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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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116232347463 · Jun 202019922001200920172026
48 results for sequential features

Novel algorithm reduces feature inclusion in online decision-making.

problem Optimizing decision-making for personalized user experiences with fairness.
method Online Batched Sequential Inclusion (OBSI) algorithm for sequential feature inclusion.
result OBSI outperforms other algorithms in terms of regret, relevance of features, and compute.

A new method uses CPD to efficiently model feature interactions in non-sequential data.

problem Efficiently modeling feature interactions in non-sequential data with high computational and memory costs.
method Implicitly represent model parameters as a tensor, factorize into a compact Tensor Train (TT) format, and use Canonical Polyadic (CP) Decomposition for invariance to feature ordering.
result The proposed CP-based predictor outperforms other TN-based predictors on sparse data and matches neural network performance on dense non-sequential tasks.

Improves text clustering by incorporating sequential features and word embeddings.

problem Lack of sequential information and synonym handling in current text clustering methods.
method SiDPMM model that models documents as joint of bags of words, sequential features, and word embeddings.
result Significant improvement in performance and accurate inference of cluster numbers.

A hierarchical model shows how scaling laws emerge from sequential feature recovery.

problem Emergence of scaling laws from feature learning in multi-layer networks.
method Layer-wise spectral algorithm adapted to compositional structure, sequential feature detection.
result Sequential detection of latent features, leading to explicit power-law decay of prediction error.

SeqFM models dynamic and sequential features for better predictive analytics.

problem Inadequate handling of sequential dependencies in existing FM-based models.
method Introduces SeqFM, a novel model that incorporates multi-view self-attention to model static, dynamic, and their interactions.
result SeqFM outperforms existing models in ranking, classification, and regression tasks on six large-scale datasets.

NGP selects N features from P using neural networks in a greedy, iterative process.

problem Feature selection for non-linear prediction problems.
method Neural Greedy Pursuit (NGP) algorithm, selecting features sequentially in an iterative loss minimization procedure.
result NGP provides better performance than DeepLIFT and Drop-one-out loss methods.

A new neural network model reduces features in high-dimensional sequential data.

problem Exponential growth in features of truncated signature transform in high-dimensional data.
method Proposes a neural network model inspired by Convolutional Neural Networks to address feature growth.
result Reduces the number of features efficiently in a data-dependent way.

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.

GIB improves neural network generalization by dynamically selecting task-relevant features across different sequential environments.

problem Poor generalization of deep neural networks to unseen environments.
method Proposes a gated information bottleneck (GIB) approach that dynamically drops spurious correlations and selects task-relevant features.
result GIB outperforms other IB approaches in adversarial robustness and OOD detection.

This paper discovers classification models from sequential data without prior knowledge.

problem Lack of prior knowledge in defining kernels for online classification.
method Adapts GP-based time-series structure discovery with SMC to learn new features from sequential data.
result Improves classification accuracy by 10% on real-world data.

This paper compares neural networks with traditional methods for churn prediction using financial data.

problem Churn prediction with sequential data and deep neural networks.
method Assesses LSTM neural networks combined with RFM variables against logistic regression models.
result LSTM neural networks outperform traditional methods in churn prediction.

This paper improves prediction in small data sets by eliciting expert knowledge about feature similarities.

problem Improving predictive models from small high-dimensional data sets.
method Eliciting expert knowledge about pairwise feature similarities and using sequential decision making techniques.
result Improvement in predictive performance on both simulated and real data.

Hybrid model for online nonlinear prediction using LSTM and soft GBDT.

problem Online nonlinear prediction with manual feature selection and model selection issues.
method End-to-end architecture with LSTM for feature extraction and soft GBDT for regression, jointly optimized.
result Significant performance improvements over conventional methods on real datasets.

New methods for assessing and visualizing feature groups in machine learning models.

problem Lack of methods for interpreting feature groups in machine learning models.
method Permutation-based, refitting, and Shapley-based techniques for grouped feature importance. Introduced a sequential procedure for identifying stable feature combinations. Developed a combined features effect plot.
result Effective methods for assessing and visualizing the importance and effect of feature groups in machine learning models.

We present a novel framework for kernel learning with sequential data of any kind, such as time series, sequences of graphs, or strings. Our approach is based on signature features which can be seen as an ordered variant of sample (cross-)moments; it allows to obtain a "sequentialized" version of any static kernel. The…

2016-01-29abs ↗pdf ↗

Linear dimensionality reduction techniques are powerful tools for image analysis as they allow the identification of important features in a data set. In particular, nonnegative matrix factorization (NMF) has become very popular as it is able to extract sparse, localized and easily interpretable features by imposing an…

2015-05-26abs ↗pdf ↗

There are time series that are amenable to recurrent neural network (RNN) solutions when treated as sequences, but some series, e.g. asynchronous time series, provide a richer variation of feature types than current RNN cells take into account. In order to address such situations, we introduce a unified RNN that handle…

2018-09-24abs ↗pdf ↗

A new algorithm optimizes unknown functions with noisy data and unmatched features.

problem Sequentially maximizing a function with unknown and noisy data and features not under control.
method Bayesian conditional mean embedding and Gaussian process for uncertainty.
result Empirically outperforms state-of-the-art algorithms.

