Related papers: DCC: Differentiable Cardinality Constraints for Pa…
Many machine learning problems require the prediction of multi-dimensional labels. Such structured prediction models can benefit from modeling dependencies between labels. Recently, several deep learning approaches to structured prediction…
Density Peak Clustering (DPC), a popular density-based clustering approach, has received considerable attention from the research community primarily due to its simplicity and fewer-parameter requirement. However, the resultant clusters…
We develop a methodology for index tracking and risk exposure control using financial derivatives. Under a continuous-time diffusion framework for price evolution, we present a pathwise approach to construct dynamic portfolios of…
We develop a novel form of differentiable predictive control (DPC) with safety and robustness guarantees based on control barrier functions. DPC is an unsupervised learning-based method for obtaining approximate solutions to explicit model…
We present a differentiable approach to learn the probabilistic factors used for inference by a nonparametric belief propagation algorithm. Existing nonparametric belief propagation methods rely on domain-specific features encoded in the…
Unsupervised Re-ID methods aim at learning robust and discriminative features from unlabeled data. However, existing methods often ignore the relationship between module parameters of Re-ID framework and feature distributions, which may…
The passive management approach offers conservative investors a way to reduce risk concerning the market. This investment strategy aims at replicating a specific index, such as the NASDAQ Composite or the FTSE100 index. The problem is that…
Our recent study (Lin and Ohtsuka, 2024) proposed a new penalty method for solving mathematical programming with complementarity constraints (MPCC). This method first reformulates MPCC as a parameterized nonlinear programming called gap…
A memory-efficient framework is described for the cardinality-constrained structured data-fitting problem. Dual-based atom-identification rules are proposed that reveal the structure of the optimal primal solution from near-optimal dual…
Many techniques have been developed for the cardinality estimation problem in data management systems. In this document, we introduce a framework for cardinality estimation of query patterns over property graph databases, which makes it…
We present a differentiable approach to learn the probabilistic factors used for inference by a nonparametric belief propagation algorithm. Existing nonparametric belief propagation methods rely on domain-specific features encoded in the…
Direction relations between extended spatial objects are important commonsense knowledge. Recently, Goyal and Egenhofer proposed a formal model, known as Cardinal Direction Calculus (CDC), for representing direction relations between…
We investigate the application of two heuristic methods, genetic algorithms and tabu/scatter search, to the optimisation of realistic portfolios. The model is based on the classical mean-variance approach, but enhanced with floor and…
We survey optimization problems that involve the cardinality of variable vectors in constraints or the objective function. We provide a unified viewpoint on the general problem classes and models, and give concrete examples from diverse…
Combinatorial bilevel congestion pricing (CBCP), a variant of the mixed (continuous/discrete) network design problems, seeks to minimize the total travel time experienced by all travelers in a road network, by strategically selecting toll…
In this paper, we aim at solving the cardinality constrained high-order portfolio optimization, i.e., mean-variance-skewness-kurtosis model with cardinality constraint (MVSKC). Optimization for the MVSKC model is of great difficulty in two…
In recent years, \emph{learned cardinality estimation} has emerged as an alternative to traditional query optimization methods: by training machine learning models over observed query performance, learned cardinality estimation techniques…
In this paper we propose and discuss different 0-1 linear models in order to solve the cardinality constrained portfolio problem by using factor models. Factor models are used to build portfolios to track indexes, together with other…
Diffusion models have become popular for policy learning in robotics due to their ability to capture high-dimensional and multimodal distributions. However, diffusion policies are stochastic and typically trained offline, limiting their…
Distance correlation coefficient (DCC) can be used to identify new associations and correlations between multiple variables. The distance correlation coefficient applies to variables of any dimension, can be used to determine smaller sets…