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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.

168,657 papers · 148 categories

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2845688521,136 · Jun 202019922001200920172026
48 results for selective generation

Enhances selective inference for generalized lasso using parametric programming.

problem Low statistical power in selective inference for generalized lasso.
method Parametric programming to compute solution paths and identify model selection events.
result Improves selective inference power and practicality for various problems.

The paper bridges theory and practice in query-driven selectivity learning.

problem Insufficient theoretical understanding of query-driven selectivity learning.
method Demonstrates learnability of selectivity predictors and establishes favorable OOD generalization error bounds.
result Theoretical advances improve OOD generalization of query-driven selectivity models.

The paper proposes methods to control errors in language generation models using textual entailment.

problem The lack of a correctness metric hinders applying principled methods to language generation tasks.
method The paper leverages textual entailment to evaluate correctness and proposes two selective generation algorithms: SGen^Sup and SGen^Semi.
result The proposed algorithms control the false discovery rate with respect to textual entailment and achieve comparable selection efficiency to baselines.

OptCS optimizes model selection after conformal inference, controlling FDR and power loss.

problem Challenges in model selection for conformal inference, especially when limited labeled data and many model choices are available.
method OptCS framework that allows valid statistical testing after flexible data-driven model optimization, using novel multiple testing procedures.
result Valid conformal p-values constructed despite substantial data reuse, maintaining FDR control.

The paper addresses selection bias in conformal prediction for focal units.

problem Selection bias in marginally valid conformal prediction intervals for focal units.
method A general framework for constructing selection-conditional coverage prediction sets.
result Efficient methods for various selection rules with exact finite-sample coverage.

We develop a general approach to valid inference after model selection. At the core of our framework is a result that characterizes the distribution of a post-selection estimator conditioned on the selection event. We specialize the approach to model selection by the lasso to form valid confidence intervals for the sel…

2013-11-25abs ↗pdf ↗

Study compares mutation validation and cross-validation for model selection.

problem Comparing model selection methods for generalization performance and computational efficiency.
method Empirical comparison using benchmark and real-world datasets with Bayesian tests.
result Both methods select models with equivalent generalization performance but MV selects simpler models and is computationally cheaper.

Develops a more powerful selective inference method for stepwise feature selection.

problem Loss of power in existing conditional SI methods due to over-conditioning.
method Uses homotopy continuation approach to overcome over-conditioning.
result Shows improved power and efficiency in selective inference for feature selection.

The study improves compound selection in in silico screening by focusing on model's ability to predict desirable outcomes.

problem Improving compound selection in in silico screening to reduce errors and enhance generalization.
method Extending learning theory, the study analyzes the impact of selection policies on generalization and proposes a method to mitigate challenges.
result Generalization can be enhanced by considering a model's ability to predict the fraction of desired outcomes in a batch.

Recently, many regularized procedures have been proposed for variable selection in linear regression, but their performance depends on the tuning parameter selection. Here a criterion for the tuning parameter selection is proposed, which combines the strength of both stability selection and cross-validation and therefo…

2013-01-30abs ↗pdf ↗

CASP selects reliable policies for two-stage recommender systems by considering both value and support.

problem The selection of a generator in two-stage recommender systems affects both the policy value and the data support used to estimate it.
method CASP combines doubly robust value estimation with a support-burden penalty.
result CASP selects lower-burden policies when estimated value and support credibility are in tension.

Online selection of dynamic features has attracted intensive interest in recent years. However, existing online feature selection methods evaluate features individually and ignore the underlying structure of feature stream. For instance, in image analysis, features are generated in groups which represent color, texture…

2016-08-21abs ↗pdf ↗

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.

Many deep models have been recently proposed for anomaly detection. This paper presents comparison of selected generative deep models and classical anomaly detection methods on an extensive number of non--image benchmark datasets. We provide statistical comparison of the selected models, in many configurations, archite…

2018-07-13abs ↗pdf ↗

Paper proposes an unsupervised feature selection algorithm with stability guarantees.

problem Feature selection for dimension reduction and interpretability.
method Proposes a novel unsupervised feature selection algorithm with stability guarantees.
result The algorithm has superior generalization performance and stable selected features.

