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.
The paper proposes a new method to learn choice functions using Pareto-embeddings.
problem Learning subset choices from feature vectors.
method Embedding choice alternatives into a higher-dimensional utility space and identifying choice sets with Pareto-optimal points. Minimizing a differentiable loss function.
result The feasibility of learning a Pareto-embedding demonstrated on benchmark datasets.
For a Hamiltonian action of a compact group U of isometries on a compact Kähler manifold Z and a compatible subgroup G of UC, we prove that for any closed G--invariant subset Y⊂Z the image of the gradient map μp(Y) is independent of the choice of the invariant Kähler form …
We introduce Neural Choice by Elimination, a new framework that integrates deep neural networks into probabilistic sequential choice models for learning to rank. Given a set of items to chose from, the elimination strategy starts with the whole item set and iteratively eliminates the least worthy item in the remaining …
With the rapidly growing scales of statistical problems, subset based communication-free parallel MCMC methods are a promising future for large scale Bayesian analysis. In this article, we propose a new Weierstrass sampler for parallel MCMC based on independent subsets. The new sampler approximates the full data poster…
Gaussian Processes are widely used for regression tasks. A known limitation in the application of Gaussian Processes to regression tasks is that the computation of the solution requires performing a matrix inversion. The solution also requires the storage of a large matrix in memory. These factors restrict the applicat…
This paper consists of two parts. First, motivated by classic results, we determine the subsets of a given nilpotent Lie algebra g (respectively, of the Grassmannian of two-planes of g) whose sign of Ricci (respectively, sectional) curvature remains unchanged for an arbitrary choice of a posit…
We consider the problem of learning the preferences of a heterogeneous population by observing choices from an assortment of products, ads, or other offerings. Our observation model takes a form common in assortment planning applications: each arriving customer is offered an assortment consisting of a subset of all pos…
The paper develops an algorithm to select a subset of training data for efficient regression models.
problem Designing an efficient algorithm for selecting a subset of training data to train regression models quickly without sacrificing accuracy.
method The paper tackles this problem by formulating it as a minimization of training loss with respect to both trainable parameters and subset of training data, subject to error bounds on the validation set. They use a novel problem formulation and represent it with simplified constraints using the dual of the original training problem. They then develop SELCON, an efficient majorization-minimization algorithm for data subset selection, which admits an approximation guarantee.
result The experiments show that SELCON trades off accuracy and efficiency more effectively than the current state-of-the-art.
We determine the topology of the moduli space of periodic tilings of the plane by parallelograms. To each such tiling, we associate combinatorial data via the zone curves of the tiling. We show that all tilings with the same combinatorial data form an open subset in a suitable Euclidean space that is homotopy equivalen…
A new method reduces complexity in estimating dynamic choice models.
problem Estimating structural parameters in dynamic discrete choice models using behavioral data.
method Two-stage approach: inverse reinforcement learning for Q-function estimation, state selection via clustering, and maximum likelihood estimation with nested fixed-point algorithm.
result The method mitigates the curse of dimensionality and provides finite-sample bounds on estimation error.
We study the performance of data-driven, a priori and random approaches to label space partitioning for multi-label classification with a Gaussian Naive Bayes classifier. Experiments were performed on 12 benchmark data sets and evaluated on 5 established measures of classification quality: micro and macro averaged F1 s…
We study the spectrum of the Dirac operator D on pseudo-Riemannian spin manifolds of signature (p,q), considered as an unbounded operator in the Hilbert space Lξ2(S). The definition of Lξ2(S) involves the choice of a p-dimensional time-like subbundle ξ⊂TM. We establish a sufficient criterion for …
This survey covers in our opinion the most important results in the theory of continuous selections of multivalued mappings (approximately) from 2002 through 2012. It extends and continues our previous such survey which appeared in Recent Progress in General Topology, II, which was published in 2002. In comparison, our…
We propose a Laplace approximation that creates a stochastic unit from any smooth monotonic activation function, using only Gaussian noise. This paper investigates the application of this stochastic approximation in training a family of Restricted Boltzmann Machines (RBM) that are closely linked to Bregman divergences.…
Active learning is a powerful approach to analyzing data effectively. We show that the feasibility of active learning depends crucially on the choice of measure with respect to which the query is being optimized. The standard information gain, for example, does not permit an accurate evaluation with a small committee, …
When tracking user-specific online activities, each user's preference is revealed in the form of choices and comparisons. For example, a user's purchase history is a record of her choices, i.e. which item was chosen among a subset of offerings. A user's preferences can be observed either explicitly as in movie ratings …
We consider some metrics and weak metrics defined on the Teichmueller space of a surface of finite type with nonempty boundary, that are defined using the hyperbolic length spectrum of simple closed curves and of properly embedded arcs, and we compare these metrics and weak metrics with the Teichmüller metric. The comp…
Simplified feature selection using a single agent with restructured choice strategy.
problem Efficiency and cost issues in multi-agent reinforced feature selection.
method Single-agent approach with restructured choice strategy, including scanning method, feature prioritization, state representation, and reward scheme.
result Improved efficiency and effectiveness of feature selection.
GROUSE (Grassmannian Rank-One Update Subspace Estimation) is an incremental algorithm for identifying a subspace of Rn from a sequence of vectors in this subspace, where only a subset of components of each vector is revealed at each iteration. Recent analysis has shown that GROUSE converges locally at an expected linea…
Data in the form of pairwise comparisons arises in many domains, including preference elicitation, sporting competitions, and peer grading among others. We consider parametric ordinal models for such pairwise comparison data involving a latent vector w∗∈Rd that represents the "qualities" of the d ite…
A family of maximum mean discrepancy (MMD) kernel two-sample tests is introduced. Members of the test family are called Block-tests or B-tests, since the test statistic is an average over MMDs computed on subsets of the samples. The choice of block size allows control over the tradeoff between test power and computatio…