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In this paper, we propose an inexact proximal Newton-type method for nonconvex composite problems. We establish the global convergence rate of the order $\mathcal{O}(k^{-1/2})$ in terms of the minimal norm of the KKT residual mapping and…

Optimization and Control · Mathematics 2024-12-26 Hong Zhu

In this paper, we show how $K$-nearest neighbor ($K$-NN) resampling, an off-policy evaluation method proposed in \cite{giegrich2023k}, can be applied to simulate limit order book (LOB) markets and how it can be used to evaluate and…

Trading and Market Microstructure · Quantitative Finance 2024-09-11 Michael Giegrich , Roel Oomen , Christoph Reisinger

In this paper we apply Conformal Prediction (CP) to the k-Nearest Neighbours Regression (k-NNR) algorithm and propose ways of extending the typical nonconformity measure used for regression so far. Unlike traditional regression methods…

Machine Learning · Computer Science 2014-01-17 Harris Papadopoulos , Vladimir Vovk , Alex Gammerman

K-Nearest Neighbours (k-NN) is a popular classification and regression algorithm, yet one of its main limitations is the difficulty in choosing the number of neighbours. We present a Bayesian algorithm to compute the posterior probability…

Machine Learning · Computer Science 2017-06-05 Giuseppe Nuti

Pre-trained language models (PLMs) have exhibited remarkable few-shot learning capabilities when provided a few examples in a natural language prompt as demonstrations of test instances, i.e., in-context learning. However, the performance…

Computation and Language · Computer Science 2022-12-06 Feng Nie , Meixi Chen , Zhirui Zhang , Xu Cheng

The $k$-Opt heuristic is a simple improvement heuristic for the Traveling Salesman Problem. It starts with an arbitrary tour and then repeatedly replaces $k$ edges of the tour by $k$ other edges, as long as this yields a shorter tour. We…

Data Structures and Algorithms · Computer Science 2023-05-17 Ulrich A. Brodowsky , Stefan Hougardy , Xianghui Zhong

There is a known best possible upper bound on the probability of undetected error for linear codes. The $[n,k;q]$ codes with probability of undetected error meeting the bound have support of size $k$ only. In this note, linear codes of full…

Information Theory · Computer Science 2011-02-14 Torleiv Kløve , Jinquan Luo

In the panoply of pattern classification techniques, few enjoy the intuitive appeal and simplicity of the nearest neighbor rule: given a set of samples in some metric domain space whose value under some function is known, we estimate the…

Machine Learning · Computer Science 2013-09-10 Shaun N. Joseph , Seif Omar Abu Bakr , Gabriel Lugo

Nearest neighbor (NN) methods are employed for drawing inferences about spatial patterns of points from two or more classes. We consider Pielou's test of niche specificity which is defined using a contingency table based on the NN…

Methodology · Statistics 2014-05-16 Elvan Ceyhan

In many scientific disciplines structures in high-dimensional data have to be found, e.g., in stellar spectra, in genome data, or in face recognition tasks. In this work we present a novel approach to non-linear dimensionality reduction. It…

Machine Learning · Statistics 2011-09-27 Oliver Kramer

One of the prominent open problems in combinatorics is the discrepancy of set systems where each element lies in at most $t$ sets. The Beck-Fiala conjecture suggests that the right bound is $O(\sqrt{t})$, but for three decades the only…

Combinatorics · Mathematics 2018-07-16 Rebecca Hoberg , Thomas Rothvoss

The k-Nearest Neighbor (kNN) classification approach is conceptually simple - yet widely applied since it often performs well in practical applications. However, using a global constant k does not always provide an optimal solution, e.g.,…

Computer Vision and Pattern Recognition · Computer Science 2018-01-08 Mark Kibanov , Martin Becker , Juergen Mueller , Martin Atzmueller , Andreas Hotho , Gerd Stumme

This paper studies the behavior of singularly perturbed nonlinear differential equations with boundary-layer solutions that do not necessarily converge to an equilibrium. Using the average of the fast variable and assuming the boundary…

Systems and Control · Computer Science 2018-09-24 Mohammad Deghat , Saeed Ahmadizadeh , Dragan Nesic , Chris Manzie

The a posteriori error estimates are studied for a class of nonlinear stead-state Poisson-Nernst-Planck equations, which are a coupled system consisting of the Nernst-Planck equation and the Poisson equation. Both the global upper bounds…

Numerical Analysis · Mathematics 2020-01-10 Ying Yang , Ruigang Shen , Mingjuan Fang , Shi Shu

We consider a linear stochastic bandit problem where the dimension $K$ of the unknown parameter $\theta$ is larger than the sampling budget $n$. In such cases, it is in general impossible to derive sub-linear regret bounds since usual…

Statistics Theory · Mathematics 2012-05-23 Alexandra Carpentier , Rémi Munos

In this paper, we improve the usual relative error bound for the computation of x^n through iterated multiplications by x in binary floating-point arithmetic. The obtained error bound is only slightly better than the usual one, but it is…

Numerical Analysis · Computer Science 2014-02-14 Stef Graillat , Vincent Lefèvre , Jean-Michel Muller

This paper describes a new method for reducing the error in a classifier. It uses an error correction update that includes the very simple rule of either adding or subtracting the error adjustment, based on whether the variable value is…

Artificial Intelligence · Computer Science 2018-03-02 Kieran Greer

Error bounds based on worst likely assignments use permutation tests to validate classifiers. Worst likely assignments can produce effective bounds even for data sets with 100 or fewer training examples. This paper introduces a statistic…

Machine Learning · Statistics 2015-04-02 Eric Bax

We address the problem of learning in an online, bandit setting where the learner must repeatedly select among $K$ actions, but only receives partial feedback based on its choices. We establish two new facts: First, using a new algorithm…

Machine Learning · Computer Science 2011-10-28 Alina Beygelzimer , John Langford , Lihong Li , Lev Reyzin , Robert E. Schapire

"Reverse Nearest Neighbor" query finds applications in decision support systems, profile-based marketing, emergency services etc. In this paper, we point out a few flaws in the branch and bound algorithms proposed earlier for computing…

Data Structures and Algorithms · Computer Science 2015-06-17 Siddharth Dawar , Vikram Goyal , Debajyoti Bera