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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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129258386515 · Jun 202019922001200920172026
48 results for positive features

The visibility transformation embeds data position into signature features for efficient pattern recognition.

problem Embedding absolute position into signature features for efficient pattern recognition.
method The visibility transformation is put on a theoretical footing and used to embed absolute position into signature features efficiently.
result The generated feature set simplifies pattern recognition by accommodating nonlinear functions of absolute and relative values.

Forecasting the future traffic flow distribution in an area is an important issue for traffic management in an intelligent transportation system. The key challenge of traffic prediction is to capture spatial and temporal relations between future traffic flows and historical traffic due to highly dynamical patterns of h…

2019-04-12abs ↗pdf ↗

A new DRL model for intraday trading incorporating positional context.

problem Neglecting positional context in existing DRL intraday trading strategies.
method Introducing positional features into the state space of a DRL model.
result Significant improvement in profitability and risk-adjusted metrics.

While invasively recorded brain activity is known to provide detailed information on motor commands, it is an open question at what level of detail information about positions of body parts can be decoded from non-invasively acquired signals. In this work it is shown that index finger positions can be differentiated fr…

2015-12-14abs ↗pdf ↗

Study k-positive surface group representations and their degenerations.

problem Understanding the behavior of surface group representations under degenerations.
method Introduced k-positive representations and studied their degenerations using a limit theorem for positively ratioed representations.
result Degenerations of k-positive representations can lead to limits that are at least (k-3)-positive and irreducible limits are (k-1)-positive.

The paper tackles feature cross search for linear models, providing approximation algorithms and structural results.

problem Maximizing AUC of a linear model trained on feature crosses.
method Submodular optimization, greedy algorithm, and connections to total variation and kernel matrices.
result Simple greedy (11/e)(1-1/e)-approximation algorithm for maximizing AUC.

We propose to formulate multi-label learning as a estimation of class distribution in a non-linear embedding space, where for each label, its positive data embeddings and negative data embeddings distribute compactly to form a positive component and negative component respectively, while the positive component and nega…

2019-11-17abs ↗pdf ↗

Novel unsupervised feature selection method using multi-step Markov transition probability.

problem Neglected relationships between non-adjacent data points in feature selection.
method MMFS (Multi-step Markov transition probability for Feature Selection) approach, employing positive and negative viewpoints.
result MMFS effectively maintains data structure in unsupervised feature selection.

Paper proposes a statistical test for feature selection pipelines using selective inference.

problem Assessing the significance of feature selection pipelines in data analysis.
method Selective inference technique applied to feature selection pipelines composed of various algorithms.
result The proposed statistical test controls false positive feature selection probabilities.

This paper presents a spermwhale' localization architecture using jointly a bag-of-features (BoF) approach and machine learning framework. BoF methods are known, especially in computer vision, to produce from a collection of local features a global representation invariant to principal signal transformations. Our idea …

2013-06-13abs ↗pdf ↗

SAEs struggle with feature consistency across runs, hindering MI reliability.

problem Inconsistency of learned SAE features across different training runs.
method Propose using the Pairwise Dictionary Mean Correlation Coefficient (PW-MCC) to measure feature consistency.
result High levels of feature consistency (0.80 for TopK SAEs on LLM activations) are achievable with appropriate architectural choices.

Paper solves open question about non-positive kernels by decomposing them into PD kernels.

problem Can non-positive definite kernels be decomposed into the difference of two positive definite kernels?
method Introduced signed measure to transform positive decomposition into measure decomposition, providing a sufficient and necessary condition.
result First random features algorithm for unbiased estimation of non-positive kernels.

Nonparametric IPSS selects features with false discovery control.

problem Feature selection in high-dimensional data with theoretical false discovery control.
method Integrated Path Stability Selection (IPSS) applied to nonparametric feature importance scores.
result IPSS accurately controls false discovery rate and detects more true positives than existing methods.

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.

A new method predicts true classes from positive and unlabeled data with additional labeled observations.

problem Predicting true classes from positive and unlabeled data with selection bias.
method Introduces augmented PU prediction, allowing feature-dependent labeling, and compares various empirical Bayes rules.
result The variational autoencoder-based method performs similarly or better than other methods and improves accuracy for unlabeled samples.

