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.
New methods use vector search and nearest-neighbor matching for policy learning in causal inference.
This paper addresses the nearest neighbor search problem under inner product similarity and introduces a compact code-based approach. The idea is to approximate a vector using the composition of several elements selected from a source dictionary and to represent this vector by a short code composed of the indices of th…
For a product of interest, we propose a search method to surface a set of reference products. The reference products can be used as candidates to support downstream modeling tasks and business applications. The search method consists of product representation learning and fingerprint-type vector searching. The product …
We propose a novel neural architecture search algorithm via reinforcement learning by decoupling structure and operation search processes. Our approach samples candidate models from the multinomial distribution on the policy vectors defined on the two search spaces independently. The proposed technique improves the eff…
Attention-based encoder decoder network uses a left-to-right beam search algorithm in the inference step. The current beam search expands hypotheses and traverses the expanded hypotheses at the next time step. This traversal is implemented using a for-loop program in general, and it leads to speed down of the recogniti…
CwA optimizes search performance by jointly learning a balanced database partition and a neural probing function.
Inverted file and asymmetric distance computation (IVFADC) have been successfully applied to approximate nearest neighbor search and subsequently maximum inner product search. In such a framework, vector quantization is used for coarse partitioning while product quantization is used for quantizing residuals. In the ori…
SOLAR improves search efficiency and accuracy with sparse, orthogonal embeddings.
Analyzes SVM classifier behavior with different parameters and data types.
Similarity search retrieves the nearest neighbors of a query vector from a dataset of high-dimensional vectors. As the size of the dataset grows, the cost of performing the distance computations needed to implement a query can become prohibitive. A method often used to reduce this computational cost is quantization of …
New stochastic gradient descent with random search directions improves efficiency and convergence.
Tuning SVM and boosting models using optimization algorithms.
We consider remodeling the planar search patterns, in the presence of the river-type perturbation represented by the weak vector field, basing on the time-optimal paths as Finslerian solutions to the Zermelo navigation problem via Randers metric.
Ultra-fast search algorithm for trillion-scale corpora with semantic flexibility.
Many emerging use cases of data mining and machine learning operate on large datasets with data from heterogeneous sources, specifically with both sparse and dense components. For example, dense deep neural network embedding vectors are often used in conjunction with sparse textual features to provide high dimensional …
We consider the classical sparse regression problem of recovering a sparse signal given a measurement vector . We propose a tree search algorithm driven by the deep neural network for sparse regression (TSN). TSN improves the signal reconstruction performance of the deep neural network designed for sp…
Planning problems are among the most important and well-studied problems in artificial intelligence. They are most typically solved by tree search algorithms that simulate ahead into the future, evaluate future states, and back-up those evaluations to the root of a search tree. Among these algorithms, Monte-Carlo tree …
Vectors of data are at the heart of machine learning and data mining. Recently, vector quantization methods have shown great promise in reducing both the time and space costs of operating on vectors. We introduce a vector quantization algorithm that can compress vectors over 12x faster than existing techniques while al…
In this work we present STEVE - Soccer TEam VEctors, a principled approach for learning real valued vectors for soccer teams where similar teams are close to each other in the resulting vector space. STEVE only relies on freely available information about the matches teams played in the past. These vectors can serve as…
In this paper, we propose the use of a black-box optimization method called deterministic Mesh Adaptive Direct Search (MADS) algorithm with orthogonal directions (Ortho-MADS) for the selection of hyperparameters of Support Vector Machines with a Gaussian kernel. Different from most of the methods in the literature that…
E-commerce sponsored search contributes an important part of revenue for the e-commerce company. In consideration of effectiveness and efficiency, a large-scale sponsored search system commonly adopts a multi-stage architecture. We name these stages as ad retrieval, ad pre-ranking and ad ranking. Ad retrieval and ad pr…
Millimeter wave (mmWave) communication with large antenna arrays is a promising technique to enable extremely high data rates due to the large available bandwidth in mmWave frequency bands. In addition, given the knowledge of an optimal directional beamforming vector, large antenna arrays have been shown to overcome bo…
Dimensionality reduction is a main step in the learning process which plays an essential role in many applications. The most popular methods in this field like SVD, PCA, and LDA, only can be applied to data with vector format. This means that for higher order data like matrices or more generally tensors, data should be…
