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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.

168,742 papers · 148 categories

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155309464618 · Jun 202019922001200920172026
48 results for sparse predictions

The goal of predictive sparse coding is to learn a representation of examples as sparse linear combinations of elements from a dictionary, such that a learned hypothesis linear in the new representation performs well on a predictive task. Predictive sparse coding algorithms recently have demonstrated impressive perform…

2012-02-18abs ↗pdf ↗

Sparse deep learning improves prediction uncertainty for time series data.

problem Uncertainty quantification for dependent data like time series.
method Sparse recurrent neural networks (RNNs) for time series data.
result Sparse deep learning can consistently estimate and predict time series data with correct uncertainty quantification.

Proposes a method to boost deep reinforcement learning with sparse rewards.

problem Challenges in learning complex behaviors with long horizons and sparse rewards.
method Predictive coding for reward shaping.
result Achieves better learning by providing reward signals that understand environment dynamics and emphasize useful features.

STanHop predicts multivariate time series with memory-enhanced capabilities.

problem Predicting multivariate time series with memory-enhanced capabilities.
method Sparse Tandem Hopfield Network (STanHop) with two external memory modules.
result STanHop outperforms dense Hopfield models in memory retrieval error.

Conformal prediction improves prediction intervals for PCEs, especially in sparse cases.

problem Quantifying local model errors in PCEs for small datasets.
method Integration of conformal prediction methods (full and Jackknife+) into full and sparse PCEs.
result Better-calibrated prediction intervals for both full and sparse PCEs.

NGSLL combines DNN accuracy with linear model interpretability.

problem Combining high accuracy of DNNs with interpretability of linear models.
method Neural generators of sparse local linear models (NGSLL) using DNNs to approximate non-linear functions.
result Effective in real-world datasets, achieving high predictive performance and interpretability.

SAE-FiRE extracts key financial info from long documents, improving earnings surprise predictions.

problem Predicting earnings surprises from long, redundant financial documents.
method Sparse Autoencoder feature selection to filter out noise and identify key dimensions.
result SAE-FiRE significantly outperforms baseline approaches in financial datasets.

New research challenges the idea that counterfactual explanations should be sparse.

problem Predictive multiplicity leads to multiple models giving almost equal solutions.
method Derive a general upper bound for counterfactual costs under multiplicity and compare sparse vs. data support approaches.
result Data support methods are more robust to multiplicity but have higher counterfactual costs.

VC-PCR improves prediction by clustering correlated variables.

problem Decreased prediction accuracy due to cluster structure in predictor variables.
method Supervised variable selection and clustering to integrate cluster information into a sparse modeling process.
result VC-PCR achieves better prediction, variable selection, and clustering performance.

Sparse representations using data dictionaries provide an efficient model particularly for signals that do not enjoy alternate analytic sparsifying transformations. However, solving inverse problems with sparsifying dictionaries can be computationally expensive, especially when the dictionary under consideration has a …

2015-11-16abs ↗pdf ↗

Bayesian method predicts runtime metrics for fog manufacturing.

problem Accurate prediction of runtime performance metrics in fog manufacturing.
method Bayesian sparse regression for multivariate mixed responses.
result Enhanced prediction and statistical inferences of runtime metrics.

Paper develops an efficient method for conformal prediction in sparse linear models.

problem Computing conformal prediction sets for sparse linear models is computationally infeasible.
method Numerical continuation techniques to approximate the solution path efficiently.
result The method accurately approximates conformal prediction sets for sparse linear models.

Signal processing tasks as fundamental as sampling, reconstruction, minimum mean-square error interpolation and prediction can be viewed under the prism of reproducing kernel Hilbert spaces. Endowing this vantage point with contemporary advances in sparsity-aware modeling and processing, promotes the nonparametric basi…

2013-02-21abs ↗pdf ↗

AdaEnsemble learns adaptive feature interactions for CTR prediction.

problem Learning feature interactions for CTR prediction in recommender systems and Ads ranking.
method AdaEnsemble is a Sparsely-Gated Mixture-of-Experts (SparseMoE) architecture that dynamically selects feature interaction depth.
result AdaEnsemble achieves better prediction accuracy and inference efficiency compared to state-of-the-art models.

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.

TRUST improves tree models' accuracy while maintaining interpretability.

problem Piecewise-constant regression trees lack in predictive accuracy compared to black-box models.
method Combines Random Forest accuracy with interpretability of shallow trees and sparsity of linear models, using LLMs for explanations.
result TRUST outperforms other interpretable models in predictive accuracy and matches Random Forest's accuracy.

