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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.

168,932 papers · 148 categories

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3086169241,232 · Jun 202019922001200920172026
48 results for Differentiable Neural Computer

Efficient neural networks compute various differential operators cheaply.

problem Efficient computation of higher time complexity differential operators.
method Restricted neural network architectures with diagonal and hollow Jacobian matrices, allowing efficient extraction of dimension-wise derivatives.
result Demonstrated efficient computation of differential operators for various applications.

This work integrates differentiation and integration in Physics-Informed Neural Networks.

problem Solving integro-differential equations and computing integral transforms.
method Augmenting Physics-Informed Neural Networks with automatic integration.
result Solving complex integral transforms and integro-differential equations.

Efficiently computes per-example gradients in CNNs for differential privacy.

problem Computing per-example gradients in CNNs for differential privacy.
method Comparison of existing strategies and introduction of a new per-example gradient calculation method.
result The new method is advantageous depending on model architecture and training.

Study shows AD for neural nets with machine-representable numbers can be incorrect.

problem Correctness of AD for neural nets with machine-representable numbers.
method Analyzed two sets of parameters: incorrect and non-differentiable. Proved bounds and conditions for AD correctness.
result AD can be incorrect for machine-representable numbers, but provides a Clarke subderivative on non-differentiable set.

Integrates differentiable decision trees into neural networks for faster training and inference.

problem Combining differentiability and conditional computation in tree ensembles for neural networks.
method Sparse activation function and specialized forward/backward propagation algorithms for efficient training and inference.
result 10x speed-ups and 20x reduction in parameters compared to existing methods, while maintaining performance.

Graph neural networks are extended to continuous-depth models using differential equations.

problem Improving graph neural networks for static and dynamic graph data.
method Formalizing GNNs as GDEs, blending discrete structures with differential equations.
result GDEs offer computational advantages in static settings and improved performance in dynamic settings.

New method uses PINNs to efficiently compute Gerber-Shiu functions.

problem Calculating the Gerber-Shiu function efficiently.
method Physics-informed neural networks (PINNs) embedded with differential equations.
result Demonstrates good performance in approximating Gerber-Shiu functions.

A lifelong learning architecture improves reinforcement learning policies using simulations and a DNC model.

problem Improving reinforcement learning policies in dynamic environments.
method Iterative training of a Reinforcement Learning agent and a DNC model in conjunction.
result DNC models can continually learn from pixels alone to simulate new tasks.

We provide a proof of backpropagation algorithm in matrix notation.

problem The lack of a full induction proof of backpropagation algorithm in matrix notation.
method We provide a full induction proof of the BP algorithm in matrix notation, situating it in the framework of matrix differential calculus.
result We prove the validity of the backpropagation algorithm in inductive form.

Paper presents an ADMM-based approach to efficiently integrate quadratic programming layers into neural networks.

problem Integrating quadratic programs into neural networks for optimization.
method An ADMM-based network layer architecture for solving quadratic programs efficiently.
result The ADMM layer is approximately an order of magnitude faster than existing methods for medium scaled problems.

DiffEqFlux.jl is a library for fusing neural networks and differential equations. In this work we describe differential equations from the viewpoint of data science and discuss the complementary nature between machine learning models and differential equations. We demonstrate the ability to incorporate DifferentialEqua…

2019-02-06abs ↗pdf ↗

Novel deep learning approach for fast, differentiable fluid simulations.

problem Challenges in solving incompressible fluid dynamics equations efficiently.
method Physics-constrained training approach for convolutional neural networks.
result Trained models can handle various fluid phenomena and offer fast simulations.

Proposes a method to train neural networks that solve differential equations faster.

problem Training neural networks that solve differential equations becomes computationally expensive.
method Introduces a differentiable surrogate for numerical solver time cost using higher-order derivatives.
result Trains models that are faster to solve while maintaining nearly the same accuracy.

Proposes a method to improve neural architectures reproducibly.

problem Lack of reproducibility in Neural Architecture Transformer (NAT).
method Differentiable Neural Architecture Transformation (DNAT).
result DNAT outperforms NAT and is applicable to various models and datasets.

New neural stack and Turing Machine architectures prove stability and computational power.

problem Designing stable neural network architectures for Turing Machine simulation.
method Introducing neural stack and Turing Machine architectures, proving stability and computational equivalence.
result Differentiable nnTM with bounded neurons can simulate Turing Machine in real-time and is equivalent to UTM.

