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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.

168,878 papers · 148 categories

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48 results for Learning as you go

This paper is an attempt to explain all the matrix calculus you need in order to understand the training of deep neural networks. We assume no math knowledge beyond what you learned in calculus 1, and provide links to help you refresh the necessary math where needed. Note that you do not need to understand this materia…

2018-02-05abs ↗pdf ↗

Investigates optimal pension policies in PAYG systems with forward utility and ageing population.

problem Optimal investment and pension policies in PAYG systems with sustainability and adequacy constraints.
method Non-zero volatility forward CRRA utilities, closed-form optimal policies, detailed numerical analysis.
result Characterization of optimal policies and detailed impact analysis under various scenarios.

In this report, we talked about a new quantitative strategy for choosing the optimal(s) stock(s) to trade. The basic notions are generally very known by the financial community. The key here is to understand 1) the standard score applied to a sample and 2) the correlation factor applied to different time series in real…

2012-12-30abs ↗pdf ↗

The paper optimizes pension policies with guarantees and sustainability constraints.

problem Designing optimal pension policies with guarantees and sustainability constraints.
method Dynamic utility model, stochastic domain, overlapping generations, time-consistent decision criterion.
result Optimal investment/pension policy computed for a general framework.

New DP training ensures models behave similarly at training and test time.

problem Standard SGD training leads to inconsistent model behavior at training and test time.
method Differentially-Private (DP) training ensures WYSIWYG property through distributional generalization.
result DP training guarantees high-level WYSIWYG property, improving model robustness and privacy.

DeeperGCN tackles deep GCNs by overcoming vanishing gradient and over-smoothing issues.

problem Vanishing gradient, over-smoothing, and over-fitting issues in deep GCNs.
method DeeperGCN uses differentiable generalized aggregation functions and a novel normalization layer (MsgNorm) to train deep GCNs.
result DeeperGCN significantly boosts performance on large-scale graph learning tasks.

As technology become more advanced, those who design, use and are otherwise affected by it want to know that it will perform correctly, and understand why it does what it does, and how to use it appropriately. In essence they want to be able to trust the systems that are being designed. In this survey we present assura…

2017-08-01abs ↗pdf ↗

FedBE aggregates local models into a robust global model via Bayesian inference.

problem Challenges in aggregating non-i.i.d. local models into a global model in federated learning.
method FedBE uses Bayesian inference to sample and combine higher-quality global models from local models.
result FedBE leads to more robust aggregation of local models into a global model, especially when data is non-i.i.d.

This paper proposes a unified framework for recognizing seen and unseen classes using visual and semantic prototypes.

problem Class overfitting and misclassification of unseen classes in zero-shot learning.
method Decomposes G-ZSL into OSR and ZSL, introduces semantic side-information for OSR, and uses a VSG-CNN framework.
result Improves recognition performance and cognitive ability for unknown classes.

A new memory-efficient Adam variant reduces second moments when feasible.

problem Memory constraints in training machine learning models.
method Signal-to-Noise Ratio (SNR) analysis to identify dimensions where second moments can be replaced by means.
result Memory-efficient Adam variant (SlimAdam) matches performance and stability of Adam while saving up to 98% of second moments.

New models ensure monotonicity in preference learning, improving accuracy especially with limited data.

problem Failure of widely used preference learning models to maintain monotonicity.
method Proposed Linear Generalized Bradley-Terry models with Diffusion Priors.
result New models improve accuracy, especially with limited data.

Proposes a mixed pension system combining PAYG and funded contributions to address sustainability.

problem Sustainability of public pension systems due to declining birth rates and increasing life expectancy.
method Combines a classical PAYG scheme with a funded investment scheme to ensure financial sustainability.
result Individuals contribute to a funded part, making them active participants in addressing demographic risks.

If you want to tell people the truth, make them laugh, otherwise they'll kill you. (source unclear) Machine learning and deep learning are the technologies of the day for developing intelligent automatic systems. However, a key hurdle for progress in the field is the literature itself: we often encounter papers that re…

2019-01-07abs ↗pdf ↗

Probabilistic models can handle causal inference without special tools.

problem Confusion over necessary tools for causal inference.
method Demonstrated through concrete examples that causal questions can be answered using standard probabilistic models.
result Causal questions can be addressed using standard probabilistic modelling and inference.

The paper introduces a new insurance pricing model based on driving mileage.

problem Weak link between insurance premiums and mileage, leading to overdriving and accidents.
method Developed a Pay-As-You-Drive insurance pricing model using a counting process and non-homogeneous Poisson distribution.
result The model provides theoretical results for better insurance pricing based on driving behavior.

