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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.

168,742 papers · 148 categories

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85170255340 · Jun 202019922001200920172026
48 results for Metric Matrix

We show that a left-invariant metric g on a nilpotent Lie group N is a soliton metric if and only if a matrix U and vector v associated the manifold (N,g) satisfy the matrix equation Uv = [1], where [1] is a vector with every entry a one. We associate a generalized Cartan matrix to the matrix U and use the theory of Ka…

2008-09-29abs ↗pdf ↗

Paper proposes a new approach to optimal transport for vector and matrix densities.

problem Optimal transport for vector and matrix densities with positivity and action transitivity constraints.
method Gauge-theoretic approach using semi-direct product groups of diffeomorphisms and gauge transformations.
result Bures-type metrics on semi-direct product groups relate to Wasserstein-type metrics on vector and matrix densities via Riemannian submersions.

We derive an interpolation version of constrained matrix Li-Yau-Hamilton estimate on Kähler manifolds. As a result, we first get a constrained matrix Li-Yau-Hamilton estimate for heat equation on a Kähler manifold with fixed Kähler metric. Secondly, we get a corresponding estimate for forward conjugate heat equation on…

2014-07-01abs ↗pdf ↗

New method quantifies classifier uncertainty, revealing large variability in performance metrics.

problem Uncertainty in classifier performance metrics due to small data sets.
method Probability model of the confusion matrix to quantify uncertainty.
result Large uncertainties in classification performance metrics can lead to misleading conclusions.

The object of investigation are Lie groups considered as almost contact B-metric manifolds of the lowest dimension three. It is established a correspondence of all basic-class-manifolds of the Ganchev-Mihova-Gribachev classification of the studied manifolds and the explicit matrix representation of Lie groups. Some kno…

2015-03-01abs ↗pdf ↗

We introduce a model of the set of all Polish (=separable complete metric) spaces: the cone R\cal R of distance matrices, and consider geometric and probabilistic problems connected with this object. The notion of the universal distance matrix is defined and we proved that the set of such matrices is everywhere dense …

2002-05-08abs ↗pdf ↗

Study evaluates thresholds for removing noise from DNN weights using random matrix theory.

problem Removing noise from deep neural network weights for better approximation.
method Model weights as signal + noise, use random matrix theory to estimate thresholds, evaluate using cosine similarity.
result Proposed threshold estimation method improves approximation quality.

A new algorithm solves the metric nearness problem efficiently.

problem Finding the nearest distance matrix that satisfies triangle inequalities.
method Delayed constraint generation with semismooth Newton based proximal augmented Lagrangian method (PALM).
result Solves problems with up to 10^8 variables and 10^13 constraints efficiently.

Unified framework for comparing classification metrics across different imbalance rates.

problem Differences in scale and sensitivity to class imbalance rates in classification metrics.
method Introduces outperformance standardization (OPS) function to map metrics to a common scale.
result Unified o-value metric provides clear comparison across different imbalance rates.

Study differential properties of matrix square roots in specific cases.

problem Understanding matrix square roots in semi-simple, symmetric, and orthogonal cases.
method Analysis of differential and metric structures of real square roots of matrices under specific conditions.
result Differential properties of matrix square roots in semi-simple, symmetric, and orthogonal cases.

EAST aligns neural network classifiers with user-defined evaluation metrics.

problem Mismatch between neural network training and evaluation metrics leads to suboptimal performance.
method EAST uses dynamic thresholding, soft-set confusion matrix, and annealing to align neural network predictions with target evaluation metrics.
result EAST improves alignment between training objectives and evaluation metrics, outperforming existing methods.

A new metric learning framework for signed graphs using Gershgorin disc alignment.

problem Learning Mahalanobis metrics from signed graphs efficiently.
method Proposes a fast metric learning framework using Gershgorin disc perfect alignment (GDPA) to circumvent full eigen-decomposition.
result Proves that Gershgorin disc left-ends of similarity transform are perfectly aligned at the smallest eigenvalue, enabling efficient optimization.

Paper proposes integrating hierarchical class structure into prototypical network supervision.

problem Improving classification accuracy in tasks with hierarchical class structures.
method Integrates hierarchical class structure (metric) into prototypical network supervision.
result Consistent improvement of error rate weighted by the cost matrix compared to traditional methods.

Unified approach optimizes neural network training for various metrics.

problem Training and evaluation of neural network binary classifiers often use different metrics.
method Combines differentiable approximation and probabilistic soft sets.
result Effective in optimizing for metrics like F1-Score across various domains.

