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.
We study the problem of estimating a nonparametric probability density under a large family of losses called Besov IPMs, which include, for example, Lp distances, total variation distance, and generalizations of both Wasserstein and Kolmogorov-Smirnov distances. For a wide variety of settings, we provide b…
We propose a new Integral Probability Metric (IPM) between distributions: the Sobolev IPM. The Sobolev IPM compares the mean discrepancy of two distributions for functions (critic) restricted to a Sobolev ball defined with respect to a dominant measure μ. We show that the Sobolev IPM compares two distributions in hig…
We introduce new families of Integral Probability Metrics (IPM) for training Generative Adversarial Networks (GAN). Our IPMs are based on matching statistics of distributions embedded in a finite dimensional feature space. Mean and covariance feature matching IPMs allow for stable training of GANs, which we will call M…
This paper is concerned with sequential filtering based stochastic optimization (FSO) approaches that leverage a probabilistic perspective to implement the incremental proximity method (IPM). The present FSO methods are derived based on the Kalman filter (KF) and the extended KF (EKF). In contrast with typical methods …
Generative Adversarial Networks (GANs) are powerful models for learning complex distributions. Stable training of GANs has been addressed in many recent works which explore different metrics between distributions. In this paper we introduce Fisher GAN which fits within the Integral Probability Metrics (IPM) framework f…
The recent empirical success of unsupervised cross-domain mapping algorithms, between two domains that share common characteristics, is not well-supported by theoretical justifications. This lacuna is especially troubling, given the clear ambiguity in such mappings. We work with adversarial training methods based on IP…
We present an extension of the Kolmogorov-Smirnov (KS) two-sample test, which can be more sensitive to differences in the tails. Our test statistic is an integral probability metric (IPM) defined over a higher-order total variation ball, recovering the original KS test as its simplest case. We give an exact representer…
An important class of distance metrics proposed for training generative adversarial networks (GANs) is the integral probability metric (IPM), in which the neural net distance captures the practical GAN training via two neural networks. This paper investigates the minimax estimation problem of the neural net distance ba…
We present a quantum interior-point method (IPM) for second-order cone programming (SOCP) that runs in time O(nrδ2ζκlog(1/ε)) where r is the rank and n the dimension of the SOCP, δ bounds the distance of intermediate solutions from the cone boundary, ζ…
In standard generative adversarial network (SGAN), the discriminator estimates the probability that the input data is real. The generator is trained to increase the probability that fake data is real. We argue that it should also simultaneously decrease the probability that real data is real because 1) this would accou…
A new meta-learning framework that assigns weights to source tasks based on target samples.
problem Learning initialization for target tasks with limited labeled examples.
method A general framework that assigns weights to the loss of different source tasks, which can depend on the target samples. Provides upper bounds and develops a learning algorithm based on minimizing the error bound with respect to an empirical IPM.
result Empirically, the weighted meta-learning algorithm finds better initializations than uniformly-weighted meta-learning algorithms.
While Generative Adversarial Networks (GANs) have empirically produced impressive results on learning complex real-world distributions, recent works have shown that they suffer from lack of diversity or mode collapse. The theoretical work of Arora et al. suggests a dilemma about GANs' statistical properties: powerful d…
Measuring conditional dependencies among the variables of a network is of great interest to many disciplines. This paper studies some shortcomings of the existing dependency measures in detecting direct causal influences or their lack of ability for group selection to capture strong dependencies and accordingly introdu…
This paper explores the possibility of near-optimally solving multi-agent, multi-task NP-hard planning problems with time-dependent rewards using a learning-based algorithm. In particular, we consider a class of robot/machine scheduling problems called the multi-robot reward collection problem (MRRC). Such MRRC problem…
As an effective way of metric learning, triplet loss has been widely used in many deep learning tasks, including face recognition and person-ReID, leading to many states of the arts. The main innovation of triplet loss is using feature map to replace softmax in the classification task. Inspired by this concept, we prop…