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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.

168,657 papers · 148 categories

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117235352469 · Jun 202019922001200920172026
48 results for Random weights

A weighted random survival forest is presented in the paper. It can be regarded as a modification of the random forest improving its performance. The main idea underlying the proposed model is to replace the standard procedure of averaging used for estimation of the random survival forest hazard function by weighted av…

2019-01-01abs ↗pdf ↗

ARGEW improves node embeddings for weighted homophilous graphs by emphasizing strong edge weights.

problem Lack of accurate node embeddings for weighted homophilous graphs.
method ARGEW (Augmentation of Random walks by Graph Edge Weights) augments random walks by emphasizing nodes with larger edge weights.
result ARGEW produces embeddings where node pairs with strong edge weights have closer embeddings.

Gradient descent with random weights in linear regression analyzed for various noise types.

problem Analyzing the impact of random noise on gradient descent in linear regression.
method Gradient descent with randomly weighted data points, various weighting distributions, geometric moment contraction.
result Characterization of implicit regularization and non-asymptotic convergence bounds.

Hypergraphs are used in machine learning to model higher-order relationships in data. While spectral methods for graphs are well-established, spectral theory for hypergraphs remains an active area of research. In this paper, we use random walks to develop a spectral theory for hypergraphs with edge-dependent vertex wei…

2019-05-20abs ↗pdf ↗

The study examines Fisher information matrices and neural tangent kernels for simple ReLU networks with random weights.

problem Understanding the relationship between Fisher information matrices and neural tangent kernels for 2-layer ReLU networks.
method Analyzes Fisher information matrices and neural tangent kernels for 2-layer ReLU networks with random hidden weights, focusing on spectral decomposition and eigenfunctions.
result Obtained an approximation formula for functions represented by 2-layer neural networks.

New class of heavy-tailed distributions shows weighted averages dominate individual variables.

problem Understanding and comparing risks in heavy-tailed distributions.
method Introducing a new class of heavy-tailed distributions and proving stochastic dominance relations.
result Weighted averages of random variables in this class are stochastically larger than individual variables.

Study evaluates thresholds for removing noise from DNN weights using random matrix theory.

problem Removing noise from deep neural network weights for better approximation.
method Model weights as signal + noise, use random matrix theory to estimate thresholds, evaluate using cosine similarity.
result Proposed threshold estimation method improves approximation quality.

New method calculates Ricci curvature from distances between weighted volumes.

problem Calculating Ricci curvature for weighted Riemannian manifolds.
method Asymptotic retrieval of generalized Ricci tensor from scaled metric derivatives of Wasserstein 1-distances.
result Limiting coarse curvature of random graphs converges to generalized Ricci tensor.

Neural networks with learned biases can approximate any function.

problem Whether neural networks with only learned biases can approximate any continuous function.
method Theoretical and numerical analysis of random weights and learned biases in neural networks.
result Feedforward and recurrent neural networks with random weights can approximate any continuous function and dynamical systems.

Bandlimited random neural networks may not approximate all functions perfectly.

problem Expressive power of shallow neural networks with bandlimited random weights.
method Ridgelet analysis for deriving approximation error lower bounds.
result Bandlimited random weights can lead to non-zero approximation error.

Develops a new random forest method for clustered data with improved prediction and inference.

problem Improving prediction and inference accuracy for clustered data with within-cluster dependence.
method Clustered Random Forests, using weighted least squares estimators for leaf predictions.
result Optimal prediction and inference weights vary under covariate shift, necessitating user-chosen weights.

WildWood improves Random Forest predictions using bootstrap out-of-bag samples.

problem Improving Random Forest predictions for supervised learning.
method Uses bootstrap out-of-bag samples to compute improved predictions by aggregating all possible subtrees with exponential weights.
result WildWood produces faster and more competitive predictions compared to other ensemble methods.

In this work, we propose the kernel Pitman-Yor process (KPYP) for nonparametric clustering of data with general spatial or temporal interdependencies. The KPYP is constructed by first introducing an infinite sequence of random locations. Then, based on the stick-breaking construction of the Pitman-Yor process, we defin…

2012-10-15abs ↗pdf ↗

Improved kernel ridge regression for large datasets using weighted random binning.

problem Efficiently approximating kernel matrices for large-scale datasets.
method Introduced weighted random binning features for locality sensitive hashing.
result Weighted random binning features generate Gaussian processes of any desired smoothness.

