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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.

168,695 papers · 148 categories

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2685368031,071 · Jun 202019922001200920172026
48 results for Fast generation

This paper shows how to learn variational inequalities fast with strong monotonicity.

problem Learning variational inequalities efficiently.
method Extending convex optimization techniques to variational inequalities with strong monotonicity.
result Fast generalization rates of Θ(1/ε)Θ(1/ε) for learning variational inequalities.

Convolutional autoregressive models have recently demonstrated state-of-the-art performance on a number of generation tasks. While fast, parallel training methods have been crucial for their success, generation is typically implemented in a naïve fashion where redundant computations are unnecessarily repeated. This res…

2017-04-20abs ↗pdf ↗

Gradient-based meta-learning has proven to be highly effective at learning model initializations, representations, and update rules that allow fast adaptation from a few samples. The core idea behind these approaches is to use fast adaptation and generalization -- two second-order metrics -- as training signals on a me…

2019-10-03abs ↗pdf ↗

Symmetric nonnegative matrix factorization (NMF), a special but important class of the general NMF, is demonstrated to be useful for data analysis and in particular for various clustering tasks. Unfortunately, designing fast algorithms for Symmetric NMF is not as easy as for the nonsymmetric counterpart, the latter adm…

2018-11-14abs ↗pdf ↗

Fast classification for sparse models, even with correlated features.

problem Sparse classification with many correlated features.
method Linear and quadratic surrogate cuts, priority queue, and analytical solution for exponential loss.
result 2 to 5 times faster than previous approaches, interpretable models with comparable accuracy.

Empirical risk minimization (ERM) is a fundamental learning rule for statistical learning problems where the data is generated according to some unknown distribution P\mathsf{P} and returns a hypothesis ff chosen from a fixed class F\mathcal{F} with small loss \ell. In the parametric setting, depending upon $(\ell…

2014-06-14abs ↗pdf ↗

Unified derivation of PAC-Bayes and MI bounds for general VC classes with fast rates.

problem Generalization bounds for machine learning models with VC classes.
method Unified derivation of conditional PAC-Bayesian and mutual information bounds, including MAC-Bayesian bounds.
result Nontrivial bounds for general VC classes and faster rates for specific conditions.

EM-GAN uses GANs for fast stress analysis of multi-segment interconnects.

problem Fast and accurate stress analysis for EM failure assessment in multi-segment interconnects.
method Conditional GAN model trained on images of multi-segment wires and current densities.
result EM-GAN provides accurate stress distribution with 6.6% error and 8.3X speedup.

We accelerate the power method for strong low-rank approximation using fast sketching.

problem Efficiency bottleneck in power method for large target ranks.
method Developed an algorithmic and theoretical framework for accelerating the power method using fast sketching.
result Simple and provably efficient methods for singular value decomposition, low-rank factorization, and Nyström approximation.

Paper offers a fast convergence theory for offline decision making.

problem Offline decision making problems, including reinforcement learning and off-policy evaluation.
method Introduces a framework (DMOF) and algorithm (EDD) with a fast convergence guarantee.
result Demonstrates a fast convergence guarantee with a lower bound complement.

This paper defines a generalized column subset selection problem which is concerned with the selection of a few columns from a source matrix A that best approximate the span of a target matrix B. The paper then proposes a fast greedy algorithm for solving this problem and draws connections to different problems that ca…

2013-12-24abs ↗pdf ↗

Recent empirical studies suggest that the volatilities associated with financial time series exhibit short-range correlations. This entails that the volatility process is very rough and its autocorrelation exhibits sharp decay at the origin. Another classic stylistic feature often assumed for the volatility is that it …

2017-06-29abs ↗pdf ↗

Sparse Meta Networks adapt deep neural networks incrementally for fast learning.

problem Training deep neural networks is slow and impractical for complex, changing environments.
method Sparse Meta Networks use a memory layer to learn online sequential adaptation, accumulating fast-weights incrementally.
result Sparse Meta Networks achieve strong performance in various sequential adaptation scenarios.

A fast algorithm selects best subsets in high-dimensional models.

problem Identifying sparse models in high-dimensional generalized linear models.
method Splicing technique for fast and consistent best subset selection.
result Our algorithm achieves high certainty in selecting best subsets with polynomial computational complexity.

