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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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91182273364 · Jun 202019922001200920172026
48 results for Active Variables

Bayesian active learning reduces data needed for latent variable models.

problem Active learning for latent variable models, especially mixtures of linear regressions and HMMs with GLM observations.
method Maximum-mutual-information input selection for discrete latent variable regression models.
result Active learning can achieve large gains for mixtures of linear-Gaussian models and substantially reduces data needed for GLM-HMM.

Optimal kernel learning improves GP regression for high-dimensional inputs.

problem High computational costs and low prediction accuracy in GP models with many inputs.
method Approximates GP covariance with a convex combination of kernel functions, identifying active variables.
result Improves prediction accuracy and correctly identifies active input variables.

RBMs model binary interactions with hidden node activation effects.

problem Understanding how RBM hidden node activation affects binary variable distributions.
method Investigated RBM marginal distributions with different hidden node activation functions.
result Found exact expressions for RBM marginals as interacting binary variables.

We study covariance matrix estimation for the case of partially observed random vectors, where different samples contain different subsets of vector coordinates. Each observation is the product of the variable of interest with a 010-1 Bernoulli random variable. We analyze an unbiased covariance estimator under this mod…

2018-04-04abs ↗pdf ↗

Mean representations of VAEs are correlated but still useful for tasks.

problem Correlation between mean and sampled representations of VAEs.
method Selective posterior collapse to identify active and passive variables.
result Passive variables in mean representations are correlated but uncorrelated in sampled ones.

In this paper, we consider the problem of recovering a sparse signal based on penalized least squares formulations. We develop a novel algorithm of primal-dual active set type for a class of nonconvex sparsity-promoting penalties, including 0\ell^0, bridge, smoothly clipped absolute deviation, capped 1\ell^1 and mini…

2013-10-04abs ↗pdf ↗

Efficiently identifies key input variables for expensive functions using active learning.

problem Efficiently identify key input variables for expensive, black-box functions.
method Proposes novel active learning acquisition functions targeting derivative-based global sensitivity measures (DGSMs) under Gaussian process surrogate models.
result Active learning substantially enhances sample efficiency of DGSM estimation, especially with limited evaluation budgets.

GTBO uses group testing to optimize high-dimensional functions efficiently.

problem Challenges in optimizing high-dimensional, expensive functions due to the curse of dimensionality.
method GTBO combines testing and optimization phases to identify active variables and guide efficient optimization.
result GTBO outperforms state-of-the-art methods on high-dimensional optimization tasks.

Modern computing and communication technologies can make data collection procedures very efficient. However, our ability to analyze large data sets and/or to extract information out from them is hard-pressed to keep up with our capacities for data collection. Among these huge data sets, some of them are not collected f…

2019-01-29abs ↗pdf ↗

Deciding what and when to observe is critical when making observations is costly. In a medical setting where observations can be made sequentially, making these observations (or not) should be an active choice. We refer to this as the active sensing problem. In this paper, we propose a novel deep learning framework, wh…

2019-06-16abs ↗pdf ↗

Model detects patterns in noisy binary data, explaining neuron activity in terms of cell assemblies.

problem Detecting structure in noisy or approximate repeats of patterns in sparse binary data.
method Probabilistic binary latent variable model based on Noisy-OR model, inferring sparse activity in latent variables.
result Model successfully extracts and explains latent structure in spiking neural data.

Understanding the structure of financial markets deals with suitably determining the functional relation between financial variables. In this respect, important variables are the trading activity, defined here as the number of trades NN, the traded volume VV, the asset price PP, the squared volatility σ2σ^2, the bid…

2018-03-13abs ↗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 ↗

Improved Shapley Value method for better model interpretation.

problem Misunderstanding and incorrect interpretation of Shapley Values in machine learning models.
method Identification of null and active coalitions, coalitional Shapley Value computation.
result Correct computation and inference of important variables using Shapley Values.

Causal inference concerns the identification of cause-effect relationships between variables, e.g. establishing whether a stimulus affects activity in a certain brain region. The observed variables themselves often do not constitute meaningful causal variables, however, and linear combinations need to be considered. In…

2015-12-03abs ↗pdf ↗

Study uses remotely sensed data to infer economic outcomes in experiments and quasi-experiments.

problem Imperfect measurement of economic outcomes by remotely sensed variables.
method Combines experimental and observational data to identify causal parameters, using satellite imagery and mobile phone activity.
result Developed a robust method for n^{-1/2} inference that does not restrict remotely sensed variable processing algorithms.

