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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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48 results for ODE-based random features

A novel model uses ODE-based random features to model nonlinear dynamical systems.

problem Modeling highly nonlinear dynamical systems with uncertainty quantification.
method Compositions of physics-informed random features derived from ODEs, combined with deep Gaussian processes and approximate Bayesian inference.
result The model effectively captures nonlinear behavior in real-world multivariate time series data and achieves comparable performance to other models on benchmark tasks.

The paper provides convergence guarantees for ODE-based generative models using transformers.

problem Theoretical guarantees for ODE-based generative models.
method A pre-trained autoencoder maps inputs to a latent space, and a transformer predicts the velocity field.
result The distribution of samples generated via estimated ODE flow converges to the target distribution in Wasserstein-2 distance.

This work establishes near-minimax optimal guarantees for ODE-based samplers under mild assumptions.

problem Develop rigorous statistical guarantees for ODE-based samplers in generative modeling.
method Proposes a smooth regularized score estimator and refined convergence analysis.
result Achieves minimax rate in total variation distance for ODE-based samplers under mild assumptions.

Realizations of stochastic process are often observed temporal data or functional data. There are growing interests in classification of dynamic or functional data. The basic feature of functional data is that the functional data have infinite dimensions and are highly correlated. An essential issue for classifying dyn…

2014-10-26abs ↗pdf ↗

Enhances DGPs with adaptive RKHS Fourier features for better non-stationary pattern modeling.

problem Capturing complex non-stationary patterns in non-linear dynamical systems.
method Integrates ODE-based RKHS Fourier features into DGPs using convolution operations for adaptive amplitude and phase modulation. Uses a doubly stochastic variational inference framework.
result Improved predictive performance across various regression tasks.

It has been observed that residual networks can be viewed as the explicit Euler discretization of an Ordinary Differential Equation (ODE). This observation motivated the introduction of so-called Neural ODEs, which allow more general discretization schemes with adaptive time stepping. Here, we propose ANODEV2, which is…

2019-06-10abs ↗pdf ↗

Paper analyzes convergence of ODE samplers in Wasserstein distances.

problem Limited theoretical understanding of convergence properties of probability flow ODEs.
method Convergence analysis for general probability flow ODEs in 2-Wasserstein distance.
result First non-asymptotic convergence analysis for probability flow ODE samplers.

Rough Transformers improve efficiency for medical time-series data.

problem Efficiently modeling irregularly sampled, long-range time-series data.
method Introducing Rough Transformers, a Transformer variant with continuous-time representations and multi-view signature attention.
result Rough Transformers outperform vanilla Transformers while using less computational resources.

Novel methods improve Bayesian analysis of chaotic dynamical systems.

problem Bayesian parameter inference and trajectory reconstruction of chaotic systems with sparse and noisy data.
method Pilot MAGI (pMAGI) and Pilot MAGI Sequential Prediction (PMSP) methods.
result pMAGI and PMSP significantly outperform existing methods in accuracy and computational efficiency.

Rough Transformers improve time series modeling with lower costs and better performance.

problem Inefficient modeling of irregularly sampled time series data.
method Signature patching for continuous-time representations, reducing computational costs.
result Rough Transformers outperform vanilla Transformers and Neural ODE models.

Orthogonal random features approximate a Bessel kernel, offering sharper bounds than random Fourier features.

problem Approximating Gaussian kernel efficiently for large datasets.
method Use of Haar orthogonal matrices to construct orthogonal random features and analyze their bias and variance.
result Orthogonal random features approximate a Bessel kernel, not the Gaussian kernel, with sharper bounds.

Poisson Midpoint Method improves Langevin Dynamics for diffusion models.

problem Slow convergence of LMC in diffusion models requiring many small steps.
method Poisson Midpoint Method approximates LMC with larger steps, proving quadratic speed up.
result Poisson Midpoint Method maintains quality of DDPM with fewer calls.