Study high-dimensional covariance matrix estimators for complex portfolios, improving financial metrics.

problem Estimating covariance matrices in high-dimensional portfolios with nested and one-factor structures.
method Combining random matrix theory, free probability, deterministic equivalents, and two-step covariance estimators.
result Two-step estimators improve financial metrics in complex and one-factor covariance models.

In this paper we are concerned with the matrix Li-Yau-Hamilton estimates for nonlinear heat equations. Firstly, we derive such estimate on a Kähler manifold with a fixed Kähler metric. Then we consider the estimate on Kähler manifolds with Kähler metrics evolving under the rescaled Kähler-Ricci flow. Both of the estima…

2019-11-01abs ↗pdf ↗

Defines cross product for m vectors in n-dimensional spaces.

problem No universal definition for cross product in high-dimensional spaces.
method Defines cross product for m vectors in n-dimensional spaces with any metric matrices.
result Cross product length represents m-dimensional volume, components represent volume directions.

Recently, metric learning and similarity learning have attracted a large amount of interest. Many models and optimisation algorithms have been proposed. However, there is relatively little work on the generalization analysis of such methods. In this paper, we derive novel generalization bounds of metric and similarity …

2012-07-23abs ↗pdf ↗

We investigate task clustering for deep-learning based multi-task and few-shot learning in a many-task setting. We propose a new method to measure task similarities with cross-task transfer performance matrix for the deep learning scenario. Although this matrix provides us critical information regarding similarity betw…

2017-08-26abs ↗pdf ↗

Representation learning is typically applied to only one mode of a data matrix, either its rows or columns. Yet in many applications, there is an underlying geometry to both the rows and the columns. We propose utilizing this coupled structure to perform co-manifold learning: uncovering the underlying geometry of both …

2018-10-16abs ↗pdf ↗

We show that, for each alpha in the interval (-1,1), the only Riemannian metrics on the space of positive definite matrices for which the alpha and -alpha-connections are mutually dual are matrix multiples fo the Wigner-Yanase-Dyson metric. If we further impose that the metric be monotone, then this set is reduced to s…

2002-12-05abs ↗pdf ↗

We introduce a class of metrics on gauge theoretic moduli spaces. These metrics are made out of the universal matrix that appears in the universal connection construction of M. S. Narasimhan and S. Ramanan. As an example we construct metrics on the c_{2}=1 SU(2) moduli space of instantons on R^4 for various universal m…

2003-11-12abs ↗pdf ↗

A new perceptual adjustment query for metric learning reduces complexity in high-dimensional data.

problem Metric learning in high-dimensional data with limited human feedback.
method Inverted measurement scheme and two-stage estimator for PAQs.
result Sample complexity guarantees for the two-stage estimator of metric learning from PAQs.

This paper proposes a new evaluation metric and boosting method for weight separability in neural network design. In contrast to general visual recognition methods designed to encourage both intra-class compactness and inter-class separability of latent features, we focus on estimating linear independence of column vec…

2019-10-20abs ↗pdf ↗

Study of metrics on positive-definite matrices from power potential, linking to power means.

problem Understanding metrics on positive-definite matrices derived from power potential.
method Explicit expressions for geodesics and distance function derived from Hessian of power potential.
result Geodesics and distance function converge to weighted matrix geometric mean as β tends to zero.

Consistent algorithms for multiclass learning with complex metrics and constraints.

problem Learning with complex performance metrics and constraints.
method General framework for designing consistent algorithms by viewing the problem as an optimization over feasible confusion matrices.
result Rates of convergence to the optimal (feasible) classifier, showing asymptotic consistency.

The notion of quasi-Einstein metric in physics is equivalent to the notion of Ricci soliton in Riemannian spaces. Quasi-Einstein metrics serve also as solution to the Ricci flow equation. Here, the Riemannian metric is replaced by a Hessian matrix derived from a Finsler structure and a quasi-Einstein Finsler metric is …

2014-06-01abs ↗pdf ↗

An efficient algorithm for Riemannian logarithm on Stiefel manifold family.

problem Efficient computation of Riemannian logarithm on Stiefel manifold for various metrics.
method Generalizes a matrix-algebraic approach for the canonical metric to a one-parameter family of metrics.
result Conserves local linear convergence for the family of metrics.

This paper considers the problem of estimating a low-rank matrix from the observation of all or a subset of its entries in the presence of Poisson noise. When we observe all entries, this is a problem of matrix denoising; when we observe only a subset of the entries, this is a problem of matrix completion. In both case…

2019-07-11abs ↗pdf ↗

This paper proposes a boosting-based solution addressing metric learning problems for high-dimensional data. Distance measures have been used as natural measures of (dis)similarity and served as the foundation of various learning methods. The efficiency of distance-based learning methods heavily depends on the chosen d…

2015-12-10abs ↗pdf ↗