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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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1223 · Nov 201919922001200920172026
48 results for τ-leaping

SGD learns neural networks with a complexity measure called leap.

problem Time complexity of SGD learning on neural networks.
method Introduced a complexity measure called leap, proved conjecture for Gaussian data, and showed saddle-to-saddle dynamics.
result Proved a conjecture about the time complexity of learning functions with low-dimensional support.

LEAPS samples discrete distributions via CTMCs and locally equivariant networks.

problem Sampling from discrete distributions with known normalization.
method Continuous-time Markov chain, locally equivariant functions, attention layers, convolutional networks.
result LEAPS minimizes the variance of importance weights, improving sampling efficiency.

Graph edges, along with their labels, can represent information of fundamental importance, such as links between web pages, friendship between users, the rating given by users to other users or items, and much more. We introduce LEAP, a trainable, general framework for predicting the presence and properties of edges on…

2019-03-11abs ↗pdf ↗

Two-layer networks learn faster with batch reuse, overcoming information and leap exponents.

problem Limitations of gradient flow and single-pass GD in learning multi-index target functions.
method Multi-pass gradient descent that reuses batches, analyzed using Dynamical Mean-Field Theory.
result Two-time-step overlap with target subspace for non-staircase functions, overcoming information and leap exponents.

The paper analyzes sampling efficiency of discrete diffusion models, providing sharp and adaptive guarantees.

problem Theoretical foundations of discrete diffusion models, especially sampling efficiency.
method Continuous-time Markov chain (CTMC) formulation, ττ-leaping-based samplers, effective total correlation.
result The ττ-leaping algorithm achieves an iteration complexity of order ildeO(d/ε) ilde O(d/\varepsilon) for uniform discrete diffusion, improving existing bounds by a factor of dd.

We propose a novel neural network embedding approach to model power transmission grids, in which high voltage lines are disconnected and reconnected with one-another from time to time, either accidentally or willfully. We call our architeture LEAP net, for Latent Encoding of Atypical Perturbation. Our method implements…

2019-08-22abs ↗pdf ↗

Study efficient estimation of hidden subspaces in Gaussian Multi-index models.

problem Estimating hidden subspaces in Gaussian Multi-index models with low-dimensional projections.
method Introduced the generative leap exponent and developed an agnostic sequential estimation procedure using spectral U-statistics.
result Achieved optimal sample complexity of $n=Θ(d^{1 \vee \k/2})$ for efficient estimation.

In complex transfer learning scenarios new tasks might not be tightly linked to previous tasks. Approaches that transfer information contained only in the final parameters of a source model will therefore struggle. Instead, transfer learning at a higher level of abstraction is needed. We propose Leap, a framework that …

2018-12-03abs ↗pdf ↗

Corrected samplers reduce discretization error in discrete flow models without additional computational cost.

problem Discretization error in samplers for discrete flow models.
method Established non-asymptotic error bounds for samplers, proposed time-corrected and location-corrected samplers.
result Location-corrected sampler has lower complexity and better generation quality.

Building deep reinforcement learning agents that can generalize and adapt to unseen environments remains a fundamental challenge for AI. This paper describes progresses on this challenge in the context of man-made environments, which are visually diverse but contain intrinsic semantic regularities. We propose a hybrid …

2018-09-28abs ↗pdf ↗

LEAP identifies latent causal variables from temporal data.

problem Recovering time-delayed latent causal variables from general temporal data.
method Proposes LEAP, a framework that extends VAEs with constraints for temporally causal latent processes.
result Successfully identifies temporally causal latent processes from observed variables under various dependency structures.

This work analyzes discrete diffusion models using stochastic integrals, providing error bounds and insights.

problem Error analysis for discrete diffusion models remains less understood.
method Proposes a comprehensive framework based on Lévy-type stochastic integrals.
result Obtains the first error bound for the ττ-leaping scheme in KL divergence.

New method improves inference for discrete diffusion models, achieving better quality and efficiency.

problem High dimensionality of discrete diffusion models causes inference challenges.
method Developed high-order numerical inference schemes for discrete diffusion models.
result Second-order accuracy of the θθ-Trapezoidal method in KL divergence.

In this report, an automated bartender system was developed for making orders in a bar using hand gestures. The gesture recognition of the system was developed using Machine Learning techniques, where the model was trained to classify gestures using collected data. The final model used in the system reached an average …

2017-05-16abs ↗pdf ↗

We consider the problem of impulse response estimation of stable linear single-input single-output systems. It is a well-studied problem where flexible non-parametric models recently offered a leap in performance compared to the classical finite-dimensional model structures. Inspired by this development and the success…

2018-01-25abs ↗pdf ↗

Reweighted ALPS improves sampling from multimodal distributions using warm start points.

problem Sampling from multimodal distributions is hard due to exponential mixing times.
method Introduces Reweighted ALPS, a modified Annealed Leap-Point Sampler that uses warm start points.
result First polynomial-time bound for Re-ALPS in a general setting, under a natural assumption.

