4 papers
Low-Rank Dependence Decomposition via Accelerated Symmetric Non-negative Matrix Factorization
Lavinia Ghita, Dhruv Desai, Jake Goldberg +1
Symmetric non-negative matrix factorization (SymNMF) recovers latent group structure from a dependence matrix, but its dense, quadratic-memory objective has confined prior work to…
Scaling Laws for Task-Specific LLM Distillation
Lavinia Ghita, Dhruv Desai, Ioana Boier
Large Language Models (LLMs) achieve strong performance across a growing range of domains, yet their scale poses deployment challenges in applications where latency and cost constr…
STRAPSim: A Portfolio Similarity Metric for ETF Alignment and Portfolio Trades
Mingshu Li, Dhruv Desai, Jerinsh Jeyapaulraj +4
Accurately measuring portfolio similarity is critical for a wide range of financial applications, including Exchange-traded Fund (ETF) recommendation, portfolio trading, and risk a…
Explainable Unsupervised Anomaly Detection with Random Forest
Joshua S. Harvey, Joshua Rosaler, Mingshu Li +2
We describe the use of an unsupervised Random Forest for similarity learning and improved unsupervised anomaly detection. By training a Random Forest to discriminate between real d…