arXiv subjects

Kazuhide Nakata

Publications and source records attributed to Kazuhide Nakata.

22 records · Page 2Linked to original sources

arXiv2020

Technical Progress Analysis Using a Dynamic Topic Model for Technical Terms to Revise Patent Classification Codes

Japanese patents are assigned a patent classification code, FI (File Index), that is unique to Japan. FI is a subdivision of the IPC, an international patent classification code, that is related to Japanese technology. FIs are revised to keep up with technological developments. These revisions have already established more than 30,000 new FIs since 2006. However, these revisions require a lot of time and workload. Moreover, these revisions are not automated and are thus inefficient. Therefore, using machine learning to assist in the revision of patent classification codes (FI) will lead to improved accuracy and efficiency. This study analyzes patent documents from this new perspective of assisting in the revision of patent classification codes with machine learning. To analyze time-series changes in patents, we used the dynamic topic model (DTM), which is an extension of the latent Dirichlet allocation (LDA). Also, unlike English, the Japanese language requires morphological analysis. Patents contain many technical words that are not used in everyday life, so morphological analysis using a common dictionary is not sufficient. Therefore, we used a technique for extracting technical terms from text. After extracting technical terms, we applied them to DTM. In this study, we determined the technological progress of the lighting class F21 for 14 years and compared it with the actual revision of patent classification codes. In other words, we extracted technical terms from Japanese patents and applied DTM to determine the progress of Japanese technology. Then, we analyzed the results from the new perspective of revising patent classification codes with machine learning. As a result, it was found that those whose topics were on the rise were judged to be new technologies.

cs.CL↗

arXiv2020

Bilevel Cutting-plane Algorithm for Solving Cardinality-constrained Mean-CVaR Portfolio Optimization Problems

This paper studies mean-risk portfolio optimization models using the conditional value-at-risk (CVaR) as a risk measure. We also employ a cardinality constraint for limiting the number of invested assets. Solving such a cardinality-constrained mean-CVaR model is computationally challenging for two main reasons. First, this model is formulated as a mixed-integer optimization (MIO) problem because of the cardinality constraint, so solving it exactly is very hard when the number of investable assets is large. Second, the problem size depends on the number of asset return scenarios, and the computational efficiency decreases when the number of scenarios is large. To overcome these challenges, we propose a high-performance algorithm named the \emph{bilevel cutting-plane algorithm} for exactly solving the cardinality-constrained mean-CVaR portfolio optimization problem. We begin by reformulating the problem as a bilevel optimization problem and then develop a cutting-plane algorithm for solving the upper-level problem. To speed up computations for cut generation, we apply to the lower-level problem another cutting-plane algorithm for efficiently minimizing CVaR with a large number of scenarios. Moreover, we prove the convergence properties of our bilevel cutting-plane algorithm. Numerical experiments demonstrate that, compared with other MIO approaches, our algorithm can provide optimal solutions to large problem instances faster.

math.OC↗

arXiv2020

Unbiased Recommender Learning from Missing-Not-At-Random Implicit Feedback

Recommender systems widely use implicit feedback such as click data because of its general availability. Although the presence of clicks signals the users' preference to some extent, the lack of such clicks does not necessarily indicate a negative response from the users, as it is possible that the users were not exposed to the items (positive-unlabeled problem). This leads to a difficulty in predicting the users' preferences from implicit feedback. Previous studies addressed the positive-unlabeled problem by uniformly upweighting the loss for the positive feedback data or estimating the confidence of each data having relevance information via the EM-algorithm. However, these methods failed to address the missing-not-at-random problem in which popular or frequently recommended items are more likely to be clicked than other items even if a user does not have a considerable interest in them. To overcome these limitations, we first define an ideal loss function to be optimized to realize recommendations that maximize the relevance and propose an unbiased estimator for the ideal loss. Subsequently, we analyze the variance of the proposed unbiased estimator and further propose a clipped estimator that includes the unbiased estimator as a special case. We demonstrate that the clipped estimator is expected to improve the performance of the recommender system, by considering the bias-variance trade-off. We conduct semi-synthetic and real-world experiments and demonstrate that the proposed method largely outperforms the baselines. In particular, the proposed method works better for rare items that are less frequently observed in the training data. The findings indicate that the proposed method can better achieve the objective of recommending items with the highest relevance.

stat.ML↗

arXiv2014

Fast implementation for semidefinite programs with positive matrix completion

Solving semidefinite programs (SDP) in a short time is the key to managing various mathematical optimization problems. The matrix-completion primal-dual interior-point method (MC-PDIPM) extracts a sparse structure of input SDP by factorizing the variable matrices. In this paper, we propose a new factorization based on the inverse of the variable matrix to enhance the performance of MC-PDIPM. We also use multithreaded parallel computing to deal with the major bottlenecks in MC-PDIPM. Numerical results show that the new factorization and multithreaded computing reduce the computation time for SDPs that have structural sparsity.

math.OC↗