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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.

168,657 papers · 148 categories

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3667321,0981,464 · Jun 202019922001200920172026
48 results for Kernel models

Unified framework combines trace-induced quantum kernels for improved machine learning models.

problem Improving performance of quantum machine learning models using trace-induced kernels.
method Developed a unified framework combining various trace-induced quantum kernels, including global fidelity and local projected kernels, as Lego kernels.
result Local projected kernels can achieve comparable performance to global fidelity kernels with fewer quantum resources.

This paper improves neural network generalization by dynamically learning kernel parameters.

problem Improving neural network generalization and adaptability.
method Diagonal adaptive kernel model that learns kernel eigenvalues and output coefficients during training.
result The diagonal adaptive kernel model significantly improves generalization over fixed-kernel methods.

The paper explores the identifiability and interpretability of Gaussian process models using different kernel structures.

problem Identifiability and interpretability issues in Gaussian process models.
method The paper examines both single-output and multi-output Gaussian process models using additive and multiplicative mixtures of Matérn kernels.
result The smoothness of a mixture of Matérn kernels is determined by the least smooth component, and none of the mixing weights or parameters are identifiable.

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.

Laplace kernel feature selection offers statistical guarantees for nonparametric models with few samples.

problem Statistical guarantees for kernel-based feature selection in nonconvex optimization problems.
method Sharp characterization of the gradient of the objective function for Laplace kernel feature selection.
result Model-selection consistency for Laplace kernel-based feature selection in nonparametric settings with nlogpn \sim \log p samples.

Enhanced kernel framework for advanced data forecasting.

problem Complex mechanical behaviors and timefrequency dynamics in aircraft systems.
method Frequency-aware surrogate modeling with SMT kernels, extending kernel types and incorporating derivatives.
result Improved accuracy in forecasting CO2 concentrations and airline passenger traffic.

Deep neural-kernel models combine neural networks and kernel machines for scalable large datasets.

problem Combining neural networks and kernel machines for efficient large-scale learning.
method Hybrid neural-kernel architecture using explicit feature mapping and pooling layers.
result The deep neural-kernel models are effective and scalable on benchmark datasets.

Quantum kernel methods can lead to trivial models due to exponential concentration of kernel values.

problem Exponential concentration of quantum kernel values can lead to trivial models in QML.
method Analyzing the resources needed to accurately estimate quantum kernel values and identifying four sources of concentration.
result Quantum kernel values can be exponentially concentrated, leading to trivial models.

BKP R package models spatially varying binomial probabilities efficiently.

problem Modeling spatially varying binomial probabilities efficiently.
method Beta Kernel Process (BKP) combining localized kernel-weighted likelihoods with conjugate beta priors.
result Closed-form posterior inference without requiring latent variables or intensive MCMC sampling.

Paper introduces new neural network models and theories.

problem Understanding neural networks beyond over-parameterized regime.
method Develops two exact models and a novel representor theory.
result Provides insights into neural network training and kernel evolution.

Kernel methods are one of the mainstays of machine learning, but the problem of kernel learning remains challenging, with only a few heuristics and very little theory. This is of particular importance in methods based on estimation of kernel mean embeddings of probability measures. For characteristic kernels, which inc…

2016-03-07abs ↗pdf ↗

Kernel methods and MLPs perform similarly to linear models in high dimensions.

problem Understanding the performance of kernel methods and MLPs in high-dimensional settings.
method Analysis of kernel methods and MLPs in a high-dimensional regime with proportional asymptotics.
result Linear models are optimal in high-dimensional settings when data is generated by kernel models with nonlinear relationships.

Efficiently marginalizes over Gaussian Process kernels for better model flexibility and uncertainty.

problem Inefficient marginalization over Gaussian Process kernels for large datasets.
method Bayesian Quadrature scheme with maximum mean discrepancies and invariances between Spectral Mixture kernels.
result Achieves more accurate predictions and better calibrated uncertainty than state-of-the-art baselines.

Sparse Kernel Flows learns dynamical systems from data.

problem Learning dynamical systems from limited data.
method Sparse Kernel Flows: trains optimal kernel from a dictionary of kernels.
result Sparse Kernel Flows can learn from 132 chaotic systems.

Study uses multi-kernel Hawkes models to analyze high-frequency price dynamics.

problem Understanding responsive speeds of market participants in high-frequency trading.
method Multi-kernel Hawkes models with conditional Hessian analysis for optimization.
result Existence of multi-kernels (UHF, VHF, HF) in high-frequency price dynamics.

