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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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15.7%31.4%47.2%62.9% · Jun 202019922001200920172026
48 results for Automated Learning Rate

Despite the development of numerous adaptive optimizers, tuning the learning rate of stochastic gradient methods remains a major roadblock to obtaining good practical performance in machine learning. Rather than changing the learning rate at each iteration, we propose an approach that automates the most common hand-tun…

2019-09-21abs ↗pdf ↗

While artificial intelligence (AI) and other automation technologies might lead to enormous progress in healthcare, they may also have undesired consequences for people working in the field. In this interdisciplinary study, we capture empirical evidence of not only what healthcare work could be automated, but also what…

2019-10-21abs ↗pdf ↗

Classical stochastic gradient methods for optimization rely on noisy gradient approximations that become progressively less accurate as iterates approach a solution. The large noise and small signal in the resulting gradients makes it difficult to use them for adaptive stepsize selection and automatic stopping. We prop…

2016-10-18abs ↗pdf ↗

Improves reliability of BBVI optimization methods.

problem Reliability issues and expertise required for BBVI optimization.
method RABVI framework with automated learning rate adjustment and KL divergence estimation.
result RABVI detects inaccurate variational approximations and optimizes reliability.

We present a powerful new loss function and training scheme for learning binary hash functions. In particular, we demonstrate our method by creating for the first time a neural network that outperforms state-of-the-art Haar wavelets and color layout descriptors at the task of automated scene matching. By accurately rel…

2018-02-09abs ↗pdf ↗

This study optimizes trading and arbitrage in decentralized finance's CPMs, revealing convexity costs and developing efficient strategies.

problem Optimizing trading and arbitrage in decentralized finance's constant product markets (CPMs).
method Developed models for CPMs in competing centralised exchanges, CPMs, and both venues. Derived computationally efficient strategies.
result Accurately estimated convexity costs in CPMs, which are linear in trade size and nonlinear in liquidity depth and exchange rate.

AutoCP automates the construction of accurate prediction intervals.

problem Creating valid and accurate prediction intervals for machine learning models.
method AutoML framework that optimizes prediction interval length for better accuracy and less conservatism.
result AutoCP significantly outperforms benchmark algorithms in constructing accurate prediction intervals.

Novel AMM model for pegged cryptoassets using nested OU processes.

problem Liquidity and risk management in markets for pegged cryptoassets.
method Multi-level nested Ornstein-Uhlenbeck (OU) processes for exchange rate dynamics, calibrated and filtered AMM model.
result Consistent efficient quotes and improved liquidity provision for pegged cryptoassets.

Feature Learning aims to extract relevant information contained in data sets in an automated fashion. It is driving force behind the current deep learning trend, a set of methods that have had widespread empirical success. What is lacking is a theoretical understanding of different feature learning schemes. This work p…

2015-04-01abs ↗pdf ↗

Auto-Ensemble automates deep learning model ensembling with adaptive learning rate scheduling.

problem Difficulty in collecting diverse and accurate deep learning models through single training.
method Auto-Ensemble collects model checkpoints and uses adaptive learning rate scheduling to ensemble them.
result Ensembled models converge to various local optima, improving performance on few-shot learning.

Deep learning improves material recognition in construction monitoring.

problem Varying illuminations and low accuracy rates in material classification.
method Deep learning methods, including convolutional neural networks, were used to classify and recognize materials in construction sites.
result Achieved 97.35% accuracy rate for material classification.

A method to improve LLMs by automating the construction of a mixture of expert prompts.

problem Limitation of single instruction prompts in covering complex problem spaces.
method Divide the problem space into sub-regions, each governed by a specialized expert with both an instruction and demos. A two-phase process constructs these experts.
result Achieves an average win rate of 81% across major benchmarks.

Automated machine learning (AutoML) aims to find optimal machine learning solutions automatically given a machine learning problem. It could release the burden of data scientists from the multifarious manual tuning process and enable the access of domain experts to the off-the-shelf machine learning solutions without e…

2019-07-21abs ↗pdf ↗

This paper analyzes and compares different Automated Market Maker mechanisms.

problem Impermanent loss in Constant Function Market Makers.
method Mean-Variance analysis of liquidity providers' profit and loss, comparison of different mechanisms.
result Optimized oracle-based mechanisms outperform Constant Function Market Makers.