Researchers relax the CVF's smoothness requirement to create more flexible flow models.

problem Challenges in constructing flexible density models due to the CVF's smoothness requirement.
method Introduce L\mathcal{L}-diffeomorphisms as generalized transformations that may violate smoothness on zero Lebesgue-measure sets.
result The relaxation allows for the use of non-smooth activation functions like ReLU in residual flows.

Study proposes active learning method for estimating robust regions in uncertain function evaluations.

problem Estimating robust regions for uncertain function evaluations with unknown distributions.
method Distributionally robust level-set estimation (DRPTR) with active learning.
result The proposed method efficiently identifies reliable regions with theoretical guarantees.

We explore a framework called boosted Markov networks to combine the learning capacity of boosting and the rich modeling semantics of Markov networks and applying the framework for video-based activity recognition. Importantly, we extend the framework to incorporate hidden variables. We show how the framework can be ap…

2014-08-06abs ↗pdf ↗

This work addresses privacy issues in IoT data sharing by balancing information disclosure and user privacy.

problem Balancing privacy and utility in time-series data sharing from IoT devices.
method Formulated as POMDPs, solved using A2C DRL, evaluated with synthetic and real data.
result Proposed policies achieve a good balance between privacy and utility.

Until recently, research on artificial neural networks was largely restricted to systems with only two types of variable: Neural activities that represent the current or recent input and weights that learn to capture regularities among inputs, outputs and payoffs. There is no good reason for this restriction. Synapses …

2016-10-20abs ↗pdf ↗

User releases data to service provider while balancing privacy and utility.

problem Balancing user privacy and service utility in data release.
method Formulated as a Markov decision process (MDP) and solved using deep reinforcement learning (RL).
result Achieved a trade-off between revealing useful information and protecting sensitive data.

We study a logistic model-based active learning procedure for binary classification problems, in which we adopt a batch subject selection strategy with a modified sequential experimental design method. Moreover, accompanying the proposed subject selection scheme, we simultaneously conduct a greedy variable selection pr…

2018-02-01abs ↗pdf ↗

A recent Cell paper [Chang and Tsao, 2017] reports an interesting discovery. For the face stimuli generated by a pre-trained active appearance model (AAM), the responses of neurons in the areas of the primate brain that are responsible for face recognition exhibit strong linear relationship with the shape variables and…

2018-05-14abs ↗pdf ↗

This paper studies graphical model selection, i.e., the problem of estimating a graph of statistical relationships among a collection of random variables. Conventional graphical model selection algorithms are passive, i.e., they require all the measurements to have been collected before processing begins. We propose an…

2014-04-13abs ↗pdf ↗

In active learning, the user sequentially chooses values for feature XX and an oracle returns the corresponding label YY. In this paper, we consider the effect of feature noise in active learning, which could arise either because XX itself is being measured, or it is corrupted in transmission to the oracle, or the o…

2015-05-15abs ↗pdf ↗

AL-SPCE improves reliability analysis for complex systems with active learning and SPCE.

problem Efficiently analyzing reliability of complex, computationally expensive models with intrinsic randomness.
method Active learning framework using stochastic polynomial chaos expansions (SPCE) to reduce computational burden.
result AL-SPCE maintains high accuracy in reliability estimates while significantly improving efficiency.

LCW reduces activation shift in neural networks, improving training efficiency and generalization.

problem Activation shift in neural networks leading to non-zero mean preactivation values.
method Linearly constrained weights (LCW) to reduce activation shift in fully connected and convolutional layers.
result LCW resolves the vanishing gradient problem and improves generalization of neural networks.

The causal discovery of Bayesian networks is an active and important research area, and it is based upon searching the space of causal models for those which can best explain a pattern of probabilistic dependencies shown in the data. However, some of those dependencies are generated by causal structures involving varia…

2016-07-22abs ↗pdf ↗

We propose a new optimization method for training feed-forward neural networks. By rewriting the activation function as an equivalent proximal operator, we approximate a feed-forward neural network by adding the proximal operators to the objective function as penalties, hence we call the lifted proximal operator machin…

2018-11-05abs ↗pdf ↗

Erbium-doped fiber amplifier (EDFA) is an optical amplifier/repeater device used to boost the intensity of optical signals being carried through a fiber optic communication system. A highly accurate EDFA model is important because of its crucial role in optical network management and optimization. The input channels of…

2019-02-05abs ↗pdf ↗