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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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225451676901 · Jun 202019922001200920182026
48 results for thresholding algorithms

Optimal iterative thresholding algorithms improve upon hard and soft thresholding.

problem Optimizing sparsity or rank constraints in optimization problems.
method Developed the notion of relative concavity for thresholding operators, finding a new class of operators that are optimal.
result A new class of thresholding operators, including q\ell_q thresholding and reciprocal thresholding, achieves the strongest convergence guarantee.

The article examines different thresholding methods for improving PAM algorithm in cancer classification.

problem High-dimensional classification with too many features selected by PAM.
method Extends PAM with hard and order thresholding methods and a deep search algorithm.
result Improved cancer status prediction accuracy and smaller number of features.

New algorithm for reinforcement learning in uncertain environments with unknown thresholds.

problem Safety in reinforcement learning in unknown and uncertain environments.
method Growing-Window estimator sampling and Stochastic Pessimistic-Optimistic Thresholding (SPOT) algorithm.
result Achieves sublinear regret and constraint violation of ildeO(T) ilde{\mathcal{O}}(\sqrt{T}).

A new algorithm infers causal networks from data using topological thresholds.

problem Inferring causal networks from data.
method Two methods for determining topological thresholds: one to leave no disconnected nodes, the other to find a causal large connected component.
result The novel algorithm is faster and more accurate than the PC algorithm.

New algorithm identifies good arms with fewer samples when thresholds are close.

problem Good arm identification in bandit problems with small threshold gaps.
method Proposes lil'HDoC algorithm to improve GAI under small threshold gaps.
result Sample complexity of first λ output arm is nearly identical to HDoC algorithm when thresholds are close.

Adaptive algorithm for outlier detection by balancing arm exploration and threshold estimation.

problem Identifying outliers in a set of rewards where the threshold is a function of all rewards.
method Adaptively updated confidence interval for the threshold based on previous rounds' estimates, balancing exploration of individual arms and the outlier threshold.
result Efficient algorithm with reduced sample complexity for outlier detection.

Study derives algorithmic detectability threshold for stochastic block model with EM and BP.

problem Detectability of stochastic block model in practice when parameters are unknown.
method Used expectation-maximization (EM) algorithm with belief propagation (BP).
result Algorithmic detectability threshold differs from Nishimori condition.

New algorithm detects communities even with corrupted data, reaching Kesten-Stigum threshold.

problem Robust community detection in stochastic block model with node corruptions.
method Polynomial-time algorithm using Grothendieck norm of principal submatrices.
result First algorithm to achieve weak recovery at Kesten-Stigum threshold with node corruptions.

Iterative shrinkage/thresholding algorithm (ISTA) is a well-studied method for finding sparse solutions to ill-posed inverse problems. In this letter, we present a data-driven scheme for learning optimal thresholding functions for ISTA. The proposed scheme is obtained by relating iterations of ISTA to layers of a simpl…

2015-12-15abs ↗pdf ↗

Sparse reconstruction approaches using the re-weighted l1-penalty have been shown, both empirically and theoretically, to provide a significant improvement in recovering sparse signals in comparison to the l1-relaxation. However, numerical optimization of such penalties involves solving problems with l1-norms in the ob…

2013-12-05abs ↗pdf ↗

LinearAPT optimizes decision-making under resource constraints for a linear threshold problem.

problem Optimizing sequential decisions with a linear threshold under resource limitations.
method LinearAPT, an adaptive algorithm for fixed-budget TLB problem.
result LinearAPT achieves theoretical upper bounds and robust performance on various datasets.

Automatically tunes distance threshold in metric learning.

problem Manual tuning of distance threshold in ITML-based methods is sensitive and time-consuming.
method Optimized metric learning algorithm using Dykstra algorithm to solve nonlinear equation efficiently.
result The proposed metric learning algorithm automatically tunes the distance threshold and achieves comparable accuracy.

This study optimizes multi-modal learning thresholds and algorithms in high dimensions.

problem Optimizing multi-modal learning performance in high-dimensional data.
method Analytical quantification and derivation of AMP algorithm with state evolution analysis.
result Bayes-optimal performance and recovery thresholds derived for multi-modal data.

Hard thresholding remains efficient for DNN pruning, but smart pruning offers faster accuracy recovery.

problem Efficiently pruning deep neural networks while minimizing accuracy loss.
method Proposes a novel smart pruning algorithm based on difference of convex functions optimization.
result Smart pruning is often orders of magnitude faster than competing approaches while achieving low accuracy degradation.

This paper considers the problem of estimating multiple related Gaussian graphical models from a pp-dimensional dataset consisting of different classes. Our work is based upon the formulation of this problem as group graphical lasso. This paper proposes a novel hybrid covariance thresholding algorithm that can effecti…

2015-03-07abs ↗pdf ↗

Iterative thresholding algorithms are well-suited for high-dimensional problems in sparse recovery and compressive sensing. The performance of this class of algorithms depends heavily on the tuning of certain threshold parameters. In particular, both the final reconstruction error and the convergence rate of the algori…

2013-10-31abs ↗pdf ↗

The stochastic block model is one of the oldest and most ubiquitous models for studying clustering and community detection. In an exciting sequence of developments, motivated by deep but non-rigorous ideas from statistical physics, Decelle et al. conjectured a sharp threshold for when community detection is possible in…

2015-11-04abs ↗pdf ↗

New RL algorithm learns optimal policies for MDPs using known structure.

problem Overcoming curse of dimensionality and modeling in MDPs.
method Structure-aware online learning algorithm exploiting known threshold policy.
result Proposed algorithm converges to optimal policy with significant speed improvements.

