AES scheme improves Bermudan and American option pricing for Heston models.
arXiv research
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Graph autoencoders (AE) and variational autoencoders (VAE) are powerful node embedding methods, but suffer from scalability issues. In this paper, we introduce FastGAE, a general framework to scale graph AE and VAE to large graphs with millions of nodes and edges. Our strategy, based on an effective stochastic subgraph…
New research shows non-bottlenecked autoencoders can outperform bottlenecked ones for anomaly detection.
Graph autoencoders (AE) and variational autoencoders (VAE) recently emerged as powerful node embedding methods. In particular, graph AE and VAE were successfully leveraged to tackle the challenging link prediction problem, aiming at figuring out whether some pairs of nodes from a graph are connected by unobserved edges…
Graph autoencoders (AE) and variational autoencoders (VAE) recently emerged as powerful node embedding methods, with promising performances on challenging tasks such as link prediction and node clustering. Graph AE, VAE and most of their extensions rely on graph convolutional networks (GCN) to learn vector space repres…
This paper proposes Evolutionary Multi-objective Optimization (EMO)-based Adversarial Example (AE) design method that performs under black-box setting. Previous gradient-based methods produce AEs by changing all pixels of a target image, while previous EC-based method changes small number of pixels to produce AEs. Than…
Fisher auto-encoders use Fisher divergence for more robust generative modeling.
Deep neural networks (DNNs) have shown huge superiority over humans in image recognition, speech processing, autonomous vehicles and medical diagnosis. However, recent studies indicate that DNNs are vulnerable to adversarial examples (AEs), which are designed by attackers to fool deep learning models. Different from re…
Proposes flexible auto-encoders for varying data dimensions.
Sparse code multiple access (SCMA) has been one of non-orthogonal multiple access (NOMA) schemes aiming to support high spectral efficiency and ubiquitous access requirements for 5G wireless communication networks. Conventional SCMA approaches are confronting remarkable challenges in designing low complexity high accur…
Unsupervised learning is becoming more and more important recently. As one of its key components, the autoencoder (AE) aims to learn a latent feature representation of data which is more robust and discriminative. However, most AE based methods only focus on the reconstruction within the encoder-decoder phase, which ig…
New bounds on AE success probability in GP models.
In this paper, we suggest a framework to make use of mutual information as a regularization criterion to train Auto-Encoders (AEs). In the proposed framework, AEs are regularized by minimization of the mutual information between input and encoding variables of AEs during the training phase. In order to estimate the ent…
Deep Deterministic Policy Gradient (DDPG) has been proved to be a successful reinforcement learning (RL) algorithm for continuous control tasks. However, DDPG still suffers from data insufficiency and training inefficiency, especially in computationally complex environments. In this paper, we propose Asynchronous Episo…
This paper proposes BAT to balance accuracy and robustness in adversarial training.
New insights into Deep Autoencoders for better data approximation and generalization.
Over the last few years, graph autoencoders (AE) and variational autoencoders (VAE) emerged as powerful node embedding methods, with promising performances on challenging tasks such as link prediction and node clustering. Graph AE, VAE and most of their extensions rely on multi-layer graph convolutional networks (GCN) …
AE-LSVI identifies near-optimal policies in complex systems with minimal data.
Double autoencoder improves missing value imputation in recommender systems.
We introduce the vine copula autoencoder (VCAE), a flexible generative model for high-dimensional distributions built in a straightforward three-step procedure. First, an autoencoder (AE) compresses the data into a lower dimensional representation. Second, the multivariate distribution of the encoded data is estimated …
Many engineering problems require identifying feasible domains under implicit constraints. One example is finding acceptable car body styling designs based on constraints like aesthetics and functionality. Current active-learning based methods learn feasible domains for bounded input spaces. However, we usually lack pr…
Policy gradient reinforcement learning (RL) algorithms have achieved impressive performance in challenging learning tasks such as continuous control, but suffer from high sample complexity. Experience replay is a commonly used approach to improve sample efficiency, but gradient estimators using past trajectories typica…
AES uses α-divergence to select informative points for BO, improving optimization performance.
Proposes AE for robust PCA, improving robustness to outliers.
Enhances financial data signal-to-noise ratio using auto-encoders and mutual regularization.
We present a neural network architecture based upon the Autoencoder (AE) and Generative Adversarial Network (GAN) that promotes a convex latent distribution by training adversarially on latent space interpolations. By using an AE as both the generator and discriminator of a GAN, we pass a pixel-wise error function acro…
The excellent performance of representation learning of autoencoders have attracted considerable interest in various applications. However, the structure and multi-local collaborative relationships of unlabeled data are ignored in their encoding procedure that limits the capability of feature extraction. This paper pre…
A new framework converts EEG signals between subjects and tasks.