The study explains how transformer components enable in-context learning.

problem Understanding how transformer components contribute to in-context learning.
method Analyzed a two-attention-layer transformer model trained on Markov chain data.
result Gradient flow converges to a limiting model with a copier, selector, and classifier mechanism.

Proposes a new scoring function for linear classifiers to improve object positioning in feature space.

problem Lack of information about relative positions of recognized objects in feature space.
method Calculates a scoring function based on object distance from decision boundary and class centroid.
result Demonstrates effectiveness of the proposed method compared to other ensemble algorithms on multiple datasets.

Study proves existence, uniqueness, and positivity of solutions to a complex volatility model.

problem Modeling equity index and spot volatility with path-dependent features and general kernels.
method Proved existence and uniqueness of a continuous solution to a Stochastic Volterra Equation (SVE) with non-convolutional, non-bounded kernels and non-Lipschitz coefficients.
result Positivity of the volatility process under certain conditions on the kernels.

SFS-DA method statistically tests FS reliability under domain adaptation.

problem Feature selection reliability under domain adaptation with limited target data.
method Selective Inference framework to control false positive rate and enhance true positive rate.
result SFS-DA method controls FPR below a pre-specified level αα (e.g., 0.05) while maximizing true positive rate.

Feature selection has attracted significant attention in data mining and machine learning in the past decades. Many existing feature selection methods eliminate redundancy by measuring pairwise inter-correlation of features, whereas the complementariness of features and higher inter-correlation among more than two feat…

2015-02-01abs ↗pdf ↗

Paper introduces PTL-SI for statistical inference in TL-HDR, controlling FPR.

problem Quantifying statistical significance in TL-HDR with limited data.
method PTL-SI framework for valid pp-values in TL-HDR feature selection.
result Valid pp-values and controlled FPR in TL-HDR feature selection.

New RFs reduce kernel approximation variance and improve Transformer performance.

problem Efficient approximation of Gaussian and softmax kernels for kernel methods and Transformers.
method Parameterized, positive, non-trigonometric RFs optimized for variance reduction.
result Significant variance reduction in practice, outperforming previous methods.

This paper investigates two feature-scoring criteria that make use of estimated class probabilities: one method proposed by \citet{shen} and a complementary approach proposed below. We develop a theoretical framework to analyze each criterion and show that both estimate the spread (across all values of a given feature)…

2012-06-27abs ↗pdf ↗

In many real-world scenarios where data is high dimensional, test time acquisition of features is a non-trivial task due to costs associated with feature acquisition and evaluating feature value. The need for highly confident models with an extremely frugal acquisition of features can be addressed by allowing a feature…

2019-09-15abs ↗pdf ↗

New spectral mixture representation for isotropic kernels simplifies random Fourier features.

problem Applying Random Fourier Features to complex kernels.
method Decompose isotropic kernels into scale mixtures of α-stable random vectors.
result Constructive spectral sampling formula for various kernels.

DHGAK aligns substructures for better graph kernel performance.

problem Limited performance of traditional graph kernels due to missing substructure similarities.
method Hierarchically aligns relational substructures in deep embedding space, assigning same feature maps in RKHS.
result DHGAK outperforms state-of-the-art graph kernels on various benchmarks.

This work optimizes alignment and uniformity of features on a hypersphere for better downstream performance.

problem Improving the performance of contrastive representation learning.
method Identifying and optimizing alignment and uniformity of features on a hypersphere.
result Directly optimizing alignment and uniformity leads to comparable or better performance than contrastive learning.

Paper proposes sparse classification method for high-dimensional data.

problem Sparse classification in high-dimensional data with positive-confidence samples.
method Developed a novel sparse-penalization framework using L1, SCAD, and MCP penalties for convex and non-convex shrinkage.
result Proved near minimax-optimal sparse recovery rates under Restricted Strong Convexity condition.

New algorithm for truncated linear regression without knowing the survival set.

problem Estimating the unknown regressor in truncated linear regression with an unknown survival set.
method Sub-Gaussian feature vectors and novel subroutine for learning unions of intervals.
result First algorithm with poly(d/ε) runtime for truncated linear regression with unknown survival set.