Solves community detection in sparse hypergraphs above a threshold.

problem Community detection in sparse hypergraphs.
method Generalization of Massoulié's method for sparse random graphs to random hypergraphs.
result Above the threshold, a spectral algorithm constructs a partition correlated with the true partition.

Study analyzes sample complexity of thresholding bandit for dose-ranging, with and without monotonicity assumption.

problem Sample complexity analysis of thresholding bandit problem with monotonicity assumption.
method Lower bounds and proposed algorithm for sample complexity, valid for any risk and δ-correct algorithm.
result Sample complexity of proposed algorithm is of same order as for small risks.

Optimal method detects jumps in jump-diffusion processes.

problem Detecting jumps in jump-diffusion processes with improved finite-sample performance.
method Iterative threshold-kernel method to optimally select threshold parameter.
result Approximate optimal threshold depends on spot volatility, jump intensity, and jump density.

New algorithm achieves strong consistency in binary non-uniform hypergraph classification.

problem Node classification on binary non-uniform hypergraphs with varying edge probabilities.
method Proposes a refinement algorithm using power iteration on weighted adjacency matrices.
result Proves optimality of the refinement algorithm, achieving strong consistency and IT lower bound.

New insights into binary perceptron reveal phase transitions and algorithmic thresholds.

problem Understanding the statistical-computational gap in binary perceptron models.
method Application of fully lifted random duality theory (fl RDT) to uncover structural changes.
result Numerical estimates of constraint density thresholds align with theoretical predictions.

New algorithm detects communities near KS threshold with optimal rate, even in noisy conditions.

problem Community detection in symmetric stochastic block models with noisy data.
method Polynomial-time algorithm using Sum-of-Squares framework and robust majority voting.
result Achieves minimax-optimal misclassification rate near Kesten-Stigum threshold, even with node corruption.

New algorithm resists contamination in high-dimensional regression with optimal performance.

problem Adversarial and measurement errors in high-dimensional data.
method Adversarial Contamination-resistant Iterative Hard Thresholding (AC-IHT) algorithm.
result Achieves minimax near-optimal estimation and signal-adaptive support recovery.

Ridge regression is revisited with debiasing and thresholding, offering advantages over Lasso.

problem High-dimensional data challenges classical ridge regression's sparsity detection and bias issues.
method Debiasing and thresholding ridge regression, introducing a wild bootstrap for confidence regions and hypothesis testing, and a hybrid bootstrap for prediction intervals.
result Debiased and thresholded ridge regression can offer similar performance to thresholded Lasso and may be preferable in some settings.

Recently, a novel family of biologically plausible online algorithms for reducing the dimensionality of streaming data has been derived from the similarity matching principle. In these algorithms, the number of output dimensions can be determined adaptively by thresholding the singular values of the input data matrix. …

2016-12-11abs ↗pdf ↗

A new algorithm improves sample complexity for thresholding in Monte Carlo Tree Search.

problem Determining if the root node value of a tree is at least a given threshold.
method Developed a δ-correct sequential sampling algorithm based on the Track-and-Stop strategy.
result Ratio-based modification of D-Tracking strategy reduces sample complexity and computational cost.

A new SSL method uses instance-dependent thresholds to improve accuracy.

problem Improving semi-supervised learning by better selecting confident unlabeled instances.
method Proposes instance-dependent thresholds that vary based on the ambiguity and error rates of pseudo-labels for each unlabeled instance.
result Demonstrates that instance-dependent thresholds provide a probabilistic guarantee for correct pseudo-labels.

Study lenient regret and good-action identification in Gaussian process bandits.

problem Optimizing function values above a certain threshold in Gaussian process bandits.
method Study lenient regret notions and introduce algorithms for finding good actions.
result Upper and lower bounds on lenient regret for GP-UCB and elimination algorithms.

Multi-task feature learning aims to identity the shared features among tasks to improve generalization. It has been shown that by minimizing non-convex learning models, a better solution than the convex alternatives can be obtained. Therefore, a non-convex model based on the capped-1,1\ell_{1},\ell_{1} regularization wa…

2014-06-16abs ↗pdf ↗

New method trains neural networks with threshold activation functions efficiently.

problem Training neural networks with threshold activation functions is challenging due to zero gradients.
method We study weight decay regularized training problems of deep neural networks with threshold activations, showing they can be formulated as convex optimization problems.
result Regularized deep threshold network training problems can be formulated as standard convex optimization problems, paralleling the LASSO method.

GrAPL identifies arms above a threshold using graph similarity.

problem Efficiently identifying arms with means above a threshold in a graph-structured bandit problem.
method Thresholding Graph Bandits with GrAPL algorithm exploiting graph structure and reward homophily.
result GrAPL effectively identifies arms above a threshold using graph structure and reward homophily.