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We propose a new data-driven method to select the optimal number of relevant components in Principal Component Analysis (PCA). This new method applies to correlation matrices whose time autocorrelation function decays more slowly than an…

Statistical Finance · Quantitative Finance 2019-10-07 Anshul Verma , Pierpaolo Vivo , Tiziana Di Matteo

Recent years have witnessed a surge of interest in parallel and distributed optimization methods for large-scale systems. In particular, nonconvex large-scale optimization problems have found a wide range of applications in several…

Optimization and Control · Mathematics 2018-05-21 Gesualdo Scutari , Ying Sun

Robust principal component analysis (RPCA) has drawn significant attentions due to its powerful capability in recovering low-rank matrices as well as successful appplications in various real world problems. The current state-of-the-art…

Machine Learning · Computer Science 2019-04-17 Chong Peng , Chenglizhao Chen , Zhao Kang , Jianbo Li , Qiang Cheng

We apply the optimization algorithm Adaptive Simulated Annealing (ASA) to the problem of analyzing data on a large population and selecting the best model to predict that an individual with various traits will have a particular disease. We…

Artificial Intelligence · Computer Science 2007-05-23 Darin Goldstein , William Murray , Binh Yang

Methods for supervised principal component analysis (SPCA) aim to incorporate label information into principal component analysis (PCA), so that the extracted features are more useful for a prediction task of interest. Prior work on SPCA…

Machine Learning · Statistics 2022-08-18 Alexander Ritchie , Laura Balzano , Daniel Kessler , Chandra S. Sripada , Clayton Scott

Similarity search is a key to a variety of applications including content-based search for images and video, recommendation systems, data deduplication, natural language processing, computer vision, databases, computational biology, and…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-07-11 Vincent T. Lee , Amrita Mazumdar , Carlo C. del Mundo , Armin Alaghi , Luis Ceze , Mark Oskin

Sampling is a basic operation in many inference-time algorithms of large language models (LLMs). To scale up inference efficiently with a limited compute, it is crucial to find an optimal allocation for sample compute budgets: Which…

Computation and Language · Computer Science 2024-10-31 Kexun Zhang , Shang Zhou , Danqing Wang , William Yang Wang , Lei Li

Random features approach has been widely used for kernel approximation in large-scale machine learning. A number of recent studies have explored data-dependent sampling of features, modifying the stochastic oracle from which random features…

Machine Learning · Computer Science 2021-11-03 Yinsong Wang , Shahin Shahrampour

Canonical Correlation Analysis (CCA) is a statistical technique used to extract common information from multiple data sources or views. It has been used in various representation learning problems, such as dimensionality reduction, word…

Machine Learning · Computer Science 2020-06-18 Benjamin Dutton

Financial criteria in architectural design evaluation are limited to cost performance. Here, I introduce a method, Automated Design Appraisal (ADA), to predict the market price of a generated building design concept within a local urban…

General Economics · Economics 2024-01-18 Adam R. Swietek

Retrieval-Augmented Neural Machine Translation (RAMT) architectures retrieve examples from memory to guide the generation process. While most works in this trend explore new ways to exploit the retrieved examples, the upstream retrieval…

Computation and Language · Computer Science 2024-04-04 Maxime Bouthors , Josep Crego , Francois Yvon

Algorithmic fairness research often assumes a tradeoff between fairness and accuracy. Yet this tradeoff may not be universal. We test this assumption in the context of U.S. property tax assessment - a setting in which the output of…

Computers and Society · Computer Science 2026-05-15 Evelyn Smith , Emma Harvey , Christopher Berry , Jacob Goldin , Daniel E. Ho

Despite its flexibility to learn diverse inductive biases in machine learning programs, meta learning (i.e., learning to learn) has long been recognized to suffer from poor scalability due to its tremendous compute/memory costs, training…

Machine Learning · Computer Science 2023-10-24 Sang Keun Choe , Sanket Vaibhav Mehta , Hwijeen Ahn , Willie Neiswanger , Pengtao Xie , Emma Strubell , Eric Xing

In online marketplaces like Airbnb, users frequently engage in comparison shopping before making purchase decisions. Despite the prevalence of this behavior, a significant disconnect persists between mainstream e-commerce search engines and…

Information Retrieval · Computer Science 2025-12-04 Jie Tang , Daochen Zha , Xin Liu , Huiji Gao , Liwei He , Stephanie Moyerman , Sanjeev Katariya

Feature matching is a crucial task in the field of computer vision, which involves finding correspondences between images. Previous studies achieve remarkable performance using learning-based feature comparison. However, the pervasive…

Computer Vision and Pattern Recognition · Computer Science 2024-06-18 Yesheng Zhang , Xu Zhao

We present a machine learning-powered iterative combinatorial auction (MLCA). The main goal of integrating machine learning (ML) into the auction is to improve preference elicitation, which is a major challenge in large combinatorial…

Computer Science and Game Theory · Computer Science 2021-09-03 Gianluca Brero , Benjamin Lubin , Sven Seuken

Recent work has sought to understand the behavior of neural networks by comparing representations between layers and between different trained models. We examine methods for comparing neural network representations based on canonical…

Machine Learning · Computer Science 2019-07-22 Simon Kornblith , Mohammad Norouzi , Honglak Lee , Geoffrey Hinton

Inference methods in traditional statistics, machine learning and data mining assume that data is generated from an independent and identically distributed (iid) process. Spatial data exhibits behavior for which the iid assumption must be…

Economics · Quantitative Finance 2016-07-08 Somwrita Sarkar , Sanjay Chawla

Auction has been used to allocate resources or tasks to processes, machines or other autonomous entities in distributed systems. When different bidders have different demands and valuations on different types of resources or tasks, the…

Computer Science and Game Theory · Computer Science 2019-02-26 Li-Hsing Yen , Guang-Hong Sun

Asset retrieval--finding similar assets in a financial universe--is central to quantitative investment decision-making. Existing approaches define similarity through historical price patterns or sector classifications, but such…

Computational Engineering, Finance, and Science · Computer Science 2026-02-12 Hyeongmin Lee , Chanyeol Choi , Jihoon Kwon , Yoon Kim , Alejandro Lopez-Lira , Wonbin Ahn , Yongjae Lee