G06N5022
Please help me predict the CPC LABEL for this patentPATENT ABSTRACT: A method and a system are disclosed for determining a weight allocation in a group comprising a large plurality of items using an optimization oracle, the method comprising obtaining an indication of a plurality of data for each item of a large plurality of items; generating a covariance matrix for the plurality of data; generating a hierarchical tree structure having a plurality of clusters, each cluster having a corresponding item associated therewith, the generating comprising until there is one item associated per cluster of the hierarchical tree structure, recursively formulating an optimization problem to divide a given set of items into two different clusters, translating the formulated optimization problem into an unconstrained binary optimization problem, providing an indication of the unconstrained binary optimization problem to an optimization oracle, receiving an indication of at least one solution from the optimization oracle, assigning a cluster to each item of the given set of items using the at least one solution; recursively determining a weight allocation for each item of the plurality of items using the covariance matrix and the generated hierarchical tree structure and providing an indication of the determined weight allocation for each item in the group comprising a plurality of items.