Research
On-device research index

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

Trend · papers per month

15294458 · Feb 202019922001200920172026
48 results for Momentum ResNets

CoolMomentum combines momentum and Simulated Annealing for deep learning optimization.

problem Global optimization of non-convex functions in deep learning.
method Discretized Langevin dynamics with Simulated Annealing.
result CoolMomentum achieves high accuracy on Resnet-20 on Cifar-10 and Efficientnet-B0 on Imagenet.

This paper studies deep learning methodologies for portfolio optimization in the US equities market. We present a novel residual switching network that can automatically sense changes in market regimes and switch between momentum and reversal predictors accordingly. The residual switching network architecture combines …

2019-10-16abs ↗pdf ↗

We provide an improved analysis of normalized SGD showing that adding momentum provably removes the need for large batch sizes on non-convex objectives. Then, we consider the case of objectives with bounded second derivative and show that in this case a small tweak to the momentum formula allows normalized SGD with mom…

2020-02-09abs ↗pdf ↗

ResNets and their GP generalization align ideas via function space warping, revealing robust properties and connections to image registration.

problem Aligning abstract shapes (ideas) using neural networks.
method Introducing a generalization of ResNets as a GP, showing convergence to image registration variational algorithms, and revealing properties via a Hamiltonian interpretation.
result ResNets and their GP generalization align ideas via function space warping, revealing robust properties and connections to image registration.

While momentum-based accelerated variants of stochastic gradient descent (SGD) are widely used when training machine learning models, there is little theoretical understanding on the generalization error of such methods. In this work, we first show that there exists a convex loss function for which the stability gap fo…

2018-09-12abs ↗pdf ↗

Hyperparameter tuning is one of the most time-consuming workloads in deep learning. State-of-the-art optimizers, such as AdaGrad, RMSProp and Adam, reduce this labor by adaptively tuning an individual learning rate for each variable. Recently researchers have shown renewed interest in simpler methods like momentum SGD …

2017-06-12abs ↗pdf ↗

It is common practice to decay the learning rate. Here we show one can usually obtain the same learning curve on both training and test sets by instead increasing the batch size during training. This procedure is successful for stochastic gradient descent (SGD), SGD with momentum, Nesterov momentum, and Adam. It reache…

2017-11-01abs ↗pdf ↗

We propose a stepsize adaptation scheme for stochastic gradient descent. It operates directly with the loss function and rescales the gradient in order to make fixed predicted progress on the loss. We demonstrate its capabilities by conclusively improving the performance of Adam and Momentum optimizers. The enhanced op…

2018-02-14abs ↗pdf ↗

Residual networks (ResNets) have recently achieved state-of-the-art on challenging computer vision tasks. We introduce Resnet in Resnet (RiR): a deep dual-stream architecture that generalizes ResNets and standard CNNs and is easily implemented with no computational overhead. RiR consistently improves performance over R…

2016-03-25abs ↗pdf ↗

Stable ResNet stabilizes gradients in deep networks.

problem Gradient vanishing and exploding in deep ResNet architectures.
method Introducing Stable ResNet architectures with gradient stabilization and infinite depth expressivity.
result Stable ResNet maintains gradient stability and expressivity in deep networks.

Deep residual networks (ResNets) and their variants are widely used in many computer vision applications and natural language processing tasks. However, the theoretical principles for designing and training ResNets are still not fully understood. Recently, several points of view have emerged to try to interpret ResNet …

2017-10-27abs ↗pdf ↗

Universal approximation for ODENet and ResNet with a single activation function.

problem Approximating complex dynamical systems with limited vector fields.
method Examined ODENet and ResNet with vector fields composed of a single activation function and affine mapping.
result ODENet and ResNet with restricted vector fields can uniformly approximate those with general vector fields.