The speed with which a learning algorithm converges as it is presented with more data is a central problem in machine learning --- a fast rate of convergence means less data is needed for the same level of performance. The pursuit of fast rates in online and statistical learning has led to the discovery of many conditi…

2015-07-09abs ↗pdf ↗

A fast method learns plasma collision kernels from simulations, improving kinetic models.

problem Improving kinetic models for plasma dynamics beyond the weakly coupled regime.
method Data-driven collisional operator, fast spectral separation method.
result Accurately captures plasma dynamics in moderately coupled regime.

Study finds conditions for global minimizers on curved manifolds with fast diffusion and nonlocal interactions.

problem Existence of global minimizers for a free energy functional on negatively curved manifolds.
method Investigation of Carlson-Levin type inequalities for Cartan-Hadamard manifolds.
result Establishes necessary and sufficient conditions for the existence of global energy minimizers.

We propose fast approximations for the generalized sliced-Wasserstein distance.

problem Efficient approximation of the generalized sliced-Wasserstein distance in high dimensions.
method Deterministic approximations using random projections and concentration of measure results.
result One-dimensional projections of high-dimensional random vectors are approximately Gaussian.

New framework explains fast transfer of hyperparameters across model scales.

problem Understanding and optimizing hyperparameters for large-scale models.
method Developed a conceptual framework for HP transfer across scale, showing fast transfer is equivalent to useful transfer for compute-optimal grid search.
result Fast transfer of hyperparameters is equivalent to useful transfer for compute-optimal grid search, offering asymptotic computational advantage.

Study shows convergence rate for empirical minimizer of unbounded functions with fast growth.

problem Convergence rate of empirical minimizer for unbounded functions with fast growth.
method Analyzes L1L^1-distance convergence rate of the empiric minimizer for coercive functions sampled with noise.
result Convergence rate is bounded above by ann1/qa_n n^{-1/q}, where qq is the dimension and an=o(nε)a_n = o(n^\varepsilon) for every ε>0\varepsilon > 0.

Paper presents a fast method for estimating hidden states in Bayesian models.

problem Estimating hidden states in Bayesian state space models efficiently.
method Amortized simulation-based inference with pretraining.
result The method achieves sufficient accuracy and fast inference times.

Develops deep learning for fast, accurate option pricing models.

problem Computational efficiency and accuracy in option pricing models.
method Neural network generators solving backward Kolmogorov equations for TPDFs.
result Ultra-fast, highly accurate option pricing models for various asset models.

Fast-vollib offers high-performance option pricing and IV computation.

problem Efficiently pricing and computing implied volatility for financial models.
method Open-source Python library with PyTorch, JAX, and CUDA backends, implementing Halley and LBR algorithms.
result High-performance option pricing and IV computation with vectorized implementations.

Efficient algorithm finds fast Transformer models.

problem Slow inference time of Transformer models.
method Decompose Transformer architecture into components, use sampling-based one-shot search.
result Achieved 10% to 30% speedup on pre-trained BERT and 70% on top of a previous state-of-the-art model.

New classifier combines locally linear kernels for fast and accurate non-linear classification.

problem Developing a fast and accurate non-linear classifier.
method Combines locally linear classifiers using a 1\ell_1 Multiple Kernel Learning (MKL) problem with scalable MKL training for streaming kernels.
result The resulting classifier achieves high accuracy with fast inference time.

A new imputation method MissARF uses adversarial random forests for fast and accurate missing value imputation.

problem Handling missing values in biostatistical analyses.
method Adversarial Random Forests (ARF) for density estimation and data synthesis.
result MissARF performs comparably to state-of-the-art methods in imputation quality and runtime.

New scalable Lipschitz bounds improve neural network robustness analysis.

problem Computing tight Lipschitz bounds for deep neural networks is challenging and computationally expensive.
method Derived new closed-form Lipschitz bounds using more general feasible points of LipSDP, avoiding SDP solvers.
result Improved scalability and precision of Lipschitz estimation for large neural networks.

Bayesian optimization for long-term outcomes using fast and slow experiments.

problem Optimizing long-term system effects with short-term misleading results.
method Combining fast and slow experiments for Bayesian optimization.
result Sequential optimization over large action spaces in a short time.