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.
Forecast dam inflow using sea surface feature weights.
In this paper, we propose a novel linear discriminant analysis criterion via the Bhattacharyya error bound estimation based on a novel L1-norm (L1BLDA) and L2-norm (L2BLDA). Both L1BLDA and L2BLDA maximize the between-class scatters which are measured by the weighted pairwise distances of class means and meanwhile mini…
RTC-GTNLN model recovers traffic data from missing values and noise.
We present an Automatic Relevance Determination prior Bayesian Neural Network(BNN-ARD) weight l2-norm measure as a feature importance statistic for the model-x knockoff filter. We show on both simulated data and the Norwegian wind farm dataset that the proposed feature importance statistic yields statistically signific…
Extends L2-norm LDA to 2D inputs using Bhattacharyya bound.
Adversarial training makes logistic regression weight loss landscapes sharper.
New methods improve portfolio risk minimization by estimating covariance matrix more accurately.
Normalization methods such as batch [Ioffe and Szegedy, 2015], weight [Salimansand Kingma, 2016], instance [Ulyanov et al., 2016], and layer normalization [Baet al., 2016] have been widely used in modern machine learning. Here, we study the weight normalization (WN) method [Salimans and Kingma, 2016] and a variant call…
New regularizer improves neural network robustness and generalization.
This work proposes an adaptive trace lasso regularized L1-norm based graph cut method for dimensionality reduction of Hyperspectral images, called as `Trace Lasso-L1 Graph Cut' (TL-L1GC). The underlying idea of this method is to generate the optimal projection matrix by considering both the sparsity as well as the corr…
We propose a version of least-mean-square (LMS) algorithm for sparse system identification. Our algorithm called online linearized Bregman iteration (OLBI) is derived from minimizing the cumulative prediction error squared along with an l1-l2 norm regularizer. By systematically treating the non-differentiable regulariz…
SWRLDA improves LDA for multi-class classification with edge classes.
Traffic forecasting is a particularly challenging application of spatiotemporal forecasting, due to the time-varying traffic patterns and the complicated spatial dependencies on road networks. To address this challenge, we learn the traffic network as a graph and propose a novel deep learning framework, Traffic Graph C…
A significant hurdle for analyzing large sample data is the lack of effective statistical computing and inference methods. An emerging powerful approach for analyzing large sample data is subsampling, by which one takes a random subsample from the original full sample and uses it as a surrogate for subsequent computati…
We show that solutions of the Seiberg-Witten equations lead to non-trivial lower bounds for the L2-norm of the Weyl curvature of a compact Riemannian 4-manifold. These estimates are then used to derive new obstructions to the existence of Einstein metrics. These results considerably refine those previously obtained usi…
In seeking for sparse and efficient neural network models, many previous works investigated on enforcing L1 or L0 regularizers to encourage weight sparsity during training. The L0 regularizer measures the parameter sparsity directly and is invariant to the scaling of parameter values, but it cannot provide useful gradi…
This paper proposes a method for machine learning from unlabeled data in the form of a time-series. The mapping that is learned is shown to extract slowly evolving information that would be useful for control applications, while efficiently filtering out unwanted, higher-frequency noise. The method consists of training…
Improved sample efficiency in learning sparse Ising models.
A Riemannian metric on a compact 4-manifold is said to be Bach-flat if it is a critical point for the L2-norm of the Weyl curvature. When the Riemannian 4-manifold in question is a Kaehler surface, we provide a rough classification of solutions, followed by detailed results regarding each case in the classification. Th…
In this paper, we study the evolution of L2 p-forms under Ricci flow with bounded curvature on a complete non-compact or a compact Riemannian manifold. We show that under curvature pinching conditions on such a manifold, the L2 norm of a smooth p-form is non-increasing along the Ricci flow. The L^{\infty} norm is showe…
QAPCA uses quantum annealing for robust PCA.
Support Vector Machine (SVM) is an efficient classification approach, which finds a hyperplane to separate data from different classes. This hyperplane is determined by support vectors. In existing SVM formulations, the objective function uses L2 norm or L1 norm on slack variables. The number of support vectors is a me…
We express characteristic numbers of compact hyperkähler manifolds in graph-theoretical form, considering them as a special case of the curvature invariants introduced by Rozansky and Witten. The appropriate graphs are generated by ``wheels'' and we use the recently proved Wheeling Theorem to give a formula for the L2 …
The optimization of large portfolios displays an inherent instability to estimation error. This poses a fundamental problem, because solutions that are not stable under sample fluctuations may look optimal for a given sample, but are, in effect, very far from optimal with respect to the average risk. In this paper, we …
We consider a class of operator-induced norms, acting as finite-dimensional surrogates to the L2 norm, and study their approximation properties over Hilbert subspaces of L2 . The class includes, as a special case, the usual empirical norm encountered, for example, in the context of nonparametric regression in reproduci…
A new method reparameterizes ridge regression for faster, more interpretable results.
