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We present a mathematical model of a market with $m$ shares traded across $n$ investor groups, each one with similar motivations and trading strategies. The market of each asset consists of a fixed amount of cash and shares (no additions…

Dynamical Systems · Mathematics 2026-04-17 Mario Cavani

Active learning focuses on choosing a subset of unlabeled data to be labeled. However, most such methods assume that a large subset of the data can be annotated. We are interested in low-budget active learning where only a small subset…

Computer Vision and Pattern Recognition · Computer Science 2022-04-04 Kossar Pourahmadi , Parsa Nooralinejad , Hamed Pirsiavash

The training of large language models (LLMs) is expensive. In this paper, we study data-efficient approaches for pre-training LLMs, i.e., techniques that aim to optimize the Pareto frontier of model quality and training resource/data…

We consider the application of machine learning models for short-term intra-day trading in equities. We envisage a scenario wherein machine learning models are submitted by independent data scientists to predict discretised ten-candle…

Computational Engineering, Finance, and Science · Computer Science 2024-12-05 Aniruddha Mukherjee , Rekha Singhal , Gautam Shroff

We study a type of reverse (procurement) auction problems in the presence of budget constraints. The general algorithmic problem is to purchase a set of resources, which come at a cost, so as not to exceed a given budget and at the same…

Computer Science and Game Theory · Computer Science 2016-10-05 Georgios Amanatidis , Georgios Birmpas , Evangelos Markakis

To create state-of-the-art models for many downstream tasks, it has become common practice to fine-tune a pre-trained large vision model. However, it remains an open question of how to best determine which of the many possible model…

Machine Learning · Computer Science 2025-12-08 Simon Guiroy , Mats Richter , Sarath Chandar , Christopher Pal

Although machine learning tasks are highly sensitive to the quality of input data, relevant datasets can often be challenging for firms to acquire, especially when held privately by a variety of owners. For instance, if these owners are…

Machine Learning · Computer Science 2024-07-02 Thomas Falconer , Jalal Kazempour , Pierre Pinson

The rise of AI in telecommunications, from optimizing Radio Access Networks to managing user experience, has sharply increased data volumes and training demands. Telecom data is often noisy, high-dimensional, costly to store, process, and…

Machine Learning · Computer Science 2025-11-27 Shruti Bothe , Illyyne Saffar , Aurelie Boisbunon , Hasan Farooq , Julien Forgeat , Md Moin Uddin Chowdhury

We consider the problem of jointly training structured models for extraction from sources whose instances enjoy partial overlap. This has important applications like user-driven ad-hoc information extraction on the web. Such applications…

Artificial Intelligence · Computer Science 2017-07-07 Rahul Gupta , Sunita Sarawagi

Long-context large language models remain computationally expensive to run and often fail to reliably process very long inputs, which makes context compression an important component of many systems. Existing compression approaches…

Computation and Language · Computer Science 2026-04-28 Yitian Zhou , Chaoning Zhang , Jiaquan Zhang , Zhenzhen Huang , Jinyu Guo , Sung-Ho Bae , Lik-Hang Lee , Caiyan Qin , Yang Yang

Optimal selection of a subset of items from a given set is a hard problem that requires combinatorial optimization. In this paper, we propose a subset selection algorithm that is trainable with gradient-based methods yet achieves…

Machine Learning · Computer Science 2018-10-31 Thomas Powers , Rasool Fakoor , Siamak Shakeri , Abhinav Sethy , Amanjit Kainth , Abdel-rahman Mohamed , Ruhi Sarikaya

Most active learning research has focused on methods which perform well when many labels are available, but can be dramatically worse than random selection when label budgets are small. Other methods have focused on the low-budget regime,…

Machine Learning · Computer Science 2025-02-28 Wonho Bae , Gabriel L. Oliveira , Danica J. Sutherland

We study the problem of estimating a random process from the observations collected by a network of sensors that operate under resource constraints. When the dynamics of the process and sensor observations are described by a state-space…

Signal Processing · Electrical Eng. & Systems 2018-07-24 Abolfazl Hashemi , Mahsa Ghasemi , Haris Vikalo , Ufuk Topcu

Neural network based data-driven market simulation unveils a new and flexible way of modelling financial time series without imposing assumptions on the underlying stochastic dynamics. Though in this sense generative market simulation is…

Statistical Finance · Quantitative Finance 2020-06-26 Hans Bühler , Blanka Horvath , Terry Lyons , Imanol Perez Arribas , Ben Wood

The superior performance of deep learning relies heavily on a large collection of sample data, but the data insufficiency problem turns out to be relatively common in global electricity markets. How to prevent overfitting in this case…

Systems and Control · Electrical Eng. & Systems 2022-10-12 Guangchun Ruan , Jianxiao Wang , Haiwang Zhong , Qing Xia , Chongqing Kang

We study the data selection problem, whose aim is to select a small representative subset of data that can be used to efficiently train a machine learning model. We present a new data selection approach based on $k$-means clustering and…

We propose a generic and interpretable learning framework for building robust text classification model that achieves accuracy comparable to full models under test-time budget constraints. Our approach learns a selector to identify words…

Machine Learning · Computer Science 2019-09-17 Md Rizwan Parvez , Tolga Bolukbasi , Kai-Wei Chang , Venkatesh Saligrama

Wireless networks are evolving from radio resource providers to complex systems that also involve computing, with the latter being distributed across edge and cloud facilities. Also, their optimization is shifting more and more from a…

Computer Science and Game Theory · Computer Science 2025-08-08 Mandar Datar , Mattia Merluzzi

We study the problem of collaborative machine learning markets where multiple parties can achieve improved performance on their machine learning tasks by combining their training data. We discuss desired properties for these machine…

Computer Science and Game Theory · Computer Science 2019-11-21 Olga Ohrimenko , Shruti Tople , Sebastian Tschiatschek

One of the questions that arises when designing models that learn to solve multiple tasks simultaneously is how much of the available training budget should be devoted to each individual task. We refer to any formalized approach to…

Machine Learning · Computer Science 2019-07-16 John Glover , Chris Hokamp
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