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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.

169,051 papers · 148 categories

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8162432 · Feb 201919922001200920182026
48 results for CAAD 2018

The NIPS 2018 Adversarial Vision Challenge is a competition to facilitate measurable progress towards robust machine vision models and more generally applicable adversarial attacks. This document is an updated version of our competition proposal that was accepted in the competition track of 32nd Conference on Neural In…

2018-08-06abs ↗pdf ↗

This paper reports the method and evaluation results of MedAusbild team for ISIC challenge task. Since early 2017, our team has worked on melanoma classification [1][6], and has employed deep learning since beginning of 2018 [7]. Deep learning helps researchers absolutely to treat and detect diseases by analyzing medic…

2018-07-24abs ↗pdf ↗

FOLKLORE algorithm speeds up online multiclass logistic regression.

problem Efficiently solving online multiclass logistic regression without high computational cost.
method Developed FOLKLORE algorithm with improved runtime and regret bound.
result First practical algorithm for online multiclass logistic regression.

Bayesian approach models policy distribution for faster exploration and transfer learning.

problem Challenges in exploration and adaptation to new tasks in transfer learning.
method Modeling a distribution over policies in a Bayesian deep reinforcement learning setup.
result Favorable experimental results on GridWorld and MiniGrid environments.

Deep reinforcement learning improves forex trading by handling complex, random processes.

problem Stable trends in deep learning predictions for forex trading.
method Used reinforcement learning, optimized Sure-Fire policy, encoded price data, compared DQN and PPO.
result Models achieved favorable investment performance, validating reinforcement learning feasibility.

Paper derives a fast learning rate for deep neural networks without scale invariant activation functions.

problem Analyzing the impact of non-scale invariant activation functions on deep learning performance.
method Using Suzuki (2018) framework, derived a tight generalization error bound for deep neural networks with non-scale invariant activations.
result Without scale invariance of activation functions, deep learning can still achieve a fast learning rate.

Improved path-length regret bounds for adaptive and oblivious adversaries.

problem Adaptive and oblivious adversaries in multi-armed bandit and linear bandit problems.
method Developed two new algorithms based on optimistic mirror descent framework with novel techniques.
result Strictly improved path-length bounds for adaptive adversary and better results for oblivious adversary.

New interpolation methods outperform Gaussian smoothing in derivative-free optimization.

problem Optimizing functions with noisy evaluations and no derivative information.
method First-order line search methods using linear interpolation vs. Gaussian smoothing.
result Linear interpolation yields better convergence rates and performance.

Study analyzes Airbnb booking lead times during global crises using a new metric.

problem Disruptions in booking behaviors during global crises affect forecasting accuracy.
method Normalized L1 (Manhattan) distance to assess lead time divergences.
result Identified two-phase disruption: abrupt change at pandemic onset followed by partial recovery.

This paper describes the system developed at Amobee for the WASSA 2018 implicit emotions shared task (IEST). The goal of this task was to predict the emotion expressed by missing words in tweets without an explicit mention of those words. We developed an ensemble system consisting of language models together with LSTM-…

2018-08-27abs ↗pdf ↗

We consider a team of reinforcement learning agents that concurrently operate in a common environment, and we develop an approach to efficient coordinated exploration that is suitable for problems of practical scale. Our approach builds on seed sampling (Dimakopoulou and Van Roy, 2018) and randomized value function lea…

2018-05-23abs ↗pdf ↗

In this paper, we develop improved techniques for defending against adversarial examples at scale. First, we implement the state of the art version of adversarial training at unprecedented scale on ImageNet and investigate whether it remains effective in this setting - an important open scientific question (Athalye et …

2018-03-16abs ↗pdf ↗

We show that finite-width deep ReLU neural networks yield rate-distortion optimal approximation (Bölcskei et al., 2018) of polynomials, windowed sinusoidal functions, one-dimensional oscillatory textures, and the Weierstrass function, a fractal function which is continuous but nowhere differentiable. Together with thei…

2018-06-05abs ↗pdf ↗

This paper establishes lower bounds for smooth nonconvex finite-sum optimization.

problem Understanding the complexity of finding optimal solutions in nonconvex finite-sum optimization.
method Proving tight lower bounds for the complexity of finding ε-suboptimal points and ε-approximate stationary points.
result Existing algorithms achieve optimal IFO complexity up to logarithmic factors.

