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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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5111621 · Oct 202219922001200920172026
48 results for ICLR 2021

ICLR 2021 challenge in computational geometry and topology attracted 16 teams.

problem Designing and evaluating computational methods in differential geometry and topology.
method Designing and hosting an open-source competition with repositories Geomstats and Giotto-TDA.
result 16 teams participated in the challenge, showcasing innovative contributions to computational geometry and topology.

SAM optimizer benefits from normalization, stabilizing and guiding optimization.

problem Improving deep neural network performance with SAM optimizer.
method Theoretical and empirical study of normalization in SAM for convex and non-convex functions.
result Normalization helps SAM in stabilizing and guiding optimization along a continuum of minima.

New research shows many recent defenses against adversarial examples are ineffective against black-box attacks.

problem The robustness of recent defenses against adversarial examples is insufficient, especially against black-box attacks.
method Evaluation of nine defenses on two black-box adversarial models and six attacks on CIFAR-10 and Fashion-MNIST datasets.
result Most recent defenses provide only marginal improvements in security (<25%<25\%) compared to undefended networks.

New analysis shows ROI's predictive power for stock returns weakens significantly.

problem The predictive power of retail order imbalance (ROI) for future stock returns.
method Replicated Boehmer et al. (2021) using a more recent period and analyzed the effect of using alternative quote midpoint (QMP) method.
result Past ROI can no longer predict weekly returns on large-cap stocks, and the long-short strategy based on past ROI is no longer profitable.

DCASE 2021 ASD task tackles domain-shifted anomalous sound detection.

problem Detecting unknown anomalous sounds under domain-shifted conditions.
method Ensemble of outlier exposure and inlier modeling detectors, feature learning from machine identification.
result Two types of remarkable approaches were adopted by top teams.

Although variational autoencoders (VAEs) represent a widely influential deep generative model, many aspects of the underlying energy function remain poorly understood. In particular, it is commonly believed that Gaussian encoder/decoder assumptions reduce the effectiveness of VAEs in generating realistic samples. In th…

2019-03-14abs ↗pdf ↗

New model selects robustly in adversarial reinforcement learning with unknown corruption.

problem Adversarial corruption in reinforcement learning with unknown total corruption amount.
method Model selection approach for finite-horizon tabular and linear MDPs.
result First worst-case optimal bound without knowledge of total corruption.

We develop a family of techniques to align word embeddings which are derived from different source datasets or created using different mechanisms (e.g., GloVe or word2vec). Our methods are simple and have a closed form to optimally rotate, translate, and scale to minimize root mean squared errors or maximize the averag…

2018-06-04abs ↗pdf ↗

The workshop focuses on AI principles for structured data.

problem Using AI on structured data for decision-making.
method Addressing principles of privacy, accountability, interpretability, robustness, and reasoning.
result Designing approaches to use structured data for reliable decisions.

The paper introduces explainable kk-means with axis-parallel hyperplanes for dd-dimensional data.

problem Creating explainable clustering with axis-parallel hyperplanes for complex data.
method An efficient algorithm that finds an explainable clustering with a near-optimal cost function.
result The algorithm achieves a near-optimal kk-means cost of k12/dpolylog(k)k^{1 - 2/d}\,\mathrm{polylog}(k) for dd-dimensional data.

Paper uses SSC for identifying layers with identical community structures in DIMPLE networks.

problem Identifying layers with identical community structures in DIMPLE networks.
method Sparse Subspace Clustering (SSC) for identifying groups of layers with identical community structures.
result SSC leads to strongly consistent between-layer clustering under mild conditions.

Research characterizes intersection cohomology groups of gauge theories and cotangent bundles.

problem Characterizing intersection cohomology groups of Coulomb branch gauge theories.
method Uses geometric Satake correspondence for Kac-Moody settings.
result Sketches proof of conjecture in affine type A.

Improved approximation for socially fair clustering with p\ell_p-objective.

problem Finding a set of centers minimizing the maximum distance to all points in each group.
method Introduced a strengthened LP relaxation with an integrality gap of Θ(logloglog)\Theta(\frac{\log \ell}{\log\log\ell}).
result Improved approximation algorithm with (eO(p)logloglog)(e^{O(p)} \frac{\log \ell}{\log\log\ell})-approximation.

The paper proves rigidity theorems on holomorphic isometries into homogeneous domains.

problem Characterizing and comparing holomorphic isometries into homogeneous bounded domains.
method Two rigidity theorems on holomorphic isometries into homogeneous bounded domains.
result The flat (definite or indefinite) complex Euclidean space is not a relative of a homogeneous bounded domain.

Depth uncertainty networks don't improve with bias correction, contrary to expectations.

problem Improving performance in active learning with overparameterised models like NNs.
method Depth uncertainty networks, compared to underparameterised models, show no improvement in performance with bias correction.
result Depth uncertainty networks do not improve with bias correction, unlike underparameterised models.

We consider peer review in a conference setting where there is typically an overlap between the set of reviewers and the set of authors. This overlap can incentivize strategic reviews to influence the final ranking of one's own papers. In this work, we address this problem through the lens of social choice, and present…

2018-06-16abs ↗pdf ↗

New DEC variant improves sample complexity bounds in decision making.

problem Understanding sample-efficient learning guarantees in decision making.
method Introducing a new Constrained Decision-Estimation Coefficient (DEC) and using it to derive improved lower bounds.
result New lower bounds improve upon prior work in three aspects: expectation, global applicability, and improper reference models.

DAIS minimizes symmetrized KL divergence between initial and target distributions.

problem Optimizing over initial distributions in importance sampling.
method Differentiable annealed importance sampling (DAIS) minimizing symmetrized KL divergence.
result DAIS minimizes symmetrized KL divergence between initial and target distributions.

Study reveals clusters of resilient and vulnerable Spanish agri-food firms post-Ukraine-Russia war.

problem Financial resilience of agri-food companies in Spain during the Ukraine-Russia conflict.
method Cluster analysis using centred log-ratios for compositional data of financial ratios.
result Increase in resilient firms by 2023, highlighting sectoral adaptation to economic challenges.

Paper introduces kernel deformed exponential families for sparse continuous attention.

problem Creating efficient attention mechanisms for sparse data.
method Developed kernel deformed exponential families, theoretically and experimentally.
result Kernel deformed exponential families can attend to multiple compact regions of data.

We prove that the binary classifiers of bit strings generated by random wide deep neural networks with ReLU activation function are biased towards simple functions. The simplicity is captured by the following two properties. For any given input bit string, the average Hamming distance of the closest input bit string wi…

2018-12-25abs ↗pdf ↗

Winterization of Texas power system profitable but risky, estimated at $11.74bn over 30 years.

problem Profitability and risk of winterizing Texas power system infrastructure.
method Combined temperature-dependent load and outage estimates over 71 years of climate data.
result Large-scale winterization of gas infrastructure and power plants is profitable, but risks are high due to low-frequency of cold spells.

Cohen et al. (2021) show GD trajectories align on a bifurcation diagram.

problem Understanding the Edge of Stability (EoS) phenomenon in gradient descent.
method Empirical studies and rigorous mathematical proofs for two-layer networks and single-neuron networks.
result GD trajectories align on a specific bifurcation diagram independent of initialization.