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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.

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3977951,1921,589 · Jun 202019922001200920172026
48 results for rank learning

We study the problem of learning to rank from multiple information sources. Though multi-view learning and learning to rank have been studied extensively leading to a wide range of applications, multi-view learning to rank as a synergy of both topics has received little attention. The aim of the paper is to propose a c…

2018-01-31abs ↗pdf ↗

New algorithm improves asset ranking for better cross-sectional portfolios.

problem Sub-optimal ranking of assets in cross-sectional systematic strategies.
method Learning-to-rank algorithms to enhance portfolio construction.
result Modern machine learning ranking algorithms boost Sharpe Ratios by approximately threefold.

Uplift modeling has effectively been used in fields such as marketing and customer retention, to target those customers that are most likely to respond due to the campaign or treatment. Uplift models produce uplift scores which are then used to essentially create a ranking. We instead investigate to learn to rank direc…

2020-02-14abs ↗pdf ↗

Paper introduces GAMs for interpretable learning-to-rank models.

problem Need for transparent ranking models in legal or policy scenarios.
method Developed generalized additive models (GAMs) for ranking tasks using neural networks.
result Neural ranking GAMs achieve better performance than traditional GAMs while maintaining interpretability.

Listwise learning-to-rank methods form a powerful class of ranking algorithms that are widely adopted in applications such as information retrieval. These algorithms learn to rank a set of items by optimizing a loss that is a function of the entire set -- as a surrogate to a typically non-differentiable ranking metric.…

2019-11-22abs ↗pdf ↗

DM2L tackles missing labels in multi-label learning by modeling local and global rank structures.

problem Missing labels in multi-label learning.
method DM2L imposes local low-rank structures and global high-rank structures on predictions of instances from the same and different labels, respectively.
result DM2L outperforms state-of-the-art methods in multi-label learning with missing labels.

A new learning-to-rank approach ensures fairness for item providers in dynamic ranking systems.

problem Myopically optimizing user utility can be unfair to item providers in two-sided markets.
method A controller that integrates unbiased estimators for fairness and utility, dynamically adapting as more data becomes available.
result Empirically, the algorithm is highly practical and robust, ensuring amortized group fairness.

The paper tackles learning true rankings from noisy, incomplete data.

problem Learning true rankings from incomplete and noisy data.
method Introduces a selective Mallows model for noisy rankings and derives upper and lower bounds on sample complexity.
result Strong asymptotically tight bounds on sample complexity for learning complete rankings and top-k rankings.

The paper proposes using low rank assumption to improve causal structure learning in DAGs.

problem Challenges in learning causal structures in high-dimensional, non-sparse DAGs.
method Exploits low rank assumption of DAG adjacency matrix to adapt causal structure learning methods.
result Maximum rank is highly related to hubs, suggesting low rank for scale-free networks.

Ranking problems, also known as preference learning problems, define a widely spread class of statistical learning problems with many applications, including fraud detection, document ranking, medicine, credit risk screening, image ranking or media memorability. In this article, we systematically review different types…

2019-09-06abs ↗pdf ↗

Improved deep learning performance in financial markets by using rank space.

problem High volatility and low signal-to-noise ratio in equity market dynamics.
method Transformed equity market data from name space to rank space, enabling better learning by DNNs.
result DNNs achieve superior performance in statistical arbitrage in rank space compared to name space.

New method saves computational budget by ranking and transferring learning curves.

problem Expensive automated machine learning methods for hyperparameter and neural architecture optimization.
method Tackles as a ranking and transfer learning problem, optimizing a pairwise ranking loss and leveraging learning curves from other datasets.
result Accelerates neural architecture search by a factor of up to 100 without significant performance degradation.

Enhances currency strategy Sharpe ratio by 30% using context-aware Learning to Rank.

problem Sub-optimal ranking of assets during critical market periods.
method Context-aware Learning to Rank model based on Transformer architecture.
result Significantly improves Sharpe ratio and various performance metrics.

Label ranking is a prediction task which deals with learning a mapping between an instance and a ranking (i.e., order) of labels from a finite set, representing their relevance to the instance. Boosting is a well-known and reliable ensemble technique that was shown to often outperform other learning algorithms. While b…

2020-01-21abs ↗pdf ↗

We propose a low-rank approach to learning a Mahalanobis metric from data. Inspired by the recent geometric mean metric learning (GMML) algorithm, we propose a low-rank variant of the algorithm. This allows to jointly learn a low-dimensional subspace where the data reside and the Mahalanobis metric that appropriately f…

2018-06-14abs ↗pdf ↗

FLAMBE tackles RL in low rank MDPs by learning features.

problem Dealing with the curse of dimensionality in RL.
method Develops FLAMBE, a method that engages in exploration and representation learning for RL in low rank transition models.
result FLAMBE efficiently learns features for RL in low rank transition models.

