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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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93186278371 · Jun 202019922001200920172026
48 results for Inter-block Weight Changes

Method identifies change points in high-dimensional models using sample weights.

problem Identifying change points in high-dimensional generalized linear models.
method Sample-weighted empirical risk minimization (Weighted ERM).
result Weighted ERM yields precise asymptotic performance characterization for Gaussian designs.

To recover a sparse signal from an underdetermined system, we often solve a constrained L1-norm minimization problem. In many cases, the signal sparsity and the recovery performance can be further improved by replacing the L1 norm with a "weighted" L1 norm. Without any prior information about nonzero elements of the si…

2012-08-03abs ↗pdf ↗

Many real-world decision problems are characterized by multiple conflicting objectives which must be balanced based on their relative importance. In the dynamic weights setting the relative importance changes over time and specialized algorithms that deal with such change, such as a tabular Reinforcement Learning (RL) …

2018-09-20abs ↗pdf ↗

New concept of mixture complexity helps detect gradual clustering changes.

problem Determining the number of clusters in mixture models with overlaps and weight biases.
method Introducing mixture complexity (MC) as a new measure of cluster size, defined from information theory.
result MC can detect gradual clustering changes, allowing earlier detection and finer distinction.

New methods train neural networks without changing weights, achieving similar or higher performance.

problem Training neural networks efficiently with randomly initialized weights.
method Switching connections on and off, flipping weights' signs, minimizing changed connections.
result Achieves similar or higher performance with less computational cost than training all weights.

Early neural network training reveals important sub-networks and weight distributions.

problem Understanding the early phases of neural network training.
method Extensive measurements and quantitative probing of weight distribution and dataset reliance.
result Deep networks are not robust to reinitializing with random weights while maintaining signs, and weight distributions are highly non-independent.

SLERP interpolation optimizes dynamic weight rebalancing in AMMs.

problem Optimizing dynamic weight rebalancing in automated market makers (AMMs).
method Riemannian geometry and SLERP interpolation.
result SLERP interpolation minimizes the KL divergence loss in dynamic weight rebalancing.

A new weighted MCC measure improves classifier performance evaluation.

problem Lack of measures sensitive to observation weights in multiclass classification.
method Proposes weighted versions of Pearson-Matthews Correlation Coefficient (MCC) for binary and multiclass classification.
result Weighted MCC values are higher for classifiers that perform better on highly weighted observations.

DiwE uses regional distribution changes to create diverse ensemble classifiers for concept drift.

problem Handling concept drift in evolving data streams.
method DiwE measures diversity based on regional distribution disagreement and uses it to weight instances and select classifiers.
result DiwE outperforms other algorithms on various synthetic and real-world data stream benchmarks.

AWP improves robustness by flattening weight loss landscape.

problem Improving robustness of deep neural networks against adversarial examples.
method Explicitly regularizes the flatness of weight loss landscape through adversarial weight perturbation.
result AWP forms a double-perturbation mechanism in adversarial training, leading to flatter weight loss landscape.

Improved hypothesis testing and change-point detection using diffusion-based methods.

problem Limited power of score-based hypothesis tests and change-point detection.
method Extending score-based Fisher divergence to diffusion-divergence by multiplying score functions with a matrix-valued function or weight matrix.
result Theoretical quantification and demonstration of optimal performance of diffusion-based algorithms.

We propose a natural definition of the weighted σkσ_k-curvature for a manifold with density; i.e.\ a triple (Mn,g,eφdvol)(M^n,g,e^{-φ}\mathrm{dvol}). This definition is intended to capture the key properties of the σkσ_k-curvatures in conformal geometry with the role of pointwise conformal changes of the metric replaced by pointw…

2014-09-15abs ↗pdf ↗

Online CPD for weighted and directed graphs using RDPG model.

problem Monitoring and detecting changes in weighted and directed graph data.
method Spectral embeddings of RDPG models for online updates and error-rate control.
result A lightweight online CPD algorithm with improved detection resolution and delay.

Optimal rebalancing strategy improves AMM pool performance by 25%.

problem Optimizing the sequence of weights in dynamic AMM pools to minimize rebalancing costs.
method Using optimal interpolation and a cheap-to-compute approximation to achieve nearly optimal rebalancing.
result Approximately-optimal weight changes lead to significant increases in pool performance (up to 25%) under various conditions.

