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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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4284125167 · Jun 202019922001200920172026
48 results for One-way Attention

MOCA uses modular attention to estimate causal effects from complex data.

problem Estimating causal effects from observational data with complex, non-linear, and high-dimensional treatment and outcome mechanisms.
method MOCA is a transformer-based framework that separates treatment and outcome modeling through modular design and one-way attention mechanism, with cutting-feedback to prevent outcome influence on treatment representations.
result MOCA outperforms classical estimators and machine learning approaches across various simulated and real-world scenarios.

We show how to restructure the counterparty risk faced by the originator of a securitization or covered bond arising from an interest rate hedging swap assisted by a "one-way" collateral agreement. This risk emerges when the swap is negotiated between the special purpose vehicle and a third party that covers itself thr…

2013-10-26abs ↗pdf ↗

Estimates joint probability distribution from 1-way marginals using low-rank tensors and random projections.

problem Nonparametric estimation of joint probability mass function (PMF) from limited data.
method Low-rank tensor decomposition and random projections to link data to PMF estimation.
result Estimates joint density from 1-way marginals using transformed space and novel algorithm.

New findings show limitations in converting private learning to online learning efficiently.

problem Limitations in converting private learning to online learning efficiently.
method Assuming one-way functions, we show an efficient conversion from pure-private learners to online learners is impossible.
result Efficient conversion from pure-private learners to online learners is impossible under certain assumptions.

For any knot with genus one and unknotting number one, other than the figure-eight knot, we prove that there is exactly one way to unknot it by means of a crossing change. In the case of the figure-eight knot, we prove that there are precisely two unknotting crossing changes. The proof uses sutured manifold theory and …

2008-09-24abs ↗pdf ↗

Deep chest X-ray classifiers show bias in predicting diagnoses.

problem Bias in deep learning classifiers predicting diagnoses from chest X-rays.
method Trained convolutional neural networks on multiple public datasets to predict 14 diagnostic labels.
result True positive rates vary significantly among different protected attributes, indicating bias.

I discuss certain applications of the Ricci flow in physics. I first review how it arises in the renormalization group (RG) flow of a nonlinear sigma model. I then review the concept of a Ricci soliton and recall how a soliton was used to discuss the RG flow of mass in 2-dimensions. I then present recent results obtain…

2007-08-16abs ↗pdf ↗

I show that solutions of the SU(infinity) Toda field equation generating a fixed Einstein-Weyl space are governed by a linear equation on the Einstein-Weyl space. From this, obstructions to the existence of Toda solutions generating a given Einstein-Weyl space are found. I also give a classification of Einstein-Weyl sp…

1999-08-30abs ↗pdf ↗

Adaptive Monte Carlo methods are recent variance reduction techniques. In this work, we propose a mathematical setting which greatly relaxes the assumptions needed by for the adaptive importance sampling techniques presented by Vazquez-Abad and Dufresne, Fu and Su, and Arouna. We establish the convergence and asymptoti…

2010-01-20abs ↗pdf ↗

A compact real analytic Riemannian manifold M admits a canonical complexification with plurisubharmonic exhaustion function satisfying the homogeneous complex Monge-Ampere equation, called a Grauert tube. From the point of view of complex analysis, several authors have considered whether a given complex manifold can ar…

2000-10-30abs ↗pdf ↗

The problem of biclustering consists of the simultaneous clustering of rows and columns of a matrix such that each of the submatrices induced by a pair of row and column clusters is as uniform as possible. In this paper we approximate the optimal biclustering by applying one-way clustering algorithms independently on t…

2007-12-17abs ↗pdf ↗

Let M be a simple 3-manifold with a toral boundary component partial_0 M. If Dehn filling M along partial_0 M one way produces a toroidal manifold and Dehn filling M along partial_0 M another way produces a boundary-reducible manifold, then we show that the absolute value of the intersection number on partial_0 M of th…

1998-01-27abs ↗pdf ↗

The paper simplifies symmetries in complex geometric structures.

problem Redundancy in conditions for symmetry reduction in polysymplectic and polycosymplectic structures.
method Exploring and proving necessary and sufficient conditions for polycosymplectic reduction.
result A one-to-one relationship between polycosymplectic reduction and the reduction of a larger polysymplectic manifold.

