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 RBF networks can approximate any continuous function.
Improved sample efficiency with normalized RBF kernels in neural networks.
Due to the dynamic nature, chaotic time series are difficult predict. In conventional signal processing approaches signals are treated either in time or in space domain only. Spatio-temporal analysis of signal provides more advantages over conventional uni-dimensional approaches by harnessing the information from both …
Adaptive RBF-KAN improves KANs by dynamically adjusting kernel parameters.
We show theoretical similarities between the Least Squares Support Vector Regression (LS-SVR) model with a Radial Basis Functions (RBF) kernel and maximum a posteriori (MAP) inference on Bayesian RBF networks with a specific Gaussian prior on the regression weights. Although previous works have pointed out similar expr…
One of the main drawbacks of deep neural networks, like many other classifiers, is their vulnerability to adversarial attacks. An important reason for their vulnerability is assigning high confidence to regions with few or even no feature points. By feature points, we mean a nonlinear transformation of the input space …
K-Means and RBF networks are shown to be equivalent under certain conditions.
A new multi-kernel RBFNN design improves performance and speed.
Herein, we propose a spatio-temporal extension of RBFNN for nonlinear system identification problem. The proposed algorithm employs the concept of time-space orthogonality and separately models the dynamics and nonlinear complexities of the system. The proposed RBF architecture is explored for the estimation of a highl…
The aim of this paper is to train an RBF neural network and select centers under concurrent faults. It is well known that fault tolerance is a very attractive property for neural networks. And center selection is an important procedure during the training process of an RBF neural network. In this paper, we devise two n…
In this paper, we propose a novel adaptive kernel for the radial basis function (RBF) neural networks. The proposed kernel adaptively fuses the Euclidean and cosine distance measures to exploit the reciprocating properties of the two. The proposed framework dynamically adapts the weights of the participating kernels us…
In the classical Gaussian SVM classification we use the feature space projection transforming points to normal distributions with fixed covariance matrices (identity in the standard RBF and the covariance of the whole dataset in Mahalanobis RBF). In this paper we add additional information to Gaussian SVM by considerin…
CKA with Gaussian RBF kernels converges linearly as bandwidth increases.
Complex analysis techniques link Gaussian RBF kernels to quantum mechanics.
AEN-RBF kernel improves robustness in Bayesian optimization for complex systems.
DCA algorithm applied to SVR with RBF kernel for nonconvex optimization.
A comparative study of the application of Gaussian Mixture Model (GMM) and Radial Basis Function (RBF) in biometric recognition of voice has been carried out and presented. The application of machine learning techniques to biometric authentication and recognition problems has gained a widespread acceptance. In this res…
BEKAN uses RBFs and evolutionary methods to solve PDEs with boundary conditions.
OKSVM optimizes RBF kernel hyperparameter for SVMs, improving classification performance.
The idea of end-to-end learning of communications systems through neural network -based autoencoders has the shortcoming that it requires a differentiable channel model. We present in this paper a novel learning algorithm which alleviates this problem. The algorithm iterates between supervised training of the receiver …
New matrix approximation method using RBF components for better memory efficiency.
The method of "random Fourier features (RFF)" has become a popular tool for approximating the "radial basis function (RBF)" kernel. The variance of RFF is actually large. Interestingly, the variance can be substantially reduced by a simple normalization step as we theoretically demonstrate. We name the improved scheme …
In this paper, we compare 5 different nonlinear kernels: min-max, RBF, fRBF (folded RBF), acos, and acos-, on a wide range of publicly available datasets. The proposed fRBF kernel performs very similarly to the RBF kernel. Both RBF and fRBF kernels require an important tuning parameter (). Interestingly, for a …
Optimizes expensive functions using adaptive RBF surrogate model.
We propose two localized Radial Basis Function (RBF) methods, the Radial Basis Function Partition of Unity method (RBF-PUM) and the Radial Basis Function generated Finite Differences method (RBF-FD), for solving financial derivative pricing problems arising from market models with multiple stochastic factors. We demons…
Estimates individualized treatment effects using shared RBF-net neurons.
The GMM (generalized min-max) kernel was recently proposed (Li, 2016) as a measure of data similarity and was demonstrated effective in machine learning tasks. In order to use the GMM kernel for large-scale datasets, the prior work resorted to the (generalized) consistent weighted sampling (GCWS) to convert the GMM ker…
Kernelized Q-learning achieves good performance with minimal data.
One-shot algorithm for feature-distributed kernel PCA reduces communication costs.
Paper proposes machine learning models for more accurate road inspection.
New ML models improve VVLC channel characterization for vehicular OWC.
Paper provides unbiased spectral moment estimates from finite data.
In this paper, we study the benefits of using polyharmonic splines and node layouts with smoothly varying density for developing robust and efficient radial basis function generated finite difference (RBF-FD) methods for pricing of financial derivatives. We present a significantly improved RBF-FD scheme and successfull…
PGF kernels analyze spherical data using generalized RBF kernels.
Deep RBVFs improve continuous control in RL.
The objective of this study is to investigate the efficient determination of and for Support Vector Regression with RBF or mahalanobis kernel based on numerical and statistician considerations, which indicates the connection between and kernels and demonstrates that the deviation of geometric distance of ne…
There are plenty of problems where the data available is scarce and expensive. We propose a generator of semi-artificial data with similar properties to the original data which enables development and testing of different data mining algorithms and optimization of their parameters. The generated data allow a large scal…
Enhanced kernel ridgeless regression improves performance with LAB RBF kernels.
Neural networks allow Q-learning reinforcement learning agents such as deep Q-networks (DQN) to approximate complex mappings from state spaces to value functions. However, this also brings drawbacks when compared to other function approximators such as tile coding or their generalisations, radial basis functions (RBF) …
Recent work in metric learning has significantly improved the state-of-the-art in k-nearest neighbor classification. Support vector machines (SVM), particularly with RBF kernels, are amongst the most popular classification algorithms that uses distance metrics to compare examples. This paper provides an empirical analy…
Mammography is often used as the most common laboratory method for the detection of breast cancer, yet associated with the high cost and many side effects. Machine learning prediction as an alternative method has shown promising results. This paper presents a method based on a multilayer fuzzy expert system for the det…
Modified model for Quanto CDS pricing with stochastic recovery and reduced complexity.
This paper proposes a numerical method for pricing foreign exchange (FX) options in a model which deals with stochastic interest rates and stochastic volatility of the FX rate. The model considers four stochastic drivers, each represented by an Itô's diffusion with time--dependent drift, and with a full matrix of corre…
Optimized GAN discriminator using polyharmonic interpolation.
The aim of this chapter is to show how option prices in jump-diffusion models can be computed using meshless methods based on Radial Basis Function (RBF) interpolation. The RBF technique is demonstrated by solving the partial integro-differential equation (PIDE) in one-dimension for the American put and the European va…
Conditional expectiles are becoming an increasingly important tool in finance as well as in other areas of applications. We analyse a support vector machine type approach for estimating conditional expectiles and establish learning rates that are minimax optimal modulo a logarithmic factor if Gaussian RBF kernels are u…
We propose a novel reversible jump Markov chain Monte Carlo (MCMC) simulated annealing algorithm to optimize radial basis function (RBF) networks. This algorithm enables us to maximize the joint posterior distribution of the network parameters and the number of basis functions. It performs a global search in the joint …
We construct kernel, which generalizes the classical Gaussian RBF kernel to the case of incomplete data. We model the uncertainty contained in missing attributes making use of data distribution and associate every point with a conditional probability density function. This allows to embed incomplete data i…