Random matrix analysis reveals that neural network weights are mostly random, with some indicating learned information.

problem Understanding how neural networks store information needed for tasks.
method Random matrix theory (RMT) applied to weight matrices of trained deep neural networks.
result Most singular values and eigenvectors of trained neural networks follow universal RMT predictions, suggesting they are random and do not contain system-specific information.

Generative model uses random weighted support points for interpretable data sampling.

problem Creating diverse and interpretable sample sets from large datasets efficiently.
method Random weighted support points from Dirichlet process and Bayesian bootstrap.
result High-quality and diverse outputs at lower computational cost.

Study Gaussian approximation for deep neural networks with random weights.

problem Understanding the distribution of deep neural networks with random weights.
method Established Gaussian approximation bounds in Wasserstein-1 norm.
result Convergence rates of order n(1/6)L1+εn^{-({1}/{6})^{L-1} + ε} for deep networks with proportional layer widths.

Echo state networks with random weights can approximate any continuous system.

problem Approximating continuous dynamical systems using echo state networks.
method Randomly generated internal weights and a sampling procedure for activation functions.
result Echo state networks with random weights can approximate any continuous casual time-invariant operators with high probability.

Study on volumes of random inscribed polytopes in projective geometries.

problem Estimating volumes of random inscribed polytopes in projective geometries.
method Central limit theorems and normal approximation for volumes and dual volumes of random inscribed polytopes.
result Established central limit theorems and normal approximation for volumes and dual volumes of random inscribed polytopes.

RSO uses random weight perturbations to train deep networks without gradients.

problem Training deep neural networks efficiently and without gradient information.
method RSO is a gradient-free Markov Chain Monte Carlo approach that updates weights based on mini-batch loss reduction.
result RSO achieves high accuracy (99.1% on MNIST) with significantly fewer updates than traditional methods.

Enhanced Random Forests outperform XGBoost across binary classification datasets.

problem Improving performance of Random Forests in binary classification.
method Adaptive sample and model weighting, iterative algorithm for sample weights, personalized tree weighting schemes.
result Significantly outperforms XGBoost across 15 binary classification datasets.

The paper proposes a method to improve forecast combination accuracy using portfolio theory.

problem Improving forecast accuracy by combining multiple forecasts.
method Generates forecast combinations using a portfolio analogy, allowing negative weights for hedging.
result Demonstrates improved performance in weighted random forest forecasts.

Proposes a new random forest weighted local Fréchet regression method.

problem Complex metric space valued responses and curse of dimensionality in Fréchet regression.
method Locally adaptive kernel generated by random forests for local average and local linear Fréchet regression.
result Significantly improves existing Fréchet regression methods with theoretical guarantees.

Paper introduces new approximations for lognormal sums, matching comonotonicity and moments.

problem Approximating sums of lognormal random variables accurately.
method Introduces new approximations based on weighted distribution theory, emphasizing comonotonicity and moment matching.
result Approximations perform better than classical methods, especially in the right tail of the distribution.

Paper tackles ranking items with a semi-random comparison graph and a monotone adversary.

problem Ranking items based on pairwise comparisons from a semi-random comparison graph with a monotone adversary.
method Developed a weighted maximum likelihood estimator (MLE) and an SDP-based approach to reweight the semi-random graph.
result Achieves near-optimal sample complexity, up to a log^2(n) factor, for identifying the top-K preferred items.

We investigate the problem of sequentially predicting the binary labels on the nodes of an arbitrary weighted graph. We show that, under a suitable parametrization of the problem, the optimal number of prediction mistakes can be characterized (up to logarithmic factors) by the cutsize of a random spanning tree of the g…

2012-12-21abs ↗pdf ↗

Random feature models approximate functions in Banach spaces efficiently.

problem Approximating functions in Banach spaces efficiently.
method Randomly initialized feature maps and linear readout training.
result Universal approximation in Bochner spaces for Banach space-valued models.

Not all neural network architectures are created equal, some perform much better than others for certain tasks. But how important are the weight parameters of a neural network compared to its architecture? In this work, we question to what extent neural network architectures alone, without learning any weight parameter…

2019-06-11abs ↗pdf ↗

Bayes-optimal learning of deep random networks with Gaussian weights is studied.

problem Learning a target function corresponding to a deep, extensive-width, non-linear neural network with random Gaussian weights.
method Closed-form expressions for Bayes-optimal test error, ridge regression, kernel and random features regression are computed.
result Optimally regularized ridge regression and kernel regression achieve Bayes-optimal performances, while logistic loss yields a near-optimal test error for classification.