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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.

168,694 papers · 148 categories

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3367100133 · Jun 202019922001200920172026
48 results for interaction screening

Understanding how features interact with each other is of paramount importance in many scientific discoveries and contemporary applications. Yet interaction identification becomes challenging even for a moderate number of covariates. In this paper, we suggest an efficient and flexible procedure, called the interaction …

2016-05-28abs ↗pdf ↗

New method aggregates GDS analyses of randomly selected interaction models to identify important factors in screening experiments.

problem Erroneous conclusions from main-effects models in screening experiments.
method Gauss-Dantzig Selector Aggregation over Random Models (GDS-ARM).
result Identifies important factors by aggregating GDS analyses of randomly selected interaction models.

New method detects biomarker-treatment interactions in clinical trials.

problem Detecting interactions between high-dimensional biomarkers and treatments in randomized trials.
method Two-stage penalized regression screening using ridge regression for multivariate screening.
result Ridge regression screening provides greater power than traditional methods in correlated data.

GIDS reduces high-dimensional response and predictor spaces, improving interpretability and computational efficiency.

problem Challenges in modeling interactions among high-dimensional multimodal data.
method Graph Independence Dual Screening (GIDS) framework that reduces both response and predictor dimensions.
result GIDS reduces feature space to 9,000 CpGs and 2,000 transcripts, revealing coordinated regulatory mechanisms.

Two methods improve tensor recovery in Ising models, revealing gene interactions.

problem Improving tensor recovery in Ising models for complex data structures.
method Pseudolikelihood and interaction screening approaches for tensor learning.
result Both methods achieve tensor recovery with sample size logarithmic in nodes, exponential in strength and degree.

Meta-ANOVA simplifies complex models for better interpretability.

problem Complex models are hard to interpret, limiting their use in fields needing accountability.
method Transforms black-box models into interpretable ANOVA models by screening unnecessary interactions.
result Meta-ANOVA provides an interpretable model for any prediction model, proving asymptotic consistency.

Reconstruction of structure and parameters of an Ising model from binary samples is a problem of practical importance in a variety of disciplines, ranging from statistical physics and computational biology to image processing and machine learning. The focus of the research community shifted towards developing universal…

2016-12-15abs ↗pdf ↗

A novel method visualizes higher-dimensional spaces using hyperbolic geometry.

problem Challenges in visualizing higher-dimensional spaces.
method Interactive visualization of higher-dimensional grids based on hyperbolic geometry.
result Our method shows the whole higher-dimensional space at once and avoids disadvantages of previous methods.

Taking into account high-order interactions among covariates is valuable in many practical regression problems. This is, however, computationally challenging task because the number of high-order interaction features to be considered would be extremely large unless the number of covariates is sufficiently small. In thi…

2015-06-26abs ↗pdf ↗

DABS uses a policy network to select experiments in high-dimensional design spaces.

problem Adaptive factorial screening in high-dimensional discrete design spaces.
method DABS learns a policy network offline to sequentially select experiments, incorporating sparsity and interactions via a spike-and-slab prior.
result DABS achieves superior accuracy and scalability over classical and Bayesian baselines under tight experimental budgets.

Efficient method for learning continuous exponential families beyond Gaussian.

problem Learning continuous exponential families with unbounded support.
method Interaction Screening approach for scalable learning of continuous graphical models.
result Our estimator maintains similar accuracy and sample complexity scalings compared to alternative approaches, while improving run-time.

Computational approaches to drug discovery can reduce the time and cost associated with experimental assays and enable the screening of novel chemotypes. Structure-based drug design methods rely on scoring functions to rank and predict binding affinities and poses. The ever-expanding amount of protein-ligand binding an…

2016-12-08abs ↗pdf ↗

Graphical models are useful tools for describing structured high-dimensional probability distributions. Development of efficient algorithms for learning graphical models with least amount of data remains an active research topic. Reconstruction of graphical models that describe the statistics of discrete variables is a…

2019-02-02abs ↗pdf ↗

Understanding the phenotypic drug response on cancer cell lines plays a vital rule in anti-cancer drug discovery and re-purposing. The Genomics of Drug Sensitivity in Cancer (GDSC) database provides open data for researchers in phenotypic screening to test their models and methods. Previously, most research in these ar…

