other model selection criteria in LDA topic modeling.
problem Selecting the optimal number of topics in Latent Dirichlet Allocation (LDA) models.
method Monte Carlo simulations comparing sBIC to other criteria.
result sBIC is superior for choosing the number of topics in LDA models.
Selective regression allows abstention to improve fairness criteria.
problem Selective regression can exacerbate disparities between subgroups.
method Proposes new fairness criteria and two approaches to mitigate performance disparity.
result Proposed fairness criteria ensures performance improvement for every subgroup with reduced coverage.
High-dimensional predictive models, those with more measurements than observations, require regularization to be well defined, perform well empirically, and possess theoretical guarantees. The amount of regularization, often determined by tuning parameters, is integral to achieving good performance. One can choose the …
In this work, three lattice-free (LF) discriminative training criteria for purely sequence-trained neural network acoustic models are compared on LVCSR tasks, namely maximum mutual information (MMI), boosted maximum mutual information (bMMI) and state-level minimum Bayes risk (sMBR). We demonstrate that, analogous to L…
Framework benchmarks optimizers on multiple criteria.
problem Benchmarking optimizers across diverse test functions.
method Union-free generic depth function for partial orders/rankings.
result Identifies central and outlying rankings of optimizers.
The paper derives an equation linking WAIC and WBIC for singular models.
problem In singular models, conventional criteria fail due to likelihood and posterior breakdown.
method Theoretical derivation linking WAIC and WBIC.
result An asymptotic equation linking WAIC and WBIC for singular models.
Unified perspective unites Bayesian optimization and active learning for efficient goal-oriented optimization.
problem Efficiently optimize expensive engineering and scientific problems with limited data.
method Unified framework linking Bayesian infill criteria and active learning criteria.
result Unified approach formalizes Bayesian infill criteria and active learning criteria.
Paper discusses prediction errors for penalized regressions using GAMP and LOOCV.
problem Prediction accuracy of penalized regression models.
method Derives prediction error estimators using GAMP and LOOCV.
result Information criteria and LOOCV error estimators differ in large parameter regions.
We propose a cost-effective framework for preference elicitation and aggregation under the Plackett-Luce model with features. Given a budget, our framework iteratively computes the most cost-effective elicitation questions in order to help the agents make a better group decision. We illustrate the viability of the fram…
IndiSeek learns disentangled representations by balancing independence and completeness.
problem Learning disentangled representations with mutual information in multi-modal data.
method Combines independence-enforcing objective with a reconstruction loss that bounds conditional mutual information.
result Demonstrates effectiveness on synthetic data, CITE-seq, and real-world multi-modal benchmarks.
This paper proposes new methods for ALR that consider informativeness, representativeness, and diversity.
problem Efficiently label samples for regression models with limited labeled data.
method Integrates informativeness, representativeness, and diversity in pool-based sequential active learning.
result Demonstrates effectiveness of new ALR approaches on 12 datasets.
Automatically assesses the quality of online health articles.
problem Lack of automated tools to evaluate the quality of online health information.
method Data mining approach using 10 quality criteria and feature selection.
result Classifier achieved 84%-90% accuracy on 10 criteria.
Estimating the dependences between random variables, and ranking them accordingly, is a prevalent problem in machine learning. Pursuing frequentist and information-theoretic approaches, we first show that the p-value and the mutual information can fail even in simplistic situations. We then propose two conditions for r…
New methods ensure fairness in noisy protected groups.
problem Noisy or biased protected group information complicates fairness audits.
method Robust optimization techniques to enforce fairness on true groups.
result Robust approaches achieve better true group fairness guarantees.
We study tick-by-tick financial returns belonging to the FTSE MIB index of the Italian Stock Exchange (Borsa Italiana). We can confirm previously detected non-stationarities. However, scaling properties reported in the previous literature for other high-frequency financial data are only approximately valid. As a conseq…
LS improves model selection for singular statistical models.
problem Challenges in model selection for singular statistical models.
method Integrates empirical loss from WAIC and sBIC penalty term.
result Enhanced utility for model selection without regularity constraints.
Graph embedding provides an efficient solution for graph analysis by converting the graph into a low-dimensional space which preserves the structure information. In contrast to the graph structure data, the i.i.d. node embedding can be processed efficiently in terms of both time and space. Current semi-supervised graph…
We use variational Gaussian approximations to analyze parametric models with unknown data-generating distributions.
problem Analyzing inference and learning in parametric models with unknown or intractable data-generating distributions.
method Replica method with variational Gaussian approximation in grand canonical formalism.
result Stationarity conditions adaptively determine parameters of the trial Hamiltonian for each dataset.
With the wealth of information produced by social networks, smartphones, medical or financial applications, speculations have been raised about the sensitivity of such data in terms of users' personal privacy and data security. To address the above issues, Federated Learning (FL) has been recently proposed as a means t…
SIC detects elbows in error curves automatically.
problem Automatic elbow detection in error curves.
method Spectral information criterion (SIC) extracts geometric features of error curves.
result SIC provides a subset of models with smaller cardinality than total possible models.