Study shows how price protection affects online learning algorithms for dynamic pricing.

problem Impact of price protection guarantee on online learning algorithms for dynamic pricing.
method Characterized the effect of price protection period length on optimal regret, proposed LEAP algorithm.
result Optimal regret is Θ(√T + min{M, T^2/3}) with LEAP matching lower bounds up to logarithmic factors.

One of the defining characteristics of human creativity is the ability to make conceptual leaps, creating something surprising from typical knowledge. In comparison, deep neural networks often struggle to handle cases outside of their training data, which is especially problematic for problems with limited training dat…

2018-02-10abs ↗pdf ↗

Survey on quantum computing and neural networks.

problem Understanding and comparing quantum computing and neural networks.
method Introduction to quantum computing concepts, explanation of quantum computing paradigms, and analysis of quantum neural networks.
result Current state-of-the-art in quantum neural networks.

Normalizing flows are shown to be equivalent to Bayesian networks, revealing new insights.

problem Understanding the limitations and capabilities of normalizing flows.
method Revisiting normalizing flows as probabilistic graphical models and analyzing their structure.
result Normalizing flows can be reduced to Bayesian networks, revealing new insights into their structure and capabilities.

MEC-IP uses IP to efficiently find MECs in BNs from observational data.

problem Discovering Markov Equivalent Classes (MECs) in Bayesian Networks (BNs) efficiently.
method Clique-focusing strategy and EMSG for MEC discovery via Integer Programming.
result Significant reduction in computational time and improved accuracy.

FutureQuant Transformer predicts price ranges and volatility for futures trading.

problem Complex futures trading with real-time LOBs and vast data.
method FutureQuant Transformer model using attention mechanisms.
result Significantly improved trading performance with an average gain of 0.1193%.

New method uses birth-death process and exploration component to accelerate sampling from multimodal distributions.

problem Sampling from multimodal probability distributions efficiently.
method Combines birth-death process and exploration component to accelerate sampling.
result Proves exponential asymptotic convergence under mild assumptions.

Machine learning algorithms relying on deep neural networks recently allowed a great leap forward in artificial intelligence. Despite the popularity of their applications, the efficiency of these algorithms remains largely unexplained from a theoretical point of view. The mathematical description of learning problems i…

2019-11-03abs ↗pdf ↗

The study explores how machine learning can enhance scientific research.

problem Improving scientific models with machine learning.
method Analysis of data-driven models versus manually added variables in regression.
result Complex models may not always improve over simpler ones in scientific contexts.

Randomly biased data makes complex models as easy to learn as simple ones.

problem Learning complex models like multi-index and sparse Boolean functions.
method Introducing a small random shift in the first moment of the data distribution.
result Randomly biased data makes Gaussian single index models and sparse Boolean functions as easy to learn as linear functions.

We propose a fast second-order method that can be used as a drop-in replacement for current deep learning solvers. Compared to stochastic gradient descent (SGD), it only requires two additional forward-mode automatic differentiation operations per iteration, which has a computational cost comparable to two standard for…

2018-05-21abs ↗pdf ↗

VTrackIt creates a synthetic dataset with infrastructure and vehicle info for AVs.

problem Lack of infrastructure and pooled vehicle info in existing AV datasets.
method Developed VTrackIt, a synthetic dataset with intelligent infrastructure and pooled vehicle info, and introduced InfraGAN for trajectory predictions.
result VTrackIt reduces high-risk edge cases in AV trajectory predictions.

The complex world around us is inherently multimodal and sequential (continuous). Information is scattered across different modalities and requires multiple continuous sensors to be captured. As machine learning leaps towards better generalization to real world, multimodal sequential learning becomes a fundamental rese…

2019-11-22abs ↗pdf ↗

New method tackles rugged optimization landscapes in contact-rich scenarios.

problem Optimization challenges in dynamic environments with deformable objects.
method Combines Bayesian optimization with semi-local 'leaps' for global search.
result Outperforms gradient-based and gradient-free baselines in simulation and real robot experiments.

The introduction of deep learning and transfer learning techniques in fields such as computer vision allowed a leap forward in the accuracy of image classification tasks. Currently there is only limited use of such techniques in neuroscience. The challenge of using deep learning methods to successfully train models in …

2019-07-02abs ↗pdf ↗

This work optimizes neural network bit-width and layer-width for efficiency.

problem Efficient optimization of deep neural networks for reduced size and computational demands.
method Cluster-based tree-structured Parzen estimator for surrogate modeling, Hessian-based pruning for parameter reduction.
result 20% decrease in model size with 12x reduction in search time compared to existing methods.

The paper tackles intervention generalization using factor graph models.

problem Generalizing from past experiments to novel conditions is hard due to combinatorial space of possible interventions.
method The approach is based on intervention factor models (IFMs) and factor graph models.
result Conditions for identifiability of expected outcomes of new regimes are derived.

Kolmogorov-Arnold Networks promise scalable performance in high dimensions.

problem Curse of dimensionality in multilayer perceptrons.
method Kolmogorov-Arnold representation theorem and interpolation methods.
result Kolmogorov-Arnold Networks achieve true freedom from the curse of dimensionality.