Residual Network (ResNet) is the state-of-the-art architecture that realizes successful training of really deep neural network. It is also known that good weight initialization of neural network avoids problem of vanishing/exploding gradients. In this paper, simplified models of ResNets are analyzed. We argue that good…

2017-09-09abs ↗pdf ↗

We study the stability and convergence of training deep ResNets with gradient descent. Specifically, we show that the parametric branch in the residual block should be scaled down by a factor τ=O(1/L)τ=O(1/\sqrt{L}) to guarantee stable forward/backward process, where LL is the number of residual blocks. Moreover, we establi…

2019-03-17abs ↗pdf ↗

In this paper, we aim to understand Residual Network (ResNet) in a scientifically sound way by providing a bridge between ResNet and Feynman path integral. In particular, we prove that the effect of residual block is equivalent to partial differential equation, and the ResNet transforming process can be equivalently co…

2019-04-16abs ↗pdf ↗

Recent results in the literature indicate that a residual network (ResNet) composed of a single residual block outperforms linear predictors, in the sense that all local minima in its optimization landscape are at least as good as the best linear predictor. However, these results are limited to a single residual block …

2019-07-09abs ↗pdf ↗

Gradient descent finds global optima in ResNets with sufficient parameters.

problem Finding optimal parameters in ResNet models.
method Mean-field analysis and gradient-flow PDE to study convergence of first-order optimization methods.
result First-order methods can find global minimizers in overparameterized ResNets.

Residual Neural Networks (ResNets) achieve state-of-the-art performance in many computer vision problems. Compared to plain networks without residual connections (PlnNets), ResNets train faster, generalize better, and suffer less from the so-called degradation problem. We introduce simplified (but still nonlinear) vers…

2019-05-27abs ↗pdf ↗

ResNets approximate log-Gaussian at initialization, improving network performance.

problem Understanding the initialization behavior of deep neural networks like ResNets.
method Analyzing ReLU ResNets in the infinite-depth-and-width limit, showing log-Gaussian behavior.
result ResNets at initialization exhibit hypoactivation and interlayer correlations, which are not captured by Gaussian limits.

This paper extends ResNet theory to infinitely deep networks, linking them to diffusion processes.

problem Training infinitely deep ResNets with i.i.d. initializations leads to undesirable properties.
method Introduced doubly infinite ResNets with i.i.d. initializations, linking to diffusion processes.
result The dynamics of quantities of interest converge to deterministic limits in the limit of infinite depth.

The study finds that factor momentum is significant only at short lags compared to stock momentum.

problem Investigating the relationship between factor momentum and stock momentum.
method Replicated earlier findings and conducted a spanning test controlling for stock momentum and factor exposure.
result Factor momentum is significant only at short lags after controlling for stock momentum and factor exposure.

This paper explains why ResNets generalize better than FFNets using neural tangent kernels.

problem Understanding why deep ResNets generalize better than deep FFNets.
method Using neural tangent kernels to compare the learnability of functions induced by the kernels of ResNets and FFNets.
result The kernel of ResNets does not exhibit degeneracy as depth increases, unlike FFNets.

We test the price momentum effect in the Korean stock markets under the momentum universe shrinkage to subuniverses of the KOSPI 200. Performance of the momentum strategy is not homogeneous with respect to change of the momentum universe. It is found that some submarkets generate the higher momentum returns than other …

2012-11-28abs ↗pdf ↗

We demonstrate that a very deep ResNet with stacked modules with one neuron per hidden layer and ReLU activation functions can uniformly approximate any Lebesgue integrable function in dd dimensions, i.e. 1(Rd)\ell_1(\mathbb{R}^d). Because of the identity mapping inherent to ResNets, our network has alternating layers of…

2018-06-28abs ↗pdf ↗

Introduces homotopy momentum sections on multisymplectic manifolds.

problem No specific problem stated; focuses on introducing a new concept.
method Introduces a new concept of homotopy momentum sections on multisymplectic manifolds.
result Shows that a gauged nonlinear sigma model with Wess-Zumino term has homotopy momentum section structure.

Customer momentum is a positive relationship between a firm's returns and past returns of its customers.

problem Understanding the relationship between a firm's returns and its customers' past returns.
method Examined customer momentum using a long-short equally-weighted decile portfolio and Fama-French factor models.
result Customer momentum generates significant monthly returns and is statistically significant.

Residual networks (ResNets) are a deep learning architecture that substantially improved the state of the art performance in certain supervised learning tasks. Since then, they have received continuously growing attention. ResNets have a recursive structure xk+1=xk+Rk(xk)x_{k+1} = x_k + R_k(x_k) where RkR_k is a neural network cal…

2019-10-21abs ↗pdf ↗

Residual Networks (ResNets) have become state-of-the-art models in deep learning and several theoretical studies have been devoted to understanding why ResNet works so well. One attractive viewpoint on ResNet is that it is optimizing the risk in a functional space by combining an ensemble of effective features. In this…

2018-02-25abs ↗pdf ↗