In this paper, we present a general framework to scale graph autoencoders (AE) and graph variational autoencoders (VAE). This framework leverages graph degeneracy concepts to train models only from a dense subset of nodes instead of using the entire graph. Together with a simple yet effective propagation mechanism, our…
Generative Adversarial Networks (GANs) have been used in many different applications to generate realistic synthetic data. We introduce a novel GAN with Autoencoder (GAN-AE) architecture to generate synthetic samples for variable length, multi-feature sequence datasets. In this model, we develop a GAN architecture with…
Common Representation Learning (CRL), wherein different descriptions (or views) of the data are embedded in a common subspace, is receiving a lot of attention recently. Two popular paradigms here are Canonical Correlation Analysis (CCA) based approaches and Autoencoder (AE) based approaches. CCA based approaches learn …
Cencelj and Dranishnikov showed that for certain nilpotent groups , is equivalent to for any compacta (here is the abelianization of ). We examine the same problem for solvable groups. We also give an elementary proof of this fact for any nilpo…
Automated anomaly detection is essential for managing information and communications technology (ICT) systems to maintain reliable services with minimum burden on operators. For detecting varying and continually emerging anomalies as differences from normal states, learning normal relationships inherent among cross-dom…
In this paper we study properties of the area evolute (AE) and the center symmetry set (CSS) of a convex planar curve . The main tool is to define a Minkowski plane where becomes a constant width curve. In this Minkowski plane, the CSS is the evolute of and the AE is an involute of the CSS. We prove that the…
We prove that for a compact subgroup of an almost connected locally compact Hausdorff group , the following properties are mutually equivalent: (1) is a maximal compact subgroup of , (2) is contractible, (3) is homeomorphic to a Euclidean space, (4) is an AE for paracompact spaces, (5) $…
The main point of this paper is to prove the following useful result: If the almost everywhere 2-jet of a locally quasi-convex function u satisfies a degenerate elliptic constraint F, then u is F-subharmonic, i.e., u is a viscosity F-subsolution. This AE Theorem makes otherwise difficult results transparent. Some insta…
Improves stability in hyperbolic neural networks for complex data generation.
Channel charting (CC) has been proposed recently to enable logical positioning of user equipments (UEs) in the neighborhood of a multi-antenna base-station solely from channel-state information (CSI). CC relies on dimensionality reduction of high-dimensional CSI features in order to construct a channel chart that captu…
Recently, deep learning becomes the main focus of machine learning research and has greatly impacted many important fields. However, deep learning is criticized for lack of interpretability. As a successful unsupervised model in deep learning, the autoencoder embraces a wide spectrum of applications, yet it suffers fro…
FlexAE addresses bias-variance trade-off in RAEs by learning latent priors.
This paper proposes a novel optimization principle and its implementation for unsupervised anomaly detection in sound (ADS) using an autoencoder (AE). The goal of unsupervised-ADS is to detect unknown anomalous sound without training data of anomalous sound. Use of an AE as a normal model is a state-of-the-art techniqu…
SentenceMIM is a probabilistic auto-encoder for language data, trained with Mutual Information Machine (MIM) learning to provide a fixed length representation of variable length language observations (i.e., similar to VAE). Previous attempts to learn VAEs for language data faced challenges due to posterior collapse. MI…
Paper proves rigidity theorems for AE Q-singular spaces.
Comparing two probability measures supported on heterogeneous spaces is an increasingly important problem in machine learning. Such problems arise when comparing for instance two populations of biological cells, each described with its own set of features, or when looking at families of word embeddings trained across d…
A deep neural network model is a powerful framework for learning representations. Usually, it is used to learn the relation by exploiting the regularities in the input . In structured output prediction problems, is multi-dimensional and structural relations often exist between the dimensions. The motiv…
The effectiveness of learning in massive open online courses (MOOCs) can be significantly enhanced by introducing personalized intervention schemes which rely on building predictive models of student learning behaviors such as some engagement or performance indicators. A major challenge that has to be addressed when bu…
GMMSEQ clusters AE data streams, identifying cluster onsets and growth.
LSTMs promise much to financial time-series analysis, temporal and cross-sectional inference, but we find that they do not deliver in a real-world financial management task. We examine an alternative called Continual Learning (CL), a memory-augmented approach, which can provide transparent explanations, i.e. which memo…