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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.

169,181 papers · 148 categories

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6111722 · Jun 202019922001200920182026
48 results for stepwise SVM

SplitWise enhances stepwise regression by adaptively encoding numeric predictors into binary features.

problem Capturing nonlinear relationships in regression models without sacrificing interpretability.
method Adaptive encoding of numeric predictors into binary features using shallow decision trees, assessed by AIC or BIC.
result Consistently produces more parsimonious and generalizable models than traditional techniques.

A novel stepwise VI method using vine copulas for complex latent dependence.

problem Modeling complex latent dependence structures in probabilistic models.
method Stepwise estimation of vine copula parameters using Rényi divergence and a stopping criterion.
result Our method outperforms mean-field VI and is more parsimonious in complex applications.

Proposes a new algorithm for Sparse Bayesian Learning connected to Stepwise Regression.

problem Sparse Bayesian Learning for probabilistic models.
method Coordinate ascent algorithm (RMP) for SBL, showing connection to Stepwise Regression.
result RMP's noise variance parameter limit connects to Stepwise Regression, with derived guarantees.

In this article, we advocate the ensemble approach for variable selection. We point out that the stochastic mechanism used to generate the variable-selection ensemble (VSE) must be picked with care. We construct a VSE using a stochastic stepwise algorithm, and compare its performance with numerous state-of-the-art algo…

2010-03-30abs ↗pdf ↗

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.

Proposes a novel BO algorithm for stepwise model selection in sequence prediction.

problem Optimal model selection in sequential settings where model performance varies over time.
method Bayesian optimization with deep kernel learning to handle multiple black-box functions.
result Outperforms standard and multi-objective BO algorithms on sequence prediction tasks.

Adaptive batching improves Gaussian process surrogates for noisy level set estimation.

problem Learning the level set of noisy simulator responses.
method Developed four novel adaptive batching schemes for Gaussian process metamodels.
result Adaptive batching brings significant computational speed-ups with minimal loss of modeling fidelity.

New approach to avoid bad incentives in reinforcement learning agents.

problem Designing safe reinforcement learning agents that avoid unnecessary disruptions.
method Break down side effects penalties into baseline state and deviation measure; introduce new stepwise inaction baseline and relative reachability deviation measure.
result Combination of new design choices avoids undesirable incentives, while simpler alternatives fail.

We study the conditions for a nilpotent Lie group to be foliated into subgroups that have square integrable (relative discrete series) unitary representations, that fit together to form a filtration by normal subgroups. Then we use that filtration to construct a class of "stepwise square integrable" representations on …

2012-12-09abs ↗pdf ↗

A new random forest algorithm uncovers feature interdependencies better than traditional methods.

problem Tackles the sub-optimality of greedy decision tree implementations in random forests.
method Presented a 'stepwise lookahead' variation of random forests that considers multiple split nodes simultaneously.
result Significantly outperforms greedy random forests in uncovering feature interdependencies, especially in high-noise environments.

Maximal Rate of Stepwise Uncertainty Reduction selects simulations to reduce uncertainty efficiently.

problem Efficiently estimating quantities of interest from multi-fidelity simulations.
method Bayesian sequential strategy that maximizes the ratio of expected uncertainty reduction to simulation cost.
result MR-SUR strategy unifies and provides principled approaches to develop new methods.

Bayesian method corrects for model selection multiplicity in regression.

problem Model selection multiplicity in regression analysis.
method Developed a Bayesian prior distribution based on Holm procedure analogy.
result Adequate multiplicity correction requires sparsity not provided by recommended priors.

Spiking neural networks perform similarly to deep networks on occluded images.

problem Robust object recognition in partially occluded images.
method Developed a two-layer spiking neural network trained on natural scenes with a biologically plausible learning rule, compared to deep convolutional networks.
result Spiking neural networks achieve good accuracy and robustness on stepwise pixel erasement tasks.

Support Vector Machines, SVMs, and the Large Margin Nearest Neighbor algorithm, LMNN, are two very popular learning algorithms with quite different learning biases. In this paper we bring them into a unified view and show that they have a much stronger relation than what is commonly thought. We analyze SVMs from a metr…

2012-01-23abs ↗pdf ↗

Improved equation learning accuracy via comprehensive R²-elimination and Bayesian model selection.

problem Challenges in exhaustive equation learning due to multicollinearity and greedy steps.
method Combines R2R^2 and Bayesian model evidence for a comprehensive yet efficient search.
result Our approach surpasses all other methods in identification accuracy, especially in exact equation recovery.

