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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.

168,695 papers · 148 categories

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109218327436 · Jun 202019922001200920172026
48 results for Limited precision

Finite-precision learning of anh anh networks is limited by the Monte Carlo rate.

problem Learning anh anh neural networks under finite precision
method Using iterated anh anh activations to construct localized bump functions
result No adaptive randomized algorithm can achieve higher convergence rate than Monte Carlo rate in finite precision

Paper approximates solutions for complex decision processes with limited precision.

problem Approximating the set of all solutions for Multi-objective Markov Decision Processes.
method Limited precision approach based on White's multi-objective value-iteration dynamic programming algorithm.
result The number of calculated solutions is tractable and approximates the true Pareto front.

Low-precision streaming PCA estimates the leading eigenvector with limited precision.

problem Estimating the leading eigenvector in a streaming setting with limited precision.
method Oja's algorithm with linear and nonlinear stochastic quantization.
result A batched version of the quantized variants achieves the lower bound on quantization error up to logarithmic factors.

Training of large-scale deep neural networks is often constrained by the available computational resources. We study the effect of limited precision data representation and computation on neural network training. Within the context of low-precision fixed-point computations, we observe the rounding scheme to play a cruc…

2015-02-09abs ↗pdf ↗

It is well-known that the precision of data, hyperparameters, and internal representations employed in learning systems directly impacts its energy, throughput, and latency. The precision requirements for the training algorithm are also important for systems that learn on-the-fly. Prior work has shown that the data and…

2016-07-03abs ↗pdf ↗

Given a compact closed subset MM of a line segment in R3\mathbb{R}^3, we construct a sequence of minimal surfaces ΣkΣ_k embedded in a neighborhood CC of the line segment that converge smoothly to a limit lamination of CC away from MM. Moreover, the curvature of this sequence blows up precisely on MM, and the limit…

2009-10-01abs ↗pdf ↗

Study best arm identification with limited precision sampling in bandits.

problem Limited precision sampling in multi-armed bandit problems.
method Proposed a modified tracking-based algorithm to handle non-unique optimal allocations and presented non-asymptotic bounds.
result Asymptotically optimal tracking-based algorithm for best arm identification.

Constructs hyperbolic reflection groups with 3D limit sets.

problem Existence of convex cocompact groups with specific limit sets.
method Inputting a simplicial complex into a construction process yields a hyperbolic reflection group.
result Answers Kapovich's question affirmatively by creating a thin subgroup of an arithmetic lattice.

Low-precision computation is often used to lower the time and energy cost of machine learning, and recently hardware accelerators have been developed to support it. Still, it has been used primarily for inference - not training. Previous low-precision training algorithms suffered from a fundamental tradeoff: as the num…

2018-03-09abs ↗pdf ↗

SINGD improves KFAC for memory-efficiency and stability in low-precision training.

problem Memory inefficiency and numerical instability of KFAC in low-precision training.
method Formulated inverse-free KFAC update and imposed structures in Kronecker factors.
result SINGD is memory-efficient and numerically robust, often outperforming AdamW in half precision.

The paper improves precision matrix estimation by SLOPE, especially in high-dimensional settings.

problem Estimating precision matrices with structured edge patterns.
method Graphical SLOPE, focusing on sparsity and cluster recovery.
result The method converges to the optimal solution and accurately identifies cluster structures.

Proposes rounding method for precise treatment effect estimation under budget constraints.

problem Resource-constrained experimental design for precise treatment effect estimation.
method Dependent randomized rounding procedure to convert assignment probabilities into binary treatment decisions.
result Improved estimator precision through variance reduction and efficient inference.

This paper examines the precision of estimators of Quantile-Based Risk Measures (Value at Risk, Expected Shortfall, Spectral Risk Measures). It first addresses the question of how to estimate the precision of these estimators, and proposes a Monte Carlo method that is free of some of the limitations of existing approac…

2011-03-29abs ↗pdf ↗

Deep neural networks have enabled progress in a wide variety of applications. Growing the size of the neural network typically results in improved accuracy. As model sizes grow, the memory and compute requirements for training these models also increases. We introduce a technique to train deep neural networks using hal…

2017-10-10abs ↗pdf ↗

Study G-H limits of surfaces with boundary, focusing on same Euler characteristic.

problem Investigate Gromov-Hausdorff limits of compact surfaces with boundary.
method Focus on surfaces with same Euler characteristic, build on previous work on closed surfaces.
result Complete description and topological properties of limit spaces.

Active learning selects both observations and annotation precision for Gaussian Processes.

problem Costly annotation in supervised learning.
method Proposes an active learning algorithm that selects observations and annotation precision, using a modified BALD objective.
result Empirically shows the benefits of adjusting annotation precision in active learning.

This paper improves low-precision sampling using SGHMC for deep learning models.

problem Enhancing training efficiency of deep neural networks with low-precision training.
method Investigates low-precision sampling via Stochastic Gradient Hamiltonian Monte Carlo (SGHMC) for both log-concave and non-log-concave distributions.
result Low-precision SGHMC achieves quadratic improvement in error compared to SGLD for non-log-concave distributions.

The paper improves Bayesian precision matrix estimation for high-dimensional sparse data.

problem Estimating sparse precision matrices in high-dimensional settings.
method Tempered posterior with fully specified horseshoe prior.
result Concentration results and theoretical oracle inequality for posterior.

The paper examines how deep linear neural networks behave as they become infinitely wide.

problem Understanding the behavior of deep linear neural networks as they approach infinite width.
method Analyzes the infinite-width limit of deep linear neural networks, proving convergence to deterministic models and providing precise laws for random weights.
result The training dynamics of deep linear neural networks converge to those of a deterministic model, and the weights' behavior is precisely described.

