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.
This work improves deep metric learning by online soft mining and class-aware attention.
Study compares PLS, Lasso, and RVM for soft sensor design, finding Lasso superior.
Agricultural research has been profited by technical advances such as automation, data mining. Today, data mining is used in a vast areas and many off-the-shelf data mining system products and domain specific data mining application soft wares are available, but data mining in agricultural soil datasets is a relatively…
OLBoost improves online decision tree performance without increasing memory or time costs.
Smoothed top-k operator improves model training efficiency.
Sequence-to-sequence models with soft attention have been successfully applied to a wide variety of problems, but their decoding process incurs a quadratic time and space cost and is inapplicable to real-time sequence transduction. To address these issues, we propose Monotonic Chunkwise Attention (MoChA), which adaptiv…
OMBA learns product and user representations for better online market basket analysis.
Paper proposes a pretraining method for soft Q-learning from imperfect demonstrations.
Inspired by recent interests of developing machine learning and data mining algorithms on hypergraphs, we investigate in this paper the semi-supervised learning algorithm of propagating "soft labels" (e.g. probability distributions, class membership scores) over hypergraphs, by means of optimal transportation. Borrowin…
Automatically assesses the quality of online health articles.
Distributed, online data mining systems have emerged as a result of applications requiring analysis of large amounts of correlated and high-dimensional data produced by multiple distributed data sources. We propose a distributed online data classification framework where data is gathered by distributed data sources and…
Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining, etc. This article aims to provide a comprehensive survey and a structural under…
The lack of interpretability often makes black-box models difficult to be applied to many practical domains. For this reason, the current work, from the black-box model input port, proposes to incorporate data-based prior information into the black-box soft-margin SVM model to enhance its interpretability. The concept …
sGBM speeds up gradient boosting by parallelizing and adapting base learners.
Automated process discovery is a class of process mining methods that allow analysts to extract business process models from event logs. Traditional process discovery methods extract process models from a snapshot of an event log stored in its entirety. In some scenarios, however, events keep coming with a high arrival…
Improved off-policy reinforcement learning by discounting and soft normalization.
AOPU stabilizes NN training by approximating natural gradient, improving stability and convergence.
New PAC-Bayesian approach stabilizes actor-critic learning.
Active learning improves soft sensor development by suggesting informative labels.
A new update rule for deep reinforcement learning reduces learning variance and variance in reference signals.
Method detects interactions for better CTR prediction.
In this paper, we propose a modified Levy jump diffusion model with market sentiment memory for stock prices, where the market sentiment comes from data mining implementation using Tweets on Twitter. We take the market sentiment process, which has memory, as the signal of Levy jumps in the stock price. An online learni…
Deep model captures interactions in online forums.
Study analyzes online student behavior patterns using log data.
Unified analysis of online optimization with self-concordant barriers, improving regret bounds.
Optimal ski rental strategies with machine learning predictions.
CMDNet simplifies MAP detection for large systems with probabilistic relaxation.
New algorithm reduces regret in online portfolio and quantum state learning.
Tensor decompositions are powerful tools for large data analytics as they jointly model multiple aspects of data into one framework and enable the discovery of the latent structures and higher-order correlations within the data. One of the most widely studied and used decompositions, especially in data mining and machi…
Prod algorithm improves robustness and efficiency in log-loss prediction.
Five simple soft sensor methodologies with two update conditions were compared on two experimentally-obtained datasets and one simulated dataset. The soft sensors investigated were moving window partial least squares regression (and a recursive variant), moving window random forest regression, the mean moving window of…
Multiple-step lookahead policies have demonstrated high empirical competence in Reinforcement Learning, via the use of Monte Carlo Tree Search or Model Predictive Control. In a recent work \cite{efroni2018beyond}, multiple-step greedy policies and their use in vanilla Policy Iteration algorithms were proposed and analy…
New framework predicts earnings announcements using press release content, surpassing earnings surprises.
Motivation: In this paper we present the latest release of EBIC, a next-generation biclustering algorithm for mining genetic data. The major contribution of this paper is adding support for big data, making it possible to efficiently run large genomic data mining analyses. Additional enhancements include integration wi…
Despite our extensive knowledge of biophysical properties of neurons, there is no commonly accepted algorithmic theory of neuronal function. Here we explore the hypothesis that single-layer neuronal networks perform online symmetric nonnegative matrix factorization (SNMF) of the similarity matrix of the streamed data. …
Hybrid model for online nonlinear prediction using LSTM and soft GBDT.
Motivated by applications in computational advertising and systems biology, we consider the problem of identifying the best out of several possible soft interventions at a source node in an acyclic causal directed graph, to maximize the expected value of a target node (located downstream of ). Our setting im…
Paper tackles dense subgraph discovery with noisy feedback.
Study fairness in intervention to maximize outcomes.
Proposes a new online learning strategy for multi-target regression in data streams.
In this article, we propose the Coopetititve Soft Gating Ensemble or CSGE for general machine learning tasks and interwoven systems. The goal of machine learning is to create models that generalize well for unknown datasets. Often, however, the problems are too complex to be solved with a single model, so several model…
GOOWE-ML ensemble improves multi-label stream classification.
Spurred by the enthusiasm surrounding the "Big Data" paradigm, the mathematical and algorithmic tools of online optimization have found widespread use in problems where the trade-off between data exploration and exploitation plays a predominant role. This trade-off is of particular importance to several branches and ap…
Study optimizes online learning for vector-valued data regression.
KT models struggle with student concept drift, but BKT remains the most stable.
We propose an in-depth study of lending behaviors in Kiva using a mix of quantitative and large-scale data mining techniques. Kiva is a non-profit organization that offers an online platform to connect lenders with borrowers. Their site, kiva.org, allows citizens to microlend small amounts of money to entrepreneurs (bo…
The aim of process discovery, originating from the area of process mining, is to discover a process model based on business process execution data. A majority of process discovery techniques relies on an event log as an input. An event log is a static source of historical data capturing the execution of a business proc…
Employers actively look for talents having not only specific hard skills but also various soft skills. To analyze the soft skill demands on the job market, it is important to be able to detect soft skill phrases from job advertisements automatically. However, a naive matching of soft skill phrases can lead to false pos…