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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…

机器学习 · 计算机科学 2018-02-14 Nataly Brukhim , Amir Globerson

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…

数据库 · 计算机科学 2020-07-24 Zafaryab Rasool , Rui Zhou , Lu Chen , Chengfei Liu , Jiajie Xu

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…

数理金融 · 定量金融 2017-05-31 Tim Leung , Brian Ward

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…

系统与控制 · 电气工程与系统科学 2022-08-05 Wenceslao Shaw Cortez , Jan Drgona , Aaron Tuor , Mahantesh Halappanavar , Draguna Vrabie

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…

机器人学 · 计算机科学 2021-01-18 Anthony Opipari , Chao Chen , Shoutian Wang , Jana Pavlasek , Karthik Desingh , Odest Chadwicke Jenkins

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…

计算机视觉与模式识别 · 计算机科学 2023-03-14 Ziqi He , Mengjia Xue , Yunhao Du , Zhicheng Zhao , Fei Su

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…

投资组合管理 · 定量金融 2023-06-06 Julio Cezar Soares Silva , Adiel Teixeira de Almeida Filho

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…

最优化与控制 · 数学 2025-05-16 Kangyu Lin , Toshiyuki Ohtsuka

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…

最优化与控制 · 数学 2022-07-21 Zhenan Fan , Huang Fang , Michael P. Friedlander

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…

数据库 · 计算机科学 2023-06-14 Wilco van Leeuwen , George Fletcher , Nikolay Yakovets

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…

机器人学 · 计算机科学 2023-03-09 Anthony Opipari , Jana Pavlasek , Chao Chen , Shoutian Wang , Karthik Desingh , Odest Chadwicke Jenkins

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…

人工智能 · 计算机科学 2010-07-01 Xiaotong Zhang , Weiming Liu , Sanjiang Li , Mingsheng Ying

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…

其他凝聚态物理 · 物理学 2008-12-02 Franco Busetti

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…

最优化与控制 · 数学 2022-08-09 Andreas M. Tillmann , Daniel Bienstock , Andrea Lodi , Alexandra Schwartz

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…

最优化与控制 · 数学 2025-04-24 Lei Guo , Jiayang Li , Yu Marco Nie , Jun Xie

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…

投资组合管理 · 定量金融 2021-06-11 Jinxin Wang , Zengde Deng , Taoli Zheng , Anthony Man-Cho So

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…

数据库 · 计算机科学 2023-12-05 Peizhi Wu , Ryan Marcus , Zachary G. Ives

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…

投资组合管理 · 定量金融 2020-03-19 Juan Francisco Monge

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…

机器人学 · 计算机科学 2025-05-28 Ralf Römer , Alexander von Rohr , Angela P. Schoellig

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…

统计金融 · 定量金融 2023-01-13 J. E. Salgado-Hernández , Manan Vyas