We propose a new learning to rank algorithm, named Weighted Margin-Rank Batch loss (WMRB), to extend the popular Weighted Approximate-Rank Pairwise loss (WARP). WMRB uses a new rank estimator and an efficient batch training algorithm. The approach allows more accurate item rank approximation and explicit utilization of…

2017-11-10abs ↗pdf ↗

Ranking is a key aspect of many applications, such as information retrieval, question answering, ad placement and recommender systems. Learning to rank has the goal of estimating a ranking model automatically from training data. In practical settings, the task often reduces to estimating a rank functional of an object …

2014-07-23abs ↗pdf ↗

Research reveals deep networks often learn low-rank structures, leading to more efficient training and fine-tuning.

problem Efficient training and deployment of large-scale deep learning models.
method Complementary theoretical perspectives on low-rank structures during training and convergence, and practical applications of LoRA and masked training.
result Understanding and exploiting low-rank structures can improve efficiency and effectiveness of training and fine-tuning.

Selecting the right drugs for the right patients is a primary goal of precision medicine. In this manuscript, we consider the problem of cancer drug selection in a learning-to-rank framework. We have formulated the cancer drug selection problem as to accurately predicting 1). the ranking positions of sensitive drugs an…

2018-01-23abs ↗pdf ↗

New ranking algorithms improve online content delivery by learning from click data.

problem Bias in ranking systems due to production system biases.
method Proposed novel extensions of LinUCB and Linear Thompson Sampling algorithms to handle position-based click model.
result Validated the proposed algorithms through offline and online experiments.

A method for ranking items using distance-based learning from positive and unlabeled data.

problem Learning to rank items without an analytic description of what constitutes a good ranking.
method Combining representations using an integer linear program for ranking items based on nominations.
result The method is effective in simulation and real data examples, especially when supervision is light.

Hashing, or learning binary embeddings of data, is frequently used in nearest neighbor retrieval. In this paper, we develop learning to rank formulations for hashing, aimed at directly optimizing ranking-based evaluation metrics such as Average Precision (AP) and Normalized Discounted Cumulative Gain (NDCG). We first o…

2017-05-23abs ↗pdf ↗

Sparse coding, which represents a data point as a sparse reconstruction code with regard to a dictionary, has been a popular data representation method. Meanwhile, in database retrieval problems, learning the ranking scores from data points plays an important role. Up to now, these two problems have always been conside…

2014-09-08abs ↗pdf ↗

Learning-to-rank techniques have proven to be extremely useful for prioritization problems, where we rank items in order of their estimated probabilities, and dedicate our limited resources to the top-ranked items. This work exposes a serious problem with the state of learning-to-rank algorithms, which is that they are…

2018-02-21abs ↗pdf ↗

New algorithm predicts ranked stock lists for long-short portfolios.

problem Constructing effective long-short stock portfolios using machine learning.
method Proposes a new listwise learn-to-rank loss function to emphasize top and bottom of a rank list.
result Demonstrates superior performance in constructing long-short portfolios with a 38% annual return.

Label ranking aims to learn a mapping from instances to rankings over a finite number of predefined labels. Random forest is a powerful and one of the most successful general-purpose machine learning algorithms of modern times. In this paper, we present a powerful random forest label ranking method which uses random de…

2016-08-27abs ↗pdf ↗

We develop latent variable models for Bayesian learning based low-rank matrix completion and reconstruction from linear measurements. For under-determined systems, the developed methods are shown to reconstruct low-rank matrices when neither the rank nor the noise power is known a-priori. We derive relations between th…

2015-01-23abs ↗pdf ↗

Object ranking is an important problem in the realm of preference learning. On the basis of training data in the form of a set of rankings of objects, which are typically represented as feature vectors, the goal is to learn a ranking function that predicts a linear order of any new set of objects. Current approaches co…

2018-03-15abs ↗pdf ↗

The problem of ranking a set of objects given some measure of similarity is one of the most basic in machine learning. Recently Agarwal proposed a method based on techniques in semi-supervised learning utilizing the graph Laplacian. In this work we consider a novel application of this technique to ranking binary choice…

2009-09-08abs ↗pdf ↗

It is of increasing importance to develop learning methods for ranking. In contrast to many learning objectives, however, the ranking problem presents difficulties due to the fact that the space of permutations is not smooth. In this paper, we examine the class of rank-linear objective functions, which includes popular…

2011-06-09abs ↗pdf ↗