arXiv subjects

Tai Dinh

Publications and source records attributed to Tai Dinh.

9 recordsLinked to original sources

arXiv2026

Ontology-driven personalized information retrieval for XML documents

This paper addresses the challenge of improving information retrieval from semi-structured eXtensible Markup Language (XML) documents. Traditional information retrieval systems (IRS) often overlook user-specific needs and return identical results for the same query, despite differences in users' knowledge, preferences, and objectives. We integrate external semantic resources, namely a domain ontology and user profiles, into the retrieval process. Documents, queries, and user profiles are represented as vectors of weighted concepts. The ontology applies a concept-weighting mechanism that emphasizes highly specific concepts, as lower-level nodes in the hierarchy provide more precise and targeted information. Relevance is assessed using semantic similarity measures that capture conceptual relationships beyond keyword matching, enabling personalized and fine-grained matching among user profiles, queries, and documents. Experimental results show that combining ontologies with user profiles improves retrieval effectiveness, achieving higher precision and recall than keyword-based approaches. Overall, the proposed framework enhances the relevance and adaptability of XML search results, supporting more user-centered retrieval.

cs.IR↗

arXiv2026

Exploring Urban Land Use Patterns by Pattern Mining and Unsupervised Learning

Urban areas are intricate systems shaped by socioeconomic, environmental, and infrastructural factors, with land use patterns serving as aspects of urban morphology. This paper proposes a novel methodology leveraging frequent item set mining and unsupervised learning techniques to identify similar cities based on co-occurring land use patterns. The Copernicus program's Urban Atlas data are used as source data. The methodology involves data preprocessing, pattern mining using the negFIN algorithm, postprocessing, and knowledge extraction and visualization. The preprocessing of spatial datasets results in a publicly available transaction dataset. The framework is scalable and the source code is made publicly available.

cs.DB↗

arXiv2025

Quantum Markov Chains: Hub-Pruned Estimation for Fashion Recommenders

We investigate whether shallow quantum circuits can accurately reproduce the short-horizon dynamics of discrete-time Markov chains derived from fashion electronic-commerce recommendation links. Transition operators are compiled into block-encoded circuits and iterated using fixed-point oblivious amplitude amplification, and amplitude-encoded marginals are used to estimate the classical push-forward. Empirically, colour categories such as black and, to a lesser extent, white function as high-degree hubs that dominate probability flow. Consequently, we assess three chain variants: the full network including all colours, a network without black, and a network without black and white, to quantify the effect of hub pruning under realistic circuit depths and measurement budgets. Across networks aggregated from multiple retailers, hub pruning consistently improves quantum and classical agreement at shallow depth; total-variation distance and Kullback-Leibler divergence typically decrease by approximately a factor of two relative to the full network, while state fidelities remain close to unity. A bias-and-contraction analysis explains these gains through reduced cross-terms and an effectively widened spectral gap. The results identify hub-pruned block-encodings as a practical heuristic for near-term experiments on recommendation dynamics using small quantum registers, and they provide a reproducible benchmarking protocol that reports total-variation distance, Kullback-Leibler divergence, and state fidelity as functions of circuit depth and prediction horizon.

quant-ph↗

arXiv2025

UAMDP: Uncertainty-Aware Markov Decision Process for Risk-Constrained Reinforcement Learning from Probabilistic Forecasts

Sequential decisions in volatile, high-stakes settings require more than maximizing expected return; they require principled uncertainty management. This paper presents the Uncertainty-Aware Markov Decision Process (UAMDP), a unified framework that couples Bayesian forecasting, posterior-sampling reinforcement learning, and planning under a conditional value-at-risk (CVaR) constraint. In a closed loop, the agent updates its beliefs over latent dynamics, samples plausible futures via Thompson sampling, and optimizes policies subject to preset risk tolerances. We establish regret bounds that converge to the Bayes-optimal benchmark under standard regularity conditions. We evaluate UAMDP in two domains including high-frequency equity trading and retail inventory control, both marked by structural uncertainty and economic volatility. Relative to strong deep learning baselines, UAMDP improves long-horizon forecasting accuracy (RMSE decreases by up to 25% and sMAPE by 32%), and these gains translate into economic performance: the trading Sharpe ratio rises from 1.54 to 1.74 while maximum drawdown is roughly halved. These results show that integrating calibrated probabilistic modeling, exploration aligned with posterior uncertainty, and risk-aware control yields a robust, generalizable approach to safer and more profitable sequential decision-making.