Optimal design of automated market makers for decentralized exchanges.

problem Maximizing utility for liquidity providers in decentralized exchanges.
method Modeling a risk-averse liquidity provider's optimal strategy and the optimal design of automated market makers.
result The optimal unit trading fee increases with asset volatility.

Automates design of lightweight neural networks for image classification.

problem Designing efficient neural networks for edge devices with limited computational resources.
method Uses the Mesh Adaptive Direct Search (MADS) algorithm to optimize network architecture.
result Achieves comparable performance to standard methods with fewer design trials.

Paper optimizes liquidity provision in decentralized finance markets.

problem Strategic LPs face predictable losses and concentration risk in CL pools.
method Derive optimal liquidity provision strategy based on fees, PL, and concentration risk.
result Optimal strategy increases fee revenue and profit from marginal rate changes.

Automation of machine learning model development is increasingly becoming an established research area. While automated model selection and automated data pre-processing have been studied in depth, there is, however, a gap concerning automated model adaptation strategies when multiple strategies are available. Manually…

2018-12-27abs ↗pdf ↗

FinRL automates trading in quantitative finance with deep reinforcement learning.

problem Steep development curve for traders to automate trading decisions.
method Open-source framework implementing DRL algorithms and reward functions.
result FinRL simplifies strategy design and reduces debugging workloads.

Improved AMM protocol supports diverse loan maturities in DeFi.

problem Challenges in designing AMMs for fixed-income lending with time-related complexities.
method Generalized BondMM protocol to support arbitrary maturities.
result BondMM-A protocol demonstrates superior performance in interest rate stability and financial robustness.

Automated method creates compact chemical models from detailed ones, reducing complexity and improving accuracy.

problem Creating accurate low-dimensional chemical kinetic models from detailed ones is time-consuming and requires expert knowledge.
method Machine Learned Optimisation of Chemical Kinetics (MLOCK) algorithm systematically perturbs sub-models to find optimal compact models.
result Compact models (15 species) retain ~87% fidelity to detailed models, outperforming previous methods.

This paper improves transportation efficiency by teaching automated vehicles to cooperate.

problem Improving efficiency and safety of transportation systems with automated vehicles.
method Multi-agent graph reinforcement learning with attention mechanism.
result Automated vehicles can achieve better performance when learning to cooperate with each other.

Automation engineering is the task of integrating, via software, various sensors, actuators, and controls for automating a real-world process. Today, automation engineering is supported by a suite of software tools including integrated development environments (IDE), hardware configurators, compilers, and runtimes. The…

2019-09-06abs ↗pdf ↗

Multi-task learning (MTL) has recently contributed to learning better representations in service of various NLP tasks. MTL aims at improving the performance of a primary task, by jointly training on a secondary task. This paper introduces automated tasks, which exploit the sequential nature of the input data, as second…

2017-09-16abs ↗pdf ↗

Paper proposes SCQ and P-TAMS for structured OOD testing in high-stakes ML.

problem Difficulty of incorporating auxiliary information in traditional conformal methods.
method Structure-adaptive conformal q-value (SCQ) and pseudo-score-guided transductive automated model selection (P-TAMS).
result Unified framework controls false discovery rate and improves power across diverse settings.

FIRE PBT improves neural network training by focusing on long-term performance.

problem Greedy decision mechanisms in PBT lead to poor long-term performance.
method FIRE PBT uses a fitness metric to encourage long-term performance over short-term improvements.
result FIRE PBT outperforms PBT on ImageNet and matches hand-tuned learning rates.

Compared to in-clinic balance training, in-home training is not as effective. This is, in part, due to the lack of feedback from physical therapists (PTs). Here, we analyze the feasibility of using trunk sway data and machine learning (ML) techniques to automatically evaluate balance, providing accurate assessments out…

2019-06-07abs ↗pdf ↗