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.
Develops Bayesian approach for end-to-end learning in stochastic optimization.
End-to-end neural network optimizes portfolios by directly learning allocations from features.
Proposes a new method for decision-aware learning in optimization.
End-to-end portfolio system accounts for model risk.
Improved portfolio optimization reduces sensitivity to neural network initialization.
NOVAS uses adaptive stochastic search for non-convex optimization in deep networks.
End-to-end portfolio optimization framework bypassing covariance matrix estimation.
New algorithm improves causal effect estimation for continuous treatments.
BPQP improves efficiency of differentiable optimization layers for deep learning.
Machine learning is used to compute achievable information rates (AIRs) for a simplified fiber channel. The approach jointly optimizes the input distribution (constellation shaping) and the auxiliary channel distribution to compute AIRs without explicit channel knowledge in an end-to-end fashion.
End-to-end trainable graph matching using improved combinatorial solvers.
This paper presents KeypointNet, an end-to-end geometric reasoning framework to learn an optimal set of category-specific 3D keypoints, along with their detectors. Given a single image, KeypointNet extracts 3D keypoints that are optimized for a downstream task. We demonstrate this framework on 3D pose estimation by pro…
End-to-end learning refers to training a possibly complex learning system by applying gradient-based learning to the system as a whole. End-to-end learning system is specifically designed so that all modules are differentiable. In effect, not only a central learning machine, but also all "peripheral" modules like repre…
Guided Learning improves end-to-end modeling for multi-stage decision-making.
End-to-end framework optimizes constrained trajectories using data-driven methods.
End-to-end audio recognition system improves accuracy.
In this paper, we implement an optical fiber communication system as an end-to-end deep neural network, including the complete chain of transmitter, channel model, and receiver. This approach enables the optimization of the transceiver in a single end-to-end process. We illustrate the benefits of this method by applyin…
Paper optimizes KWS models using NAS and quantization for limited resources.
Hybrid model for online nonlinear prediction using LSTM and soft GBDT.
New benchmark protocol evaluates neural network optimizers for efficiency and data shift sensitivity.
We present differentiable particle filters (DPFs): a differentiable implementation of the particle filter algorithm with learnable motion and measurement models. Since DPFs are end-to-end differentiable, we can efficiently train their models by optimizing end-to-end state estimation performance, rather than proxy objec…
Neural networks struggle with TSP beyond small instances, requiring new approaches.
End-to-end portfolio optimization using quantum annealing for financial decision problems.
Survey of methods to train deep architectures without E2EBP.
End-to-end policy learning method improves CATE estimation.
Recent studies have introduced end-to-end TTS, which integrates the production of context and acoustic features in statistical parametric speech synthesis. As a result, a single neural network replaced laborious feature engineering with automated feature learning. However, little is known about what types of context in…
DSPO optimizes portfolio construction from raw stock data efficiently.
New GP-VAE model improves scalability and performance.
New deep learning model optimizes energy use in buildings.
New method learns population dynamics from snapshots using JKO scheme and inverse optimization.
Real-world applications often combine learning and optimization problems on graphs. For instance, our objective may be to cluster the graph in order to detect meaningful communities (or solve other common graph optimization problems such as facility location, maxcut, and so on). However, graphs or related attributes ar…
We propose an autoencoding sequence-based transceiver for communication over dispersive channels with intensity modulation and direct detection (IM/DD), designed as a bidirectional deep recurrent neural network (BRNN). The receiver uses a sliding window technique to allow for efficient data stream estimation. We find t…
We propose a novel deep learning method for local self-supervised representation learning that does not require labels nor end-to-end backpropagation but exploits the natural order in data instead. Inspired by the observation that biological neural networks appear to learn without backpropagating a global error signal,…
A new type of End-to-End system for text-dependent speaker verification is presented in this paper. Previously, using the phonetically discriminative/speaker discriminative DNNs as feature extractors for speaker verification has shown promising results. The extracted frame-level (DNN bottleneck, posterior or d-vector) …
New meta-RL method avoids exploration-exploitation trade-off.
Connectionist temporal classification (CTC) is widely used for maximum likelihood learning in end-to-end speech recognition models. However, there is usually a disparity between the negative maximum likelihood and the performance metric used in speech recognition, e.g., word error rate (WER). This results in a mismatch…
End-to-end kernel learning using generative RFFs for improved performance.
Deep learning improves options trading without market assumptions.
Deep reinforcement learning approaches have shown impressive results in a variety of different domains, however, more complex heterogeneous architectures such as world models require the different neural components to be trained separately instead of end-to-end. While a simple genetic algorithm recently showed end-to-e…
Structured Prediction Energy Networks (SPENs) are a simple, yet expressive family of structured prediction models (Belanger and McCallum, 2016). An energy function over candidate structured outputs is given by a deep network, and predictions are formed by gradient-based optimization. This paper presents end-to-end lear…
Conventional wisdom to improve the effectiveness of economic dispatch is to design the load forecasting method as accurately as possible. However, this approach can be problematic due to the temporal and spatial correlations between system cost and load prediction errors. This motivates us to adopt the notion of end-to…
Optimizes decisions without knowing the true distribution using historical data.
We present Caffe con Troll (CcT), a fully compatible end-to-end version of the popular framework Caffe with rebuilt internals. We built CcT to examine the performance characteristics of training and deploying general-purpose convolutional neural networks across different hardware architectures. We find that, by employi…
Autoencoder-based geometric shaping is proposed that includes optimizing bit mappings. Up to 0.2 bits/QAM symbol gain in GMI is achieved for a variety of data rates and in the presence of transceiver impairments. The gains can be harvested with standard binary FEC at no cost w.r.t. conventional BICM.
Unsupervised contrastive learning has gained increasing attention in the latest research and has proven to be a powerful method for learning representations from unlabeled data. However, little theoretical analysis was known for this framework. In this paper, we study the optimization of deep unsupervised contrastive l…
We introduce efficient algorithms which achieve nearly optimal regrets for the problem of stochastic online shortest path routing with end-to-end feedback. The setting is a natural application of the combinatorial stochastic bandits problem, a special case of the linear stochastic bandits problem. We show how the diffi…
Myriad offers a testbed for integrating machine learning and trajectory optimization.
PyODDS automates outlier detection for new data sources.