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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 Probabilistic Deep Learning

Probabilistic deep learning uses neural networks and models to handle uncertainty.

problem Handling uncertainty in deep learning models.
method Two approaches: probabilistic neural networks and deep probabilistic models.
result TensorFlow Probability library supports both approaches.

D2PCCA integrates deep learning and probabilistic modeling for nonlinear dynamical systems.

problem Analyzing nonlinear dynamical systems with probabilistic understanding.
method Combines deep learning and probabilistic modeling, using KL annealing and normalizing flows.
result Captures latent dynamics in sequential datasets with improved convergence and flexibility.

Proposes a deep probabilistic multi-view model for multi-view learning.

problem Learning from multiple related views with shared latent structure.
method Probabilistic Canonical Correlation Analysis (CCA) in latent space, deep generative networks, variational inference.
result Efficient variational inference approximates posterior distributions of latent multi-view layer.

In this paper we introduce ZhuSuan, a python probabilistic programming library for Bayesian deep learning, which conjoins the complimentary advantages of Bayesian methods and deep learning. ZhuSuan is built upon Tensorflow. Unlike existing deep learning libraries, which are mainly designed for deterministic neural netw…

2017-09-18abs ↗pdf ↗

Probabilistic modeling enables combining domain knowledge with learning from data, thereby supporting learning from fewer training instances than purely data-driven methods. However, learning probabilistic models is difficult and has not achieved the level of performance of methods such as deep neural networks on many …

2017-05-15abs ↗pdf ↗

Researchers propose better probabilistic models for deep learning.

problem Using cross-entropy loss for non-categorical data.
method Introducing continuous-categorical distribution and proposing probabilistic alternatives.
result Potential for outperformance in deep learning models with proper probabilistic treatment.

A new probabilistic approach improves deep metric learning by considering image uncertainties and class-specific variances.

problem Proxy-based deep metric learning struggles with image uncertainties and class-specific structures.
method Introduces non-isotropic probabilistic proxy-based deep metric learning using directional von Mises-Fisher distributions.
result Improves generalization performance and competitive on standard benchmarks.

Survey of spectral, probabilistic, and deep metric learning methods.

problem Developing effective distance metrics for various machine learning tasks.
method Divided into spectral, probabilistic, and deep approaches, covering various techniques and their applications.
result Comprehensive overview of metric learning methods, including new developments and applications.

Deep learning improves probabilistic PPDE solution accuracy.

problem Approximating solutions to path-dependent PDEs with limited basis selection.
method Deep learning for conditional expectation estimation with error bounds.
result Deep learning yields more accurate PPDE solutions, especially in high dimensions.

A generative model is developed for deep (multi-layered) convolutional dictionary learning. A novel probabilistic pooling operation is integrated into the deep model, yielding efficient bottom-up (pretraining) and top-down (refinement) probabilistic learning. Experimental results demonstrate powerful capabilities of th…

2015-04-15abs ↗pdf ↗

Proposes deep mixture models for probabilistic price movement forecasting in high-frequency trading.

problem Probabilistic forecasting of price movements in high-frequency trading.
method Deep recurrent neural networks with probabilistic mixture models.
result Outperforms benchmark models in both metric-based and simulated trading scenarios.

InferPy is a Python package for probabilistic modeling with deep neural networks. It defines a user-friendly API that trades-off model complexity with ease of use, unlike other libraries whose focus is on dealing with very general probabilistic models at the cost of having a more complex API. In particular, this packag…

2019-08-29abs ↗pdf ↗

In this work, we introduce a novel probabilistic representation of deep learning, which provides an explicit explanation for the Deep Neural Networks (DNNs) in three aspects: (i) neurons define the energy of a Gibbs distribution; (ii) the hidden layers of DNNs formulate Gibbs distributions; and (iii) the whole architec…

2019-08-26abs ↗pdf ↗

Improved deep probabilistic time series forecasting by learning error autocorrelation.

problem Simplification of time-independent error process and lack of serial correlation in existing models.
method Proposes a training method that incorporates error autocorrelation to enhance probabilistic forecasting accuracy.
result Improves predictive accuracy and uncertainty quantification across multiple datasets.

Recent advances in statistical inference have significantly expanded the toolbox of probabilistic modeling. Historically, probabilistic modeling has been constrained to (i) very restricted model classes where exact or approximate probabilistic inference were feasible, and (ii) small or medium-sized data sets which fit …

2019-08-09abs ↗pdf ↗

Pyro is a probabilistic programming language built on Python as a platform for developing advanced probabilistic models in AI research. To scale to large datasets and high-dimensional models, Pyro uses stochastic variational inference algorithms and probability distributions built on top of PyTorch, a modern GPU-accele…

2018-10-18abs ↗pdf ↗

Proposes a deep learning model for probabilistic forecasting that is also interpretable.

problem Inability to explain predictions of neural network-based time series forecasting methods.
method Deep Autoregressive Networks (DANLIP) for locally interpretable probabilistic forecasting.
result DANLIP provides interpretable predictions with comparable performance to state-of-the-art methods.

Bayesian approach models neurodegenerative diseases without clinical labels.

problem Personalized, predictive modeling of neurodegenerative diseases.
method Probabilistic programmed deep kernel learning combining Gaussian processes and neural networks.
result Surpasses deep learning in accuracy and timeliness of predicting neurodegeneration.

Unified framework for learning flexible probabilistic programs using DPP and PAC-Bayes bounds.

problem Learning and generalizing from complex probabilistic models.
method Unified DPP representation and PAC-Bayes bounds for stochastic programs.
result Improved performance and generalization prediction using flexible DPP model representations and learned complexity measures.

