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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.

168,742 papers · 148 categories

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48 results for Kernel Multigrid

Kernel Multigrid accelerates Back-fitting for additive Gaussian Processes.

problem Slow convergence of Back-fitting in training additive Gaussian Processes.
method Kernel Packets (KP) and Sparse Gaussian Process Regression (GPR) to enhance Back-fitting.
result Kernel Multigrid reduces the required iterations to O(logn)\mathcal{O}(\log n).

The support vector machine is a flexible optimization-based technique widely used for classification problems. In practice, its training part becomes computationally expensive on large-scale data sets because of such reasons as the complexity and number of iterations in parameter fitting methods, underlying optimizatio…

2016-11-16abs ↗pdf ↗

New multigrid approach reduces CNN parameters by focusing on structured convolutions.

problem Redundancy in standard CNNs leads to high parameter count.
method Replace standard convolutions with structured multilevel convolutions.
result Linearly proportional number of parameters to network width, no loss in accuracy.

Algorithm solves American options with regime-switching using multigrid and compact finite difference.

problem Pricing American put options with regime-switching.
method Multigrid iterative algorithm based on compact finite difference schemes and Hermite interpolation.
result The algorithm provides a fast and efficient tool for pricing American put options with regime-switching.

A scalable deep learning framework accelerates training of large neural networks for solving 3D Poisson equations.

problem Training large-scale neural networks for solving complex PDEs efficiently.
method Combines multigrid techniques with distributed deep learning to accelerate training.
result Solves 3D Poisson equations up to 512x512x512 resolution efficiently.

Graph neural networks improve AMG convergence for sparse systems.

problem Efficiently constructing algebraic multigrid prolongation operators for sparse linear systems.
method Train a graph neural network to learn prolongation operators from matrix classes, using an unsupervised loss function.
result Improved convergence rates compared to classical AMG methods.

New framework for probabilistic linear solvers reduces manual effort.

problem Manual implementation of probabilistic iterative methods is laborious.
method Affine Tracing: Automatically constructs PIMs from standard implementations.
result Any realistic affine PIM is calibrated, motivating their adoption.

Accelerates MCMC sampling for large-scale problems using machine learning.

problem Efficiently sampling large-scale Bayesian inference problems with high computational cost.
method Integrates low-fidelity machine learning models into a multilevel MCMC framework.
result Significantly accelerates multilevel sampling by a factor of two with similar accuracy.

Improved reinforcement learning with deep learning.

problem Extending MultiGrid Reinforcement Learning to work with deep learning.
method Combining potential-based reward shaping with a learned potential function from interaction, and adapting it for deep learning algorithms.
result DQN augmented with the approach performs significantly better on continuous control tasks.

We consider the problem of estimating the curvature profile along the boundaries of digital objects in segmented black-and-white images. We start with the curvature estimator proposed by Roussillon et al., which is based on the calculation of \emph{maximal digital circular arcs} (MDCA). We extend this estimator to the …

2015-09-29abs ↗pdf ↗

PEARL uses reinforcement learning to improve matrix preconditioners.

problem Learning effective preconditioners for iterative solvers is challenging.
method PEARL employs an actor-critic reinforcement learning framework to learn preconditioners dynamically.
result PEARL outperforms traditional and neural preconditioners in flexibility and solving speed.

A flag is a sequence of nested subspaces. Flags are ubiquitous in numerical analysis, arising in finite elements, multigrid, spectral, and pseudospectral methods for numerical PDE; they arise in the form of Krylov subspaces in matrix computations, and as multiresolution analysis in wavelets constructions. They are comm…

2019-07-01abs ↗pdf ↗

The paper introduces a multilevel initialization method for deep neural networks.

problem Training very deep neural networks with layer-parallel methods.
method Continuous interpretation of training as optimal control, using time-dependent ODEs for neural network discretization, and a refinement strategy across the time domain.
result The method creates deep networks with good initializations from coarser networks, reducing training time and providing regularization.

Graph Prolongation Convolutional Networks improve model performance in microtubule bending simulations.

problem Improving prediction accuracy in coarse-grained mechanochemical simulations of microtubule bending.
method Defines a novel ensemble Graph Convolutional Network model using optimized linear projection operators to map between graph scales.
result Graph Prolongation-Convolutional Network outperforms other GCN ensemble models in predicting microtubule bending potential energy.

Survey of kernels, RKHS, and their applications in machine learning.

problem Understanding kernels and their applications in machine learning.
method Review of historical context, mathematical definitions, and practical applications of kernels.
result Comprehensive overview of kernels, RKHS, and their applications.

