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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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81162243324 · Jun 202019922001200920172026
48 results for Moving Average Batch Normalization

Paper proposes MABN to stabilize BN in small batch sizes.

problem Weakness of BN in small batch sizes limits its use in tasks with small batch sizes.
method Identifies and addresses two extra batch statistics in BN's backward propagation.
result MABN completely restores BN's performance in small batch sizes without additional nonlinear operations.

A new method for learning Bayesian neural networks using layerwise inference.

problem Learning Bayesian neural networks efficiently and accurately.
method Bayesian layerwise inference, treating neural networks as stacked Bayesian linear models, with pseudo-targets defined by backpropagated gradients.
result The method converges quickly and performs well on various benchmarks.

SGDM accelerates faster than SGD with large batch sizes and permits broader learning rates.

problem Understanding the role of momentum in SGDM and its convergence rates.
method Analysis of SGDM convergence rates under strongly convex settings, including finite-sample rates and asymptotic normality of the averaged estimator.
result SGDM converges faster than SGD with large batch sizes and permits broader learning rates.

This work provides a scaling rule for model EMA optimization across batch sizes.

problem Training dynamics and performance differences across batch sizes when using model EMA.
method Developed a scaling rule for model EMA optimization, demonstrating its validity across various architectures and data modalities.
result Enabled SSL methods like BYOL to train at larger batch sizes without performance degradation.

New method predicts spatio-temporal data with short and long-range dependence.

problem Uncertainty in predicting the distribution of mixed moving average fields.
method Theory-guided machine learning approach using generalized Bayesian algorithm.
result Fixed-time and any-time PAC Bayesian bounds for ensemble forecasts.

This work analyzes centered binary Restricted Boltzmann Machines (RBMs) and binary Deep Boltzmann Machines (DBMs), where centering is done by subtracting offset values from visible and hidden variables. We show analytically that (i) centering results in a different but equivalent parameterization for artificial neural …

2013-11-06abs ↗pdf ↗

This paper introduces sample-averaged Q-learning for better RL performance.

problem Improving reinforcement learning algorithms by managing uncertainty.
method Integrates statistical inference into Q-learning through sample averaging and functional central limit theorem.
result Establishes a unified theoretical foundation for sample-averaged Q-learning.

GPA improves LLM training speed by 8.71% for Llama-160M models.

problem Training Large Language Models (LLMs) with high memory overhead and slow convergence.
method Generalized Primal Averaging (GPA) extends Nesterov's method to eliminate memory-intensive two-loop structure.
result GPA achieves up to 10.13% speedup over AdamW in training Llama-1B model.

Explains the difference between EMA and moving EMA, focusing on market trend indicators.

problem Understanding the difference between exponential moving average and moving exponential average.
method Explains the mathematical tools and definitions of trend indicators.
result Discusses the properties of the MACD indicator and its use in market trend analysis.

Study shows gradient variance increases during deep learning training, contrary to common belief.

problem Understanding and minimizing gradient variance in deep learning models.
method Gradient Clustering method using stratified sampling to minimize gradient variance.
result Gradient variance increases during training, and smaller learning rates coincide with higher variance.

We show Vector Autoregressive Moving Average models with scalar Moving Average components could be estimated by generalized least square (GLS) for each fixed moving average polynomial. The conditional variance of the GLS model is the concentrated covariant matrix of the moving average process. Under GLS the likelihood …

2019-09-01abs ↗pdf ↗

CBN improves batch normalization for small mini-batch sizes.

problem Reduced effectiveness of Batch Normalization in small mini-batch sizes.
method CBN uses statistics from multiple recent iterations, compensating for network weight changes via Taylor polynomials.
result CBN outperforms original batch normalization and direct iteration statistics in object detection and image classification.

Batch normalization biases linear models towards uniform margins, improving performance in binary classification.

problem Understanding the implicit bias of batch normalization in linear models and neural networks.
method Analyzing gradient descent convergence on linear models and two-layer CNNs with batch normalization.
result Gradient descent with batch normalization in linear models converges to a uniform margin classifier with an exponential convergence rate.

We extend average edge order results to normal 3-pseudomanifolds.

problem Determining the average edge order of normal 3-pseudomanifolds.
method Extending previous results on 3-manifolds to 3-pseudomanifolds with singularities.
result For a normal 3-pseudomanifold KK, μ0(K)307μ_0(K) \geq \frac{30}{7}, with equality if and only if KK is a specific triangulation of RP2\mathbb{RP}^2.

