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.
Representations of probability measures in reproducing kernel Hilbert spaces provide a flexible framework for fully nonparametric hypothesis tests of independence, which can capture any type of departure from independence, including nonlinear associations and multivariate interactions. However, these approaches come wi…
We present an idea of unifying small scale (topology, proximity spaces, uniform spaces) and large scale (coarse spaces, large scale spaces). It relies on an analog of multilinear forms from Linear Algebra. Each form has a large scale compactification and those include all well-known compactifications: Higson corona, Gr…
String kernels are attractive data analysis tools for analyzing string data. Among them, alignment kernels are known for their high prediction accuracies in string classifications when tested in combination with SVM in various applications. However, alignment kernels have a crucial drawback in that they scale poorly du…
0-1 knapsack is of fundamental importance in computer science, business, operations research, etc. In this paper, we present a deep learning technique-based method to solve large-scale 0-1 knapsack problems where the number of products (items) is large and/or the values of products are not necessarily predetermined but…
Many modern big data applications feature large scale in both numbers of responses and predictors. Better statistical efficiency and scientific insights can be enabled by understanding the large-scale response-predictor association network structures via layers of sparse latent factors ranked by importance. Yet sparsit…
We consider the problem of solving a large-scale Quadratically Constrained Quadratic Program. Such problems occur naturally in many scientific and web applications. Although there are efficient methods which tackle this problem, they are mostly not scalable. In this paper, we develop a method that transforms the quadra…
Efficient approximation lies at the heart of large-scale machine learning problems. In this paper, we propose a novel, robust maximum entropy algorithm, which is capable of dealing with hundreds of moments and allows for computationally efficient approximations. We showcase the usefulness of the proposed method, its eq…
We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible parallel optimization for large-scale problems. Our method shares the efficiency an…
We show that uniformly finite homology of products of n trees vanishes in all degrees except degree n, where it is infinite dimensional. Our method is geometric and applies to several large scale homology theories, including almost equivariant homology and controlled coarse homology. As an application we determine …
Hashing has been widely used for large-scale approximate nearest neighbor search because of its storage and search efficiency. Recent work has found that deep supervised hashing can significantly outperform non-deep supervised hashing in many applications. However, most existing deep supervised hashing methods adopt a …
Paper proposes data quality measures for large-scale high-dimensional data.
problem Lack of practical data quality measures for large-scale high-dimensional data.
method Proposes two data quality measures: class separability and in-class variability. Efficient algorithms based on random projections and bootstrapping are provided.
result Efficient algorithms for computing data quality measures on large-scale high-dimensional data.
Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal processing. In this paper, we intend to make this principle scalable. We introduc…
The sum-of-correlations (SUMCOR) formulation of generalized canonical correlation analysis (GCCA) seeks highly correlated low-dimensional representations of different views via maximizing pairwise latent similarity of the views. SUMCOR is considered arguably the most natural extension of classical two-view CCA to the m…
Kernel methods provide a principled way to perform non linear, nonparametric learning. They rely on solid functional analytic foundations and enjoy optimal statistical properties. However, at least in their basic form, they have limited applicability in large scale scenarios because of stringent computational requireme…
Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm scalability and model interpretability are difficult to achieve, not to mention the preval…
Internet companies are facing the need for handling large-scale machine learning applications on a daily basis and distributed implementation of machine learning algorithms which can handle extra-large scale tasks with great performance is widely needed. Deep forest is a recently proposed deep learning framework which …
Water pollution is a major global environmental problem, and it poses a great environmental risk to public health and biological diversity. This work is motivated by assessing the potential environmental threat of coal mining through increased sulfate concentrations in river networks, which do not belong to any simple …