A grand challenge in machine learning is the development of computational algorithms that match or outperform humans in perceptual inference tasks that are complicated by nuisance variation. For instance, visual object recognition involves the unknown object position, orientation, and scale in object recognition while …

2015-04-02abs ↗pdf ↗

Deep state space model forecasts time series with uncertainty.

problem Probabilistic forecasting for risk management.
method Parameterized deep networks for non-linear models, recurrent neural nets for dependency, ARD network for exogenous variables.
result Accurate and sharp probabilistic forecasts with realistic uncertainty growth.

Deep learning uses layers of transformations to predict structured data with uncertainty.

problem Predicting structured high-dimensional data efficiently and with uncertainty.
method Applying layers of semi-affine input transformations to find features for probabilistic statistical methods.
result Achieves scalable prediction rules with uncertainty quantification and feature selection.

S4 learns new self-supervision automatically, improving accuracy with less human effort.

problem Lack of direct supervision in machine learning.
method Combines deep learning and probabilistic logic to automatically generate and verify new self-supervision.
result S4 can automatically propose accurate self-supervision, matching supervised methods with less human effort.

Develops deep probabilistic graphical modeling for better flexibility and interpretability.

problem Lack of flexibility in probabilistic graphical models and interpretability in deep learning.
method Combines deep learning and probabilistic graphical modeling to create flexible models with interpretable latent structures.
result Solves problems in probabilistic topic models and introduces new learning algorithms.

A generative Bayesian model is developed for deep (multi-layer) convolutional dictionary learning. A novel probabilistic pooling operation is integrated into the deep model, yielding efficient bottom-up and top-down probabilistic learning. After learning the deep convolutional dictionary, testing is implemented via dec…

2014-12-18abs ↗pdf ↗

Proposes DGCN with trajectory sampling for data-efficient policy search in MBRL.

problem Improving data efficiency in model-based reinforcement learning.
method Combines trajectory sampling and DGCN for uncertainty propagation in probabilistic world models.
result Improves sample-efficiency over other uncertainty propagation methods and probabilistic models.

The TensorFlow Distributions library implements a vision of probability theory adapted to the modern deep-learning paradigm of end-to-end differentiable computation. Building on two basic abstractions, it offers flexible building blocks for probabilistic computation. Distributions provide fast, numerically stable metho…

2017-11-28abs ↗pdf ↗

This thesis improves deep sequence models by integrating probabilistic methods for uncertainty quantification.

problem Lack of uncertainty awareness in deep sequence models limits their deployment.
method Develops approximate Bayesian inference methods for Transformers and HiPPOs, leveraging inductive biases.
result Improves predictive and generative performance of deep sequence models by incorporating probabilistic structures.

Kernel density matrices simplify probabilistic deep learning.

problem Representing joint probability distributions of continuous and discrete variables.
method Extending density matrices to a reproducing kernel Hilbert space.
result Versatile representation for marginal and joint probability distributions.

Probabilistic graphical models are traditionally known for their successes in generative modeling. In this work, we advocate layered graphical models (LGMs) for probabilistic discriminative learning. To this end, we design LGMs in close analogy to neural networks (NNs), that is, they have deep hierarchical structures a…

2019-01-31abs ↗pdf ↗

The paper extends calibration to sets of probabilistic classifiers, finding many ensembles are poorly calibrated.

problem Evaluating the validity of epistemic uncertainty in sets of probabilistic classifiers.
method Proposed a novel nonparametric calibration test for sets of probabilistic classifiers.
result Ensembles of deep neural networks are often not well calibrated.

Study improves seasonal forecasts using deep learning.

problem Challenges in generating large forecast ensembles and limited observations for verification.
method Developed a probabilistic deep neural network model.
result Demonstrated favorable skill compared to state-of-the-art dynamical forecast systems.

PRoA assesses deep learning robustness against practical functional perturbations.

problem Inadequate practical robustness verification methods for deep learning systems.
method Probabilistic robustness assessment based on adaptive concentration.
result Statistical guarantees on probabilistic robustness against functional perturbations.

Efficiently learns from partial labels using variational inference.

problem Learning from noisy and ambiguous partial labels in crowdsourcing.
method Amortized variational inference for probabilistic posterior approximation.
result Achieves state-of-the-art performance in accuracy and efficiency.

Study shows how deep generative models can memorize data.

problem Understanding and preventing memorization in deep generative models.
method Adapted a memorization measure for unsupervised density estimation and demonstrated its effectiveness.
result Memorization in deep generative models differs from mode collapse and overfitting.

Deep models forecast epidemics with uncertainty quantification.

problem Accurate probabilistic forecasting of epidemics is challenging due to nonlinear temporal dependencies and spatial interactions.
method Deep spatiotemporal engression methods with geometric ergodicity and asymptotic stationarity.
result Proposed methods outperform benchmarks in point and probabilistic forecasting.

Proposes a model for multi-horizon probabilistic forecasting of time series influenced by asynchronous events.

problem Forecasting time series influenced by asynchronous events is challenging.
method Introduces Variational Synergetic Multi-Horizon Network (VSMHN), a deep conditional generative model combining deep point processes and variational recurrent neural networks.
result Produces accurate, sharp, and realistic probabilistic forecasts.

We develop a probabilistic framework for deep learning based on the Deep Rendering Mixture Model (DRMM), a new generative probabilistic model that explicitly capture variations in data due to latent task nuisance variables. We demonstrate that max-sum inference in the DRMM yields an algorithm that exactly reproduces th…

2016-12-06abs ↗pdf ↗