相关论文: Building Cross-Sectional Systematic Strategies By …

Deep reinforcement learning has achieved many impressive results in recent years. However, tasks with sparse rewards or long horizons continue to pose significant challenges. To tackle these important problems, we propose a general…

We consider the problem of active coarse ranking, where the goal is to sort items according to their means into clusters of pre-specified sizes, by adaptively sampling from their reward distributions. This setting is useful in many social…

Classification and Regression Trees (CARTs) are off-the-shelf techniques in modern Statistics and Machine Learning. CARTs are traditionally built by means of a greedy procedure, sequentially deciding the splitting predictor variable(s) and…

It has been found that stochastic algorithms often find good solutions much more rapidly than inherently-batch approaches. Indeed, a very useful rule of thumb is that often, when solving a machine learning problem, an iterative technique…

In domains like bioinformatics, information retrieval and social network analysis, one can find learning tasks where the goal consists of inferring a ranking of objects, conditioned on a particular target object. We present a general kernel…

Machine Learning algorithms and Neural Networks are widely applied to many different areas such as stock market prediction, face recognition and population analysis. This paper will introduce a strategy based on the classic Deep…

In this paper, we introduce a powerful and efficient framework for direct optimization of ranking metrics. The problem is ill-posed due to the discrete structure of the loss, and to deal with that, we introduce two important techniques:…

Modern navigation services often provide multiple paths connecting the same source and destination for users to select. Hence, ranking such paths becomes increasingly important, which directly affects the service quality. We present…

Rank aggregation with pairwise comparisons is widely encountered in sociology, politics, economics, psychology, sports, etc . Given the enormous social impact and the consequent incentives, the potential adversary has a strong motivation to…

We address the problem of learning a ranking by using adaptively chosen pairwise comparisons. Our goal is to recover the ranking accurately but to sample the comparisons sparingly. If all comparison outcomes are consistent with the ranking,…

A constant rebalanced portfolio is an asset allocation algorithm which keeps the same distribution of wealth among a set of assets along a period of time. Recently, there has been work on on-line portfolio selection algorithms which are…

The heterogeneity-gap between different modalities brings a significant challenge to multimedia information retrieval. Some studies formalize the cross-modal retrieval tasks as a ranking problem and learn a shared multi-modal embedding…

A burgeoning paradigm in algorithm design is the field of algorithms with predictions, in which algorithms can take advantage of a possibly-imperfect prediction of some aspect of the problem. While much work has focused on using predictions…

Systematic reviews are essential to summarizing the results of different clinical and social science studies. The first step in a systematic review task is to identify all the studies relevant to the review. The task of identifying relevant…

Learning-to-Rank (LTR) is a supervised machine learning approach that constructs models specifically designed to order a set of items or documents based on their relevance or importance to a given query or context. Despite significant…

Industrial ranking systems, such as advertising systems, rank items by aggregating multiple objectives into one final objective to satisfy user demand and commercial intent. Cascade architecture, composed of retrieval, pre-ranking, and…

The downside risk of a portfolio of (equity)assets is generally substantially higher than the downside risk of its components. In particular in times of crises when assets tend to have high correlation, the understanding of this difference…

Long-term planning, as in reinforcement learning (RL), involves finding strategies: actions that collectively work toward a goal rather than individually optimizing their immediate outcomes. As part of a strategy, some actions are taken at…

In classification problems, sampling bias between training data and testing data is critical to the ranking performance of classification scores. Such bias can be both unintentionally introduced by data collection and intentionally…

We introduce AlphaRank, an artificial intelligence approach to address the fixed-budget ranking and selection (R&S) problems. We formulate the sequential sampling decision as a Markov decision process and propose a Monte Carlo…