We present a particle flow realization of Bayes' rule, where an ODE-based neural operator is used to transport particles from a prior to its posterior after a new observation. We prove that such an ODE operator exists. Its neural parameterization can be trained in a meta-learning framework, allowing this operator to re…

2019-02-02abs ↗pdf ↗

A two-phase algorithm identifies the best arm in sparse linear bandits with fixed budget.

problem Best arm identification in sparse linear bandits with limited budget.
method Lasso and Optimal-Design (Lasso-OD) based linear best-arm identification.
result Lasso-OD achieves significant performance improvement for sparse and high-dimensional linear bandits.

Learning rate needs to decrease with higher data moments for effective ICA in high dimensions.

problem Slower convergence of ICA in high-dimensional data with high-order moments.
method High-dimensional ODE analysis of ICA algorithm under controlled moment structure.
result Critical learning rate threshold for effective ICA when moments are high.

We study the approximation properties of random ReLU features through their reproducing kernel Hilbert space (RKHS). We first prove a universality theorem for the RKHS induced by random features whose feature maps are of the form of nodes in neural networks. The universality result implies that the random ReLU features…

2018-10-10abs ↗pdf ↗

Time series with non-uniform intervals occur in many applications, and are difficult to model using standard recurrent neural networks (RNNs). We generalize RNNs to have continuous-time hidden dynamics defined by ordinary differential equations (ODEs), a model we call ODE-RNNs. Furthermore, we use ODE-RNNs to replace t…

2019-07-08abs ↗pdf ↗

Kernel ridgeless regression with random features shows good generalization without explicit regularization.

problem Generalization of kernel ridgeless regression without explicit regularization.
method Investigation of ridgeless regression with random features and stochastic gradient descent, exploring the effect of random features error and spectral density optimization.
result Random features error exhibits the double-descent curve, leading to improved generalization.

RFRBoost uses random features to boost deep residual neural networks, improving performance and computational efficiency.

problem Improving performance of deep residual neural networks (RFNNs) while preserving convex optimization benefits.
method Random Feature Representation Boosting (RFRBoost) using boosting theory and random features at each layer.
result RFRBoost significantly outperforms RFNNs and end-to-end trained MLP ResNets in small- to medium-scale tabular datasets.

We propose semi-random features for nonlinear function approximation. The flexibility of semi-random feature lies between the fully adjustable units in deep learning and the random features used in kernel methods. For one hidden layer models with semi-random features, we prove with no unrealistic assumptions that the m…

2017-02-28abs ↗pdf ↗

Gradient descent amplifies random features in neural networks to useful ones.

problem Generalization in neural networks trained on corrupted data.
method Characterization of feature-learning process in two-layer ReLU networks trained by gradient descent.
result Gradient descent amplifies random features to useful ones, achieving near optimal generalization error.

New method improves feature importance assessment in random forests.

problem Improving feature importance measures for random forests.
method Hypothesis testing via self-normalized feature-residual correlation test (FACT).
result The method provides theoretically justified feature importance tests with controlled type I error and appealing power.

Hermite polynomials improve private data generation by reducing feature count.

problem Infinite-dimensional features in kernel mean embedding are impractical for private data generation.
method Replace random features with Hermite polynomial features, leveraging their ordered nature.
result Hermite polynomial features yield a more accurate approximation of kernel mean embedding with fewer features.

Random feature matrices' singular values concentrate near their full expectation in high dimensions.

problem Characterizing the spectra of random feature matrices for regression problems.
method Analyzing two settings of input variables (random or well-separated) with conditions on dimension, complexity ratio, and sampling variance.
result The singular values of random feature matrices concentrate near their full expectation and near one with high probability.

HARFE approximates sparse additive functions using random features and ridge regression.

problem Approximating high-dimensional sparse additive functions.
method Hard-ridge random feature expansion with sparse ridge regression and hard-thresholding pursuit.
result HARFE method converges with a given error bound and achieves lower error than other algorithms.