A key component of most neural network architectures is the use of normalization layers, such as Batch Normalization. Despite its common use and large utility in optimizing deep architectures, it has been challenging both to generically improve upon Batch Normalization and to understand the circumstances that lend them…

2019-06-09abs ↗pdf ↗

Online Normalization is a new technique for normalizing the hidden activations of a neural network. Like Batch Normalization, it normalizes the sample dimension. While Online Normalization does not use batches, it is as accurate as Batch Normalization. We resolve a theoretical limitation of Batch Normalization by intro…

2019-05-15abs ↗pdf ↗

Optimal algorithms for Riemannian optimization with reduced complexity.

problem Stochastic optimization on Riemannian manifolds with limited data.
method Zeroth-order Riemannian Averaging Stochastic Approximation algorithms using Riemannian moving-average estimators and novel geometric conditions.
result Achieves optimal sample complexities for generating approximate first-order stationary solutions.

New algorithms solve complex multi-level optimization problems with improved efficiency.

problem Smooth stochastic multi-level composition optimization problems.
method Two algorithms using moving-average and linearized stochastic estimates.
result Achieved sample complexities of O(1/ε^4) and O(1/ε^6).

TaskNorm improves meta-learning performance by rethinking batch normalization.

problem Challenges in batch normalization for meta-learning with deep networks.
method Developed TaskNorm, a novel approach to batch normalization for meta-learning.
result TaskNorm consistently improves meta-learning performance across various datasets and meta-learning approaches.

This study uses moving average cluster entropy to analyze financial market dynamics.

problem Understanding long-range dependence in financial markets.
method Moving average cluster entropy approach applied to ARFIMA and FBM processes.
result Long-range positive correlation in financial markets is linked to the cluster entropy behavior.

A new method normalizes flow mixtures for better inference across different data types.

problem Inference failure across diverse posterior geometries in normalizing flows.
method Introduces a two-stage framework with a stable global weighting mechanism based on sEMA.
result Achieves consistent NLL improvements and stable weight trajectories over baselines.

SWAP uses large mini-batches to train DNNs faster with good generalization.

problem Training deep neural networks with small mini-batches is time-consuming.
method SWAP computes an approximate solution with large mini-batches and refines it by averaging weights of multiple parallel models.
result SWAP trains models as well as small-batch training but in significantly less time.

Training state-of-the-art, deep neural networks is computationally expensive. One way to reduce the training time is to normalize the activities of the neurons. A recently introduced technique called batch normalization uses the distribution of the summed input to a neuron over a mini-batch of training cases to compute…

2016-07-21abs ↗pdf ↗

In this work, we investigate Batch Normalization technique and propose its probabilistic interpretation. We propose a probabilistic model and show that Batch Normalization maximazes the lower bound of its marginalized log-likelihood. Then, according to the new probabilistic model, we design an algorithm which acts cons…

2018-02-13abs ↗pdf ↗

We define a C^1 distance between submanifolds of a riemannian manifold M and show that, if a compact submanifold N is not moved too much under the isometric action of a compact group G, there is a G-invariant submanifold C^1-close to N. The proof involves a procedure of averaging nearby submanifolds of riemannian manif…

1999-08-25abs ↗pdf ↗

The paper tackles batch policy learning in Markov Decision Processes, focusing on average reward maximization.

problem Maximizing long-term average reward in Markov Decision Processes with batch learning.
method Doubly robust estimator for average reward, optimization algorithm for optimal policy, finite-sample regret guarantee.
result The proposed method achieves semiparametric efficiency and provides a finite-sample regret guarantee.

Federated learning for Bayesian clustering of large datasets.

problem Bayesian model-based clustering of large-scale binary and categorical data.
method Federated variational inference with local merge and delete moves in parallel batches, followed by global merge moves.
result Empirical validation shows superior performance compared to existing algorithms.

Recurrent Neural Networks (RNNs) are powerful models for sequential data that have the potential to learn long-term dependencies. However, they are computationally expensive to train and difficult to parallelize. Recent work has shown that normalizing intermediate representations of neural networks can significantly im…

2015-10-05abs ↗pdf ↗

New streaming methods improve convergence rates for optimization problems.

problem Optimizing large-scale, sequential data problems.
method Time-varying mini-batches and Polyak-Ruppert averaging for gradient-based algorithms.
result Time-varying mini-batches and averaging achieve optimal convergence and variance reduction.

This research investigates if deep neural networks can be trained without batch normalization.

problem Training deep neural networks efficiently without batch normalization.
method Detailed study of batch normalization, comparison with other methods, and adaptation of training process.
result It is possible to train deep neural networks effectively without batch normalization.

We propose a novel unsupervised domain adaptation framework based on domain-specific batch normalization in deep neural networks. We aim to adapt to both domains by specializing batch normalization layers in convolutional neural networks while allowing them to share all other model parameters, which is realized by a tw…

2019-05-27abs ↗pdf ↗

Develops a flexible batched experimentation framework for limited adaptivity.

problem Challenges of continual reallocation in bandit algorithms with delayed feedback.
method Computational framework leveraging Gaussian sequential experiment and dynamic programming.
result Improves statistical power over standard methods, even compared to Bayesian bandit algorithms.