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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.

168,738 papers · 148 categories

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151302452603 · Jun 202019922001200920172026
48 results for Deep Taylor Decomposition

Study finds Deep Taylor Decomposition is unreliable for explaining neural networks.

problem Reliability of Deep Taylor Decomposition for explaining neural networks.
method Investigated the theoretical foundations of Deep Taylor Decomposition (DTD) and found it under-constrained.
result DTD is unreliable because its theoretical foundations are under-constrained and roots do not align with input.

The Adomian decomposition method is shown to be equivalent to the Taylor series approach.

problem Incorrectly perceived complexity of the Adomian decomposition method.
method Demonstrates the Adomian decomposition method as equivalent to the Taylor series approach.
result The Adomian decomposition method is simpler and more straightforward.

In this article we will analyse how to compute the contribution of each input value to its aggregate output in some nonlinear models. Regression and classification applications, together with related algorithms for deep neural networks are presented. The proposed approach merges two methods currently present in the lit…

2019-04-21abs ↗pdf ↗

Taylorized training improves neural network training at finite width.

problem Understanding and improving neural network training at finite width.
method Training the k-th order Taylor expansion of the neural network at initialization.
result Taylorized training agrees with full neural network training better as k increases and can significantly close the performance gap.

Unified framework for analyzing machine learning model attributions.

problem Lack of a general and theoretical framework for understanding attribution methods.
method Proposes a Taylor attribution framework to unify and analyze seven mainstream attribution methods.
result Established three principles for good attribution and empirically validated the Taylor reformulations.

SOAR improves deep networks' robustness against adversarial examples.

problem Improving deep neural networks' robustness against adversarial examples.
method Formulated adversarial robustness problem under robust optimization framework, approximated loss function using second-order Taylor series expansion.
result SOAR significantly improves robustness of networks against adversarial perturbations.

Proposes a Taylor framework to unify and analyze attribution methods.

problem Lack of a unified guideline for feature contribution assignment in machine learning models.
method Introduces a Taylor attribution framework to model the attribution problem and reformulates fourteen mainstream methods.
result Empirically validates the Taylor reformulations and reveals a positive correlation between performance and principles followed.

Paper presents a new backward deep BSDE method for solving nonlinear FBSDE problems.

problem Nonlinear Forward Backward Stochastic Differential Equations (FBSDE) with terminal conditions.
method Backward deep BSDE method applied to FBSDE with nonlinear generators and random initial conditions.
result Derives exact and Taylor-based approximations for time-stepping nonlinear BSDEs.

Deep networks are able to learn highly predictive models of video data. Due to video length, a common strategy is to train them on small video snippets. We apply the deep Taylor / LRP technique to understand the deep network's classification decisions, and identify a "border effect": a tendency of the classifier to loo…

2018-06-11abs ↗pdf ↗

Neural networks learn higher-order derivatives for physics problems.

problem Lack of higher-order derivatives in neural networks for theoretical physics.
method Graph-theoretical approach to assign diagrams to partial derivatives, iterative NN perturbation theory.
result NNs can learn higher-order derivatives, improving machine-learned approximations.

Kernelized Taylor diagram visualizes data populations with fewer assumptions.

problem Limitations of Taylor diagram in capturing non-linear relationships and sensitivity to outliers.
method Proposes a kernelized version of the Taylor diagram that uses maximum mean discrepancy and kernel mean embedding.
result Kernelized Taylor diagram visualizes data populations with minimal assumptions of data distributions.

Attribution methods aim to explain a neural network's prediction by highlighting the most relevant image areas. A popular approach is to backpropagate (BP) a custom relevance score using modified rules, rather than the gradient. We analyze an extensive set of modified BP methods: Deep Taylor Decomposition, Layer-wise R…

2019-12-20abs ↗pdf ↗

Let M and N be smooth manifolds without boundary. Immersion theory suggests that an understanding of the space of smooth embeddings emb(M,N) should come from an analysis of the cofunctor V |--> emb(V,N) from the poset O of open subsets of M to spaces. We therefore abstract some of the properties of this cofunctor, and …

1999-05-28abs ↗pdf ↗

NN2Poly converts deep neural networks into polynomial models for better understanding.

problem Improving neural network interpretability and theoretical understanding.
method Taylor expansion on activation functions, combinatorial properties, and polynomial coefficients calculation.
result NN2Poly accurately represents deep feed-forward neural networks as polynomial models.

TEAM generates more powerful adversarial examples for DNNs.

problem Vulnerability of DNNs to imperceptible adversarial examples.
method TEAM uses Taylor expansion and Lagrangian multiplier method to craft adversarial examples.
result TEAM generates adversarial examples with 100% attack success rate using smaller perturbations.

DDD reformulated for sparse matrices, integrating trajectory and snapshot time series data.

problem Efficiently integrate trajectory and snapshot time series data.
method Reformulate DDD to use compact basis functions, reducing parameter scaling.
result Inference of sparse matrices reduces the number of parameters in DDD.

Biological neurons learn tensor decompositions of higher-order correlations using nonlinear Hebbian plasticity.

problem Learning higher-order correlations in biological neurons.
method Introduce and study generalized nonlinear Hebbian learning rules.
result Neurons can learn tensor eigenvectors of higher-order input correlation tensors.

The first aperiodic monotiling, introduced by Taylor, was based on a trapezoidal prototile equipped with 14 distinct decorations. A presentation of the closely related Taylor-Socolar aperiodic monotiling is based on a hexagonal prototile equipped with 7 decorations. This paper gives decoration-free algebraic descriptio…

2015-04-26abs ↗pdf ↗

New method improves neural network performance by focusing on steep function regions.

problem Improving neural network performance by focusing on steep function regions.
method Variance Based Samples Weighting (VBSW) using labels local variance to weight training points.
result Significantly increases the performances of neural networks for various tasks.

New approximations for Asian basket spread options using stochastic Taylor expansions.

problem Pricing Asian basket spread options under the Black-Scholes model.
method Stochastic Taylor expansion applied to a log-normal proxy model.
result Highly accurate approximations for Asian and spread options, without numerical integration.

TaylorPODA uses Taylor expansions to improve feature attributions for opaque models.

problem Lack of systematic framework for quantifying feature contributions in opaque models.
method Taylor expansion framework with postulates (precision, federation, zero-discrepancy, adaptation).
result TaylorPODA achieves competitive results and provides principled explanations.

Article presents QR and LQ decomposition algorithms for various matrix sizes and ranks.

problem Solving least squares problems in machine learning and computer vision.
method Developed novel matrix backpropagation algorithms for QR and LQ decompositions of different matrix sizes and ranks.
result Numerical stability and computational efficiency of the proposed methods.

An expanding literature articulates the view that Taylor rules are helpful in predicting exchange rates. In a changing world however, Taylor rule parameters may be subject to structural instabilities, for example during the Global Financial Crisis. This paper forecasts exchange rates using such Taylor rules with Time V…

2014-03-03abs ↗pdf ↗

In this work we consider the Taylor expansion of the exponential map of a submanifold immersed in R^n up to order three, in order to introduce the concepts of lateral and frontal deviation. We compute the directions of extreme lateral and frontal deviation for surfaces in R^3. Also we compute, by using the Taylor expan…

2012-10-22abs ↗pdf ↗