In presence of sparse noise we propose kernel regression for predicting output vectors which are smooth over a given graph. Sparse noise models the training outputs being corrupted either with missing samples or large perturbations. The presence of sparse noise is handled using appropriate use of 1\ell_1-norm along-wi…

2018-11-06abs ↗pdf ↗

SGPA calibrates transformer uncertainty for safety-critical tasks.

problem Uncertainty estimation in transformer models for safety-critical domains.
method Bayesian inference in transformer's output space using sparse Gaussian processes.
result SGPA-based Transformers improve in-distribution calibration and out-of-distribution robustness.

FLASH-MAX predicts electromagnetic fields from sparse data in seconds.

problem Predicting homogeneous electromagnetic fields from sparse pointwise observations.
method Exact-by-construction neural network architecture that satisfies Maxwell's equations symbolically.
result FLASH-MAX achieves sub-1% relative validation error from 1K sparse observations in seconds.

E3^3 combines sparse MoEs and ensembles to improve model efficiency and performance.

problem Improving model efficiency and performance in machine learning.
method Combining sparse mixture of experts and ensembles, presenting Efficient Ensemble of Experts (E3^3).
result E3^3 achieves better accuracy, log-likelihood, few-shot learning, robustness, and uncertainty estimates than baselines.

A new estimator learns sparse linear models with context-dependent coefficients.

problem Sparse linear models lack flexibility compared to deep neural networks for handling feature groups.
method Contextual lasso estimator using a deep neural network with lasso regularization.
result Learned models can be sparser than standard lasso without sacrificing predictive power.

We introduce a new algorithm, called adaptive sparse backfitting algorithm, for solving high dimensional Sparse Additive Model (SpAM) utilizing symmetric, non-negative definite smoothers. Unlike the previous sparse backfitting algorithm, our method is essentially a block coordinate descent algorithm that guarantees to …

2014-09-08abs ↗pdf ↗

EASIER-net uses sparse networks to improve prediction accuracy for high-dimensional data.

problem Limited use of neural networks in high-dimensional data with small samples.
method Ensemble by Averaging Sparse-Input Hierarchical networks (EASIER-net) with small modifications to neural network architecture and training procedure.
result EASIER-net achieves higher prediction accuracy than off-the-shelf methods on average.

Jointly learns feature and sample relevancies for robust sparse recovery.

problem Sparse recovery sensitivity to data contaminants like outliers or misspecified noise.
method Jointly learns feature and sample relevancies via marginal likelihood optimization.
result Consistent sparse and robust prediction models across diverse tasks.

Originally designed to model text, topic modeling has become a powerful tool for uncovering latent structure in domains including medicine, finance, and vision. The goals for the model vary depending on the application: in some cases, the discovered topics may be used for prediction or some other downstream task. In ot…

2014-10-16abs ↗pdf ↗

Combining LETKF and RC improves chaotic system prediction from noisy, sparse data.

problem Improving chaotic system prediction from imperfect observations and models.
method Combining LETKF and RC to predict spatio-temporal chaotic systems from noisy and sparsely distributed observations.
result The proposed method using LETKF and RC outperforms LETKF in predicting chaotic systems from noisy and sparse observations.

A novel spatio-temporal graph neural network with a learnable Tweedie head improves vessel traffic flow prediction in sparse maritime data.

problem Accurate vessel traffic flow prediction in sparse maritime data.
method A model-agnostic learnable Tweedie head attached to ST-GNN backbones.
result The proposed head consistently improves RMSE across multiple ST-GNN backbones, especially on non-zero events.

Regression algorithm uses quantum annealer for sparse inference in lattice QCD simulations.

problem Improving prediction accuracy in lattice QCD simulations.
method Proposes a regression algorithm that combines sparse inference with a D-Wave quantum annealer.
result Quantum annealer improves prediction performance in lattice QCD simulations.

Study improves paddy rice yield predictions in Peru using sparse regression and climatic variables.

problem Improving precision of paddy rice yield forecasts in Peru.
method Sparse regression, Elastic-Net regularization, climatic variables, dynamic transformations.
result Improved predictive performance of paddy rice yield forecasts.

Sparse coding approximates the data sample as a sparse linear combination of some basic codewords and uses the sparse codes as new presentations. In this paper, we investigate learning discriminative sparse codes by sparse coding in a semi-supervised manner, where only a few training samples are labeled. By using the m…

2013-11-26abs ↗pdf ↗