In the analysis of machine learning models, it is often convenient to assume that the parameters are IID. This assumption is not satisfied when the parameters are updated through training processes such as SGD. A relaxation of the IID condition is a probabilistic symmetry known as exchangeability. We show the sense in …

2018-10-19abs ↗pdf ↗

In the supervised high dimensional settings with a large number of variables and a low number of individuals, one objective is to select the relevant variables and thus to reduce the dimension. That subspace selection is often managed with supervised tools. However, some data can be missing, compromising the validity o…

2019-01-14abs ↗pdf ↗

We present a notion of super Ricci flow for time-dependent finite weighted graphs. A challenging feature is that these flows typically encounter singularities where the underlying graph structure changes. Our notion is robust enough to allow the flow to continue past these singularities. As a crucial tool for this purp…

2018-05-17abs ↗pdf ↗

Adversarial weight perturbations can inject backdoors into trained neural models.

problem Security risk of using publicly available trained models due to backdoors.
method Extended adversarial perturbations to model weights, using a composite loss and projected gradient descent.
result Adversarial weight perturbations can be successfully injected with very small changes, exposing security risks across various tasks.

Deep Neural Networks are robust to minor perturbations of the learned network parameters and their minor modifications do not change the overall network response significantly. This allows space for model stealing, where a malevolent attacker can steal an already trained network, modify the weights and claim the new ne…

2019-07-02abs ↗pdf ↗

New duality found linking neural network weights and activities for better generalization.

problem Understanding and improving neural network generalization.
method Activity-weight duality mapping between neural network layers.
result Generalization loss can be decomposed into geometric factors of sharpness and weight standard deviation.

We consider the problem of learning the inhomogeneous intensity of a counting process, under a sparse segmentation assumption. We introduce a weighted total-variation penalization, using data-driven weights that correctly scale the penalization along the observation interval. We prove that this leads to a sharp tuning …

2015-07-02abs ↗pdf ↗

New formula calculates loss from arbitrage in blockchain liquidity pools.

problem Calculating loss from arbitrage in Automated Market Makers (AMMs) under varying block times.
method Derived a closed-form approximation for expected loss using random walk theory.
result The formula approximates the loss from arbitrage with high accuracy and shows that constant block intervals minimize this loss.

A RL approach dynamically assigns and updates weights of ensemble models for better time series forecasting.

problem Static weight assignment for ensemble models fails to capture dynamic data changes.
method Reinforcement Learning (RL) to dynamically update weights of each model at different time instants.
result Dynamic weighted approach using RL learns weights better than static methods.

Method improves microbial biomass yield estimation from noisy data.

problem Estimating microbial biomass yields from noisy cell counts and substrate measurements.
method Probabilistic macrochemical modeling to relax cell weight assumptions and improve robustness.
result Model provides accurate uncertainty estimates of key parameters.

Incorporating deep neural networks in image compressive sensing (CS) receives intensive attentions in multimedia technology and applications recently. As deep network approaches learn the inverse mapping directly from the CS measurements, the reconstruction speed is significantly faster than the conventional CS algorit…

2019-08-28abs ↗pdf ↗

New algorithm reduces dynamic regret in non-stationary dueling bandits using a weighted Borda score.

problem Designing algorithms with low dynamic regret in non-stationary dueling bandits.
method Introducing a novel weighted Borda score framework to analyze the Condorcet problem and establish improved bounds.
result First optimal and adaptive dynamic regret upper bound of ildeO(ildeL1/3K1/3T2/3) ilde{O}( ilde{L}^{1/3} K^{1/3} T^{2/3} ).

URGE improves diffusion model quality without gradients or Hessian.

problem Improving sample quality in diffusion models without gradient evaluations.
method Path-wise importance reweighting via Girsanov change of measure.
result URGE achieves better generation quality than existing methods.

New method detects and locates changes in spatio-temporal point processes.

problem Detecting and localizing changes in spatio-temporal data.
method Score-based, likelihood-free approach estimating change time and region.
result The method provides theoretical guarantees on detection and localization accuracy.

Convolutional networks struggle to learn Game of Life, even with lottery ticket weights.

problem Training convolutional networks to predict Conway's Game of Life is challenging.
method Examined small convolutional networks trained on Game of Life, focusing on weight initializations and network sizes.
result Minimal networks require significantly more parameters to converge, and their performance is sensitive to small changes in weights.

Until recently, research on artificial neural networks was largely restricted to systems with only two types of variable: Neural activities that represent the current or recent input and weights that learn to capture regularities among inputs, outputs and payoffs. There is no good reason for this restriction. Synapses …

2016-10-20abs ↗pdf ↗