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.
New method prepares 3-qubit states using local gates and controlled-Z gates.
A new method for differentiable structured sparsity improves neural network performance and sparsity.
Architecture optimization, which is a technique for finding an efficient neural network that meets certain requirements, generally reduces to a set of multiple-choice selection problems among alternative sub-structures or parameters. The discrete nature of the selection problem, however, makes this optimization difficu…
This study analyzes communication constraints in MoE architectures using information theory.
In causal inference, a variety of causal effect estimands have been studied, including the sample, uncensored, target, conditional, optimal subpopulation, and optimal weighted average treatment effects. Ad-hoc methods have been developed for each estimand based on inverse probability weighting (IPW) and on outcome regr…
In order to quantize the gate parameters of the LSTM (Long Short-Term Memory) neural network model with almost no recognition performance degraded, a new quantization method named Quantization Loss Re-Learn Method is proposed in this paper. The method does lossy quantization on gate parameters during training iteration…
Sensor fusion is a key technology that integrates various sensory inputs to allow for robust decision making in many applications such as autonomous driving and robot control. Deep neural networks have been adopted for sensor fusion in a body of recent studies. Among these, the so-called netgated architecture was propo…
We improve MoE models for classification with rigorous guarantees and practical methods.
Quantum optimization aids in financial crash prediction and portfolio management.
We introduce the Genetic-Gated Networks (G2Ns), simple neural networks that combine a gate vector composed of binary genetic genes in the hidden layer(s) of networks. Our method can take both advantages of gradient-free optimization and gradient-based optimization methods, of which the former is effective for problems …
New model optimizes portfolios with realistic transaction costs.
Gating is a key feature in modern neural networks including LSTMs, GRUs and sparsely-gated deep neural networks. The backbone of such gated networks is a mixture-of-experts layer, where several experts make regression decisions and gating controls how to weigh the decisions in an input-dependent manner. Despite having …
Sophisticated gated recurrent neural network architectures like LSTMs and GRUs have been shown to be highly effective in a myriad of applications. We develop an un-gated unit, the statistical recurrent unit (SRU), that is able to learn long term dependencies in data by only keeping moving averages of statistics. The SR…
Recurrent neural networks can be difficult to train on long sequence data due to the well-known vanishing gradient problem. Some architectures incorporate methods to reduce RNN state updates, therefore allowing the network to preserve memory over long temporal intervals. To address these problems of convergence, this p…
Methods from convex optimization are widely used as building blocks for deep learning algorithms. However, the reasons for their empirical success are unclear, since modern convolutional networks (convnets), incorporating rectifier units and max-pooling, are neither smooth nor convex. Standard guarantees therefore do n…
Proposes GPHMEs using Gaussian processes for hierarchical expert models.
This paper introduces channel gating, a dynamic, fine-grained, and hardware-efficient pruning scheme to reduce the computation cost for convolutional neural networks (CNNs). Channel gating identifies regions in the features that contribute less to the classification result, and skips the computation on a subset of the …
New algorithm trains ReLU gates provably in linear time.
The paper studies 4-qubit Clifford states and their properties.
G-GLN extends GLNs to multiple regression and density modeling.
Improved logistic MoE with sigmoid gate shows better sample efficiency.
APINNs improve physics-informed neural networks through flexible domain decomposition.
Paper proposes a novel method to accurately determine the number of experts in Gaussian-gated Gaussian MoE models.
Entropy regularization improves sparse model discovery in federated learning.
This work connects neural network training to convex optimization via the NTK.
Sigmoid gating is more sample efficient than softmax in mixture of experts.
In quantum computation, series of quantum gates have to be arranged in a predefined sequence that led to a quantum circuit in order to solve a particular problem. What if the sequence of quantum gates is known but both the problem to be solved and the outcome of the so defined quantum circuit remain in the shadow? This…
Value Iteration Networks (VINs) are effective differentiable path planning modules that can be used by agents to perform navigation while still maintaining end-to-end differentiability of the entire architecture. Despite their effectiveness, they suffer from several disadvantages including training instability, random …
Model analyzes RFQ markets using stochastic control to optimize dealer performance and inventory.
Long Short-Term Memory (LSTM) infers the long term dependency through a cell state maintained by the input and the forget gate structures, which models a gate output as a value in [0,1] through a sigmoid function. However, due to the graduality of the sigmoid function, the sigmoid gate is not flexible in representing m…
Gated attention improves model curvature, enhancing performance on nonlinear tasks.
Gated attention improves performance by using a hierarchical mixture of experts.
We propose a practical method for norm regularization for neural networks: pruning the network during training by encouraging weights to become exactly zero. Such regularization is interesting since (1) it can greatly speed up training and inference, and (2) it can improve generalization. AIC and BIC, well-known …
Given the success of the gated recurrent unit, a natural question is whether all the gates of the long short-term memory (LSTM) network are necessary. Previous research has shown that the forget gate is one of the most important gates in the LSTM. Here we show that a forget-gate-only version of the LSTM with chrono-ini…
Improved HMoE models using Laplace gating function enhance expert specialization and performance.
Deep neural network learns meaningful factors to predict stock returns.
Hybrid quantum-classical method optimizes financial index tracking.
Study improves stock index prediction accuracy using TPE-GRNN models.
The paper evaluates three variants of the Gated Recurrent Unit (GRU) in recurrent neural networks (RNN) by reducing parameters in the update and reset gates. We evaluate the three variant GRU models on MNIST and IMDB datasets and show that these GRU-RNN variant models perform as well as the original GRU RNN model while…
Quantum circuits explained using Shapley values for better understanding.
Bayesian methods have been successfully applied to sparsify weights of neural networks and to remove structure units from the networks, e. g. neurons. We apply and further develop this approach for gated recurrent architectures. Specifically, in addition to sparsification of individual weights and neurons, we propose t…
Recurrent neural networks (RNNs) are powerful dynamical models for data with complex temporal structure. However, training RNNs has traditionally proved challenging due to exploding or vanishing of gradients. RNN models such as LSTMs and GRUs (and their variants) significantly mitigate these issues associated with trai…
The paper tackles ride-hailing fleet repositioning with a calibrated demand approach.
This paper presents a new family of backpropagation-free neural architectures, Gated Linear Networks (GLNs). What distinguishes GLNs from contemporary neural networks is the distributed and local nature of their credit assignment mechanism; each neuron directly predicts the target, forgoing the ability to learn feature…
Unified framework for SGMoE resolves estimation and selection issues.
Paper connects MoE and self-attention, proposing active-attention.
Gated recurrent neural networks have achieved remarkable results in the analysis of sequential data. Inside these networks, gates are used to control the flow of information, allowing to model even very long-term dependencies in the data. In this paper, we investigate whether the original gate equation (a linear projec…
Solves challenges in estimating parameters of softmax gating Gaussian mixture models.