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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.

168,695 papers · 148 categories

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6361,2711,9072,542 · Jun 202019922001200920172026
48 results for numerical and categorical features

A novel graph spectral method for mixed categorical and numerical data.

problem Feature learning for mixed data types (numerical and categorical).
method Graph spectral decomposition of the graph Laplacian to model probabilistic dependence structure.
result Increased separability and clusterability of observations in the transformed feature space.

The paper proposes a method to analyze categorical feature interactions in large datasets using graph covariance and LLMs.

problem Analyzing complex datasets with numerous categorical features and timestamps.
method Binarization of categorical features using one-hot encoding, computation of graph covariance, identifying significant feature pairs, and using LLMs to generate explanations.
result The method identifies meaningful feature pairs and potential data stories underlying categorical feature interactions.

Natural Language Processing models help encode categorical process inputs.

problem Encoding categorical variables in industrial process modeling.
method Using NLP models for categorical variable encoding, combined with dimensionality reduction.
result Meaningful embeddings of categorical variables improve feature importance.

Regularized target encoding beats traditional methods for high cardinality features in ML.

problem Efficiently encoding high cardinality categorical variables for ML algorithms.
method Regularized target encoding compared to traditional encodings like integer and one-hot encoding.
result Regularized target encoding consistently provided the best results in a large-scale benchmark experiment.

Decision trees have been a very popular class of predictive models for decades due to their interpretability and good performance on categorical features. However, they are not always robust and tend to overfit the data. Additionally, if allowed to grow large, they lose interpretability. In this paper, we present a mix…

2016-12-10abs ↗pdf ↗

ForecastGAN improves multi-horizon time series forecasting by integrating numerical and categorical features.

problem Limited performance of existing approaches in short-term and long-term forecasting.
method Decomposition, model selection, adversarial training.
result ForecastGAN consistently outperforms state-of-the-art transformer models for short-term forecasting.

A new method generates mixed-type features in tabular data with improved realism and accuracy.

problem Generating mixed-type features combining discrete and continuous data is challenging.
method A cascaded approach: first generates low-resolution categorical and coarse numerical features, then uses these in a high-resolution flow matching model.
result The model significantly improves detection scores, generating more realistic samples and capturing distributional details.

DPERC efficiently estimates covariance matrices for mixed data with missing values.

problem Estimating covariance matrices for datasets with missing values and mixed features.
method Direct Parameter Estimation for Randomly Missing Data with Categorical Features (DPERC).
result DPERC outperforms other methods in estimating covariance matrices for mixed data with missing values.

Cluster analysis is one of the essential tasks in data mining and knowledge discovery. Each type of data poses unique challenges in achieving relatively efficient partitioning of the data into homogeneous groups. While the algorithms for numeric data are relatively well studied in the literature, there are still challe…

2018-12-09abs ↗pdf ↗

We present a framework for clustering with cluster-specific feature selection. The framework, CRAFT, is derived from asymptotic log posterior formulations of nonparametric MAP-based clustering models. CRAFT handles assorted data, i.e., both numeric and categorical data, and the underlying objective functions are intuit…

2015-06-25abs ↗pdf ↗

The paper shows how integrating categorical semantics can enhance unsupervised domain translation.

problem Improving unsupervised domain translation between perceptually different domains.
method Learning invariant categorical semantic features in an unsupervised manner and conditioning them on the style encoder.
result Conditioning the style encoder on learned categorical semantics improves translation and stylization.

Novel GLMMNet model tackles high-cardinality categorical features in actuarial applications.

problem Inadequate encoding methods for high-cardinality categorical features in actuarial data.
method Generalised Linear Mixed Model Neural Network (GLMMNet) integrating a generalised linear mixed model in a deep learning framework.
result GLMMNet often outperforms or performs comparably with entity embedded neural networks, providing transparency.

CatGCN improves GCNs by modeling feature interactions for categorical node features.

problem Suboptimal initial node representations in GCNs due to lack of feature interaction modeling.
method Integrates explicit interaction modeling (local and global) into initial node representation learning for categorical node features.
result CatGCN enhances initial node representations through feature interaction modeling, leading to improved model performance.

