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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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79159238317 · Jun 202019922001200920172026
48 results for Automatic Weighting

This work presents an approach to automatically induction for non-greedy decision trees constructed from neural network architecture. This construction can be used to transfer weights when growing or pruning a decision tree, allowing non-greedy decision tree algorithms to automatically learn and adapt to the ideal arch…

2018-11-26abs ↗pdf ↗

Improves Gower's similarity for mixed-type variables with automatic weighting.

problem Handling missing values and unbalanced variable contributions in Gower's similarity for mixed-type data.
method Automatic weighting scheme minimizing differences in correlation between contributing dissimilarities and weighted Gower's dissimilarity.
result Improved performance in classification and imputation of missing values.

Automatic text summarization tools have a great impact on many fields, such as medicine, law, and scientific research in general. As information overload increases, automatic summaries allow handling the growing volume of documents, usually by assigning weights to the extracted phrases based on their significance in th…

2019-06-26abs ↗pdf ↗

This paper optimizes deep learning training by efficiently sharding weight updates across replicas.

problem Redundant weight update computation on all replicas in data-parallel training.
method Automatic sharding of weight updates using static analysis and transformations on the training graph.
result Substantial speedups achieved on large-scale models using Cloud TPUs.

We introduce a financial portfolio optimization framework that allows us to automatically select the relevant assets and estimate their weights by relying on a sorted 1\ell_1-Norm penalization, henceforth SLOPE. Our approach is able to group constituents with similar correlation properties, and with the same underlyin…

2017-10-06abs ↗pdf ↗

The use of automatic methods, often referred to as Neural Architecture Search (NAS), in designing neural network architectures has recently drawn considerable attention. In this work, we present an efficient NAS approach, named HM- NAS, that generalizes existing weight sharing based NAS approaches. Existing weight shar…

2019-08-31abs ↗pdf ↗

Python package automates causal parameter estimation using Riesz regression.

problem Efficient estimation of causal and structural parameters.
method Automatic DML and generalized Riesz regression framework.
result Automatic construction of balancing link functions for generalized Riesz regression.

In this paper we introduce various techniques to improve the performance of electroencephalography (EEG) features based continuous speech recognition (CSR) systems. A connectionist temporal classification (CTC) based automatic speech recognition (ASR) system was implemented for performing recognition. We introduce tech…

2019-11-24abs ↗pdf ↗

AutoKE automates embedding physical knowledge into neural networks for complex engineering problems.

problem Complex physical equations in engineering problems.
method AutoKE framework using deep neural networks, equation parsing, automatic differentiation, adaptive weights, and NAS.
result Automatically embeds physical knowledge into neural networks for complex equations efficiently.

Improved robustness in ASR systems with speaker adaptation.

problem Improving robustness in automatic speech recognition systems.
method Weighted-Simple-Add method for adding weighted speaker information vectors to the conformer-based acoustic model.
result Achieved 11% relative improvement in WER on Switchboard 300h Hub5'00 dataset.

Adaptive weighting schemes enhance time-series data augmentation for financial and UCR datasets.

problem Limited size of time-series datasets hinders model performance.
method Two adaptive weighting schemes for automatic data augmentation.
result Improves annualized returns by over 50% on financial dataset and outperforms state-of-the-art on half of UCR datasets.

Proposes new methods for interpreting document classification models.

problem Interpretation fragility of attention-based neural networks.
method Corpus-level and concept-based explanation methods using attention weights.
result Extracts semantically meaningful keywords and concepts for model predictions.

A common strategy for sparse linear regression is to introduce regularization, which eliminates irrelevant features by letting the corresponding weights be zeros. However, regularization often shrinks the estimator for relevant features, which leads to incorrect feature selection. Motivated by the above-mentioned issue…

2015-09-03abs ↗pdf ↗

Dropout regularization of deep neural networks has been a mysterious yet effective tool to prevent overfitting. Explanations for its success range from the prevention of "co-adapted" weights to it being a form of cheap Bayesian inference. We propose a novel framework for understanding multiplicative noise in neural net…

2018-10-09abs ↗pdf ↗

As an important part of speech recognition technology, automatic speech keyword recognition has been intensively studied in recent years. Such technology becomes especially pivotal under situations with limited infrastructures and computational resources, such as voice command recognition in vehicles and robot interact…

2019-07-10abs ↗pdf ↗

This paper improves auto-augment efficiency by sharing augmentation weights.

problem Efficient evaluation of augmentation policies for model training.
method Augmentation-Wise Weight Sharing (AWS) to create a fast yet accurate proxy task.
result Augmentation policies found achieve superior accuracies compared to existing methods.

