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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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24487195 · Jun 202019922001200920172026
48 results for Large-scale

We study the concept of coarse disjointness and large scale nn-to-11 functions. As a byproduct, we obtain an Ostrand-type characterization of asymptotic dimension for coarse structures. It is shown that properties like finite asymptotic dimension, coarse finitism, large scale weak paracompactness, ect. are all invari…

2015-08-12abs ↗pdf ↗

Efficiently solves large-scale robust portfolio optimization problems.

problem High computational demands in large-scale robust portfolio optimization.
method Extended supporting hyperplane approximation for distributionally robust portfolio problems.
result Significantly reduces computational time from several thousand seconds to just a few.

Paper presents an efficient algorithm for learning minimax risk classifiers with large-scale data.

problem Efficient learning of minimax risk classifiers for large-scale data with multiple classes.
method Combination of constraint and column generation for efficient learning.
result 10x speedup for general large-scale data and 100x speedup with many classes.

Let M be a compact manifold. We show the identity component Homeo0(M)\mathrm{Homeo}_0(M) of the group of self-homeomorphisms of M has a well-defined quasi-isometry type, and study its large scale geometry. Through examples, we relate this large scale geometry to both the topology of M and the dynamics of group actions on M. T…

2016-07-07abs ↗pdf ↗

Many real-world regression problems demand a measure of the uncertainty associated with each prediction. Standard decision forests deliver efficient state-of-the-art predictive performance, but high-quality uncertainty estimates are lacking. Gaussian processes (GPs) deliver uncertainty estimates, but scaling GPs to lar…

2015-06-11abs ↗pdf ↗

We present an idea of unifying small scale (topology, proximity spaces, uniform spaces) and large scale (coarse spaces, large scale spaces). It relies on an analog of multilinear forms from Linear Algebra. Each form has a large scale compactification and those include all well-known compactifications: Higson corona, Gr…

2019-08-27abs ↗pdf ↗

Paper proposes PPMM for fast estimation of large-scale OTM.

problem Estimation of large-scale optimal transport maps (OTM) is challenging due to the curse of dimensionality.
method Combines projection pursuit regression and sufficient dimension reduction to adaptively select projection directions.
result PPMM consistently estimates the most informative projection direction and weakly converges to the target OTM.

BanditLP optimizes personalized recommendations for large-scale systems.

problem Optimizing personalized recommendations for large-scale systems with constraints.
method Unified neural Thompson Sampling for learning and large-scale linear programming for action selection.
result Consistent gains over strong baselines in experiments and business win in LinkedIn's email marketing system.

Method analyzes large-scale network data to detect communication pattern shifts.

problem Analyzing large-scale time-series network data is challenging.
method Temporal encoder embedding method using ground-truth or estimated vertex labels.
result Detects communication pattern shifts across all levels of network structure.

We introduce the notion of large scale inductive dimension for asymptotic resemblance spaces. We prove that the large scale inductive dimension and the asymptotic dimensiongrad are equal in the class of r-convex metric spaces. This class contains the class of all geodesic metric spaces and all finitely generated groups…

2014-10-31abs ↗pdf ↗

We define a complete Riemannian manifold X to be large-scale conformally rigid if all groups that are quasi-isometric to some complete Riemannian manifold of bounded geometry conformal to X are quasi-isometric to X. We prove that many 3-manifolds, including Euclidean 3-space, hyperbolic 3-space and the product of the h…

2002-10-28abs ↗pdf ↗

Scale of data and scale of computation infrastructures together enable the current deep learning renaissance. However, training large-scale deep architectures demands both algorithmic improvement and careful system configuration. In this paper, we focus on employing the system approach to speed up large-scale training.…

2017-08-10abs ↗pdf ↗

This paper analyzes convergence of large-scale Transformers with weight decay.

problem Understanding optimization guarantees in large-scale Transformer training.
method Construct mean-field limit, show gradient flow convergence to PDE, demonstrate global minimum consistency.
result Gradient flow reaches global minimum in large-scale Transformers with small weight decay.

DistPre predicts traffic speeds efficiently for large networks.

problem Fine-grained, accurate speed prediction for large-scale transportation networks.
method Customizes LSTM models on a cluster, sharing trained models between detectors.
result Efficient and accurate fine-grained traffic-speed prediction.

Paper proposes data quality measures for large-scale high-dimensional data.

problem Lack of practical data quality measures for large-scale high-dimensional data.
method Proposes two data quality measures: class separability and in-class variability. Efficient algorithms based on random projections and bootstrapping are provided.
result Efficient algorithms for computing data quality measures on large-scale high-dimensional data.

A topology on a set XX is the same as a projection (i.e. an idempotent linear operator) cl:2X2Xcl:2^X\to 2^X satisfying Acl(A)A\subset cl(A) for all AXA\subset X. That's a good way to summarize Kuratowski's closure operator. Basic geometry on a set XX is a dot product :2X×2X2Y\cdot:2^X\times 2^X\to 2^Y. Its equivalent form is an or…

2018-03-24abs ↗pdf ↗

FibeRed reduces complex data dimensions while preserving topology.

problem Hard embedding of topologically complex datasets in low-dimensional Euclidean space.
method Modeling datasets with vector bundles, reducing fibers while preserving topology.
result FibeRed learns topologically faithful embeddings in lower dimensions than existing methods.