AI-enabled precision medicine promises a transformational improvement in healthcare outcomes by enabling data-driven personalized diagnosis, prognosis, and treatment. However, the well-known "curse of dimensionality" and the clustered structure of biomedical data together interact to present a joint challenge in the hi…

2022-11-29abs ↗pdf ↗

We study local (n+1n+1)-webs of codimension 1 on a manifold of dimension n.n. We give a complete description of their possible Lie algebras of infinitesimal diffeomorphisms. More precisely we show that these Lie algebras are direct products of sub-algebras which are isomorphic to sl(2),\frak{sl}(2), to the non-commutative 2…

2017-01-19abs ↗pdf ↗

Recent machine learning methods use increasingly large deep neural networks to achieve state of the art results in various tasks. The gains in performance come at the cost of a substantial increase in computation and storage requirements. This makes real-time implementations on limited resources hardware a challenging …

2019-02-18abs ↗pdf ↗

UCB algorithms improve on bandit problems with precise regret analysis and adaptive inference.

problem Understanding the performance and statistical inference of UCB algorithms in multi-armed bandit problems.
method Deterministic characterization of arm pulls and precise regret analysis.
result UCB algorithms' maximal regret deviates from minimax regret by a logarithmic factor, and the Lai-Robbins formula is exact only under specific conditions.

Derives scaling limits and fluctuations for SGD in high dimensions.

problem Understanding SGD behavior in high-dimensional settings with varying noise levels.
method Interacting particle system approach, treating SGD iterates as such, with covariance structure considered.
result Precise three-step phase transition observed in SGD behavior: ballistic, diffusive, then random.

EMPIR combines low and full precision DNNs to enhance robustness against adversarial attacks.

problem Vulnerability of DNNs to adversarial attacks that misclassify inputs with small perturbations.
method Ensemble of quantized DNN models with different numerical precisions.
result EMPIR ensembles increase adversarial robustness by 42.6% on average across different tasks.

Study identifies three quantization regimes for ReLU networks.

problem Approximation of Lipschitz functions by ReLU networks with finite-precision weights.
method Established through nonasymptotic tight lower and upper bounds on minimax approximation error.
result Memory-optimality achieved in proper quantization regime for deep networks.

Currently, deep neural networks are deployed on low-power portable devices by first training a full-precision model using powerful hardware, and then deriving a corresponding low-precision model for efficient inference on such systems. However, training models directly with coarsely quantized weights is a key step towa…

2017-06-07abs ↗pdf ↗

We improve Gaussian copula models for imputing mixed data types with precise approximations.

problem Imputing missing values with mixed data types in surveys and medical applications.
method We use randomized quasi-Monte Carlo procedures for direct and arbitrarily precise approximations of model estimation and imputation.
result Our method yields lower errors for model parameters and imputed values compared to existing methods.

This paper reviews random forest methods for analyzing longitudinal data in precision medicine.

problem Analyzing longitudinal data for precision medicine.
method Extensions of random forest for longitudinal data analysis.
result Categorization of random forest methods for different data structures and repeated measurements.

Machine learning model predicts DFT total energy to complete basis set limit.

problem Finding a model to extrapolate DFT calculations to complete basis set limit.
method Quantile-random-forest model trained on binary solids data.
result Random-forest model achieves <25% symmetric MAPE for both DFT codes.

Study shows flow convergence to smooth K-Ricci outside a divisor with cusp singularity.

problem Behavior of conical Kähler-Ricci flow as cone angle approaches zero.
method Analysis of limit behavior of conical Kähler-Ricci flow as cone angle tends to zero.
result Flow converges to a unique Kähler-Ricci flow with cusp singularity along the divisor.

The paper sets fundamental limits for ERM in high dimensions.

problem Understanding statistical accuracy of ERM in high-dimensional settings.
method Sharp performance characterizations and tight lower bounds derived for generalized linear models.
result Optimal tuning of loss function and regularization parameter.

Trans-Glasso uses transfer learning to estimate precision matrices from related studies.

problem Challenges in precision matrix estimation with limited target samples.
method Two-step transfer learning: multi-task learning followed by differential network estimation.
result Trans-Glasso achieves minimax optimality under certain conditions and outperforms baseline methods in simulations and real-world applications.

The two-sphere valued wave map flow on a Lorentzian domain R x Sigma, where Sigma is any flat two-torus, is studied. The Cauchy problem with initial data tangent to the moduli space of holomorphic maps Sigma -> S^2 is considered, in the limit of small initial velocity. It is proved that wave maps, in this limit, conver…

2012-07-18abs ↗pdf ↗

The study characterizes lamination limits and homeomorphisms in 3D handlebodies.

problem Characterizing lamination limits and homeomorphisms in 3D handlebodies.
method Using Hausdorff limits and commensurability of laminations, the study characterizes lamination limits and homeomorphisms.
result A characterization of when a non-minimal lamination is a Hausdorff limit of meridians and related characterization of homeomorphisms.

Improved deep learning model deployment on tiny MCUs with mixed-precision quantization.

problem Memory limitations prevent accurate deployment of DNN models on tiny MCUs.
method Automated mixed-precision quantization using Reinforcement Learning for MCU constraints.
result Mixed-precision models achieve high accuracy with uniform quantization policies.

We review recent quantitative results on the approximation of mean field diffusion equations by large systems of interacting particles, obtained by optimal coupling methods. These results concern a larger range of models, more precise senses of convergence and links with the long time behaviour of the systems to be con…

2010-09-20abs ↗pdf ↗