With the success of deep neural networks, Neural Architecture Search (NAS) as a way of automatic model design has attracted wide attention. As training every child model from scratch is very time-consuming, recent works leverage weight-sharing to speed up the model evaluation procedure. These approaches greatly reduce …

2020-01-06abs ↗pdf ↗

A method makes particle filters differentiable without altering their forward pass.

problem Compatibility issues between particle filters and automatic differentiation.
method Introduces a correction to particle weights using the stop-gradient operator.
result Automatic differentiation produces good estimators for gradients and second-order derivatives.

This paper introduces a spline-based method for nonparametric ADVI that handles complex posterior distributions.

problem Learning complex posterior distributions with skewness, multimodality, and bounded support.
method Develops a spline-based nonparametric approximation approach for ADVI.
result Establishes the asymptotic consistency of the derived lower bound for importance weighted autoencoder.

A novel neural network training method reduces gradient variance for faster and better reinforcement learning.

problem Improving convergence and generalization in deep reinforcement learning.
method Gradient Monitoring (GM) approach to dynamically adjust the learning process based on feedback.
result The proposed methods, especially AM-WGM, significantly enhance model performance and generalization.

Automatically learns flexible symmetry constraints in neural networks using gradients.

problem Fixed hard constraints on neural network functions that cannot be adapted.
method Improves parameterisations of soft equivariance and optimizes marginal likelihood using differentiable Laplace approximations.
result Achieves equivalent or improved performance on image classification tasks compared to baselines with hard-coded symmetry.

Adversarial domain-invariant training (ADIT) proves to be effective in suppressing the effects of domain variability in acoustic modeling and has led to improved performance in automatic speech recognition (ASR). In ADIT, an auxiliary domain classifier takes in equally-weighted deep features from a deep neural network …

2019-04-28abs ↗pdf ↗

This work extends neural networks to automatically select features by stochastically penalizing feature involvement.

problem Feature selection in machine learning models.
method Stochastic regularization to select features instead of layer weights.
result Superior efficiency compared to classical methods with minimal computational overhead.

Guaranteed bounds for posterior inference in probabilistic programs.

problem Approximating the posterior distribution of probabilistic programs with provable correctness.
method Interval-based trace semantics, soundness and completeness proofs, weight-aware interval type system.
result Guaranteed bounds on the posterior distribution of probabilistic programs are computed and proven to be correct.

How can one perform Bayesian inference on stochastic simulators with intractable likelihoods? A recent approach is to learn the posterior from adaptively proposed simulations using neural network-based conditional density estimators. However, existing methods are limited to a narrow range of proposal distributions or r…

2019-05-17abs ↗pdf ↗

Hybrid regularization avoids double descent in random feature models.

problem Avoiding the double descent phenomenon in random feature models.
method Combines early stopping and weight decay, using GCV for hyperparameter selection.
result Hybrid method successfully avoids double descent and achieves comparable generalization.

This paper develops a weighted L2L^2-method for the (half) Dirac equation. For Dirac bundles over closed Riemann surfaces, we give a sufficient condition for the solvability of the (half) Dirac equation in terms of a curvature integral. Applying this to the Dolbeault-Dirac operator, we establish an automatic transversa…

2014-07-25abs ↗pdf ↗

Bayesian deep learning with heavy-tailed weights achieves near-optimal performance.

problem Deep neural networks with heavy-tailed weights achieve near-optimal performance in various contexts.
method Introduced a Bayesian deep learning prior based on heavy-tailed weights and ReLU activation, showing near-optimal minimax contraction rates.
result Posterior distribution achieves near-optimal minimax contraction rates, adaptive to smoothness and intrinsic dimension.

In recent years, deep neural networks (DNNs) have been applied to various machine leaning tasks, including image recognition, speech recognition, and machine translation. However, large DNN models are needed to achieve state-of-the-art performance, exceeding the capabilities of edge devices. Model reduction is thus nee…

2018-12-19abs ↗pdf ↗

A classification of companies into sectors of the economy is important for macroeconomic analysis and for investments into the sector-specific financial indices and exchange traded funds (ETFs). Major industrial classification systems and financial indices have historically been based on expert opinion and developed ma…

2015-03-20abs ↗pdf ↗

A popular regularized (shrinkage) covariance estimator is the shrinkage sample covariance matrix (SCM) which shares the same set of eigenvectors as the SCM but shrinks its eigenvalues toward its grand mean. In this paper, a more general approach is considered in which the SCM is replaced by an M-estimator of scatter ma…

2020-02-12abs ↗pdf ↗