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.
This work extends implicit bias analysis to multiclass classification using a new loss framework.
New neural network architectures use signed permutation representations for finite groups, improving performance.
For a positive definite fundamental tensor all known examples of Osserman algebraic curvature tensors have a typical structure. They can be produced from a metric tensor and a finite set of skew-symmetric matrices which fulfil Clifford commutation relations. We show by means of Young symmetrizers and a theorem of S. A.…
Algebraic curvature tensors possess generators which can be formed from symmetric or alternating tensors S, A or tensors θwith an irreducible (2,1)-symmetry. In differential geometry examples of curvature formulas are known which contain generators on the basis of S or A realized by differentiable tensor fields in a na…
Symmetry properties of r-times covariant tensors T can be described by certain linear subspaces W of the group ring K[S_r] of a symmetric group S_r. If for a class of tensors T such a W is known, the elements of the orthogonal subspace W^{\bot} of W within the dual space of K[S_r] yield linear identities needed for a t…
We show that the space of algebraic covariant derivative curvature tensors R' is generated by Young symmetrized tensor products W*U or U*W, where W and U are covariant tensors of order 2 and 3 whose symmetry classes are irreducible and characterized by the following pairs of partitions: {(2),(3)}, {(2),(2 1)} or {(1 1)…
We consider generators of algebraic curvature tensors R which can be constructed by a Young symmetrization of product tensors U*w or w*U, where U and w are covariant tensors of order 3 and 1. We assume that U belongs to a class of the infinite set S of irreducible symmetry classes characterized by the partition (2,1). …
We consider generators of algebraic covariant derivative curvature tensors R' which can be constructed by a Young symmetrization of product tensors W*U or U*W, where W and U are covariant tensors of order 2 and 3. W is a symmetric or alternating tensor whereas U belongs to a class of the infinite set S of irreducible s…
We show that the symmetry classes of torsion-free covariant derivatives of r-times covariant tensor fields T can be characterized by Littlewood-Richardson products where is a representation of the symmetric group which is connected with the symmetry class of T. If is irreducible the…
New method reduces distributed non-convex optimization rounds and bits.
Question-answering systems and voice assistants are becoming major part of client service departments of many organizations, helping them to reduce the labor costs of staff. In many such systems, there is always natural language understanding module that solves intent classification task. This task is complicated becau…
Introduces AMLB, an open benchmark for AutoML frameworks.
EagerPy simplifies writing code for multiple deep learning frameworks.
OBSER framework infers sub-environments from objects, outperforming scene-based methods.
We propose a unified framework to speed up the existing stochastic matrix factorization (SMF) algorithms via variance reduction. Our framework is general and it subsumes several well-known SMF formulations in the literature. We perform a non-asymptotic convergence analysis of our framework and derive computational and …
Extends DeTEcT framework for token economies with dynamic and probabilistic parameters.
Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be applied to yield a single forecast combining multiple forecasts derived from va…
New framework assesses and benchmarks ML methods for multivariate time series.
RYU framework constructs safe regions for optimization problems.
A modular framework for knowledge distillation simplifies experiments and reproducibility.
We give a combinatorial characterization of generic minimally rigid reflection frameworks. The main new idea is to study a pair of direction networks on the same graph such that one admits faithful realizations and the other has only collapsed realizations. In terms of infinitesimal rigidity, realizations of the former…
A new clustering framework using fixed points for data analysis.
The paper analyzes frameworks for integrating sustainability into investment decisions.
We explore a framework called boosted Markov networks to combine the learning capacity of boosting and the rich modeling semantics of Markov networks and applying the framework for video-based activity recognition. Importantly, we extend the framework to incorporate hidden variables. We show how the framework can be ap…
In this paper we introduce a flexible HJM-type framework that allows for consistent modelling of intraday, spot, futures, and option prices. This framework is based on stochastic processes with economic interpretations and consistent with the initial term structure given in the form of a price forward curve. Furthermor…
We present generalization bounds for the TS-MKL framework for two stage multiple kernel learning. We also present bounds for sparse kernel learning formulations within the TS-MKL framework.
PySAD offers a unified Python framework for efficient streaming anomaly detection.
DIVA clusters dynamic data without needing cluster count, outperforming baselines.
This paper introduces a new scalable multi-objective deep reinforcement learning (MODRL) framework based on deep Q-networks. We develop a high-performance MODRL framework that supports both single-policy and multi-policy strategies, as well as both linear and non-linear approaches to action selection. The experimental …
Unified framework for analyzing machine learning model attributions.
Unified framework for Bayesian online learning in changing conditions.
We present a probabilistic framework for nonlinearities, based on doubly truncated Gaussian distributions. By setting the truncation points appropriately, we are able to generate various types of nonlinearities within a unified framework, including sigmoid, tanh and ReLU, the most commonly used nonlinearities in neural…
ProbDR framework interprets DR algorithms as probabilistic inference.
The new framework for finance is proposed. This framework based on three known approaches in econophysics. Assumptions of the framework are the following: 1. For the majority of situations market follows non-arbitrage condition. 2. For the small number of situations market influenced by the actions of big firms. 3. If …
Framework solves bilevel optimization on manifolds.
We study the tracking problem, namely, estimating the hidden state of an object over time, from unreliable and noisy measurements. The standard framework for the tracking problem is the generative framework, which is the basis of solutions such as the Bayesian algorithm and its approximation, the particle filters. Howe…
We extend our generic rigidity theory for periodic frameworks in the plane to frameworks with a broader class of crystallographic symmetry. Along the way we introduce a new class of combinatorial matroids and associated linear representation results that may be interesting in their own right. The same techniques immedi…
A game-theoretic framework identifies influential hyperparameters for neural networks.
Graph-based methods provide a powerful tool set for many non-parametric frameworks in Machine Learning. In general, the memory and computational complexity of these methods is quadratic in the number of examples in the data which makes them quickly infeasible for moderate to large scale datasets. A significant effort t…
Proposes a new framework for discount models.
In real-world applications, not all instances in multi-view data are fully represented. To deal with incomplete data, Incomplete Multi-view Learning (IML) rises. In this paper, we propose the Joint Embedding Learning and Low-Rank Approximation (JELLA) framework for IML. The JELLA framework approximates the incomplete d…
This paper proposes a novel framework for fusing multi-temporal, multispectral satellite images and OpenStreetMap (OSM) data for the classification of local climate zones (LCZs). Feature stacking is the most commonly-used method of data fusion but does not consider the heterogeneity of multimodal optical images and OSM…
This study develops an online predictive optimization framework for dynamically operating a transit service in an area of crowd movements. The proposed framework integrates demand prediction and supply optimization to periodically redesign the service routes based on recently observed demand. To predict demand for the …
Unified statistical framework for LSTM model selection.
CFFL framework improves fairness in FL without sacrificing accuracy.
TorchGAN is a PyTorch based framework for writing succinct and comprehensible code for training and evaluation of Generative Adversarial Networks. The framework's modular design allows effortless customization of the model architecture, loss functions, training paradigms, and evaluation metrics. The key features of Tor…
Proposes a Taylor framework to unify and analyze attribution methods.
Proposes a framework for generating explainable AI exemplars.