cs.LG↗

arXiv2025

An upper bound on the silhouette evaluation metric for clustering

The silhouette coefficient quantifies, for each observation, the balance between within-cluster cohesion and between-cluster separation, taking values in the range [-1,1]. The average silhouette width (ASW) is a widely used internal measure of clustering quality, with higher values indicating more cohesive and well-separated clusters. However, the dataset-specific maximum of ASW is typically unknown, and the standard upper limit of 1 is rarely attainable. In this work, we derive for each data point a sharp upper bound on its silhouette width and aggregate these to obtain a canonical upper bound for the ASW. This bound-often substantially below 1-enhances the interpretability of empirical ASW values by providing guidance on how close a given clustering result is to the best possible outcome for that dataset. We evaluate the usefulness of the upper bound on a variety of datasets and conclude that it can meaningfully enrich cluster quality evaluation; however, its practical relevance depends on the specific dataset. Finally, we extend the framework to establish an upper bound for the macro-averaged silhouette.

cs.LG↗

arXiv2025

A data-driven framework for team selection in Fantasy Premier League

Fantasy football is a billion-dollar industry with millions of participants. Under a fixed budget, managers select squads to maximize future Fantasy Premier League (FPL) points. This study formulates lineup selection as data-driven optimization and develops deterministic and robust mixed-integer linear programs that choose the starting eleven, bench, and captain under budget, formation, and club-quota constraints (maximum three players per club). The objective is parameterized by a hybrid scoring metric that combines realized FPL points with predictions from a linear regression model trained on match-performance features identified using exploratory data analysis techniques. The study benchmarks alternative objectives and cost estimators, including simple and recency-weighted averages, exponential smoothing, autoregressive integrated moving average (ARIMA), and Monte Carlo simulation. Experiments on the 2023/24 Premier League season show that ARIMA with a constrained budget and a rolling window yields the most consistent out-of-sample performance; weighted averages and Monte Carlo are also competitive. Robust variants and hybrid scoring metrics improve some objectives but are not uniformly superior. The framework provides transparent decision support for fantasy roster construction and extends to FPL chips, multi-week rolling-horizon transfer planning, and week-by-week dynamic captaincy.

cs.CE↗

arXiv2024

Data clustering: a fundamental method in data science and management

This paper explores the critical role of data clustering in data science, emphasizing its methodologies, tools, and diverse applications. Traditional techniques, such as partitional and hierarchical clustering, are analyzed alongside advanced approaches such as data stream, density-based, graph-based, and model-based clustering for handling complex structured datasets. The paper highlights key principles underpinning clustering, outlines widely used tools and frameworks, introduces the workflow of clustering in data science, discusses challenges in practical implementation, and examines various applications of clustering. By focusing on these foundations and applications, the discussion underscores clustering's transformative potential. The paper concludes with insights into future research directions, emphasizing clustering's role in driving innovation and enabling data-driven decision-making.

cs.AI↗

arXiv2024

Categorical data clustering: 25 years beyond K-modes

The clustering of categorical data is a common and important task in computer science, offering profound implications across a spectrum of applications. Unlike purely numerical data, categorical data often lack inherent ordering as in nominal data, or have varying levels of order as in ordinal data, thus requiring specialized methodologies for efficient organization and analysis. This review provides a comprehensive synthesis of categorical data clustering in the past twenty-five years, starting from the introduction of K-modes. It elucidates the pivotal role of categorical data clustering in diverse fields such as health sciences, natural sciences, social sciences, education, engineering and economics. Practical comparisons are conducted for algorithms having public implementations, highlighting distinguishing clustering methodologies and revealing the performance of recent algorithms on several benchmark categorical datasets. Finally, challenges and opportunities in the field are discussed.

cs.LG↗

arXiv2023

Mining compact high utility sequential patterns

High utility sequential pattern mining (HUSPM) aims to mine all patterns that yield a high utility (profit) in a sequence dataset. HUSPM is useful for several applications such as market basket analysis, marketing, and website clickstream analysis. In these applications, users may also consider high utility patterns frequently appearing in the dataset to obtain more fruitful information. However, this task is high computation since algorithms may generate a combinatorial explosive number of candidates that may be redundant or of low importance. To reduce complexity and obtain a compact set of frequent high utility sequential patterns (FHUSPs), this paper proposes an algorithm named CHUSP for mining closed frequent high utility sequential patterns (CHUSPs). Such patterns keep a concise representation while preserving the same expressive power of the complete set of FHUSPs. The proposed algorithm relies on a CHUS data structure to maintain information during mining. It uses three pruning strategies to eliminate early low-utility and non-frequent patterns, thereby reducing the search space. An extensive experimental evaluation was performed on six real-life datasets to evaluate the performance of CHUSP in terms of execution time, memory usage, and the number of generated patterns. Experimental results show that CHUSP can efficiently discover the compact set of CHUSPs under different user-defined thresholds.

cs.DB↗