Characterizes and analyzes the large scale geometry of big mapping class groups of surfaces.

problem Analyzing the large scale geometry of big mapping class groups of surfaces with a unique maximal end.
method Building on previous work, the paper characterizes and analyzes the large scale geometry of big mapping class groups of surfaces with a unique maximal end.
result Proves that any locally CB big mapping class group is CB generated and gives an explicit criterion for determining which big mapping class groups are CB generated.

New method infers causal factors from large-scale data without full graph reconstruction.

problem Inferring causal variables from large-scale systems without full causal graph reconstruction.
method Supervised learning on simulated data using a neural network and subsampled-ensemble inference.
result Efficiently identifies causal relationships in large-scale gene regulatory networks.

Proposes MamBO for efficient high-dimensional large-scale optimization.

problem High-dimensional and large-scale optimization problems in machine learning and simulation.
method Combines subsampling and subspace embeddings with model aggregation to address uncertainty in surrogate models.
result Improves robustness of Bayesian optimization algorithm and achieves superior performance.

New algorithms estimate Jacobian matrices for large-scale machine learning.

problem Efficiently computing search directions for large nonlinear least squares.
method Exploit low-rank structure in Hessian to estimate Jacobian matrices.
result Two algorithms perform well compared to state-of-the-art methods.

This work aims to create a large-scale model for critical care time series data.

problem Lack of large-scale datasets and distribution shifts in critical care time series data.
method Harmonized dataset creation and transfer learning research.
result Established a foundation for large-scale multi-variate time series models in critical care.

New method estimates bidirectional causal effects in large-scale systems.

problem Estimating bidirectional causal effects in systems with mutual dependence and heteroskedasticity.
method Heteroskedasticity-based identification with online kernel learning and random Fourier features.
result Superior accuracy and stability compared to single equation and polynomial approximations.

A new L-BFGS method tackles large-scale optimization with fewer evaluations.

problem Efficiently solving large-scale unconstrained optimization problems.
method Proposes a regularized L-BFGS method with line search techniques.
result Shows global convergence and robust performance in numerical tests.

We propose a method to visualize class similarity in large-scale classifiers.

problem Analyzing hierarchical structures and relationships in large-scale classification.
method Compute class similarity based on prediction scores and visualize the class similarity matrix.
result Visualizing class similarity matrices reveals hierarchical structures and relationships.

A plethora of multi-view subspace clustering (MVSC) methods have been proposed over the past few years. Researchers manage to boost clustering accuracy from different points of view. However, many state-of-the-art MVSC algorithms, typically have a quadratic or even cubic complexity, are inefficient and inherently diffi…

2019-11-21abs ↗pdf ↗

Study how large-scale flows align small-scale vortices in 3D Euler equations.

problem Understanding how large-scale flows align small-scale vortices in 3D Euler equations.
method Constructing a Lagrangian coordinate to identify when the Lie bracket is zero and investigating the locality of the pressure term.
result Clarified conditions under which small-scale vortices are aligned by large-scale flows.

Randomized spectral co-clustering speeds up large-scale directed networks.

problem Co-clustering directed networks efficiently for large-scale data.
method Randomized spectral co-clustering algorithms using random-projection and random-sampling techniques.
result Theoretical and numerical validation of approximation and misclustering error rates.

Adaptive regularization prevents overfitting in large-scale sparse feature models.

problem Overfitting in models with large-scale sparse categorical features.
method Adaptive regularization of embedding layers' norm budget.
result Improves model performance within a single epoch and prevents multi-epoch performance degradation.

Uniformity and proximity are two different ways for defining small scale structures on a set. Coarse structures are large scale counterparts of uniform structures. In this paper, motivated by the definition of proximity, we develop the concept of asymptotic resemblance as a relation between subsets of a set to define a…

2013-10-23abs ↗pdf ↗

This paper proposes a new method for learning covers of geometric datasets to improve topological inference and visualization.

problem Improving topological inference and visualization of large-scale geometric datasets.
method Proposes a method for learning topologically-faithful covers of geometric datasets using optimization.
result Simplicial complexes obtained from learned covers outperform standard methods in terms of size and representation of large-scale topology.

Representations of probability measures in reproducing kernel Hilbert spaces provide a flexible framework for fully nonparametric hypothesis tests of independence, which can capture any type of departure from independence, including nonlinear associations and multivariate interactions. However, these approaches come wi…

2016-06-25abs ↗pdf ↗

PALMS reconstructs large-scale networks efficiently with parallel computing.

problem Reconstructing large-scale latent networks from observed dynamics is computationally challenging.
method PALMS (Parallel Adaptive Lasso with Multi-directional Signals) framework for distributed network reconstruction.
result PALMS substantially reduces computational complexity and storage requirements.