This Chapter, "High-dimensional ABC", is to appear in the forthcoming Handbook of Approximate Bayesian Computation (2018). It details the main ideas and concepts behind extending ABC methods to higher dimensions, with supporting examples and illustrations.

2018-02-27abs ↗pdf ↗

We re-examine and extend the findings from the recent paper by Dumitrescu, Quenez and Sulem (2018) who studied American and game options in a particular market model using the nonlinear arbitrage-free pricing approach developed in El Karoui and Quenez (1997). In the first part, we provide a detailed study of unilateral…

2018-04-28abs ↗pdf ↗

ES and FD gradients converge as optimization dimension grows.

problem Understanding the relationship between Evolution Strategies and Finite Differences gradients.
method Analyzing the convergence of gradients as the optimization dimension increases.
result ES and FD gradients converge as the dimension of the vector under optimization increases.

This Chapter, "Overview of Approximate Bayesian Computation", is to appear as the first chapter in the forthcoming Handbook of Approximate Bayesian Computation (2018). It details the main ideas and concepts behind ABC methods with many examples and illustrations.

2018-02-27abs ↗pdf ↗

On the fifth of February, 2018, the Dow Jones Industrial Average dropped 1,175.21 points, the largest single-day fall in history in raw point terms. This followed a 666-point loss on the second, and another drop of over a thousand points occurred three days later. It is natural to ask whether these events indicate a tr…

2018-06-01abs ↗pdf ↗

The study uses LSTM and random forests to forecast stock price movements for intraday trading.

problem Forecasting directional movements of stock prices for intraday trading.
method Employed random forests and LSTM networks to analyze S&P 500 constituent stocks.
result Multi-feature setting provided higher daily returns (0.64% using LSTM, 0.54% using random forests) compared to single-feature setting.

Unsupervised machine translation---i.e., not assuming any cross-lingual supervision signal, whether a dictionary, translations, or comparable corpora---seems impossible, but nevertheless, Lample et al. (2018) recently proposed a fully unsupervised machine translation (MT) model. The model relies heavily on an adversari…

2018-05-09abs ↗pdf ↗

Bayesian linear regression on neural network representations handles both homoscedastic and heteroscedastic noise.

problem Uncertainty in neural network predictions, especially with heteroscedastic noise.
method Proposes a novel Bayesian linear regression approach to model heteroscedastic noise in neural network representations.
result The method outperforms standard ensembling and other methods in model-based reinforcement learning.

A 2018 paper proves a unique 4-manifold with a boundary homotopy equivalent to a sphere but no simplicial embedding.

problem Existence of a specific type of embedding in a 4-manifold.
method Proof of existence of a 4-manifold with boundary homotopy equivalent to a sphere but no simplicial embedding.
result A compact smooth 4-manifold with boundary homotopy equivalent to a sphere but no simplicial embedding.

This Chapter, "ABC Samplers", is to appear in the forthcoming Handbook of Approximate Bayesian Computation (2018). It details the main ideas and algorithms used to sample from the ABC approximation to the posterior distribution, including methods based on rejection/importance sampling, MCMC and sequential Monte Carlo.

2018-02-26abs ↗pdf ↗

This project applies Mask R-CNN method to ISIC 2018 challenge tasks: lesion boundary segmentation (task1), lesion attributes detection (task 2), lesion diagnosis (task 3), a solution to the latter is using a trained model for task 1 and a simple voting procedure.

2018-07-10abs ↗pdf ↗