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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.

169,051 papers · 148 categories

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48 results for random subset selection

This paper improves volatility forecasting using dynamic subset selection in genetic programming.

problem Improving accuracy of implied volatility forecasting.
method Dynamic training-subset selection methods applied to genetic programming.
result Dynamic subset selection improves predictive accuracy of genetic programming models.

Random small feature subsets outperform FS in diverse datasets.

problem The significance of selected features in high-dimensional datasets is questionable.
method Analysis of 28 diverse datasets (microarray, RNA-Seq, etc.).
result Any arbitrary set of features performs as well as or better than selected features across datasets.

A new algorithm FS-PeSOA extracts features from large datasets.

problem Extracting useful knowledge from large datasets.
method Adaptive Penguin Search Optimization Algorithm (FS-PeSOA) based on penguin hunting strategy.
result FS-PeSOA finds global optimum solution for feature subset selection.

A new method selects columns of a matrix for dimensionality reduction with better error bounds and performance.

problem Selecting a subset of columns for dimensionality reduction with good approximation error.
method A projection determinantal point process (DPP) for column subset selection.
result Improved bounds on approximation error compared to PCA and volume sampling.

Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact solution is NP-hard even for a restricted class of Gaussian Markov random fields, calle…

2012-09-26abs ↗pdf ↗

Proposes a few-shot learning method for feature selection without labeled data.

problem Feature selection in unlabeled data with limited instances.
method Uses Concrete random variables and permutation-invariant neural networks to select features from multiple source tasks.
result Outperforms existing methods in feature selection performance.

BWS selects best window subsets for efficient data pruning.

problem Challenges in selecting subsets of large datasets for neural network training.
method Best Window Selection (BWS) by choosing optimal window intervals from ordered sample scores.
result BWS outperforms other methods across various selection ratios and datasets.

Ensemble methods have been shown to be an effective tool for solving multi-label classification tasks. In the RAndom k-labELsets (RAKEL) algorithm, each member of the ensemble is associated with a small randomly-selected subset of k labels. Then, a single label classifier is trained according to each combination of ele…

2013-07-06abs ↗pdf ↗

The paper introduces a framework to select efficient datasets for preserving model rankings.

problem Efficient evaluation of machine learning models on small, representative datasets.
method Bootstrap aggregation, clustering, design criteria, random baselines, and greedy farthest-first (FAFI).
result Several selection strategies improve rank preservation compared to random subsets, especially in time series classification.

Unified methods for fast column selection in various applications.

problem Efficiently selecting columns for low-rank approximations in data science and machine learning.
method Deterministic and randomized algorithms exploiting nuclear scores.
result Theoretical guarantees and performance bounds for column selection.

A/B testing improves marketing decisions by selecting effective stratification variables.

problem Improving the sensitivity of A/B testing through stratified sampling.
method Designing an algorithm to select a subset of stratification variables for variance reduction.
result The subset selection method outperforms other variance reduction techniques in A/B testing.

Consistent selection of predictors in high-dimensional binary models with misspecified parameters.

problem Selection of predictors in high-dimensional binary models with misspecified parameters.
method Two-step selection procedure: screening and ordering predictors by Lasso, followed by model selection.
result Consistent selection of the support of the minimizer of the associated risk.

Subset selection in multiple linear regression aims to choose a subset of candidate explanatory variables that tradeoff fitting error (explanatory power) and model complexity (number of variables selected). We build mathematical programming models for regression subset selection based on mean square and absolute errors…

2017-01-27abs ↗pdf ↗

In this paper we propose strategies for estimating performance of a classifier when labels cannot be obtained for the whole test set. The number of test instances which can be labeled is very small compared to the whole test data size. The goal then is to obtain a precise estimate of classifier performance using as lit…

2016-07-09abs ↗pdf ↗

Selective removal of data subsets can efficiently unlearn unwanted distributions.

problem Efficiently removing unwanted data subsets without losing important information.
method Formalized as distributional unlearning, using Kullback-Leibler divergence constraints to select a small subset of data.
result Proposed method achieves corresponding log-loss bounds and is quadratically more sample-efficient than random removal.

A determinantal point process (DPP) is a random process useful for modeling the combinatorial problem of subset selection. In particular, DPPs encourage a random subset Y to contain a diverse set of items selected from a base set Y. For example, we might use a DPP to display a set of news headlines that are relevant to…

2012-10-16abs ↗pdf ↗

The study improves the perceptron's storage capacity by optimizing variable selection.

problem Distinguishing genuine structure from random correlations in high-dimensional data.
method Replica method from statistical mechanics for optimal variable selection.
result Optimal variable selection can surpass the Cover--Gardner bound for pattern classification.

