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In this article, we develop a kernel-based framework for constructing dynamic, pathdependent trading strategies under a mean-variance optimisation criterion. Building on the theoretical results of (Muca Cirone and Salvi, 2025), we…

Trading and Market Microstructure · Quantitative Finance 2025-07-16 Owen Futter , Nicola Muca Cirone , Blanka Horvath

Distributed machine learning generally aims at training a global model based on distributed data without collecting all the data to a centralized location, where two different approaches have been proposed: collecting and aggregating local…

Machine Learning · Computer Science 2020-07-08 Hanlin Lu , Changchang Liu , Ting He , Shiqiang Wang , Kevin S. Chan

In this study, we establish a basis for selecting similarity measures when applying machine learning techniques to solve materials science problems. This selection is considered with an emphasis on the distinctiveness between materials that…

Machine Learning · Computer Science 2019-03-27 Tran-Thai Dang , Tien-Lam Pham , Hiori Kino , Takashi Miyake , Hieu-Chi Dam

Machine learning models can represent climate processes that are nonlocal in horizontal space, height, and time, often by combining information across these dimensions in highly nonlinear ways. While this can improve predictive skill, it…

Machine Learning · Computer Science 2026-05-14 Savannah L. Ferretti , Jerry Lin , Sara Shamekh , Jane W. Baldwin , Michael S. Pritchard , Tom Beucler

Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which…

Machine Learning · Statistics 2023-11-06 Sanjeeb Dash , Soumyadip Ghosh , Joao Goncalves , Mark S. Squillante

The data used during training in any given application space is directly tied to the performance of the system once deployed. While there are many other factors that go into producing high performance models within machine learning, there…

Machine Learning · Computer Science 2024-06-17 William H. Clark , Alan J. Michaels

In this paper, we explore model-based approach to training robust and interpretable binarized regression models for multiclass classification tasks using Mixed-Integer Programming (MIP). Our MIP model balances the optimization of prediction…

Machine Learning · Computer Science 2022-03-22 Sanjana Tule , Nhi Ha Lan Le , Buser Say

Multiple datasets containing different types of features may be available for a given task. For instance, users' profiles can be used to group users for recommendation systems. In addition, a model can also use users' historical behaviors…

Machine Learning · Computer Science 2016-05-10 Weixiang Shao , Xiaoxiao Shi , Philip S. Yu

A common assumption in causal modeling posits that the data is generated by a set of independent mechanisms, and algorithms should aim to recover this structure. Standard unsupervised learning, however, is often concerned with training a…

Machine Learning · Computer Science 2019-03-05 Francesco Locatello , Damien Vincent , Ilya Tolstikhin , Gunnar Rätsch , Sylvain Gelly , Bernhard Schölkopf

Few-shot learning is a promising approach to molecular property prediction as supervised data is often very limited. However, many important molecular properties depend on complex molecular characteristics -- such as the various 3D…

Machine Learning · Computer Science 2023-10-10 Christopher Fifty , Joseph M. Paggi , Ehsan Amid , Jure Leskovec , Ron Dror

Radiogenomics is an emerging field in cancer research that combines medical imaging data with genomic data to predict patients clinical outcomes. In this paper, we propose a multivariate sparse group lasso joint model to integrate imaging…

Methodology · Statistics 2022-06-06 Tiantian Zeng , Md Selim , Jie Zhang , Arnold Stromberg , Jin Chen , Chi Wang

A computationally efficient protocol for machine learning in chemical space using Boltzmann ensembles of conformers as input is proposed; the method is based on rewriting Kernel Ridge Regression expressions in terms of Structured Orthogonal…

Chemical Physics · Physics 2025-07-11 Konstantin Karandashev

Learning linear combinations of multiple kernels is an appealing strategy when the right choice of features is unknown. Previous approaches to multiple kernel learning (MKL) promote sparse kernel combinations to support interpretability and…

Machine Learning · Computer Science 2010-10-28 Marius Kloft , Ulf Brefeld , Soeren Sonnenburg , Alexander Zien

A compositional tree refers to a tree structure on a set of random variables where each random variable is a node and composition occurs at each non-leaf node of the tree. As a generalization of compositional data, compositional trees…

Methodology · Statistics 2021-04-20 Bingkai Wang , Brian S. Caffo , Xi Luo , Chin-Fu Liu , Andreia V. Faria , Michael I. Miller , Yi Zhao

Within machine learning, the supervised learning field aims at modeling the input-output relationship of a system, from past observations of its behavior. Decision trees characterize the input-output relationship through a series of nested…

Machine Learning · Statistics 2019-05-20 Arnaud Joly

Stochastic gradient descent algorithms for training linear and kernel predictors are gaining more and more importance, thanks to their scalability. While various methods have been proposed to speed up their convergence, the model selection…

Machine Learning · Computer Science 2014-06-17 Francesco Orabona

Artificial intelligence (AI) has been widely applied in drug discovery with a major task as molecular property prediction. Despite booming techniques in molecular representation learning, key elements underlying molecular property…

Quantitative Methods · Quantitative Biology 2023-09-06 Jianyuan Deng , Zhibo Yang , Hehe Wang , Iwao Ojima , Dimitris Samaras , Fusheng Wang

Revealing and analyzing the various properties of materials is an essential and critical issue in the development of materials, including batteries, semiconductors, catalysts, and pharmaceuticals. Traditionally, these properties have been…

Machine Learning · Computer Science 2023-08-21 Limin Wang , Masatoshi Hanai , Toyotaro Suzumura , Shun Takashige , Kenjiro Taura

We present machine learning models based on kernel-ridge regression for predicting X-ray photoelectron spectra of organic molecules originating from the $K$-shell ionization energies of carbon (C), nitrogen (N), oxygen (O), and fluorine (F)…

Chemical Physics · Physics 2024-08-16 Susmita Tripathy , Surajit Das , Shweta Jindal , Raghunathan Ramakrishnan

In several applications, input samples are more naturally represented in terms of similarities between each other, rather than in terms of feature vectors. In these settings, machine-learning algorithms can become very computationally…

Computer Vision and Pattern Recognition · Computer Science 2017-12-19 Ambra Demontis , Marco Melis , Battista Biggio , Giorgio Fumera , Fabio Roli
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