In many real-world applications, data is not collected as one batch, but sequentially over time, and often it is not possible or desirable to wait until the data is completely gathered before analyzing it. Thus, we propose a framework to sequentially update a maximum margin classifier by taking advantage of the Maximum…

2018-03-07abs ↗pdf ↗

Hybrid model improves sequential data prediction by combining neural and time series models.

problem Nonlinear prediction in online settings with domain-specific feature engineering issues.
method Joint optimization of LSTM for feature extraction and SARIMAX for time series data using state space representations.
result Significant improvements in real-life competition datasets.

SFSVI uses Gaussian mixtures to approximate neural network outputs for continual learning.

problem Learning new tasks without forgetting old ones in neural networks.
method Sequential function-space variational inference with Gaussian mixture approximation.
result Gaussian mixture SFSVI outperforms other methods in continual learning.

NARD extends ARD for linear models, promoting sparsity and correlation structure.

problem Sparse relationships between inputs and outputs, capturing correlation structure.
method Matrix normal prior with sparsity-inducing parameter, iterative updates, sequential evaluation, and surrogate function approximation.
result Significant computational efficiency improvements with comparable performance.

WaveCRN improves E2E speech enhancement with efficient CNN and SRU.

problem Efficiently modeling speech locality and sequential properties for E2E speech enhancement.
method WaveCRN uses a CNN for speech locality and SRU for temporal sequential modeling, with RFM for noise suppression.
result WaveCRN outperforms state-of-the-art approaches with reduced complexity and inference time.

This work tackles costly feature acquisition for classification, using RL.

problem Classification with costly feature acquisition.
method Formulated as a sequential decision-making problem (MDP) and solved with deep reinforcement learning.
result Robust performance across various datasets and settings, outperforming prior-art.

SeqFOMAML uses meta-learning to prevent forgetting across tasks.

problem Catastrophic forgetting in neural networks when learning multiple tasks sequentially.
method Meta-learning approach exposing neural network to multiple tasks sequentially.
result SeqFOMAML reduces catastrophic forgetting in sequential learning problems.

Symmetric CNNs improve sequential recommendation and protein structure prediction.

problem Improving prediction accuracy in sequential recommendation and protein structure inference.
method Developed a CNN architecture that preserves symmetry in convolutional layers, using parameterized convolutional kernels.
result Symmetric structured CNNs achieve better performance with fewer parameters.

Paper tackles robust decision-making from multiple sites with shared structure.

problem Learning robust sequential decisions from heterogeneous multi-site datasets.
method Group-Robust MDPs with d-rectangular uncertainty sets, feature-wise worst-case aggregation, and cluster-level pooling.
result Proves suboptimality bound for robust planning policy under robust partial coverage assumption.

NM-PPG optimizes adaptive feature acquisition in POMDPs for better predictions.

problem Optimizing adaptive feature acquisition in prediction problems with costly features.
method Non-myopic pathwise policy gradients (NM-PPG) with continuous relaxation and straight-through rollout.
result NM-PPG outperforms state-of-the-art AFA methods on synthetic and real-world datasets.

The paper adapts step sizes in TD learning to identify relevant features.

problem Identifying which features are relevant for temporal-difference learning.
method Adapting step sizes in stochastic gradient descent for feature relevance in TD learning.
result TD IDBD effectively distinguishes relevant features in gridworld and robotic tasks.

This work improves transferability by considering conditional distributions in feature representations.

problem Improving transferability across multiple domains by considering conditional distributions.
method Introducing von Neumann conditional divergence to quantify the functional dependence between features and desired response.
result Favorable performance in terms of smaller generalization error and less catastrophic forgetting.

Predicting MRI coil failures using time series classification.

problem Early detection of MRI hardware failures to prevent downtime.
method Training a statistical model on sequential image data features over time.
result LSTMs achieved an F-score of 86.43% and 98.33% accuracy in predicting coil damage.

As an emerging research direction, online streaming feature selection deals with sequentially added dimensions in a feature space while the number of data instances is fixed. Online streaming feature selection provides a new, complementary algorithmic methodology to enrich online feature selection, especially targets t…

2016-03-02abs ↗pdf ↗

dHMM improves sequential labeling by encouraging diversity.

problem Improving performance of HMM in real-world sequential labeling tasks.
method dHMM incorporates a diversity-encouraging prior over state-transition probabilities.
result dHMM outperforms state-of-the-art methods on benchmark datasets for PoS tagging and OCR.

New algorithms improve combinatorial linear semi-bandits for clustered feature vectors.

problem Poor performance of existing algorithms in clustered feature vector cases.
method Arm-wise randomization technique to address the shortcoming.
result Proposed algorithms (PC2{}^2UCB and TS) outperform existing algorithms in clustered feature vector cases.

A new model for context-aware recommendations using LSTM and latent context.

problem Challenges in incorporating context into recommendation models, especially sparsity and dimensionality issues.
method Sequential latent context modeling using LSTM, reducing context dimensions to a compressed latent space.
result The proposed SLCM outperforms state-of-the-art CARS models in empirical analysis.