Study provides guarantees for kernel clustering under non-parametric mixtures.

problem Statistical guarantees for kernel-based clustering without strong assumptions.
method Non-parametric mixture models, kernel-based clustering, consistency guarantees.
result Necessary and sufficient separability conditions for consistent clustering recovery.

Study compares exponential and power-law kernels in modeling high-frequency trading data.

problem Modeling high-frequency trading data with specific kernel types.
method Proposes and analyzes two bivariate Hawkes processes with exponential and power-law kernels.
result Identifies strengths and limitations of exponential and power-law kernels for high-frequency trading data.

Sparse Gaussian processes with compact kernels for faster inference.

problem Efficient Gaussian process inference with high computational complexity.
method Parametric families of compactly-supported kernels for sparse matrix representations.
result Sub-quadratic inference complexity and improved performance on real-world tasks.

Changing kernel bandwidth during training improves kernel regression performance.

problem Improving kernel regression performance with varying model complexity.
method Investigated changing the bandwidth of a translational-invariant kernel during training for kernel regression using gradient descent.
result Kernel regression exhibits double descent behavior with decreasing model complexity (bandwidth).

Enhanced kernel ridgeless regression improves performance with LAB RBF kernels.

problem Lack of flexibility in kernel ridgeless regression.
method Locally-Adaptive-Bandwidths (LAB) RBF kernels and kernel learning techniques.
result Functions learned from LAB RBF kernels belong to an integral space of RKHSs, demonstrating robust generalization.

Standard kernels such as Matérn or RBF kernels only encode simple monotonic dependencies within the input space. Spectral mixture kernels have been proposed as general-purpose, flexible kernels for learning and discovering more complicated patterns in the data. Spectral mixture kernels have recently been generalized in…

2018-11-27abs ↗pdf ↗

Unified analysis for nonlinear parametric models in Bayesian optimization.

problem Limited theoretical guarantees for nonlinear parametric models in Bayesian optimization.
method Kernel-based framework for analyzing regularized nonlinear parametric models trained on adaptively collected data.
result Unified convergence guarantees for nonlinear acquisition and surrogate models.

The paper tackles model collapse in GPLVMs by improving kernel flexibility and projection variance.

problem Model collapse in GPLVMs leading to vague latent representations.
method Theoretical analysis of projection variance, integration of SM and RFF kernels, and variational inference.
result The advisedRFLVM outperforms competing models in informative latent representations and missing data imputation.

New method improves Gaussian kernel approximations for high-frequency data.

problem Limited scalability of kernel-based models to large data sets.
method Local random feature approximations using Maclaurin expansions and polynomial sketches.
result Significant improvement in kernel approximations and downstream performance for high-frequency 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 ↗

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.

Paper learns optimal kernels for Gaussian process regression in aerodynamics.

problem Approximating complex functions from limited data in aerodynamics.
method Two algorithms: Kernel Flow and Spectral Kernel Ridge Regression.
result Explicit construction of optimal kernels based on target function features.

Detecting the emergence of abrupt property changes in time series is a challenging problem. Kernel two-sample test has been studied for this task which makes fewer assumptions on the distributions than traditional parametric approaches. However, selecting kernels is non-trivial in practice. Although kernel selection fo…

2019-01-18abs ↗pdf ↗

Sparse Bayesian learning algorithm for estimating interaction kernels in Motsch-Tadmor model.

problem Data-driven identification of asymmetric interaction kernels in the Motsch-Tadmor model.
method Variational framework reformulating kernel identification as a subspace identification problem; sparse Bayesian learning algorithm with informative priors.
result Accurate, robust, and interpretable estimation of interaction kernels across various noise levels and data regimes.

Efficient and accurate low-rank approximations of multiple data sources are essential in the era of big data. The scaling of kernel-based learning algorithms to large datasets is limited by the O(n^2) computation and storage complexity of the full kernel matrix, which is required by most of the recent kernel learning a…

2016-01-17abs ↗pdf ↗

This paper introduces a new and effective algorithm for learning kernels in a Multi-Task Learning (MTL) setting. Although, we consider a MTL scenario here, our approach can be easily applied to standard single task learning, as well. As shown by our empirical results, our algorithm consistently outperforms the traditio…

2017-07-11abs ↗pdf ↗

This work explores variably scaled kernels to improve non-stationary Gaussian processes.

problem Limited ability of stationary kernels to represent heterogeneous correlation structures.
method Introduces variably scaled kernels to modify correlation structures explicitly.
result Improved reconstruction accuracy and better uncertainty estimates for non-stationary data.