This paper presents an efficient approach for subsequence search in data streams. The problem consists in identifying coherent repetitions of a given reference time-series, eventually multi-variate, within a longer data stream. Dynamic Time Warping (DTW) is the metric most widely used to implement pattern query, but it…
Fast approximate nearest neighbor (NN) search in large databases is becoming popular. Several powerful learning-based formulations have been proposed recently. However, not much attention has been paid to a more fundamental question: how difficult is (approximate) nearest neighbor search in a given data set? And which …
We propose a quantization based approach for fast approximate Maximum Inner Product Search (MIPS). Each database vector is quantized in multiple subspaces via a set of codebooks, learned directly by minimizing the inner product quantization error. Then, the inner product of a query to a database vector is approximated …
We propose a fast inference method for Bayesian nonlinear support vector machines that leverages stochastic variational inference and inducing points. Our experiments show that the proposed method is faster than competing Bayesian approaches and scales easily to millions of data points. It provides additional features …
Blending multiple convolutional kernels is proved advantageous in neural architecture design. However, current two-stage neural architecture search methods are mainly limited to single-path search spaces. How to efficiently search models of multi-path structures remains a difficult problem. In this paper, we are motiva…
We develop theoretical foundations of Resonator Networks, a new type of recurrent neural network introduced in Frady et al. (2020) to solve a high-dimensional vector factorization problem arising in Vector Symbolic Architectures. Given a composite vector formed by the Hadamard product between a discrete set of high-dim…
Correctly pricing products or services in an online marketplace presents a challenging problem and one of the critical factors for the success of the business. When users are looking to buy an item they typically search for it. Query relevance models are used at this stage to retrieve and rank the items on the search p…
Many extensions of General Relativity are based on considering metric and affine structures as independent properties of spacetime. This leads to the possibility of introducing torsion as an independent degree of freedom. In this article we examine the effects of torsion on the affine Killing vectors of two-dimensional…
Fast algorithm for rescaling vectors with clipping, improving training efficiency.
Paper tackles binary feedbacks in contextual search learning.
We propose an approximation algorithm for efficient correlation search in time series data. In our method, we use Fourier transform and neural network to embed time series into a low-dimensional Euclidean space. The given space is learned such that time series correlation can be effectively approximated from Euclidean …
Novel NAS method balances performance and hardware metrics efficiently.
Kernelized Support Vector Machines (SVMs) are among the best performing supervised learning methods. But for optimal predictive performance, time-consuming parameter tuning is crucial, which impedes application. To tackle this problem, the classic model selection procedure based on grid-search and cross-validation was …
Optimal search for change point anomaly in multiple processes.
Efficient ANN search for sparse embeddings in ads targeting.
We search for Riemannian metrics whose Levi-Civita connection belongs to a given projective class. Following Sinjukov and Mikes, we show that such metrics correspond precisely to suitably positive solutions of a certain projectively invariant finite-type linear system of partial differential equations. Prolonging this …
For many years, i-vector based audio embedding techniques were the dominant approach for speaker verification and speaker diarization applications. However, mirroring the rise of deep learning in various domains, neural network based audio embeddings, also known as d-vectors, have consistently demonstrated superior spe…
Consider observation data, comprised of n observation vectors with values on a set of attributes. This gives us n points in attribute space. Having data structured as a tree, implied by having our observations embedded in an ultrametric topology, offers great advantage for proximity searching. If we have preprocessed d…
Paper introduces FoMoH for optimization without backpropagation.
The group lasso is a penalized regression method, used in regression problems where the covariates are partitioned into groups to promote sparsity at the group level. Existing methods for finding the group lasso estimator either use gradient projection methods to update the entire coefficient vector simultaneously at e…
Computational approaches to transcription factor binding site identification have been actively researched for the past decade. Negative examples have long been utilized in de novo motif discovery and have been shown useful in transcription factor binding site search as well. However, understanding of the roles of nega…
We introduce multi-frequency vector diffusion maps (MFVDM), a new framework for organizing and analyzing high dimensional datasets. The new method is a mathematical and algorithmic generalization of vector diffusion maps (VDM) and other non-linear dimensionality reduction methods. MFVDM combines different nonlinear emb…
A new algorithm speeds up sparse regression for discovering equations from data.
New LSH methods for tensor data improve efficiency and space usage.
Amortizes MIPS by training neural networks to predict optimal keys.