Research
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.

168,694 papers · 148 categories

Trend · papers per month

3186359531,270 · Jun 202019922001200920172026
48 results for method selection

Variable selection is of significant importance for classification and regression tasks in machine learning and statistical applications where both predictability and explainability are needed. In this paper, a Copula Entropy (CE) based method for variable selection which use CE based ranks to select variables is propo…

2019-10-28abs ↗pdf ↗

Develops a more powerful selective inference method for stepwise feature selection.

problem Loss of power in existing conditional SI methods due to over-conditioning.
method Uses homotopy continuation approach to overcome over-conditioning.
result Shows improved power and efficiency in selective inference for feature selection.

Online selection of dynamic features has attracted intensive interest in recent years. However, existing online feature selection methods evaluate features individually and ignore the underlying structure of feature stream. For instance, in image analysis, features are generated in groups which represent color, texture…

2016-08-21abs ↗pdf ↗

A new feature selection method for cost-sensitive classification in Random Forests.

problem Feature selection in Random Forests is challenging due to the complexity of ensemble trees.
method Shallow Tree Selection method for feature selection from small tree structures, adapted for cost-sensitive learning.
result BCR criterion improves performance of feature selection methods.

Paper proposes a novel unsupervised feature selection method using K-means and ADMM.

problem Finding a subset of features for high-dimensional unsupervised learning problems.
method Developed K-means Derived Unsupervised Feature Selection (K-means UFS) using ADMM to solve NP-hard optimization.
result K-means UFS outperforms baselines in feature selection for clustering.

A new method selects the best feature selection technique for datasets.

problem Selecting the best feature selection method for unseen datasets.
method Data synthesis, meta features, fuzzy similarity, classification model training.
result Successfully recommended the best feature selection method for five out of eight datasets.

This paper improves volatility forecasting using dynamic subset selection in genetic programming.

problem Improving accuracy of implied volatility forecasting.
method Dynamic training-subset selection methods applied to genetic programming.
result Dynamic subset selection improves predictive accuracy of genetic programming models.

A novel weighted feature selection method using fuzzy sets improves classification accuracy and stability.

problem Improving feature selection accuracy and stability in machine learning models.
method Combination of four feature selection methods using fuzzy sets and bootstrap.
result Our method achieved significantly higher stability than individual methods.

A method selects key genes from tumor transcriptomics data using kernel methods and improves classification performance.

problem Feature selection for tumor classification using gene expression data.
method Multiple Kernel Learning with latent regularization and non-linear dimensionality reduction.
result Improved tumor classification performance on unseen test samples.

Selective inference for group lasso estimators across various distributions and covariates.

problem Developing selective inference methods for group lasso estimators.
method Randomized group-regularized optimization problem with post-selection likelihood.
result Selective point estimator and Wald-type confidence regions for regression parameters.

New method selects optimal bandwidth for price return density estimation, impacting efficient market hypothesis evaluation.

problem Estimating the complexity of price return distributions using kernel density estimation.
method Proposes a new complexity measure to select optimal bandwidth, avoiding overfitting and underfitting.
result Optimal bandwidth selection leads to clearer evaluation of the efficient market hypothesis.

High-dimensional data in many areas such as computer vision and machine learning tasks brings in computational and analytical difficulty. Feature selection which selects a subset from observed features is a widely used approach for improving performance and effectiveness of machine learning models with high-dimensional…

2017-10-23abs ↗pdf ↗

A new method for dynamic feature selection outperforms existing approaches.

problem Sequentially selecting features based on current information in machine learning.
method Greedy selection of features based on conditional mutual information, combined with a learning approach for optimization.
result The method outperforms existing feature selection methods in experiments.

Unsupervised method selects genes for tumor subtype discovery.

problem High-dimensional tumor gene expression data with noisy variables and heterogeneity.
method Autoencoders for latent space learning, Multiple Kernel Learning for feature selection, clustering.
result Lower redundancy and better clustering performance compared to benchmarks.

Proposes a few-shot learning method for feature selection without labeled data.

problem Feature selection in unlabeled data with limited instances.
method Uses Concrete random variables and permutation-invariant neural networks to select features from multiple source tasks.
result Outperforms existing methods in feature selection performance.

Proposes a two-stage method for selecting correlated predictors in high-dimensional data.

problem Selecting correlated predictors in high-dimensional data with unknown group structures.
method Two-stage approach: variable clustering followed by group selection.
result The two-stage method improves prediction accuracy and active predictor selection.

Proposes PEMI for online selective conformal prediction with asymmetric rules.

problem Challenges of handling asymmetric selection mechanisms in online selective conformal prediction.
method PEMI: permutation-based framework for selective conformal prediction with arbitrary asymmetric selection rules.
result Achieves exact selection-conditional coverage for any asymmetric selection mechanism and any prediction model.

Proposes a new method to improve selective inference for Lasso models.

problem Over-conditioning due to conditioning on feature signs in selective inference for Lasso.
method Parametric programming approach to avoid conditioning on signs and identify feature selection events.
result Improves power and practicality of selective inference for Lasso models.

Quantum computing improves feature selection in machine learning.

problem Optimizing feature selection in machine learning problems.
method Formulated feature selection as a QUBO problem and compared quantum and classical methods.
result Quantum computing can outperform classical methods in feature selection, depending on data set.

The paper proposes a method to test features selected by SeqFS-DA with controlled FPR.

problem Ensuring reliability of feature selection after domain adaptation in high-dimensional regression.
method Proposes a novel method to test features selected by SeqFS-DA with controlled FPR.
result The proposed method controls FPR below a significance level αα (e.g., 0.05) and enhances statistical power.

Introduces greedy feature selection for classifier-dependent feature ranking.

problem Feature selection for classification tasks.
method Greedy feature selection, identifying the most important feature at each step based on the selected classifier.
result Theoretical and numerical benefits of greedy feature selection.

New feature selection methods improve uplift modeling accuracy.

problem Overfitting and poor interpretability in feature selection for uplift models.
method Explicitly designed feature selection methods inspired by statistics and information theory.
result Proposed methods outperform traditional feature selection methods in uplift modeling.

Proposes a gradient-based variable selection method for binary classification in RKHS.

problem Variable selection in high-dimensional data analysis.
method Gradient-based representation of large-margin classifier with group-lasso penalty.
result Selection consistency and risk bound of the estimated classifier.

New methods optimize experiment selection for sequential data, improving model accuracy.

problem Optimizing experiment selection for sequential data in multidimensional cases.
method Adopting greedy experiment selection methods for maximum likelihood estimation.
result Proposed methods produce consistent and asymptotically normal estimators.

Paper proposes a new landmark selection method for kernel ridge regression.

problem Efficient landmark selection for scalable kernel methods.
method Two-step approach: first computes importance scores, then clusters them into landmarks.
result Proposed method provides better accuracy and efficiency trade-offs.

BWS selects best window subsets for efficient data pruning.

problem Challenges in selecting subsets of large datasets for neural network training.
method Best Window Selection (BWS) by choosing optimal window intervals from ordered sample scores.
result BWS outperforms other methods across various selection ratios and datasets.

Study evaluates model selection methods for time series forecasting.

problem Evaluating which model is best for time series forecasting.
method Compared various estimation methods for selecting the best model.
result Accuracy of model selection estimators is low, and performance loss is significant.