2018-12-28abs ↗pdf ↗

Feature selection is a technique to screen out less important features. Many existing supervised feature selection algorithms use redundancy and relevancy as the main criteria to select features. However, feature interaction, potentially a key characteristic in real-world problems, has not received much attention. As a…

2012-10-06abs ↗pdf ↗

RGRR allocates between QQQ and DIA based on relative states, improving Sharpe and CAGR.

problem Optimizing ETF allocation between QQQ and DIA for better risk-adjusted returns.
method Screened relative and macro states, globally screened interactions, fixed position mapping, walk-forward validation.
result RGRR improves Sharpe and CAGR compared to 100% QQQ and 50/50 QQQ-DIA allocations.

When performing regression on a dataset with pp variables, it is often of interest to go beyond using main linear effects and include interactions as products between individual variables. For small-scale problems, these interactions can be computed explicitly but this leads to a computational complexity of at least $…

2016-10-17abs ↗pdf ↗

New method handles correlated responses and interaction effects in multi-response regression.

problem Handling correlated responses and interaction effects in multi-response regression.
method MADMMplasso, an ADMM-based approach for multi-response regression with overlapping groups and interaction effects.
result The proposed method outperforms in prediction and variable selection for correlated responses and interaction effects.

SDAMI enhances interpretable high-dimensional regression with sparse deep learning and footprint principle.

problem Personalized models for small samples and high-dimensional features with interpretability.
method Sparse Deep Additive Model with Interactions (SDAMI) combining sparsity-driven feature selection and deep subnetworks.
result SDAMI successfully identifies pure interactions with near-zero false positive rates.

This paper explores the information-theoretic limitations of graph property testing in zero-field Ising models. Instead of learning the entire graph structure, sometimes testing a basic graph property such as connectivity, cycle presence or maximum clique size is a more relevant and attainable objective. Since property…

2017-09-20abs ↗pdf ↗

We provide a methodology for learning sparse statistical models that use as features all possible multiplicative interactions among an underlying atomic set of features. While the resulting optimization problems are exponentially sized, our methodology leads to algorithms that can often solve these problems exactly or …

2020-02-09abs ↗pdf ↗

This paper treats the problem of screening for variables with high correlations in high dimensional data in which there can be many fewer samples than variables. We focus on threshold-based correlation screening methods for three related applications: screening for variables with large correlations within a single trea…

2011-02-06abs ↗pdf ↗

PliableBVS extends Bayesian lasso for modeling interactions with modifying variables.

problem Modeling interactions between large and small sets of variables, especially in omics studies.
method Bayesian variable selection with spike-and-slab priors and hierarchical structure.
result PliableBVS outperforms pliable lasso in identifying active main and interaction effects.

New AI platform screens portfolios for desirable firms and news.

problem Optimizing portfolio selection with AI.
method Two LLM agents screen for firm fundamentals and news sentiment. Agents deliberate to generate buy/sell signals. High-dimensional estimation determines optimal weights.
result Screened portfolio's Sharpe ratio consistently estimates target, superior to baseline and conventional approaches.

A new screening method for high-dimensional data reduces computational cost.

problem Challenges in variable selection for ultrahigh-dimensional linear regression.
method Ordering absolute sample ridge partial correlations to screen variables.
result The method provides sure screening property without strong assumptions.

We study safe screening for metric learning. Distance metric learning can optimize a metric over a set of triplets, each one of which is defined by a pair of same class instances and an instance in a different class. However, the number of possible triplets is quite huge even for a small dataset. Our safe triplet scree…

2018-02-12abs ↗pdf ↗

In this paper we develop the notion of screen isoparametric hypersurface for null hypersurfaces of Robertson-Walker spacetimes. Using this formalism we derive Cartan identities for the screen principal curvatures of null screen hypersurfaces in Lorentzian space forms and provide a local characterization of such hypersu…

2017-11-21abs ↗pdf ↗

Recently, to solve large-scale lasso and group lasso problems, screening rules have been developed, the goal of which is to reduce the problem size by efficiently discarding zero coefficients using simple rules independently of the others. However, screening for overlapping group lasso remains an open challenge because…

2014-10-25abs ↗pdf ↗