In modern portfolio management, one may require anm-sparse (no more thanm active assets) portfolio to save managerial and financial costs.

Therearetwoupdatingstrategies: 1) mimicking strategy to generate similar samples based on original data, preserving stylistic and contextual essence, and 2) extending strategy that further expands existing samples at varying cognitive levels by adapting Bloom's taxonomy ofeducational objectives. Extensiveexperiments onupdated MMLU andBIG-Bench demonstrate thestability oftheproposed strategiesandfindthat the mimicking strategy can effectively alleviate issues of overestimation from benchmark leakage. In cases where the efficient mimicking strategy fails, our extending strategystill showspromising results.

Tianren constrained Advances Processing, 2020.