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.
Paper improves -NN predictive performance with efficient variable selection.
Recently manifold learning algorithm for dimensionality reduction attracts more and more interests, and various linear and nonlinear, global and local algorithms are proposed. The key step of manifold learning algorithm is the neighboring region selection. However, so far for the references we know, few of which propos…
We report the results of fifteen sets of portfolio selection simulations using stocks in the ASX200 index for the period May 2000 to December 2013. We investigated five portfolio selection methods, randomly and from within industrial groups, and three based on neighbor-Net phylogenetic networks. We report that using ra…
This paper proposes a new hashing-based KNN technique for faster nearest neighbor selection.
Paper proves noise-tolerant SSC using greedy methods under coherence conditions.
New methods use vector search and nearest-neighbor matching for policy learning in causal inference.
The estimation of optimal treatment regimes is of considerable interest to precision medicine. In this work, we propose a causal -nearest neighbor method to estimate the optimal treatment regime. The method roots in the framework of causal inference, and estimates the causal treatment effects within the nearest neig…
We propose Bayesian extensions of two nonparametric regression methods which are kernel and mutual -nearest neighbor regression methods. Derived based on Gaussian process models for regression, the extensions provide distributions for target value estimates and the framework to select the hyperparameters. It is show…
In the panoply of pattern classification techniques, few enjoy the intuitive appeal and simplicity of the nearest neighbor rule: given a set of samples in some metric domain space whose value under some function is known, we estimate the function anywhere in the domain by giving the value of the nearest sample per the …
Efficiently selects nearest neighbors for labeling to speed up active learning.
Improves visualization of high-dimensional data by correcting misleading artifacts in neighbor embedding methods.
Enhances k-NN accuracy through randomized hyperstructure.
New method selects recent similar periods for better electricity price forecasting.
We compare three network portfolio selection methods; hierarchical clustering trees, minimum spanning trees and neighbor-Nets, with random and industry group selection methods on twelve years of data from the 30 Dow Jones Industrial Average stocks from 2001 to 2013 for very small private investor sized portfolios. We f…
Enhances classifier performance through feature space transformations and model selection.
A new multilabel classification framework improves ANN search performance.
New method quantifies deep kNN anomaly detection significance.
Many machine learning tasks require sampling a subset of items from a collection based on a parameterized distribution. The Gumbel-softmax trick can be used to sample a single item, and allows for low-variance reparameterized gradients with respect to the parameters of the underlying distribution. However, stochastic o…
Nearest Neighbors Algorithm is a Lazy Learning Algorithm, in which the algorithm tries to approximate the predictions with the help of similar existing vectors in the training dataset. The predictions made by the K-Nearest Neighbors algorithm is based on averaging the target values of the spatial neighbors. The selecti…
In our previous works, we proposed a physically-inspired rule to organize the data points into an in-tree (IT) structure, in which some undesired edges are allowed to occur. By removing those undesired or redundant edges, this IT structure is divided into several separate parts, each representing one cluster. In this w…
Explicitly or implicitly, most of dimensionality reduction methods need to determine which samples are neighbors and the similarity between the neighbors in the original highdimensional space. The projection matrix is then learned on the assumption that the neighborhood information (e.g., the similarity) is known and f…
Graph Denoising Policy Network learns robust representations from noisy graphs.
DCSO dynamically selects top-performing base detectors for outlier ensembles.
New method accelerates large margin metric learning for nearest neighbor classification.
We introduce a new principle for model selection in regression and classification. Many regression models are controlled by some smoothness or flexibility or complexity parameter c, e.g. the number of neighbors to be averaged over in k nearest neighbor (kNN) regression or the polynomial degree in regression with polyno…
A new ensemble method improves kNN performance by extending the neighborhood rule.
Unified query framework for active metric learning and classification.
Paper introduces a new, tractable measure of model complexity.
Background: Virtual reality simulators and machine learning have the potential to augment understanding, assessment and training of psychomotor performance in neurosurgery residents. Objective: This study outlines the first application of machine learning to distinguish "skilled" and "novice" psychomotor performance du…
The -nearest neighbor classification method (-NNC) is one of the simplest nonparametric classification methods. The mutual -NN classification method (MNNC) is a variant of -NNC based on mutual neighborship. We propose another variant of -NNC, the symmetric -NN classification method (SNNC) based …
In unsupervised outlier ensembles, the absence of ground truth makes the combination of base outlier detectors a challenging task. Specifically, existing parallel outlier ensembles lack a reliable way of selecting competent base detectors, affecting accuracy and stability, during model combination. In this paper, we pr…
CAD detects anomalies and selects prototypes using polyhedron curvature.
Adaptive kNN method closes the gap for unbounded support distributions.
t-Distributed Stochastic Neighbor Embedding (t-SNE) is one of the most widely used dimensionality reduction methods for data visualization, but it has a perplexity hyperparameter that requires manual selection. In practice, proper tuning of t-SNE perplexity requires users to understand the inner working of the method a…
The DEBS Grand Challenge 2018 is set in the context of maritime route prediction. Vessel routes are modeled as streams of Automatic Identification System (AIS) data points selected from real-world tracking data. The challenge requires to correctly estimate the destination ports and arrival times of vessel trips, as ear…
We focus in this paper on dataset reduction techniques for use in k-nearest neighbor classification. In such a context, feature and prototype selections have always been independently treated by the standard storage reduction algorithms. While this certifying is theoretically justified by the fact that each subproblem …
We consider machine learning in a comparison-based setting where we are given a set of points in a metric space, but we have no access to the actual distances between the points. Instead, we can only ask an oracle whether the distance between two points and is smaller than the distance between the points an…
NNK algorithm improves neighborhood and graph construction for machine learning.
Two methods forecast functional time series, offering competitive results.
This paper addresses the nearest neighbor search problem under inner product similarity and introduces a compact code-based approach. The idea is to approximate a vector using the composition of several elements selected from a source dictionary and to represent this vector by a short code composed of the indices of th…
The article proposes modified Gower's coefficients for handling mixed type variables in nearest neighbor methods.
Study uses machine learning to recommend best solvers for slab transport problems.
In this article, we investigate the features which enhanced discriminate the survival in the micro and small business (MSE) using the approach of data mining with feature selection. According to the complexity of the data set, we proposed a comparison of three data imputation methods such as mean imputation (MI), k-nea…
BLISS optimizes GNN training by adaptively sampling nodes.
Matching datasets of multiple modalities has become an important task in data analysis. Existing methods often rely on the embedding and transformation of each single modality without utilizing any correspondence information, which often results in sub-optimal matching performance. In this paper, we propose a nonlinear…
Subspace clustering refers to the problem of clustering high-dimensional data points into a union of low-dimensional linear subspaces, where the number of subspaces, their dimensions and orientations are all unknown. In this paper, we propose a variation of the recently introduced thresholding-based subspace clustering…
Coordinate descent with random coordinate selection is the current state of the art for many large scale optimization problems. However, greedy selection of the steepest coordinate on smooth problems can yield convergence rates independent of the dimension , and requiring upto times fewer iterations. In this pap…
LADIES improves GCN training efficiency and accuracy for large graphs.