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.
We propose a novel approach for nonlinear regression using a two-layer neural network (NN) model structure with sparsity-favoring hierarchical priors on the network weights. We present an expectation propagation (EP) approach for approximate integration over the posterior distribution of the weights, the hierarchical s…
This paper studies large-width asymptotics for ReLU neural networks with α-Stable initializations.
problem Characterizing the large-width behavior of ReLU neural networks with α-Stable initializations.
method Analysis of the large-width distributions and training dynamics of ReLU neural networks initialized with α-Stable distributions.
result For ReLU neural networks with α-Stable initializations, the large-width training dynamics achieve zero training error at a linear rate, characterized by a random kernel.
In this paper, we present some theoretical work to explain why simple gradient descent methods are so successful in solving non-convex optimization problems in learning large-scale neural networks (NN). After introducing a mathematical tool called canonical space, we have proved that the objective functions in learning…
The k-NN graph has played a central role in increasingly popular data-driven techniques for various learning and vision tasks; yet, finding an efficient and effective way to construct k-NN graphs remains a challenge, especially for large-scale high-dimensional data. In this paper, we propose a new approach to const…
We describe tests validating progress made toward acceleration and automation of hydrodynamic codes in the regime of developed turbulence by three Deep Learning (DL) Neural Network (NN) schemes trained on Direct Numerical Simulations of turbulence. Even the bare DL solutions, which do not take into account any physics …
The paper trains neural networks with robustness guarantees using semidefinite constraints.
problem Training neural networks with robustness and stability guarantees.
method Exploiting the banded structure of semidefinite constraints, an efficient and scalable training scheme based on interior point methods is set up.
result The method allows for enforcing Lipschitz constraints in large-scale deep neural networks, as demonstrated in numerical examples.
Unified framework evaluates different nearest neighbor classification methods.
problem Evaluating and comparing classical, fuzzy, and fuzzy rough nearest neighbor classification methods.
method Standardized nearest neighbor weighting with kernel functions applied to distance and/or rank values of nearest neighbors.
result NN, FNN, and FRNN perform best with Boscovich distance, and NN and FRNN perform best with specific combinations of weights and scaling measures.
An ensemble of neural networks is known to be more robust and accurate than an individual network, however usually with linearly-increased cost in both training and testing. In this work, we propose a two-stage method to learn Sparse Structured Ensembles (SSEs) for neural networks. In the first stage, we run SG-MCMC wi…
Wide neural networks can outperform kernel methods in certain tasks.
problem Understanding when neural networks outperform kernel methods in classification tasks.
method Analyzing the performance of wide neural networks and kernel methods on various tasks, considering the initialization of SGD and the structure of covariates.
result Wide neural networks can outperform kernel methods in tasks where covariates have a low-dimensional structure similar to the target function.
New insights into why neural networks generalize well.
problem Understanding why neural networks generalize well despite heavy-tailed weight distributions.
method Developed a simple model to analyze the emergence of heavy-tailed empirical spectral densities (ESDs) in two-layer neural networks without gradient noise.
result Learning rates play a crucial role in shaping the ESDs of two-layer neural networks, leading to better generalization.
Study of deep Stable neural networks with various activation functions.
problem Characterizing the infinitely wide limits of deep Stable neural networks.
method Investigation of large-width properties of deep Stable NNs with a generalized central limit theorem for heavy tails.
result Extension of characterization to a broader class of activation functions, including sub-linear, asymptotically linear, and super-linear functions.
Finite-width neural networks are approximated by Gaussian processes with finite size corrections.
problem Understanding the behavior of finite-width neural networks as they approach infinite width.
method Analyzing the distribution of outputs at initialization for large, finite neural networks with a single hidden layer.
result The distribution of outputs at initialization is well described by a Gaussian perturbed by the fourth Hermite polynomial, with the perturbation scale inversely proportional to the number of network units.
The eigendeomposition of nearest-neighbor (NN) graph Laplacian matrices is the main computational bottleneck in spectral clustering. In this work, we introduce a highly-scalable, spectrum-preserving graph sparsification algorithm that enables to build ultra-sparse NN (u-NN) graphs with guaranteed preservation of the or…
Correspondence analysis (CA) is a multivariate statistical tool used to visualize and interpret data dependencies. CA has found applications in fields ranging from epidemiology to social sciences. However, current methods used to perform CA do not scale to large, high-dimensional datasets. By re-interpreting the object…
Recommender systems leverage product and community information to target products to consumers. Researchers have developed collaborative recommenders, content-based recommenders, and (largely ad-hoc) hybrid systems. We propose a unified probabilistic framework for merging collaborative and content-based recommendations…
We present a formal measure-theoretical theory of neural networks (NN) built on probability coupling theory. Our main contributions are summarized as follows. * Built on the formalism of probability coupling theory, we derive an algorithm framework, named Hierarchical Measure Group and Approximate System (HMGAS), nickn…
Unions of subspaces provide a powerful generalization to linear subspace models for collections of high-dimensional data. To learn a union of subspaces from a collection of data, sets of signals in the collection that belong to the same subspace must be identified in order to obtain accurate estimates of the subspace s…
Many modern big data applications feature large scale in both numbers of responses and predictors. Better statistical efficiency and scientific insights can be enabled by understanding the large-scale response-predictor association network structures via layers of sparse latent factors ranked by importance. Yet sparsit…
This paper studies the large sample asymptotics of data analysis procedures based on the optimization of functionals defined on k-NN graphs on point clouds. The paper is framed in the context of minimization of balanced cut functionals, but our techniques, ideas and results can be adapted to other functionals of rele…
Sparse representations using data dictionaries provide an efficient model particularly for signals that do not enjoy alternate analytic sparsifying transformations. However, solving inverse problems with sparsifying dictionaries can be computationally expensive, especially when the dictionary under consideration has a …
Deep learning using multi-layer neural networks (NNs) architecture manifests superb power in modern machine learning systems. The trained Deep Neural Networks (DNNs) are typically large. The question we would like to address is whether it is possible to simplify the NN during training process to achieve a reasonable pe…