Study evaluates various regularization methods for electricity price forecasting.
problem Improving accuracy of electricity price predictions.
method Applied ten different penalty functions to two model structures in two electricity markets.
result LQ and elastic net consistently produce more accurate forecasts than other regularization types.
In recommender systems, cold-start issues are situations where no previous events, e.g. ratings, are known for certain users or items. In this paper, we focus on the item cold-start problem. Both content information (e.g. item attributes) and initial user ratings are valuable for seizing users' preferences on a new ite…
Online feature selection has been an active research area in recent years. We propose a novel diverse online feature selection method based on Determinantal Point Processes (DPP). Our model aims to provide diverse features which can be composed in either a supervised or unsupervised framework. The framework aims to pro…
We propose definitions of fairness in machine learning and artificial intelligence systems that are informed by the framework of intersectionality, a critical lens arising from the Humanities literature which analyzes how interlocking systems of power and oppression affect individuals along overlapping dimensions inclu…
Detecting and recovering labels in binomial logistic mixtures is challenging due to an information gap.
problem Detecting and recovering labels in binomial logistic mixtures
method Propose two feasibility-aware inference procedures
result Avoid misleading component selections and improve label probability calibration
This paper presents a novel signal compression algorithm based on the Blaschke unwinding adaptive Fourier decomposition (AFD). The Blaschke unwinding AFD is a newly developed signal decomposition theory. It utilizes the Nevanlinna factorization and the maximal selection principle in each decomposition step, and achieve…
New GIC improves model selection for structured sparse models.
problem Model selection and regularization in high-dimensional scenarios.
method Proposes a new Generalized Information Criteria (GIC) for structured sparse models.
result Obtains non-asymptotic model selection bounds and sufficient conditions for model selection consistency.
MOSAIC selects few informative exemplars from high-dimensional data with non-linear structures.
problem Representative selection from high-dimensional data with non-linear structures.
method MOSAIC uses a multi-criteria approach with a quadratic formulation to maximize global representation power, diversity, and outlier detection.
result MOSAIC maximizes data coverage in a transformed space and achieves robustness to various outlier types.
Meta-analysis improves personalized treatment rules across multiple sites.
problem Lack of generalizability in learning individualized treatment rules across different medical sites.
method Developed a method for individual-level meta-analysis of ITRs, borrowing sign-coherency information between sites.
result Jointly learned site-specific ITRs with improved generalizability.
vsOED optimizes experiment design with reinforcement learning for Bayesian models.
problem Optimizing the sequence of experiments in Bayesian models for efficient data collection.
method Reinforcement learning with variational posterior approximations to optimize design policy.
result vsOED achieves superior sample efficiency compared to existing methods.
Batch Active Learning uses derivative information for Gaussian Process regression.
problem Efficiently selecting data batches in Gaussian Process regression models.
method Proposes using the predictive covariance matrix to select data batches, exploiting full correlation.
result Demonstrates the effectiveness of incorporating derivative information across diverse applications.
In this work we present a review of the state of the art of information theoretic feature selection methods. The concepts of feature relevance, redundance and complementarity (synergy) are clearly defined, as well as Markov blanket. The problem of optimal feature selection is defined. A unifying theoretical framework i…
In experimental design, we are given vectors in dimensions, and our goal is to select of them to perform expensive measurements, e.g., to obtain labels/responses, for a linear regression task. Many statistical criteria have been proposed for choosing the optimal design, with popular choices including A…
In this work we study loss functions for learning and evaluating probability distributions over large discrete domains. Unlike classification or regression where a wide variety of loss functions are used, in the distribution learning and density estimation literature, very few losses outside the dominant ar…
Bayesian active learning improves holistic educational assessments.
problem Gap between holistic CJ and criterion-based rubrics in education.
method Extends Bayesian CJ to handle multiple LO components, using entropy-based active learning.
result Enhanced predictive rankings with uncertainty estimates and quantified assessor agreement.
New method detects essential tori in mixed singularity links.
problem Detecting essential tori in mixed singularity link complements.
method Analyzing properties of defining mixed polynomials.
result Explicit criteria for essential tori existence.
The paper analyzes how investors' wealth can decline collectively under partial information.
problem Investors' wealth can decline collectively under partial information.
method The paper derives a Nash equilibrium for mean-variance portfolio selection under relative performance criteria, considering both full and partial information.
result Relative performance criteria can lead to downward self-reinforcement of investors' wealth, which is more pronounced under partial information.
Paper improves feature selection accuracy using transfer learning.
problem Improving feature selection accuracy in information criteria-based methods.
method Proposes TLCp, a transfer learning procedure based on Mallows' Cp.
result TLCp outperforms conventional Cp in accuracy and stability.