Conditional independence testing is a key problem required by many machine learning and statistics tools. In particular, it is one way of evaluating the usefulness of some features on a supervised prediction problem. We propose a novel conditional independence test in a predictive setting, and show that it achieves bet…

2019-07-31abs ↗pdf ↗

We continue the study of statistical/computational tradeoffs in learning robust classifiers, following the recent work of Bubeck, Lee, Price and Razenshteyn who showed examples of classification tasks where (a) an efficient robust classifier exists, in the small-perturbation regime; (b) a non-robust classifier can be l…

2019-02-04abs ↗pdf ↗

We describe two techniques that significantly improve the running time of several standard machine-learning algorithms when data is sparse. The first technique is an algorithm that effeciently extracts one-way and two-way counts--either real or expected-- from discrete data. Extracting such counts is a fundamental step…

2013-01-23abs ↗pdf ↗

One way of producing explicit Riemannian 6-manifolds with holonomy SU(3) is by integrating a flow of SU(2)-structures on a 5-manifold, called the hypo evolution flow. In this paper we classify invariant hypo SU(2)-structures on nilpotent 5-dimensional Lie groups. We characterize the hypo evolution flow in terms of gaug…

2011-08-11abs ↗pdf ↗

We consider the problem of learning classifiers for labeled data that has been distributed across several nodes. Our goal is to find a single classifier, with small approximation error, across all datasets while minimizing the communication between nodes. This setting models real-world communication bottlenecks in the …

2012-02-27abs ↗pdf ↗

Multi-output prediction deals with the prediction of several targets of possibly diverse types. One way to address this problem is the so called problem transformation method. This method is often used in multi-label learning, but can also be used for multi-output prediction due to its generality and simplicity. In thi…

2019-04-08abs ↗pdf ↗

Deep neural networks (DNNs) can easily fit a random labeling of the training data with zero training error. What is the difference between DNNs trained with random labels and the ones trained with true labels? Our paper answers this question with two contributions. First, we study the memorization properties of DNNs. O…

2019-11-21abs ↗pdf ↗

New interpretation of attention in Transformers and Graph Attention Networks.

problem Understanding and improving attention mechanisms in deep learning models.
method Decomposed attention into a kernel and a normalization term; generalized the kernel function and norm.
result Generalized attention leads to better performance on various tasks.

New approach improves multi-head attention by making heads less similar.

problem Multi-head attention can lead to similar features, reducing model expressiveness.
method Proposes a non-parametric approach using Bayesian techniques to make heads repel each other.
result Improves feature diversity, leading to better representations and performance.

Aligns attention distributions for improved accuracy and robustness.

problem Improving the accuracy and robustness of neural networks using attention mechanisms.
method Alignment attention that encourages key and query distributions to match within each head.
result Alignment attention leads to better accuracy, uncertainty estimation, and robustness across various tasks.

Elliptical Attention improves transformer performance by focusing on contextually relevant features.

problem Transformer models suffer from representation collapse and are vulnerable to contaminated samples.
method Uses Mahalanobis distance to define hyper-ellipsoidal neighborhoods for attention weights.
result Elliptical Attention reduces representation collapse and enhances model robustness.

Kernel PCA explains self-attention mechanisms in deep learning models.

problem Understanding and explaining self-attention mechanisms in deep learning models.
method Deriving self-attention from kernel principal component analysis (kernel PCA).
result RPC-Attention, a robust attention mechanism, outperforms softmax attention in various tasks.

Study examines asset pricing using various attention models, finding global self-attention and sliding window sparse attention models perform well.

problem Traditional asset pricing models miss temporal dependency and short memory issues.
method Investigates RNN attention models with various attention mechanisms for large-cap US stocks.
result Global self-attention and sliding window sparse attention models outperform in deriving returns and hedging risks, especially during the pandemic.

LARF improves random forests with attention mechanisms and contamination models.

problem Improving accuracy in classification tasks with random forests.
method Introduces a two-level attention mechanism and uses a mixture of contamination models.
result Significantly improved classification performance on various datasets.

Gated attention improves performance by using a hierarchical mixture of experts.

problem Improving performance of self-attention mechanisms in Transformers.
method Rigorously show that gated attention can be modeled as a hierarchical mixture of experts, providing a theoretical justification for its benefits.
result Gated attention is more sample-efficient than multi-head self-attention, requiring fewer data points to achieve the same estimation error.