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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.

168,695 papers · 148 categories

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3875113150 · Jun 202019922001200920172026
48 results for Active Sub-Space

Improved SSD for faster and more accurate goodness-of-fit tests and model learning.

problem Optimal slicing directions for SSD are computationally expensive and sub-optimal.
method Relaxed optimal slicing requirement, active sub-space construction, spectral decomposition.
result 14-80x speed-up in goodness-of-fit tests compared to gradient-based alternatives.

BOFiP optimizes high-dimensional functions by distributing them into sub-spaces and using game theory.

problem Optimizing high-dimensional black box functions with computational complexity.
method BOFiP decomposes high-dimensional space into sub-spaces, searches within sub-spaces, and updates beliefs using game theory.
result BOFiP outperforms competitors in high-dimensional optimization problems.

The Martin boundary of a Cartan-Hadamard manifold describes a fine geometric structure at infinity, which is a sub-space of positive harmonic functions. We describe conditions which ensure that some points of the sphere at infinity belong to the Martin boundary as well. In the case of the universal cover of a compact m…

2005-05-26abs ↗pdf ↗

In this paper, we propose a design methodology for one-class classifiers using an ensemble-of-classifiers approach. The objective is to select the best structures created during the training phase using an ensemble of spanning trees. It takes the best classifier, partitioning the area near a pattern into γγ2γ^{γ-2} sub-…

2019-09-09abs ↗pdf ↗

We explain some interesting relations in the degree three bounded cohomology of surface groups. Specifically, we show that if two faithful Kleinian surface group representations are quasi-isometric, then their bounded fundamental classes are the same in bounded cohomology. This is novel in the setting that one end is d…

2018-08-17abs ↗pdf ↗

We consider the problem of sufficient dimensionality reduction (SDR), where the high-dimensional observation is transformed to a low-dimensional sub-space in which the information of the observations regarding the label variable is preserved. We propose DVSDR, a deep variational approach for sufficient dimensionality r…

2018-12-18abs ↗pdf ↗

Subspace clustering assumes that the data is sepa-rable into separate subspaces. Such a simple as-sumption, does not always hold. We assume that, even if the raw data is not separable into subspac-es, one can learn a representation (transform coef-ficients) such that the learnt representation is sep-arable into subspac…

2019-12-10abs ↗pdf ↗

The paper extends graph-based semi-supervised learning to infinite-dimensional Wasserstein space.

problem Graph-based semi-supervised learning in high-dimensional data.
method Laplace Learning in the Wasserstein space, proving variational convergence and characterizing the Laplace-Beltrami operator.
result Consistent classification performance in high-dimensional settings.

Unified Bayesian Optimisation for mixed variables improves performance.

problem Efficient optimisation of problems with both categorical and continuous variables.
method Derive value proposals from the Expected Improvement criterion to optimise both categorical and continuous variables under a single acquisition metric.
result Unified approach significantly outperforms existing methods across mixed-variable tasks.

New BO method efficiently optimizes high-dimensional functions by automatically selecting variables.

problem Efficiently optimizing functions with high-dimensional domains.
method Exploits variable selection to automatically learn sub-spaces without pre-specified dimensions.
result Empirically validated on synthetic and real problems, demonstrating efficiency.

The vulnerability of machine learning systems to adversarial attacks questions their usage in many applications. In this paper, we propose a randomized diversification as a defense strategy. We introduce a multi-channel architecture in a gray-box scenario, which assumes that the architecture of the classifier and the t…

2019-04-01abs ↗pdf ↗

In the supervised high dimensional settings with a large number of variables and a low number of individuals, one objective is to select the relevant variables and thus to reduce the dimension. That subspace selection is often managed with supervised tools. However, some data can be missing, compromising the validity o…

2019-01-14abs ↗pdf ↗

The first order behavior of multivariate heavy-tailed random vectors above large radial thresholds is ruled by a limit measure in a regular variation framework. For a high dimensional vector, a reasonable assumption is that the support of this measure is concentrated on a lower dimensional subspace, meaning that certai…

2019-06-26abs ↗pdf ↗

Two Bayesian optimization methods tackle dynamic design spaces with mixed variables.

problem Optimizing complex systems with varying numbers and types of variables and constraints.
method Two Bayesian optimization approaches: budget allocation and kernel function.
result Both methods converge faster and more consistently than standard approaches.

