Related papers: A Feature Selection Method for Multi-Dimension Tim…
With the decreasing cost of data collection, the space of variables or features that can be used to characterize a particular predictor of interest continues to grow exponentially. Therefore, identifying the most characterizing features…
Gradient Boosted Decision Trees (GBDTs) are widely used for building ranking and relevance models in search and recommendation. Considerations such as latency and interpretability dictate the use of as few features as possible to train…
We present 2SDS (Scene Separation and Data Selection algorithm), a temporal segmentation algorithm used in real-time video stream interpretation. It complements CNN-based models to make use of temporal information in videos. 2SDS can detect…
Large-scale portfolio choice is highly sensitive to estimation error, making the preliminary asset selection essential in empirical implementation. Existing selection rules typically rely on scalar returns or low dimensional high frequency…
In this paper, we investigate dynamic feature selection within multivariate time-series scenario, a common occurrence in clinical prediction monitoring where each feature corresponds to a bio-test result. Many existing feature selection…
In this paper, we propose a novel method of model-based time series clustering with mixtures of general state space models (MSSMs). Each component of MSSMs is associated with each cluster. An advantage of the proposed method is that it…
A supervised feature selection method selects an appropriate but concise set of features to differentiate classes, which is highly expensive for large-scale datasets. Therefore, feature selection should aim at both minimizing the number of…
This work presents an introduction to feature-based time-series analysis. The time series as a data type is first described, along with an overview of the interdisciplinary time-series analysis literature. I then summarize the range of…
The boom of DL technology leads to massive DL models built and shared, which facilitates the acquisition and reuse of DL models. For a given task, we encounter multiple DL models available with the same functionality, which are considered…
We propose a tree ensemble method, referred to as time series forest (TSF), for time series classification. TSF employs a combination of the entropy gain and a distance measure, referred to as the Entrance (entropy and distance) gain, for…
Most current multivariate time series (MTS) classification algorithms focus on improving the predictive accuracy. However, for large-scale (either high-dimensional or long-sequential) time series (TS) datasets, there is an additional…
Choosing which properties of the data to use as input to multivariate decision algorithms -- a.k.a. feature selection -- is an important step in solving any problem with machine learning. While there is a clear trend towards training…
Time-series classification is an important domain of machine learning and a plethora of methods have been developed for the task. In comparison to existing approaches, this study presents a novel method which decomposes a time-series…
Transfer learning is a common practice that alleviates the need for extensive data to train neural networks. It is performed by pre-training a model using a source dataset and fine-tuning it for a target task. However, not every source…
This article presents a method for recovering missing values in multidimensional time series. The method combines neural network technologies and an algorithm for searching snippets (behavioral patterns of a time series). It includes the…
The problem of relevant and diverse subset selection has a wide range of applications, including recommender systems and retrieval-augmented generation (RAG). For example, in recommender systems, one is interested in selecting relevant…
Multidimensional scaling (MDS) is a popular dimensionality reduction techniques that has been widely used for network visualization and cooperative localization. However, the traditional stress minimization formulation of MDS necessitates…
In the past few decades, researchers have proposed many discriminant analysis (DA) algorithms for the study of high-dimensional data in a variety of problems. Most DA algorithms for feature extraction are based on transformations that…
In this paper, a novel feature selection approach for supervised interval valued features is proposed. The proposed approach takes care of selecting the class specific features through interval K-Means clustering. The kernel of K-Means…
In data mining applications, feature selection is an essential process since it reduces a model's complexity. The cost of obtaining the feature values must be taken into consideration in many domains. In this paper, we study the…