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During the last few years, there has been an interest in comparing simple or heuristic procedures for portfolio selection, such as the naive, equal weights, portfolio choice, against more "sophisticated" portfolio choices, and in explaining…

Portfolio Management · Quantitative Finance 2022-06-07 Henryk Gzyl , Alfredo Rios

While modern parallel computing systems offer high performance, utilizing these powerful computing resources to the highest possible extent demands advanced knowledge of various hardware architectures and parallel programming models.…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-03 Suejb Memeti , Sabri Pllana , Alecio Binotto , Joanna Kolodziej , Ivona Brandic

The obvious way to use several admissible heuristics in A* is to take their maximum. In this paper we aim to reduce the time spent on computing heuristics. We discuss Lazy A*, a variant of A* where heuristics are evaluated lazily: only when…

Artificial Intelligence · Computer Science 2013-05-23 David Tolpin , Tal Beja , Solomon Eyal Shimony , Ariel Felner , Erez Karpas

Metaheuristic algorithms are essential for solving complex optimization problems in different fields. However, the difficulty in comparing and rating these algorithms remains due to the wide range of performance metrics and problem…

Neural and Evolutionary Computing · Computer Science 2024-11-28 Evgenia-Maria K. Goula , Dimitris G. Sotiropoulos

Any probabilistic model of a problem is based on assumptions which, if violated, invalidate the model. Users of probability based decision aids need to be alerted when cases arise that are not covered by the aid's model. Diagnosis of model…

Artificial Intelligence · Computer Science 2013-03-26 Kathryn Blackmond Laskey

Multi-criteria decision support systems are used in various fields of human activities. In every alternative multi-criteria decision making problem can be represented by a set of properties or constraints. The properties can be qualitative…

Software Engineering · Computer Science 2011-05-03 Tuli Bakshi , Bijan Sarkar

Selecting from or ranking a set of candidates variables in terms of their capacity for predicting an outcome of interest is an important task in many scientific fields. A variety of methods for variable selection and ranking have been…

Methodology · Statistics 2023-08-23 Zhou Tang , Ted Westling

Bayesian and frequentist methods differ in many aspects, but share some basic optimality properties. In practice, there are situations in which one of the methods is more preferred by some criteria. We consider the case of inference about a…

Statistics Theory · Mathematics 2009-08-25 Ao Yuan

The selection of the best classification algorithm for a given dataset is a very widespread problem. It is also a complex one, in the sense it requires to make several important methodological choices. Among them, in this work we focus on…

Machine Learning · Computer Science 2012-07-18 Vincent Labatut , Hocine Cherifi

Estimating the dependences between random variables, and ranking them accordingly, is a prevalent problem in machine learning. Pursuing frequentist and information-theoretic approaches, we first show that the p-value and the mutual…

Machine Learning · Computer Science 2012-07-02 Harald Steck

In this work, we propose an automatic method for the analysis of experiments that incorporates hierarchical relationships between the experimental variables. We use a modified version of nonnegative garrote method for variable selection…

Methodology · Statistics 2024-11-05 Wei-Yang Yu , V. Roshan Joseph

Path planning is typically considered in Artificial Intelligence as a graph searching problem and R* is state-of-the-art algorithm tailored to solve it. The algorithm decomposes given path finding task into the series of subtasks each of…

Artificial Intelligence · Computer Science 2015-11-04 Konstantin Yakovlev , Egor Baskin , Ivan Hramoin

Pairwise comparison matrices are increasingly used in settings where some pairs are missing. However, there exist few inconsistency indices for similar incomplete data sets and no reasonable measure has an associated threshold. This paper…

Statistics Theory · Mathematics 2022-02-03 Kolos Csaba Ágoston , László Csató

We present pairwise fairness metrics for ranking models and regression models that form analogues of statistical fairness notions such as equal opportunity, equal accuracy, and statistical parity. Our pairwise formulation supports both…

Machine Learning · Computer Science 2020-01-08 Harikrishna Narasimhan , Andrew Cotter , Maya Gupta , Serena Wang

The task of mixture proportion estimation (MPE) is to estimate the weight of a component distribution in a mixture, given observations from both the component and mixture. Previous work on MPE adopts the irreducibility assumption, which…

Machine Learning · Statistics 2023-08-01 Yilun Zhu , Aaron Fjeldsted , Darren Holland , George Landon , Azaree Lintereur , Clayton Scott

Decision-making methods very often use the technique of comparing alternatives in pairs. In this approach, experts are asked to compare different options, and then a quantitative ranking is created from the results obtained. It is commonly…

Artificial Intelligence · Computer Science 2025-04-21 M. Strada , K. Kułakowski

In mechanical design, there is often unavoidable uncertainty in estimates of design performance. Evaluation of design alternatives requires consideration of the impact of this uncertainty. Expert heuristics embody assumptions regarding the…

Artificial Intelligence · Computer Science 2013-03-26 Deborah L. Thurston , Yun Qi Tian

Eliciting relevance judgments for ranking evaluation is labor-intensive and costly, motivating careful selection of which documents to judge. Unlike traditional approaches that make this selection deterministically, probabilistic sampling…

Information Retrieval · Computer Science 2016-04-26 Tobias Schnabel , Adith Swaminathan , Peter Frazier , Thorsten Joachims

Pairwise comparison matrix as a crucial component of AHP, presents the prefer- ence relations among alternatives. However, in many cases, the pairwise comparison matrix is difficult to complete, which obstructs the subsequent operations of…

Optimization and Control · Mathematics 2016-07-28 Xinyi Zhou , Yong Hu , Yong Deng , Felix T. S. Chan , Alessio Ishizak

We study the assessment of the accuracy of heterogeneous treatment effect (HTE) estimation, where the HTE is not directly observable so standard computation of prediction errors is not applicable. To tackle the difficulty, we propose an…

Methodology · Statistics 2020-03-10 Zijun Gao , Trevor Hastie , Robert Tibshirani