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.
CKA with Gaussian RBF kernels converges linearly as bandwidth increases.
Support Vector Data Description (SVDD) provides a useful approach to construct a description of multivariate data for single-class classification and outlier detection with various practical applications. Gaussian kernel used in SVDD formulation allows flexible data description defined by observations designated as sup…
Paper proves MS convergence for radially symmetric kernels with large bandwidths.
Support vector data description (SVDD) is a popular technique for detecting anomalies. The SVDD classifier partitions the whole space into an inlier region, which consists of the region near the training data, and an outlier region, which consists of points away from the training data. The computation of the SVDD class…
Study shows that ridgeless Gaussian kernel regression overfits even with varying bandwidth or dimensionality.
Support vector data description (SVDD) is a popular anomaly detection technique. The SVDD classifier partitions the whole data space into an inlier region, which consists of the region near the training data, and an outlier region, which consists of points away from the training data. The computation of the SVDD classi…
Most density-based clustering methods largely rely on how well the underlying density is estimated. However, density estimation itself is also a challenging problem, especially the determination of the kernel bandwidth. A large bandwidth could lead to the over-smoothed density estimation in which the number of density …
Large-scale distributed training requires significant communication bandwidth for gradient exchange that limits the scalability of multi-node training, and requires expensive high-bandwidth network infrastructure. The situation gets even worse with distributed training on mobile devices (federated learning), which suff…
PCA-Triage optimizes sensor data sampling for IoT networks.
The study examines how posterior drift affects forecasting accuracy in overparametrized models, particularly in financial markets.
It is inevitable to train large deep learning models on a large-scale cluster equipped with accelerators system. Deep gradient compression would highly increase the bandwidth utilization and speed up the training process but hard to implement on ring structure. In this paper, we find that redundant gradient and gradien…
In kernel methods, the median heuristic has been widely used as a way of setting the bandwidth of RBF kernels. While its empirical performances make it a safe choice under many circumstances, there is little theoretical understanding of why this is the case. Our aim in this paper is to advance our understanding of the …
The paper analyzes Kernel Density Estimation in high dimensions with varying data and dimensionality.
Changing kernel bandwidth during training improves kernel regression performance.
A new method for faster bandwidth selection in Gaussian kernel ridge regression.
Traffic classification has various applications in today's Internet, from resource allocation, billing and QoS purposes in ISPs to firewall and malware detection in clients. Classical machine learning algorithms and deep learning models have been widely used to solve the traffic classification task. However, training s…
We provide a way to infer about existence of topological circularity in high-dimensional data sets in from its projection in obtained through a fast manifold learning map as a function of the high-dimensional dataset and a particular choice of a positive real known as band…
The paper bounds bandwidth and focal radius for manifolds with positive isotropic curvature.
Proposes GRAB-MDM for robust multiview data fusion.
Consistency of the kernel density estimator requires that the kernel bandwidth tends to zero as the sample size grows. In this paper we investigate the question of whether consistency is possible when the bandwidth is fixed, if we consider a more general class of weighted KDEs. To answer this question in the affirmativ…
Study bandwidth-limited training and inference of language models.
Algorithm selects variables and bandwidths for geographically weighted regression.
New method selects optimal bandwidth for price return density estimation, impacting efficient market hypothesis evaluation.
Typical large-scale recommender systems use deep learning models that are stored on a large amount of DRAM. These models often rely on embeddings, which consume most of the required memory. We present Bandana, a storage system that reduces the DRAM footprint of embeddings, by using Non-volatile Memory (NVM) as the prim…
An accurate and fast estimation of the available bandwidth in a network with varying cross-traffic is a challenging task. The accepted probing tools, based on the fluid-flow model of a bottleneck link with first-in, first-out multiplexing, estimate the available bandwidth by measuring packet dispersions. The estimation…
Distributed Lion optimizes large model training by reducing communication costs.
This paper improves bandwidth selectors for SPBNs to enhance their performance.
We consider recommendation systems that need to operate under wireless bandwidth constraints, measured as number of broadcast transmissions, and demonstrate a (tight for some instances) tradeoff between regret and bandwidth for two scenarios: the case of multi-armed bandit with context, and the case where there is a la…
This paper proposes a new method for automatically selecting the optimal kernel bandwidth in density estimation.
Kernel Estimation is one of the most widely used estimation methods in non-parametric Statistics, having a wide-range of applications, including spot volatility estimation of stochastic processes. The selection of bandwidth and kernel function is of great importance, especially for the finite sample settings commonly e…
New approach to adaptively select bandwidths in nonparametric regression.
Study provides bounds for estimating intrinsic dimension using Gaussian kernels.
New method tightens federated probe-logit distillation rates under varying bandwidths.
Conditional density estimation generalizes regression by modeling a full density f(yjx) rather than only the expected value E(yjx). This is important for many tasks, including handling multi-modality and generating prediction intervals. Though fundamental and widely applicable, nonparametric conditional density estimat…
We propose a flexible nonparametric regression method for ultrahigh-dimensional data. As a first step, we propose a fast screening method based on the favored smoothing bandwidth of the marginal local constant regression. Then, an iterative procedure is developed to recover both the important covariates and the regress…
As video camera deployments continue to grow, the need to process large volumes of real-time data strains wide area network infrastructure. When per-camera bandwidth is limited, it is infeasible for applications such as traffic monitoring and pedestrian tracking to offload high-quality video streams to a datacenter. Th…
Local Gaussian correlation struggles in tails but a new method improves it.
We explore the performance of several automatic bandwidth selectors, originally designed for density gradient estimation, as data-based procedures for nonparametric, modal clustering. The key tool to obtain a clustering from density gradient estimators is the mean shift algorithm, which allows to obtain a partition not…
Study neural communication systems with bandwidth-limited channels.
Extends FC-RAG to anytime-valid sequential coverage for language model swarms.
The emerging concern about data privacy and security has motivated the proposal of federated learning, which allows nodes to only synchronize the locally-trained models instead their own original data. Conventional federated learning architecture, inherited from the parameter server design, relies on highly centralized…
A streaming algorithm estimates quadratic covariation from financial data efficiently.
Memory bandwidth bottleneck is a major challenges in processing machine learning (ML) algorithms. In-memory acceleration has potential to address this problem; however, it needs to address two challenges. First, in-memory accelerator should be general enough to support a large set of different ML algorithms. Second, it…
The study optimizes Gaussian process approximations for finite-rank models.
A-FADMM improves FL scalability and privacy via wireless channel perturbations and interference.
Estimates bandwidth for CMC initial data sets.
Study on sensor fusion algorithms under high dimensional noise.
Estimators of information theoretic measures such as entropy and mutual information are a basic workhorse for many downstream applications in modern data science. State of the art approaches have been either geometric (nearest neighbor (NN) based) or kernel based (with a globally chosen bandwidth). In this paper, we co…