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.
DR technique helps deep models learn faster and better.
DRSS method identifies unnecessary samples and features in DR covariate shift.
Dimension Estimation (DE) and Dimension Reduction (DR) are two closely related topics, but with quite different goals. In DE, one attempts to estimate the intrinsic dimensionality or number of latent variables in a set of measurements of a random vector. However, in DR, one attempts to project a random vector, either l…
Online and stochastic learning has emerged as powerful tool in large scale optimization. In this work, we generalize the Douglas-Rachford splitting (DRs) method for minimizing composite functions to online and stochastic settings (to our best knowledge this is the first time DRs been generalized to sequential version).…
New model-free DR-RL algorithm with finite sample complexity.
New DR algorithm preserves both local and global structure.
Mean field inference in probabilistic models is generally a highly nonconvex problem. Existing optimization methods, e.g., coordinate ascent algorithms, can only generate local optima. In this work we propose provable mean filed methods for probabilistic log-submodular models and its posterior agreement (PA) with stron…
This study compares DR methods with kernel variations for face image analysis.
This paper establishes non-asymptotic learning bounds for the DR covariate shift adaptation.
Efficient auto-tuning for DR hyperparameters with BO.
Paper introduces robust distribution regression using kernel methods.
Paper tackles DR problem with scalable signature-based approach.
New algorithms reduce regret for online submodular maximization under various conditions.
FEALM learns features for better nonlinear DR of hidden patterns.
DR-MCTS improves decision quality and sample efficiency in complex environments.
New framework for decentralized optimization of upper-linearizable functions with improved regret and complexity.
Let be a data set in , where is the training set and is the test one. Many unsupervised learning algorithms based on kernel methods have been developed to provide dimensionality reduction (DR) embedding for a given training set $Φ: \mathbf{X} \to \mat…
New DR-IC estimator reduces bias and variance in OPE.
New DR method uses Gromov-Wasserstein distance for high-dimensional data.
Paper defines and evaluates DR complex for persistent homology.
CNNs help diagnose diabetic retinopathy by localizing lesions.
New algorithms solve DR-submodular maximization with faster convergence.
Efficient and high-fidelity prior sampling and inversion for complex geological media is still a largely unsolved challenge. Here, we use a deep neural network of the variational autoencoder type to construct a parametric low-dimensional base model parameterization of complex binary geological media. For inversion purp…
Dimensionality reduction (DR) is often used as a preprocessing step in classification, but usually one first fixes the DR mapping, possibly using label information, and then learns a classifier (a filter approach). Best performance would be obtained by optimizing the classification error jointly over DR mapping and cla…
New DR method improves robustness in high-dimensional treatment effects.
Describing the dimension reduction (DR) techniques by means of probabilistic models has recently been given special attention. Probabilistic models, in addition to a better interpretability of the DR methods, provide a framework for further extensions of such algorithms. One of the new approaches to the probabilistic D…
Interactive DR framework for comparing datasets.
The paper studies continuous submodular functions and their optimization.
A new DR formulation improves metric learning for faster and more stable performance.
The bag of words (BOW) represents a corpus in a matrix whose elements are the frequency of words. However, each row in the matrix is a very high-dimensional sparse vector. Dimension reduction (DR) is a popular method to address sparsity and high-dimensionality issues. Among different strategies to develop DR method, Un…
Paper tackles online learning for DR management with incentives.
In this paper, we propose a novel recurrent neural network architecture for speech separation. This architecture is constructed by unfolding the iterations of a sequential iterative soft-thresholding algorithm (ISTA) that solves the optimization problem for sparse nonnegative matrix factorization (NMF) of spectrograms.…
New dual formulation reduces generalization error for ERM-fDR.
We study the behaviour of analytic torsion under smooth fibrations. Namely, let F \to E \to^{f} B be a smooth fiber bundle of connected closed oriented smooth manifolds and let be a flat vector bundle over . Assume that and come with Riemannian metrics and comes with a unimodular (not necessarily fla…
New PG method derived from IS, improving variance reduction.
This paper evaluates t-SNE and MDS for reducing dimensions in datasets and classifying them with KNN, ENN, and SVM.
Proposes DR algorithms for distributionally robust off-policy evaluation and learning.
Diminishing-returns (DR) submodular optimization is an important field with many real-world applications in machine learning, economics and communication systems. It captures a subclass of non-convex optimization that provides both practical and theoretical guarantees. In this paper, we study the fundamental problem of…
Dynamic regressor selection (DRS) systems work by selecting the most competent regressors from an ensemble to estimate the target value of a given test pattern. This competence is usually quantified using the performance of the regressors in local regions of the feature space around the test pattern. However, choosing …
ProbDR framework interprets DR algorithms as probabilistic inference.
Adapts DR objectives for both sample and feature size reduction.
Regression aims at estimating the conditional mean of output given input. However, regression is not informative enough if the conditional density is multimodal, heteroscedastic, and asymmetric. In such a case, estimating the conditional density itself is preferable, but conditional density estimation (CDE) is challeng…
In this paper, we study fundamental problems of maximizing DR-submodular continuous functions that have real-world applications in the domain of machine learning, economics, operations research and communication systems. It captures a subclass of non-convex optimization that provides both theoretical and practical guar…
Many researchers implicitly assume that neural networks learn relations and generalise them to new unseen data. It has been shown recently, however, that the generalisation of feed-forward networks fails for identity relations.The proposed solution for this problem is to create an inductive bias with Differential Recti…
In this paper, we study a certain class of online optimization problems, where the goal is to maximize a function that is not necessarily concave and satisfies the Diminishing Returns (DR) property under budget constraints. We analyze a primal-dual algorithm, called the Generalized Sequential algorithm, and we obtain t…
SGD improves DR by solving two-stage sampling problems.
Price responsiveness is a major feature of end use customers (EUCs) that participate in demand response (DR) programs, and has been conventionally modeled with static demand functions, which take the electricity price as the input and the aggregate energy consumption as the output. This, however, neglects the inherent …
Paper proposes methods to reduce bias and variance in recommender systems.