Kernel methods linked to feature subspaces and maximal correlation kernels.

problem Understanding kernel methods and their relationship to feature extraction.
method Established a correspondence between feature subspaces and kernels, introduced maximal correlation kernels, and demonstrated their optimality.
result Kernel SVM on maximal correlation kernel achieves minimum prediction error.

Quantum kernels can be efficiently embedded into classical feature spaces.

problem Can all quantum kernels be efficiently embedded into classical feature spaces?
method Invoking computational universality and using techniques like random Fourier features, the authors show that certain classes of quantum kernels can be efficiently embedded.
result For shift-invariant and composition kernels, embedding quantum kernels are universal and efficient.

New random feature maps for Laplacian and related kernels.

problem Challenges in approximating the Laplacian kernel and its generalizations.
method Developed random feature maps for Laplacian and related kernels, providing efficient sampling schemes.
result Demonstrated the efficacy of these random feature maps on real datasets.

New method for learning with non-Euclidean data using decomposable kernels.

problem Difficulty in using classical kernels for non-Euclidean data.
method Reproducing kernel Krein space (RKKS) methods for kernels that admit a positive decomposition.
result Invariant kernels can be used for learning in non-Euclidean spaces.

Optimal Biweight kernel and computationally efficient Epanechnikov kernel for modal linear regression.

problem Finding the best kernel for modal linear regression.
method Refined analysis of asymptotic statistical behavior and IRLS algorithm convergence.
result Biweight kernel minimizes asymptotic mean squared error, Epanechnikov kernel guarantees IRLS convergence.

The NNGP kernel's predictions closely match those of the Matern kernel under certain conditions.

problem Comparing NNGP kernels to Matern kernels in practical applications.
method Demonstrated the necessity of normalization for NNGP kernels, explored numerical challenges, and compared predictions and performance.
result NNGP kernel predictions closely match Matern kernel predictions under specific circumstances.

In this paper, we compare 5 different nonlinear kernels: min-max, RBF, fRBF (folded RBF), acos, and acos-χ2χ^2, on a wide range of publicly available datasets. The proposed fRBF kernel performs very similarly to the RBF kernel. Both RBF and fRBF kernels require an important tuning parameter (γγ). Interestingly, for a …

2016-03-21abs ↗pdf ↗

Laplace kernel and Neural Tangent Kernels are shown to be nearly identical for normalized data.

problem Understanding the similarity between Laplace and Neural Tangent Kernels.
method Theoretical analysis and experiments on normalized data.
result Laplace kernel and Neural Tangent Kernels have nearly identical eigenfunctions and RKHS for normalized data.

In this paper we propose a family of tractable kernels that is dense in the family of bounded positive semi-definite functions (i.e. can approximate any bounded kernel with arbitrary precision). We start by discussing the case of stationary kernels, and propose a family of spectral kernels that extends existing approac…

2015-06-07abs ↗pdf ↗

The success of kernel-based learning methods depend on the choice of kernel. Recently, kernel learning methods have been proposed that use data to select the most appropriate kernel, usually by combining a set of base kernels. We introduce a new algorithm for kernel learning that combines a {\em continuous set of base …

2011-12-20abs ↗pdf ↗

Quantum kernel machines need to use more complex kernels to fully exploit their potential.

problem Current quantum kernels struggle with complex learning tasks due to limited degrees of freedom.
method Propose using operator-valued kernels and CC^*-algebraic representations to enhance quantum kernels.
result Quantum operator-valued kernels can reveal structural dependencies that scalar-valued kernels miss.

New kernels capture both local and non-local interactions efficiently.

problem Designing kernels that capture both local and non-local interactions while remaining computationally tractable.
method Spectral truncation kernels based on CC^*-algebra.
result Spectral truncation kernels induce interactions across the data function domain and reduce computational cost.

Constructing the adjacency graph is fundamental to graph-based clustering. Graph learning in kernel space has shown impressive performance on a number of benchmark data sets. However, its performance is largely determined by the chosen kernel matrix. To address this issue, the previous multiple kernel learning algorith…

2019-03-14abs ↗pdf ↗

Optimal kernel improves estimation accuracy in modal statistical methods.

problem Estimation accuracy of kernel-based modal statistical methods depends on the kernel used.
method The study theoretically shows an optimal kernel that minimizes asymptotic error criterion.
result An optimal kernel minimizes the error criterion when using an optimal bandwidth.

Efficiently searches through Gaussian process kernels using symbolic representation and Bayesian optimization.

problem Manual selection of kernels in Gaussian processes is complex and computationally expensive.
method Proposes a novel method using symbolic representation and Bayesian optimization to search through a structured kernel space.
result Empirically shows a computationally more efficient way of searching through a discrete kernel space.