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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.

168,694 papers · 148 categories

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2665317971,062 · Jun 202019922001200920172026
48 results for performance constraints

Global constraints and reranking have not been used in cognates detection research to date. We propose methods for using global constraints by performing rescoring of the score matrices produced by state of the art cognates detection systems. Using global constraints to perform rescoring is complementary to state of th…

2017-04-24abs ↗pdf ↗

We study constrained clustering, where constraints guide the clustering process. In existing works, two categories of constraints have been widely explored, namely pairwise and cardinality constraints. Pairwise constraints enforce the cluster labels of two instances to be the same (must-link constraints) or different (…

2019-07-24abs ↗pdf ↗

Iterative method learns unknown constraints for MPC control.

problem Learning to satisfy unknown polyhedral state constraints in iterative MPC.
method Collects and improves estimates of unknown constraints using collected data, designs an MPC controller to satisfy the estimated constraints.
result Robust and probabilistic guarantees of constraint satisfaction as a function of task iterations.

The paper optimizes stock portfolios with constraints based on performance attribution.

problem Optimizing stock portfolios with performance attribution constraints.
method Minimizes expected tail loss, constrains asset allocation and selection effect, tests on Dow Jones stocks.
result Imposing constraints on asset allocation and selection effect improves portfolio performance.

Paper optimizes DC pension fund management with VaR and relative performance constraints.

problem Optimizing DC pension fund performance under VaR and relative performance constraints.
method Introduced an auxiliary process to transform the problem into a self-financing problem, combined linearization, Lagrange dual, martingale, and concavification methods.
result Explicit investment strategies obtained for certain penalty and reward functions.

Proposes a constraint for deep clustering to handle both simple and complex topologies.

problem Limited prior knowledge for deep clustering methods to perform well on complex topologies.
method Introduces a constraint using symmetric InfoNCE to enhance deep clustering performance.
result The constraint improves deep clustering methods' performance on both simple and complex topologies.

Consistent algorithms for multiclass learning with complex metrics and constraints.

problem Learning with complex performance metrics and constraints.
method General framework for designing consistent algorithms by viewing the problem as an optimization over feasible confusion matrices.
result Rates of convergence to the optimal (feasible) classifier, showing asymptotic consistency.

HardNet adds hard constraints to neural networks without sacrificing performance.

problem Ensuring adherence to input-dependent constraints in neural networks.
method Appends a differentiable enforcement layer to neural networks for end-to-end training with hard constraint guarantees.
result HardNet retains neural networks' universal approximation capabilities and enables efficient optimization.

New framework improves generative models with prediction and consistency constraints.

problem Improving generative models with sparse labeled data.
method Optimizes variational autoencoders with prediction and consistency constraints.
result Promising image classification performance, especially in semi-supervised scenarios.

Bayesian algorithms improve crowdsourcing with label and instance constraints.

problem Efficiently labeling large datasets with additional human annotator information.
method Developed Bayesian algorithms for semi-supervised crowdsourced classification under label and instance constraints.
result Improved performance compared to unsupervised crowdsourcing on various datasets.

Paper proposes a risk-aware decision-making framework for real-world sequential decisions.

problem Real-world sequential decision-making problems often have critical constraints that learning solutions often neglect.
method Actor multi-critic architecture with risk characterization.
result Our approach consistently satisfies system constraints with minimal performance toll.

New loss function handles uncertain constraints in CSLO problems.

problem Handling uncertain inequality constraints in CSLO with machine learning predictions.
method Introduces SPO-RC loss and SPO-RC+ surrogate, trains on truncated datasets, corrects bias.
result SPO-RC+ effectively manages constraint uncertainty and improves performance.

This work compares regularization and constrained inference for label constraints in machine learning.

problem Improving model performance with label constraints in machine learning.
method Comparison of regularization and constrained inference strategies.
result Constrained inference reduces population risk by correcting model violations, while regularization narrows the generalization gap but introduces bias.

New algorithm optimizes online network resource allocation with long-term constraints.

problem Optimal resource reservation in communication networks with job transfers and budget limits.
method Randomized exponentially weighted method for long-term constraints.
result Upper bound for regret and cumulative constraint violations established.

Embedding models, which learn latent representations of users and items based on user-item interaction patterns, are a key component of recommendation systems. In many applications, contextual constraints need to be applied to refine recommendations, e.g. when a user specifies a price range or product category filter. …

2019-06-21abs ↗pdf ↗

Deep learning for supervised learning has achieved astonishing performance in various machine learning applications. However, annotated data is expensive and rare. In practice, only a small portion of data samples are annotated. Pseudo-ensembling-based approaches have achieved state-of-the-art results in computer visio…

2019-02-11abs ↗pdf ↗

Algorithm ensures privacy while strictly adhering to constraints.

problem Differential privacy with linear constraints that must be strictly followed.
method Developed an algorithm that releases a nearly-optimal solution satisfying constraints with probability 1.
result Achieved nearly optimal performance while preserving privacy and strictly adhering to constraints.