Supervised dimensionality reduction has emerged as an important theme in the last decade. Despite the plethora of models and formulations, there is a lack of a simple model which aims to project the set of patterns into a space defined by the classes (or categories). To this end, we set up a model in which each class i…

2016-10-27abs ↗pdf ↗

Many activation functions have been proposed in the past, but selecting an adequate one requires trial and error. We propose a new methodology of designing activation functions within a neural network at each layer. We call this technique an "activation ensemble" because it allows the use of multiple activation functio…

2017-02-24abs ↗pdf ↗

This paper studies activation sparsity in large language models, finding key trends and implications.

problem Activation sparsity in large language models (LLMs) can be improved for efficiency and interpretability.
method Proposes PPL-p%p\% sparsity, analyzes trends with training data, width-depth ratio, and parameter scale.
result ReLU is more efficient for sparsity than SiLU, and deeper architectures can improve sparsity.

Many neural network architectures rely on the choice of the activation function for each hidden layer. Given the activation function, the neural network is trained over the bias and the weight parameters. The bias catches the center of the activation, and the weights capture the scale. Here we propose to train the netw…

2019-01-28abs ↗pdf ↗

LOTOS improves ensemble robustness by promoting orthogonal transformations.

problem Transferability of adversarial examples threatens robustness of classification models.
method LOTOS promotes orthogonality among sub-spaces of transformations in ensemble models.
result LOTOS increases robust accuracy of ensembles by 6 percentage points against black-box attacks.

Collaborative filtering is a useful technique for exploiting the preference patterns of a group of users to predict the utility of items for the active user. In general, the performance of collaborative filtering depends on the number of rated examples given by the active user. The more the number of rated examples giv…

2012-07-11abs ↗pdf ↗

Bayesian adaptive designs can be biased by active learning, especially with misspecified models.

problem Active learning bias in Bayesian adaptive experimental designs.
method Analysis of linear and preference learning models, empirical testing.
result Model misspecification and noise influence active learning bias in Bayesian designs.

RAN model recognizes multiple activities from unlabeled sensor data.

problem Handling weakly labeled multi-activity data from wearable sensors.
method Recurrent Attention Networks (RAN) for sequential multi-activity recognition and localization.
result RAN model can infer multiple activities and determine activity locations from unlabeled data.

We present a large-scale study of commonality in liquidity and resilience across assets in an ultra high-frequency (millisecond-timestamped) Limit Order Book (LOB) dataset from a pan-European electronic equity trading facility. We first show that extant work in quantifying liquidity commonality through the degree of ex…

2014-06-20abs ↗pdf ↗

Active testing reduces label costs for efficient model evaluation.

problem Real-world applications require expensive test labels, disconnecting from existing model evaluation methods.
method Derives acquisition strategies to select test points efficiently, addressing label bias and variance.
result Active testing improves model evaluation efficiency without sacrificing accuracy.

The choice of activation function can have a large effect on the performance of a neural network. While there have been some attempts to hand-engineer novel activation functions, the Rectified Linear Unit (ReLU) remains the most commonly-used in practice. This paper shows that evolutionary algorithms can discover novel…

2020-02-17abs ↗pdf ↗

Survey of trainable activation functions in neural networks.

problem Improving neural network performance through trainable activation functions.
method Taxonomy and comparison of recent and past models of trainable activation functions.
result Many trainable activation functions are equivalent to adding neuron layers with fixed activation functions and simple constraints.

This paper analyzes and improves active learning techniques for real-world projects.

problem Reducing labelling effort in machine learning models with real-world constraints.
method Systematic study of active learning issues, proposing techniques to address model convergence, annotation error, and dataset imbalance.
result Presentation of two techniques to speed up active learning: partial uncertainty sampling and larger query size.

Study active nematic forces on curved surfaces, revealing new coupling mechanisms.

problem Understanding active nematic forces on curved surfaces.
method Developed a thermodynamically consistent surface model with nematic activity, analyzed topological defects.
result Active defects contribute both tangential and normal forces on curved surfaces.

Bayesian active learning method improved for censored regression data.

problem Challenges in estimating BALD for censored regression data.
method Derived entropy and mutual information for censored distributions, developed C\mathcal{C}-BALD objective, proposed novel modelling approach.
result Demonstrated C\mathcal{C}-BALD outperforms other methods in censored regression.

Large deviation principle for deep neural networks with ReLU activation.

problem Understanding the behavior of deep neural networks with ReLU activation.
method Proving a large deviation principle for networks with Gaussian weights and ReLU activation functions.
result Simplified expressions and power-series expansions for the ReLU case.