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.
The paper tackles the computational complexity of PLT algorithms, providing tractable solutions.
problem Finding a tree structure that results in a PLT with low computational costs and low statistical error.
method The paper shows that finding an optimal tree structure is NP-complete. It provides linear time solutions for specific cases and an O(logm) approximation for the general case.
result The paper provides tractable solutions for finding a tree structure with low computational costs and low statistical error.
We show relationships between uniform K-stability and plt blowups of log Fano pairs. We see that it is enough to evaluate certain invariants defined by volume functions for all plt blowups in order to test uniform K-stability of log Fano pairs. We also discuss the uniform K-stability of two log Fano pairs under crepant…
Extreme multi-label classification (XMLC) is a problem of tagging an instance with a small subset of relevant labels chosen from an extremely large pool of possible labels. Large label spaces can be efficiently handled by organizing labels as a tree, like in the hierarchical softmax (HSM) approach commonly used for mul…
We prove that among all Kollár components obtained by plt blow ups of a klt singularity o∈(X,D), there is at most one that is (log-)K-semistable. We achieve this by showing that if such a Kollár component exists, it uniquely minimizes the normalized volume function introduced in [Li15a] among all divisorial valu…
Playing repeated matrix games (RMG) while maximizing the cumulative returns is a basic method to evaluate multi-agent learning (MAL) algorithms. Previous work has shown that UCB, M3, S or Exp3 algorithms have good behaviours on average in RMG. Besides, hedging algorithms have been shown to be effective on predi…
We propose accelerated randomized coordinate descent algorithms for stochastic optimization and online learning. Our algorithms have significantly less per-iteration complexity than the known accelerated gradient algorithms. The proposed algorithms for online learning have better regret performance than the known rando…
Bayesian networks (BN) are used in a big range of applications but they have one issue concerning parameter learning. In real application, training data are always incomplete or some nodes are hidden. To deal with this problem many learning parameter algorithms are suggested foreground EM, Gibbs sampling and RBE algori…
Algorithm design is a laborious process and often requires many iterations of ideation and validation. In this paper, we explore automating algorithm design and present a method to learn an optimization algorithm, which we believe to be the first method that can automatically discover a better algorithm. We approach th…
Approximate probabilistic inference algorithms are central to many fields. Examples include sequential Monte Carlo inference in robotics, variational inference in machine learning, and Markov chain Monte Carlo inference in statistics. A key problem faced by practitioners is measuring the accuracy of an approximate infe…
In this paper, we propose a convergent parallel best-response algorithm with the exact line search for the nondifferentiable nonconvex sparsity-regularized rank minimization problem. On the one hand, it exhibits a faster convergence than subgradient algorithms and block coordinate descent algorithms. On the other hand,…
We resolve the fundamental problem of online decoding with general nth order ergodic Markov chain models. Specifically, we provide deterministic and randomized algorithms whose performance is close to that of the optimal offline algorithm even when latency is small. Our algorithms admit efficient implementation vi…
The Kaczmarz algorithm is popular for iteratively solving an overdetermined system of linear equations. The traditional Kaczmarz algorithm can approximate the solution in few sweeps through the equations but a randomized version of the Kaczmarz algorithm was shown to converge exponentially and independent of number of …
Recently manifold learning algorithm for dimensionality reduction attracts more and more interests, and various linear and nonlinear, global and local algorithms are proposed. The key step of manifold learning algorithm is the neighboring region selection. However, so far for the references we know, few of which propos…