Unsupervised domain adaptation studies the problem of utilizing a relevant source domain with abundant labels to build predictive modeling for an unannotated target domain. Recent work observe that the popular adversarial approach of learning domain-invariant features is insufficient to achieve desirable target domain …

2020-01-03abs ↗pdf ↗

We investigate the application of two heuristic methods, genetic algorithms and tabu/scatter search, to the optimisation of realistic portfolios. The model is based on the classical mean-variance approach, but enhanced with floor and ceiling constraints, cardinality constraints and nonlinear transaction costs which inc…

2005-01-04abs ↗pdf ↗

A novel approach for safe offline RL using latent safety constraints.

problem Balancing safety constraints and reward maximization in offline RL.
method Conditional Variational Autoencoders for latent safety modeling, Constrained Reward-Return Maximization.
result Our approach maintains safety compliance while optimizing rewards, outperforming existing methods.

The paper tackles online resource allocation with uncertain coefficients and chance constraints.

problem Online stochastic resource allocation problem with chance constraints.
method Linearization and primal-dual algorithms with heuristic corrections.
result Optimality gap and constraint violation are on the order of √n.

This work optimizes model performance while ensuring fairness through AUC constraints.

problem Ensuring fairness in machine learning models, especially for protected populations.
method Formulates fairness-aware machine learning model training as AUC optimization subject to fairness constraints, solves using stochastic first-order methods.
result Demonstrates effectiveness of the approach on real-world data under different fairness metrics.

Optimistic algorithm reduces regret and constraint violations in online convex optimization with adversarial constraints.

problem Online convex optimization with adversarial constraints.
method Improved algorithm using accurate predictions of loss and constraint functions.
result Improved bounds on regret and cumulative constraint violations.

A scalable method for deep metric learning using chance constraints.

problem Improving deep metric learning by addressing feasibility issues.
method Relating DML to chance constraints, reformulating as a feasibility problem, and iteratively training proxies.
result The method effectively improves deep metric learning performance across multiple benchmarks.

Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this paper, we study Bayesian optimization for constrained problems in the general ca…

2014-03-22abs ↗pdf ↗

This paper considers online convex optimization over a complicated constraint set, which typically consists of multiple functional constraints and a set constraint. The conventional online projection algorithm (Zinkevich, 2003) can be difficult to implement due to the potentially high computation complexity of the proj…

2016-04-08abs ↗pdf ↗

This paper benchmarks monotone-constrained models for credit PD across datasets and finds constraints are mostly costless.

problem Aligning machine learning model behavior with domain knowledge in credit risk.
method Benchmarked monotone-constrained versus unconstrained gradient boosting models across five datasets and three libraries, defining the Price of Monotonicity (PoM) as the relative change in AUC.
result Monotonicity constraints are almost costless on large datasets and most costly on smaller datasets, with PoM ranging from essentially zero to about 2.9 percent.

CoCoRL learns safe constraints from demonstrations with unknown rewards.

problem Learning safe constraints from demonstrations with different unknown rewards.
method Convex Constraint Learning for Reinforcement Learning (CoCoRL) constructs a convex safe set based on demonstrations.
result CoCoRL learns constraints that lead to safe driving behavior and can safely transfer to different tasks and environments.

The paper tackles imbalanced classification under operational constraints, proposing a framework to maximize sensitivity.

problem Detecting minority class observations under severe class imbalance and operational constraints.
method Formal classification framework under capacity constraints, maximizing sensitivity while respecting a user-defined label limit.
result The optimal classifier under capacity constraints is equivalent to the Bayes classifier with reweighted prior probabilities.

Paper addresses FL over MAC with DP constraints, proposing a novel consensus scheme.

problem Federated learning over a multiple access channel with differential privacy constraints.
method Proposes a novel consensus scheme using digital distributed stochastic gradient descent (D-DSGD) with artificial noise to preserve DP.
result Demonstrates improved convergence rate and DP level for a given MAC capacity.

Improved diffusion models for inverse problems by integrating data consistency constraints.

problem Errors in earlier steps of diffusion models during posterior sampling.
method Guided Decoupled Posterior Sampling (GDPS) with data consistency constraint.
result GDPS achieves state-of-the-art performance, improving accuracy over existing methods.

VRSGT algorithm reduces orthogonality constraints in decentralized optimization.

problem Decentralized optimization with orthogonality constraints.
method VRSGT algorithm with variance reduction and orthogonal techniques.
result VRSGT achieves convergence rate of O(1 / k) for orthogonality constraints.

This paper studies the addition of linear constraints to the Support Vector Regression (SVR) when the kernel is linear. Adding those constraints into the problem allows to add prior knowledge on the estimator obtained, such as finding probability vector or monotone data. We propose a generalization of the Sequential Mi…

2019-11-06abs ↗pdf ↗

Additive Gaussian process framework handles monotonicity constraints in high dimensions.

problem Handling monotonicity constraints in high-dimensional data.
method Additive Gaussian process framework with MaxMod algorithm for dimension reduction.
result Framework enables to satisfy monotonicity constraints everywhere in the input space.

This paper considers online convex optimization (OCO) with stochastic constraints, which generalizes Zinkevich's OCO over a known simple fixed set by introducing multiple stochastic functional constraints that are i.i.d. generated at each round and are disclosed to the decision maker only after the decision is made. Th…

2017-08-12abs ↗pdf ↗