In recent years, state-of-the-art methods for supervised learning have exploited increasingly gradient boosting techniques, with mainstream efficient implementations such as xgboost or lightgbm. One of the key points in generating proficient methods is Feature Selection (FS). It consists in selecting the right valuable effective features. When facing hundreds of these features, it becomes critical to select best features. While filter and wrappers methods have come to some maturity, embedded methods are truly necessary to find the best features set as they are hybrid methods combining features filtering and wrapping. In this work, we tackle the problem of finding through machine learning best a priori trades from an algorithmic strategy. We derive this new method using coordinate ascent optimization and using block variables. We compare our method to Recursive Feature Elimination (RFE) and Binary Coordinate Ascent (BCA). We show on a real life example the capacity of this method to select good trades a priori. Not only this method outperforms the initial trading strategy as it avoids taking loosing trades, it also surpasses other method, having the smallest feature set and the highest score at the same time. The interest of this method goes beyond this simple trade classification problem as it is a very general method to determine the optimal feature set using some information about features relationship as well as using coordinate ascent optimization.
SoftMatch: Addressing the Quantity-Quality Trade-off in Semi-supervised Learning
Carnegie Mellon University（卡内基梅隆大学）；Max Planck Institute for Informatics（马克斯·普朗克信息学研究所）；Microsoft Research Asia（微软亚洲研究院）；Mohamed bin Zayed University of AI（穆罕默德·本·扎耶德人工智能大学）
Is Smaller Always Faster? Tradeoffs in Compressing Self-Supervised Speech Transformers
Graduate Institute of Communication Engineering, National Taiwan University, Taiwan（台湾国立台湾大学通信工程研究所）；University of California, Los Angeles, United States（美国加州大学洛杉矶分校）；University of Washington, United States（美国华盛顿大学）；University of Edinburgh, United Kingdom（英国爱丁堡大学）