Simplifies random forests by breaking down trees into rules for better interpretability.

problem Balancing model complexity and accuracy in random forests.
method Breaking down random forest trees into individual classification rules and selecting a subset.
result A few selected rules can achieve acceptable accuracy similar to the original model, leading to simpler models.

This paper optimizes survey questions to reduce bias and select key tokens for QoE analysis.

problem Reducing bias in user surveys and selecting informative tokens for Quality of Experience analysis.
method Randomized question order and greedy submodular maximization for selecting tokens.
result Randomizing token order can significantly reduce bias, and a subset of 30% tokens captures 94% of the information.

Proposes an ensemble framework for outlier detection with embedded feature selection.

problem Improving performance of outlier detection in noisy data.
method Unified feature selection and outlier detection, thresholded self-paced learning, alternate algorithm.
result The proposed framework ODEFS outperforms existing methods on real-world datasets.

Paper proposes a method to identify negative transfers in multitask learning using surrogate models.

problem Identifying subsets of source tasks that improve target task performance in multitask learning.
method Surrogate modeling to precompute multitask learning performances and approximate them with a linear regression model.
result The approach predicts negative transfers from multiple source tasks to target tasks more accurately than existing methods.

MOSAIC selects few informative exemplars from high-dimensional data with non-linear structures.

problem Representative selection from high-dimensional data with non-linear structures.
method MOSAIC uses a multi-criteria approach with a quadratic formulation to maximize global representation power, diversity, and outlier detection.
result MOSAIC maximizes data coverage in a transformed space and achieves robustness to various outlier types.

This research optimizes feature selection for predicting transportation modes in smart cities.

problem Finding the best subset of features for predicting transportation modes.
method Wrapper and information retrieval methods were used to find the best feature subset.
result The proposed framework achieved better performance compared to related studies.

A new method for sparse linear bandits reduces exploration-exploitation tradeoff.

problem Sparse linear bandits in high-dimensional settings with finite actions.
method Best subset selection for parameter estimation and doubly growing epochs for regret minimization.
result Achieves nearly dimension-independent regret of ildeO(sT) ilde{\mathcal{O}}(s\sqrt{T}) with high probability.

One-pass algorithm finds small subset for p\ell_p subspace approximation with additive error.

problem Finding a small subset of data points for p\ell_p subspace approximation.
method One-pass subset selection with additive approximation guarantee for p[1,)p \in [1, \infty).
result First one-pass algorithm with additive error for p\ell_p subspace approximation.

Bayesian approach selects subsets of variables for interpretable prediction and identifies key factors in educational outcomes.

problem Challenges in subset selection for stability, regularization, and inference.
method Bayesian perspective on subset selection, deriving optimal subsets and variable importance metrics.
result Better prediction, interval estimation, and variable selection compared to competing methods.

The observation of power laws in the time to extrema of volatility, volume and intertrade times, from milliseconds to years, are shown to result straightforwardly from the selection of biased statistical subsets of realizations in otherwise featureless processes such as random walks. The bias stems from the selection o…

2011-12-16abs ↗pdf ↗

Simplifies large action space bandits by selecting representative actions.

problem Efficiently managing large action spaces with correlated outcomes.
method Random sampling and solving of bandit instances to identify representative actions.
result The algorithm selects a smaller set of representative actions that perform nearly as well as the full action space.

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 ↗

Big data sets must be carefully partitioned into statistically similar data subsets that can be used as representative samples for big data analysis tasks. In this paper, we propose the random sample partition (RSP) data model to represent a big data set as a set of non-overlapping data subsets, called RSP data blocks,…

2017-12-12abs ↗pdf ↗

New MCMC algorithm reduces subset selection passes to 2 for optimal kk-dimensional subspace approximation.

problem Subset selection for kk-dimensional subspace approximation with εε-approximation.
method MCMC sampling algorithm reducing passes to 2 for p=2p=2 case, poly(k/ε) size subset.
result Subset selection of nearly optimal size in 2 passes, (1+ε)(1+ε) approximation.

Hierarchical randomized smoothing improves model robustness for complex data.

problem Certifying robustness on complex data (e.g. images, graphs) is challenging.
method Add random noise to a randomly selected subset of entities in a hierarchical manner.
result Hierarchical randomized smoothing yields stronger robustness guarantees with high accuracy.