This work extends SVM error bounds to weighted SVM and introduces hyperparameter selection methods.

problem Improving SVM performance through effective hyperparameter selection.
method Extending span error bound theory to weighted SVM and introducing hyperparameter selection methods.
result The span rule is the most effective method for weighted SVM hyperparameter selection and provides the best predictor of test error.

Support vector machines (SVMs) are invaluable tools for many practical applications in artificial intelligence, e.g., classification and event recognition. However, popular SVM solvers are not sufficiently efficient for applications with a great deal of samples as well as a large number of features. In this paper, thus…

2010-08-24abs ↗pdf ↗

Prior knowledge can be used to improve predictive performance of learning algorithms or reduce the amount of data required for training. The same goal is pursued within the learning using privileged information paradigm which was recently introduced by Vapnik et al. and is aimed at utilizing additional information avai…

2013-06-13abs ↗pdf ↗

Paper introduces MKL-L0/1L_{0/1}-SVM for SVM with (0,1)(0, 1) loss.

problem Optimization of SVM with (0,1)(0, 1) loss function.
method MKL framework combined with ADMM algorithm for solving the optimization problem.
result Performance of MKL-L0/1L_{0/1}-SVM comparable to SimpleMKL.

Training of one-vs.-rest SVMs can be parallelized over the number of classes in a straight forward way. Given enough computational resources, one-vs.-rest SVMs can thus be trained on data involving a large number of classes. The same cannot be stated, however, for the so-called all-in-one SVMs, which require solving a …

2016-11-25abs ↗pdf ↗

SVM used for estimating treatment effects without confounding.

problem Estimating average treatment effects in the presence of confounding variables.
method Adapts SVM classifier as a kernel-based weighting procedure to balance covariates and estimate causal effects.
result SVM provides a continuous relaxation of the quadratic integer program for balancing covariates and maximizing effective sample size.

SaR-SVM-STV improves hyperspectral image classification with shape-adaptive reconstruction and denoising.

problem Classifying hyperspectral images with limited labeled data.
method Shape-adaptive Reconstruction (SaR) for pixel preprocessing, SVM for probability estimation, and Smoothed Total Variation (STV) for denoising.
result SaR-SVM-STV outperforms SVM-STV with fewer labeled data.

We describe a novel binary classification technique called Banded SVM (B-SVM). In the standard C-SVM formulation of Cortes et al. (1995), the decision rule is encouraged to lie in the interval [1, \infty]. The new B-SVM objective function contains a penalty term that encourages the decision rule to lie in a user specif…

2011-07-12abs ↗pdf ↗

Bayesian method for estimating inputs leading to specific probability outputs.

problem Estimating inputs for specific probability outputs of uncertain functions.
method Bayesian strategy using Gaussian process modeling and SUR principle.
result Surpassed performance of existing methods through numerical experiments.

One of the limiting factors of using support vector machines (SVMs) in large scale applications are their super-linear computational requirements in terms of the number of training samples. To address this issue, several approaches that train SVMs on many small chunks of large data sets separately have been proposed in…

2015-07-23abs ↗pdf ↗

Quantum LS-SVM simplifies matrix inversion for faster machine learning.

problem Speeding up machine learning algorithms for large datasets.
method Introduces a novel quantum algorithm using continuous variables to simplify matrix inversion in LS-SVM, and proposes a hybrid quantum-classical approach for sparse solutions.
result Quantum LS-SVM achieves exponential speed-up and can solve classically difficult tasks.

Paper examines M-SVM for multi-task learning, showing reliability and pre-convergence-rate factor improvements.

problem Whether MTL always provides reliable results and how MTL outperforms independent learning.
method Regularized multi-task learning (MTL) based on SVM models (M-SVM).
result M-SVM is Bayes risk consistent in large sample size, improving pre-convergence-rate factor (PCR) for small data.

The paper improves SVM and localized SVM stability under triple perturbations.

problem Stability of SVMs and localized SVMs under triple perturbations.
method Generalizes and improves existing results, considering simultaneous variations in probability measure, regularization parameter, and kernel.
result Improved stability of SVMs and localized SVMs under triple perturbations.