The study evaluates different parameter selection methods for Gaussian process interpolation.

problem Choosing optimal parameters for Gaussian process interpolation.
method Empirical study using scoring rules and leave-one-out selection criteria.
result The choice of model family is often more important than the selection criterion.

The paper proves generalization bounds and stopping rules for self-selected data in reciprocal learning.

problem Generalization of learning algorithms using self-selected data.
method Proves universal generalization bounds using covering numbers and Wasserstein ambiguity sets.
result Provides stopping rules for reciprocal learning algorithms to ensure out-of-sample performance.

A fast algorithm selects best subsets in high-dimensional models.

problem Identifying sparse models in high-dimensional generalized linear models.
method Splicing technique for fast and consistent best subset selection.
result Our algorithm achieves high certainty in selecting best subsets with polynomial computational complexity.

Introduces model class selection to find sets of near-optimal models.

problem Finding sets of near-optimal models within multiple model collections.
method Generalizes model set selection framework to model class selection, using data splitting approaches.
result Shows that simpler, interpretable models can perform similarly to complex machine learning models.

ChatGPT selects stocks for investment portfolios, but optimization models improve results.

problem Using AI for investment advice due to model inaccuracies.
method Used ChatGPT to generate a stock universe, then compared various portfolio optimization strategies.
result Combining AI-generated stock selection with advanced optimization models yields better investment outcomes.

We analyze general model selection procedures using penalized empirical loss minimization under computational constraints. While classical model selection approaches do not consider computational aspects of performing model selection, we argue that any practical model selection procedure must not only trade off estimat…

2012-08-01abs ↗pdf ↗

New model selects uncorrelated and discriminative features for unsupervised feature selection.

problem Selecting uncorrelated and discriminative features in high-dimensional data.
method Adaptive graph-based generalized regression model with uncorrelated constraint and 2,1\ell_{2,1}-norm regularization.
result The model effectively selects uncorrelated and discriminative features, improving clustering performance.

This paper improves model selection with cross-validation using domain knowledge.

problem Improving model selection with cross-validation risk estimation.
method Establishes distribution-free deviation bounds using VC dimension, formalizes Learning Spaces based on domain knowledge.
result Enhanced generalization through selection of candidate models based on domain knowledge.

Fisher score is one of the most widely used supervised feature selection methods. However, it selects each feature independently according to their scores under the Fisher criterion, which leads to a suboptimal subset of features. In this paper, we present a generalized Fisher score to jointly select features. It aims …

2012-02-14abs ↗pdf ↗

Variable selection is of significant importance for classification and regression tasks in machine learning and statistical applications where both predictability and explainability are needed. In this paper, a Copula Entropy (CE) based method for variable selection which use CE based ranks to select variables is propo…

2019-10-28abs ↗pdf ↗

Study on selecting between base algorithms in stochastic bandit problems.

problem Model selection in stochastic environments with contextual information.
method Developed a meta-algorithm-base algorithm abstraction with a smoothing transformation for optimal O(T)O(\sqrt{T}) guarantees.
result Optimal O(T)O(\sqrt{T}) model selection guarantees for stochastic contextual bandit problems.

Proposes PEMI for online selective conformal prediction with asymmetric rules.

problem Challenges of handling asymmetric selection mechanisms in online selective conformal prediction.
method PEMI: permutation-based framework for selective conformal prediction with arbitrary asymmetric selection rules.
result Achieves exact selection-conditional coverage for any asymmetric selection mechanism and any prediction model.

The paper examines domain generalization algorithms and finds empirical risk minimization performs well.

problem Comparing domain generalization algorithms is difficult due to inconsistent experimental conditions.
method Implemented DomainBed, a testbed for domain generalization with seven datasets and model selection criteria.
result Empirical risk minimization shows state-of-the-art performance across all datasets.

This paper defines a generalized column subset selection problem which is concerned with the selection of a few columns from a source matrix A that best approximate the span of a target matrix B. The paper then proposes a fast greedy algorithm for solving this problem and draws connections to different problems that ca…

2013-12-24abs ↗pdf ↗