Enhances random forest performance with exogenous randomness.

problem Improving random forest performance through exogenous randomness.
method Developed non-asymptotic MSE expansions for individual trees and forests, identified two types of randomness, and conducted simulations.
result Exogenous randomness, particularly feature subsampling, reduces both bias and variance of random forests.

Random Fourier features classification achieves fast learning rates with fewer features.

problem Improving classification efficiency with fewer features.
method Utilizing Lipschitz continuous loss functions and regularity conditions, the study reduces the number of features required for classification.
result Random Fourier features classification can achieve O(1/n)O(1/\sqrt{n}) learning rate with only Ω(nlogn)Ω(\sqrt{n} \log n) features.

New random feature maps for Laplacian and related kernels.

problem Challenges in approximating the Laplacian kernel and its generalizations.
method Developed random feature maps for Laplacian and related kernels, providing efficient sampling schemes.
result Demonstrated the efficacy of these random feature maps on real datasets.

Random feature maps are ubiquitous in modern statistical machine learning, where they generalize random projections by means of powerful, yet often difficult to analyze nonlinear operators. In this paper, we leverage the "concentration" phenomenon induced by random matrix theory to perform a spectral analysis on the Gr…

2018-05-30abs ↗pdf ↗

Improves efficiency of random feature approximations for dot product kernels.

problem Efficiency of random feature approximations for dot product kernels.
method Generalization of existing random feature approximations using complex-valued random features, theoretical analysis of variances, data-driven optimization approach.
result Complex-valued random features can significantly reduce the variances of approximations.

This paper uses ODE to improve RNN models for time series data.

problem Improving RNN models for irregularly sampled time series data.
method Extending RNNs with Neural Ordinary Differential Equations (ODEs).
result New ODE-based RNN models reduce training and evaluation time.

We study the generalization properties of ridge regression with random features in the statistical learning framework. We show for the first time that O(1/n)O(1/\sqrt{n}) learning bounds can be achieved with only O(nlogn)O(\sqrt{n}\log n) random features rather than O(n)O({n}) as suggested by previous results. Further, we prove fa…

2016-02-14abs ↗pdf ↗

TRF uses ternary random features to improve ML performance without extra computation.

problem Improving ML performance with less computation and storage.
method Proposes Ternary Random Features (TRF) for random features compression.
result TRF asymptotically yields the same limiting kernel as original matrices, with improved efficiency.

Survey on random features for kernel approximation, focusing on algorithms, theory, and practical applications.

problem Efficiently approximating kernel methods for large-scale problems.
method Random features techniques to speed up kernel methods.
result Need for a high number of random features for good approximation quality.

Random feature models approximate functions in Banach spaces efficiently.

problem Approximating functions in Banach spaces efficiently.
method Randomly initialized feature maps and linear readout training.
result Universal approximation in Bochner spaces for Banach space-valued models.

Improved kernel ridge regression for large datasets using weighted random binning.

problem Efficiently approximating kernel matrices for large-scale datasets.
method Introduced weighted random binning features for locality sensitive hashing.
result Weighted random binning features generate Gaussian processes of any desired smoothness.

This study examines a single attention layer's capabilities using random features.

problem Understanding the learning and generalization of a single multi-head attention layer.
method Random feature setting with large number of heads, frozen query and key matrices, and trainable value matrices.
result Random-feature attention layer can express a broad class of permutation-invariant target functions.

We analyze the condition number of random feature matrices and prove their well-conditioned nature.

problem Understanding the condition number of random feature matrices and its impact on generalization error.
method Established concentration bounds and derived risk bounds for regression problems using random feature matrices.
result The risk associated with random feature matrices exhibits the double descent phenomenon, improving even with noise.

A new model combines diffusion and random features for better interpretability and comparable performance.

problem Lack of theoretical justification and computational expense in diffusion models, and limited interpretability in random feature models.
method Developed a deep random feature model inspired by diffusion models, derived generalization bounds using score matching.
result The model achieves comparable performance to fully connected neural networks and provides theoretical generalization bounds.