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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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48 results for user-defined functions

R-GPM enables efficient graph pattern mining through user-defined relations.

problem Efficient graph pattern mining through user-defined relations.
method Parallel computing framework with MCMC sampling algorithm and optimizations.
result Efficient estimators for graph pattern statistics with up to 3-orders-of-magnitude computational cost reduction.

This paper optimizes clustering interpretability by balancing value and user-defined features.

problem Generating interpretable clusters in graph data.
method Proposes a β-interpretable clustering algorithm that ensures at least β fraction of nodes share the same feature value.
result Empirical demonstration of the benefits of the proposed approaches in generating interpretable clusters.

ARMS automates fraud detection rules to improve efficiency and accuracy.

problem Maintaining effective fraud detection rules over time and reducing manual review.
method ARMS uses heuristic search and a user-defined loss-function to optimize and manage rules.
result ARMS can maintain original systems' performance with only a fraction of the rules.

Bayesian optimization has recently emerged as a popular and efficient tool for global optimization and hyperparameter tuning. Currently, the established Bayesian optimization practice requires a user-defined bounding box which is assumed to contain the optimizer. However, when little is known about the probed objective…

2015-08-14abs ↗pdf ↗

A new probabilistic polygonal curve representation using Gaussian Mixture Models.

problem Capturing curves with uncertainty in both tangent and normal directions.
method Probabilistic polygonal approximation with Gaussian Mixture Model (GMM).
result The GMM accurately captures the local geometry and uncertainty of curves.

Approximate Bayesian Computation (ABC) provides methods for Bayesian inference in simulation-based stochastic models which do not permit tractable likelihoods. We present a new ABC method which uses probabilistic neural emulator networks to learn synthetic likelihoods on simulated data -- both local emulators which app…

2018-05-23abs ↗pdf ↗

Semi-supervised learning (SSL) has become important in current data analysis applications, where the amount of unlabeled data is growing exponentially and user input remains limited by logistics and expense. Constrained clustering, as a subclass of SSL, makes use of user input in the form of relationships between data …

2018-05-06abs ↗pdf ↗

Improves interpretability of neural network intermediate layers by making concept activations more robust and effective.

problem Challenges in interpreting neural network decisions and learning in intermediate layers due to opacity and shared interactions.
method Proposes A-CAV to increase effectiveness and employs Gram-Schmidt process to improve robustness.
result Significant improvement in recall rate of concept images from 18.35% to 76.83% for VGG16, with reduced variance in recall across different random seeds.

FISHDBC clusters arbitrary data with flexible, scalable, and hierarchical features.

problem Clustering arbitrary data with arbitrary distance functions efficiently.
method Flexible, incremental, scalable, hierarchical density-based clustering algorithm.
result Flexible clustering of arbitrary data without feature extraction.

Following the seminal idea of Tukey, data depth is a function that measures how close an arbitrary point of the space is located to an implicitly defined center of a data cloud. Having undergone theoretical and computational developments, it is now employed in numerous applications with classification being the most po…

2016-08-14abs ↗pdf ↗

A new Branch-and-Bound solver tackles L0-penalized problems with flexible loss functions.

problem Solving L0-penalized optimization problems with a broader class of loss functions.
method Generic Branch-and-Bound procedure with closed-form expressions for key quantities.
result El0ps solver achieves state-of-the-art performance and extends computational feasibility.

One of the key challenges in applying reinforcement learning to real-life problems is that the amount of train-and-error required to learn a good policy increases drastically as the task becomes complex. One potential solution to this problem is to combine reinforcement learning with automated symbol planning and utili…

2018-06-28abs ↗pdf ↗

The paper identifies and analyzes subjective class issues in user-generated data.

problem Subjective labels in user-generated data can lead to biased and manipulated results.
method Defined subjective and objective classes, proposed a framework for detecting subjective labels.
result Data mining practitioners can detect and avoid subjective class issues early in their projects.

UAPCA projects uncertain data to low dimensions using GMMs.

problem Uncertain multidimensional data not well described by normal distributions.
method Model data with Gaussian mixture models, derive UAPCA projection from general formulation.
result Low-dimensional projections better represent multidimensional distributions.

We propose some axioms for hierarchical clustering of probability measures and investigate their ramifications. The basic idea is to let the user stipulate the clusters for some elementary measures. This is done without the need of any notion of metric, similarity or dissimilarity. Our main results then show that for e…

2015-08-15abs ↗pdf ↗

In most classification tasks there are observations that are ambiguous and therefore difficult to correctly label. Set-valued classifiers output sets of plausible labels rather than a single label, thereby giving a more appropriate and informative treatment to the labeling of ambiguous instances. We introduce a framewo…

2016-09-02abs ↗pdf ↗

BOP-Elites uses Bayesian Optimisation for QD search, improving efficiency and insight.

problem Finding diverse high-performing points from an objective function.
method Bayesian Optimisation and Gaussian Processes to model quality and diversity.
result Significantly more sample efficient and better at identifying niche solutions.

ConvNets improve nonstationary covariance estimation for large-scale spatial data.

problem Estimating nonstationary spatial covariance functions on large scales.
method Convolutional Neural Networks (ConvNets) for subregion identification and selection.
result Enhanced accuracy in parameter estimation using ConvNet-based partitioning.

Improved text generation with constraints using discrete auto-regressive biasing.

problem Balancing fluency and constraint satisfaction in LLM outputs.
method Discrete Auto-regressive Biasing, leveraging gradients in discrete text space.
result Significantly improved constraint satisfaction with comparable fluency.

Enhanced kernel framework for advanced data forecasting.

problem Complex mechanical behaviors and timefrequency dynamics in aircraft systems.
method Frequency-aware surrogate modeling with SMT kernels, extending kernel types and incorporating derivatives.
result Improved accuracy in forecasting CO2 concentrations and airline passenger traffic.

Paper tackles goal-directed generation of discrete structures using conditional generative models.

problem Challenges in generating structured discrete data, especially for problems like program synthesis and materials design.
method Investigates conditional generative models to directly model the distribution of discrete structures given properties of interest. Introduces a novel approach to optimize a reinforcement learning objective.
result Improvements over maximum likelihood estimation and other baselines in generating molecules and identifying short python expressions.

Extracts controllable models from videos of real-world activities.

problem Creating realistic and controllable character models from video data.
method Two networks: one for pose and control signal to next pose, and another for pose, new pose, and background to output frame.
result High-quality, controllable character models can be generated from arbitrary videos.

A new method for sparse regression models using graph structure.

problem Sparse regression models for high-dimensional data.
method Decomposes coefficient vector into latent variables, performs regularization on latent variables, uses proximal projection.
result Stable performance compared to other models, especially for high-dimensional data.

Proposes a new MOBO framework for better estimation of uncertain parameters in expensive black-box functions.

problem Estimating the unknown utopia in multi-objective optimization problems with expensive black-box functions.
method Nested weighted Tchebycheff Multi-objective Bayesian Optimization (WTB-MOBO) with ensemble model selection.
result Improves MOBO performance by selecting the best model from an ensemble of predictive models.