This paper uses ODE to improve RNN models for time series data.

problem Improving RNN models for irregularly sampled time series data.
method Extending RNNs with Neural Ordinary Differential Equations (ODEs).
result New ODE-based RNN models reduce training and evaluation time.

Neural nets solve electric field in non-convex microfluidic devices.

problem Solving differential equations in non-convex geometries.
method Neural network approximation of electric potential and field.
result Deep neural networks outperform shallow networks in accuracy.

New neural networks with variable time constants for better time-series prediction.

problem Improving neural network performance in time-series prediction.
method Constructing networks of linear dynamical systems modulated by nonlinear gates, using numerical differential equation solvers.
result Liquid Time-Constant Networks (LTCs) yield superior performance on time-series prediction tasks.

Paper introduces a Gaussian Process for operator learning in computational mechanics.

problem Efficient and accurate solutions for large datasets with reliable uncertainty quantification.
method Gaussian Process (GP) embedded in a neural operator framework with stochastic dual descent (SDD) algorithm.
result Improves GP resolution independence and scalability for high-dimensional and non-linear systems.

Paper introduces FDM for efficient training of Neural SDEs.

problem Training Neural SDEs using existing methods is computationally expensive and unstable.
method Developed a novel scoring rule called Finite Dimensional Matching (FDM) to bypass signature kernels and reduce training complexity.
result FDM achieves superior performance in terms of computational efficiency and generative quality.

Hybrid model combines neural networks and fluid dynamics for efficient, generalized simulations.

problem Inefficient and poor generalization of deep learning approximations of fluid dynamics.
method Combines graph neural networks with a differentiable PDE solver inside a neural network.
result Hybrid model generalizes well to new scenarios and outperforms both neural network and traditional methods.

We show that Neural Ordinary Differential Equations (ODEs) learn representations that preserve the topology of the input space and prove that this implies the existence of functions Neural ODEs cannot represent. To address these limitations, we introduce Augmented Neural ODEs which, in addition to being more expressive…

2019-04-02abs ↗pdf ↗

Proposes a neural network for high-dimensional American option pricing.

problem High-dimensional American option pricing and hedging.
method Deep neural network framework based on backward stochastic differential equations.
result The framework yields prices and deltas on the entire spacetime.

New method uses neural networks for optimal stopping time problems.

problem Optimal stopping time problems in high-dimensional financial models.
method Neural networks and randomisation of discrete variables for direct policy modeling.
result Success in pricing high-dimensional American and swing options.

PILNO uses neural operators to solve PDEs efficiently on point clouds.

problem Solving partial differential equations (PDEs) on point cloud data efficiently.
method Physics-informed low-rank neural operator framework combining low-rank kernel approximations and an encoder-decoder architecture.
result PILNO efficiently approximates solution operators of PDEs on point cloud data, satisfying PDE constraints and boundary conditions.

This research explores neural SDEs as deep latent Gaussian models in the diffusion limit.

problem Deep latent Gaussian models with time-inhomogeneous Markov chains and Gaussian perturbations.
method Develops variational inference for neural SDEs using stochastic automatic differentiation in Wiener space.
result The limiting latent object is an Itô diffusion process governed by neural nets.

New memory in neural networks mimics computer architectures.

problem Learning algorithms and complex tasks with neural networks.
method Introducing a new memory to store weights for a neural controller, similar to stored-program memory in computers.
result Neural Stored-program Memory enhances neural networks' adaptability and learning capabilities.

Improved neural PDEs trained on augmented data enhance model accuracy and efficiency.

problem Training neural PDEs on limited data to accurately represent complex systems.
method Space-filling sampling of local states to generate augmented training data.
result Data-augmented neural PDEs outperform traditional emulators in accuracy and stability.

DNArch learns CNN architectures by backpropagation.

problem Discovering optimal CNN architectures.
method Differentiable Neural Architectures (DNArch) learns CNN architectures by backpropagation, controlling kernel sizes, channels, downsampling positions, and depth.
result DNArch finds performant CNN architectures across various tasks.

Paper proves autodiff systems are correct for non-differentiable functions.

problem Correctness of autodiff systems for non-differentiable functions in deep learning.
method Investigation of PAP functions and introduction of intensional derivatives.
result Intensional derivatives always exist and coincide with standard derivatives for almost all inputs.