We propose a tree regularization framework, which enables many tree models to perform feature selection efficiently. The key idea of the regularization framework is to penalize selecting a new feature for splitting when its gain (e.g. information gain) is similar to the features used in previous splits. The regularizat…

2012-01-07abs ↗pdf ↗

Unsupervised clustering can reproduce categorization systems if features and metrics are correctly selected.

problem Reproducing expert-provided categorization systems using unsupervised clustering.
method Investigated using toy datasets and real-world fund categorization. Used appropriate feature selection and a supervised Random Forest-based distance metric.
result Unsupervised clustering can reproduce ground truth classes if features and metrics are correctly selected.

The study analyzes decision trees on real and categorical features, deriving bounds on their VC dimension and proposing improved pruning algorithms.

problem Understanding the generalization properties of decision trees on different types of features.
method Introducing partitioning functions, relating them to growth functions and VC dimension, and deriving bounds for decision stumps and trees of various structures.
result Exact VC dimension of decision stumps and improved pruning algorithms for binary trees.

StructureBoost improves gradient boosting for complex categorical variables efficiently.

problem Efficiently handling complex categorical variables with known structure.
method Two methods to overcome computational obstacles in SCDT enumeration for structured categorical variables.
result StructureBoost outperforms existing packages on complex categorical problems.

CardiCat generates synthetic data for high-cardinality tabular datasets.

problem Learning complexities of high-cardinality categorical features in tabular data.
method Substitutes one-hot encoding with regularized dual encoder-decoder embedding layers.
result Generates high-quality synthetic data with a smaller parameter space.

Automated feature selection is important for text categorization to reduce the feature size and to speed up the learning process of classifiers. In this paper, we present a novel and efficient feature selection framework based on the Information Theory, which aims to rank the features with their discriminative capacity…

2016-02-09abs ↗pdf ↗

This paper compares methods for handling mixed-attribute data in GFMM neural networks.

problem Handling datasets with mixed features in GFMM neural networks.
method Three main methods: encoding, combining with other classifiers, and specific learning algorithms.
result Encoding methods and combining with decision trees improve GFMM models' performance.

Paper proposes embedding models to capture semantic similarities of categorical attributes in financial bonds.

problem Challenges in finding similar bonds due to overshadowing of categorical non-financial attributes.
method Embedding models to capture semantic similarities of categorical attributes.
result Improves risk modeling and curve construction via sparse-issuer augmentation.

This paper proposes a method to reduce complexity in GLMs with categorical predictors.

problem Wasteful, hard-to-interpret, and prone to overfitting of traditional one-hot encoding for high-cardinality categorical predictors.
method Clustering categories of categorical predictors through a numerical method that preserves or improves accuracy while reducing the number of coefficients.
result Clustering categories of categorical predictors reduces complexity substantially without harming accuracy.

In this paper we present CatBoost, a new open-sourced gradient boosting library that successfully handles categorical features and outperforms existing publicly available implementations of gradient boosting in terms of quality on a set of popular publicly available datasets. The library has a GPU implementation of lea…

2018-10-24abs ↗pdf ↗

VAIOM models financial returns using continuous input and categorical output.

problem Modeling continuous, noisy, and heterogeneous financial data.
method VAIOM is a decoder-only Transformer that separates input representation from output likelihood.
result VAIOM models outperform fixed single-bar LightGBM baseline in both Test halves.

The article compares predictor importance in classification problems with categorical outcomes.

problem Comparing predictor importance in classification problems with categorical response variables.
method The approach is based on the categorical Gini correlation (CGC) and tests differences in CGCs across predictor groups.
result The proposed methodology accommodates predictors of arbitrary and unequal dimensions and allows for dependence between predictor groups.

This research compares two encoding methods for categorical attributes in machine learning, affecting model fairness.

problem The impact of encoding protected categorical attributes on fairness in machine learning models.
method Comparison of one-hot encoding and target encoding methods.
result Target encoding can lead to more unfair models compared to one-hot encoding due to induced bias.

Enhances FM models for numerical features using function basis encoding.

problem Challenges in incorporating numerical features into FM variants.
method Encoding numerical features into a vector of function values for learning segmentized functions.
result Improves model accuracy by learning segmentized functions of numerical features.

nTreeClus clusters categorical sequences using tree-based learners and k-mers.

problem Challenges in clustering categorical and sequential data.
method nTreeClus uses Tree-based Learners, k-mers, and autoregressive models for categorical time series.
result nTreeClus outperformed baseline methods in various validation metrics.