We present an algorithm for L1-norm kernel PCA and provide a convergence analysis for it. While an optimal solution of L2-norm kernel PCA can be obtained through matrix decomposition, finding that of L1-norm kernel PCA is not trivial due to its non-convexity and non-smoothness. We provide a novel reformulation through …
The problem of biclustering consists of the simultaneous clustering of rows and columns of a matrix such that each of the submatrices induced by a pair of row and column clusters is as uniform as possible. In this paper we approximate the optimal biclustering by applying one-way clustering algorithms independently on t…
Dynamic reinsurance aims to minimize surplus risk using martingale transport.
The purpose of this paper is to study the behaviour of sequences of generalised monopoles with a uniform bound on a certain L2-norm. We focus on the case that the target hyperKahler manifolds are Swann bundles. In 3-dimensional case, suppose that there exists an open submanifold Y' such that the hyperKahler potential a…
We derive new, sharp lower bounds for certain curvature functionals on the space of Riemannian metrics of a smooth compact 4-manifold with a non-trivial Seiberg-Witten invariant. These allow one, for example, to exactly compute the infimum of the L2-norm of Ricci curvature for all complex surfaces of general type. We a…
Principal component analysis (PCA) is often used to reduce the dimension of data by selecting a few orthonormal vectors that explain most of the variance structure of the data. L1 PCA uses the L1 norm to measure error, whereas the conventional PCA uses the L2 norm. For the L1 PCA problem minimizing the fitting error of…
The support vector machine (SVM) is a widely used machine learning tool for classification based on statistical learning theory. Given a set of training data, the SVM finds a hyperplane that separates two different classes of data points by the largest distance. While the standard form of SVM uses L2-norm regularizatio…
We study the fundamental problem of learning an unknown, smooth probability function via pointwise Bernoulli tests. We provide a scalable algorithm for efficiently solving this problem with rigorous guarantees. In particular, we prove the convergence rate of our posterior update rule to the true probability function in…
Logit dynamics formula reveals self-regulation in softmax policy gradient methods.
Automl is the key technology for machine learning problem. Current state of art hyperparameter optimization methods are based on traditional black-box optimization methods like SMBO (SMAC, TPE). The objective function of black-box optimization is non-smooth, or time-consuming to evaluate, or in some way noisy. Recent y…
This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank constrained optimisation problem. This problem is non-convex and state-of-the-art algor…
Humans are able to accelerate their learning by selecting training materials that are the most informative and at the appropriate level of difficulty. We propose a framework for distributing deep learning in which one set of workers search for the most informative examples in parallel while a single worker updates the …
So-called sparse estimators arise in the context of model fitting, when one a priori assumes that only a few (unknown) model parameters deviate from zero. Sparsity constraints can be useful when the estimation problem is under-determined, i.e. when number of model parameters is much higher than the number of data point…
Robustness is an increasingly important property of machine learning models as they become more and more prevalent. We propose a defense against adversarial examples based on a k-nearest neighbor (kNN) on the intermediate activation of neural networks. Our scheme surpasses state-of-the-art defenses on MNIST and CIFAR-1…
This paper investigates the question of which smooth compact 4-manifolds admit Riemannian metrics that minimize the L2-norm of the curvature tensor. Metrics with this property are called OPTIMAL; Einstein metrics and scalar-flat anti-self-dual metrics provide us with two interesting classes of examples. Using twistor m…
Study evaluates various regularization methods for electricity price forecasting.
STRATA generates code adversarial examples efficiently without gradients.
Novel approach uses quasi-conformal geometry for OSA classification from cephalometry.
Our goal is to estimate causal interactions in multivariate time series. Using vector autoregressive (VAR) models, these can be defined based on non-vanishing coefficients belonging to respective time-lagged instances. As in most cases a parsimonious causality structure is assumed, a promising approach to causal discov…
Finding the diameter of a dataset in multidimensional Euclidean space is a well-established problem, with well-known algorithms. However, most of the algorithms found in the literature do not scale well with large values of data dimension, so the time complexity grows exponentially in most cases, which makes these algo…
The paper bounds the -norm of Euler class for foliations on 3-manifolds.
Adversarial perturbations fool deepfake detectors with high accuracy.