9 papers
Safe screening rules for portfolio optimization with linear and cardinality constraints
Nanari Wada, Shunnosuke Ikeda, Yuichi Takano +1
In portfolio optimization, a cardinality constraint, which limits the number of assets held, plays a key role in cutting down monitoring and transaction costs. However, the resulti…
Nonlinear Data Integration via Kernel Methods for Data Collaboration Analysis
Yamato Suetake, Yuta Kawakami, Shunnosuke Ikeda +1
Collaborative analysis of decentralized confidential datasets is important, but direct sharing of original datasets is often restricted by privacy and institutional constraints. Da…
Cross-validation-based optimal feature selection for linear SVM classification
Masaharu Mori, Shunnosuke Ikeda, Ryuta Tamura +2
This paper addresses feature subset selection for Support Vector Machines (SVMs) based on the cross-validation criterion. Unlike statistical criteria such as the Akaike information…
Distributionally robust optimization for recommendation selection
Tomoya Yanagi, Shunnosuke Ikeda, Ken Kobayashi +1
Recommender systems play an essential role in online services by providing personalized item lists to support users' decision-making processes. While collaborative filtering method…
Interpretable clustering via optimal multi-way decision trees
Hayato Suzuki, Shunnosuke Ikeda, Yuichi Takano +1
Clustering is a fundamental unsupervised learning technique for uncovering data structures to facilitate knowledge discovery and decision-making. While clustering accuracy is cruci…
Buffered AUC maximization for scoring systems via mixed-integer optimization
Moe Shiina, Shunnosuke Ikeda, Yuichi Takano
A scoring system is a linear classifier composed of a small number of explanatory variables, each assigned a small integer coefficient. This system is highly interpretable and allo…