We consider two well known constructions of link invariants. One uses skein theory: you resolve each crossing of the link as a linear combination of things that don't cross, until you eventually get a linear combination of links with no crossings, which you turn into a polynomial. The other uses quantum groups: you con…

2010-02-02abs ↗pdf ↗

The abstract discusses parallels between Galois theory and Stone-Weierstrass theorem in various fields.

problem Connecting distinguishing power and expressive power in different fields.
method Elementary theorem connecting distinguishing power and expressive power.
result Foundational principle in linguistics linking distinguishing power and expressive power.

Optimizes CNN architectures by analyzing receptive fields without training.

problem CNNs often have too many layers, making them resource-intensive and less effective.
method Layer-wise analysis of receptive fields to identify unproductive layers.
result Identifies and removes unproductive layers, improving CNN performance and efficiency.

We construct a pair of transverse genuine laminations on an atoroidal 3-manifold admitting transversely orientable uniform 1-cochain. The laminations are induced by the uniform 1-cochain and they are indeed the "straightening" of the coarse laminations defined in [Ca], by using minimal surface techniques. Moreover, whe…

2003-04-07abs ↗pdf ↗

The paper explores the limits of tight PAC-Bayes bounds for cheap models in robust statistics.

problem The challenge of obtaining meaningful bounds on the error of learning algorithms without prior assumptions.
method Investigates tight PAC-Bayes bounds for robust models with minimal cost.
result Demonstrates the limits of obtaining tight PAC-Bayes bounds for cheap models.

People who design, use, and are affected by autonomous artificially intelligent agents want to be able to \emph{trust} such agents -- that is, to know that these agents will perform correctly, to understand the reasoning behind their actions, and to know how to use them appropriately. Many techniques have been devised …

2017-11-08abs ↗pdf ↗

We prove a structure theorem for 3-manifolds with non-trivial JSJ-decomposition and 2-generated fundamental group. We deduce a variety of Corollaries. Note this is not a complete classification of such manifolds. In particular we believe that one of the families in our list is empty. If you know something about hyperbo…

2001-11-30abs ↗pdf ↗

Take a torus with a Riemannian metric. Lift the metric on its universal cover. You get a distance which in turn yields balls. On these balls you can look at the Laplacian. Focus on the spectrum for the Dirichlet or Neumann problem. We describe the asymptotic behaviour of the eigenvalues as the radius of the balls goes …

2002-02-28abs ↗pdf ↗

Facial attribute editing aims to manipulate single or multiple attributes of a face image, i.e., to generate a new face with desired attributes while preserving other details. Recently, generative adversarial net (GAN) and encoder-decoder architecture are usually incorporated to handle this task with promising results.…

2017-11-29abs ↗pdf ↗

A grand challenge in reinforcement learning is intelligent exploration, especially when rewards are sparse or deceptive. Two Atari games serve as benchmarks for such hard-exploration domains: Montezuma's Revenge and Pitfall. On both games, current RL algorithms perform poorly, even those with intrinsic motivation, whic…

2019-01-30abs ↗pdf ↗

Supervised machine learning models boast remarkable predictive capabilities. But can you trust your model? Will it work in deployment? What else can it tell you about the world? We want models to be not only good, but interpretable. And yet the task of interpretation appears underspecified. Papers provide diverse and s…

2016-06-10abs ↗pdf ↗

Optimizes pension mix of PAYGO, EET, and individual savings.

problem Balancing PAYGO, EET, and individual savings in funded pension schemes.
method Solves a Nash equilibrium between pension participants and government, considering age-dependent preferences and optimal asset allocation.
result Identifies critical ages and optimal contribution rates for maximizing overall utility.

By introducing several improvements to the AlphaZero process and architecture, we greatly accelerate self-play learning in Go, achieving a 50x reduction in computation over comparable methods. Like AlphaZero and replications such as ELF OpenGo and Leela Zero, our bot KataGo only learns from neural-net-guided Monte Carl…

2019-02-27abs ↗pdf ↗

We applied machine learning to predict whether a gene is involved in axon regeneration. We extracted 31 features from different databases and trained five machine learning models. Our optimal model, a Random Forest Classifier with 50 submodels, yielded a test score of 85.71%, which is 4.1% higher than the baseline scor…

2017-10-30abs ↗pdf ↗

Within many machine learning algorithms, a fundamental problem concerns efficient calculation of an unbiased gradient wrt parameters $\gammav$ for expectation-based objectives $\Ebb_{q_{\gammav} (\yv)} [f(\yv)]$. Most existing methods either (i) suffer from high variance, seeking help from (often) complicated variance-…

2019-01-17abs ↗pdf ↗

Have you ever looked at a machine learning classification model and thought, I could have made that? Well, that is what we test in this project, comparing XGBoost trained on human engineered features to training directly on data. The human engineered features do not outperform XGBoost trained di- rectly on the data, bu…

2016-09-04abs ↗pdf ↗