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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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326597129 · Jun 202019922001200920172026
48 results for Recurrent Autoencoder

In this work, we propose a new recurrent autoencoder architecture, termed Feedback Recurrent AutoEncoder (FRAE), for online compression of sequential data with temporal dependency. The recurrent structure of FRAE is designed to efficiently extract the redundancy along the time dimension and allows a compact discrete re…

2019-11-11abs ↗pdf ↗

Variational autoencoders were proven successful in domains such as computer vision and speech processing. Their adoption for modeling user preferences is still unexplored, although recently it is starting to gain attention in the current literature. In this work, we propose a model which extends variational autoencoder…

2018-11-25abs ↗pdf ↗

Novel fusion of autoencoders predicts sleepiness from speech.

problem Predicting sleepiness from speech recordings.
method Attention-based and recurrent sequence to sequence autoencoders for unsupervised representation learning.
result Fusion of autoencoders' representations achieves higher correlation with sleepiness scales.

RVRAE combines deep learning and dynamic factor models for better stock returns prediction.

problem Improving stock returns prediction in volatile markets.
method Combines dynamic factor modeling with variational recurrent autoencoder (VRAE). Uses prior-posterior learning for optimal factor model.
result RVRAE outperforms traditional methods in predicting stock returns and estimating variances.

To simultaneously capture syntax and global semantics from a text corpus, we propose a new larger-context recurrent neural network (RNN) based language model, which extracts recurrent hierarchical semantic structure via a dynamic deep topic model to guide natural language generation. Moving beyond a conventional RNN-ba…

2019-12-21abs ↗pdf ↗

This paper tackles unsupervised speech enhancement using RVAE and proposes efficient sampling methods.

problem Unsupervised speech enhancement with high computational complexity.
method Recurrent variational autoencoder (RVAE) combined with Langevin dynamics and Metropolis-Hasting sampling.
result Sampling-based algorithms outperform VEM and achieve robust generalization.

Recurrent neural networks can learn complex transduction problems that require maintaining and actively exploiting a memory of their inputs. Such models traditionally consider memory and input-output functionalities indissolubly entangled. We introduce a novel recurrent architecture based on the conceptual separation b…

2018-11-08abs ↗pdf ↗

Model integrates multi-view temporal data for better understanding of latent dynamics.

problem Understanding time-dependent heterogeneous properties from multi-view data.
method Generative model using variational autoencoder and recurrent neural network.
result Identifies disentangled latent embeddings across views while accounting for time factor.

Lyapunov analysis improves RNN performance prediction.

problem Uncertainty in RNN performance prediction due to hyperparameters and architecture.
method Lyapunov spectral analysis of RNNs and Autoencoder-Lyapunov Embedding Learning (AeLLE).
result AeLLE successfully correlates RNN Lyapunov spectrum with accuracy and predicts performance.

Recurrent models for sequences have been recently successful at many tasks, especially for language modeling and machine translation. Nevertheless, it remains challenging to extract good representations from these models. For instance, even though language has a clear hierarchical structure going from characters throug…

2018-01-29abs ↗pdf ↗

This paper describes a method for learning low-dimensional approximations of nonlinear dynamical systems, based on neural-network approximations of the underlying Koopman operator. Extended Dynamic Mode Decomposition (EDMD) provides a useful data-driven approximation of the Koopman operator for analyzing dynamical syst…

2017-12-04abs ↗pdf ↗

Hessian-free (HF) optimization has been successfully used for training deep autoencoders and recurrent networks. HF uses the conjugate gradient algorithm to construct update directions through curvature-vector products that can be computed on the same order of time as gradients. In this paper we exploit this property a…

2013-01-16abs ↗pdf ↗

Learning to solve sequential tasks with recurrent models requires the ability to memorize long sequences and to extract task-relevant features from them. In this paper, we study the memorization subtask from the point of view of the design and training of recurrent neural networks. We propose a new model, the Linear Me…

2020-01-31abs ↗pdf ↗

A new method scales Gaussian process variational autoencoders to handle high-dimensional time series.

problem Scalability issue in Gaussian process variational autoencoders (GPVAEs).
method Introducing Markovian GPs and using Kalman filtering and smoothing for linear time training.
result MGPVAE outperforms existing approaches in various tasks with high scalability.

New method reduces DSI complexity using RAE and LSTM for better posterior predictions.

problem Reducing complexity in data-space inversion for subsurface flow simulations.
method Recurrent Autoencoder (RAE) for dimension reduction and LSTM for flow-rate time series representation.
result RAE-based parameterization outperforms existing DSI treatments in statistical agreement with reference results.

Autoencoder-based learning has emerged as a staple for disciplining representations in unsupervised and semi-supervised settings. This paper analyzes a framework for improving generalization in a purely supervised setting, where the target space is high-dimensional. We motivate and formalize the general framework of ta…

2020-01-23abs ↗pdf ↗

A novel online GP model captures long-term memory in sequential data.

problem Capturing long-term memory in sequential data online.
method Integrates HiPPO framework into interdomain GP, leveraging time-varying orthogonal projections as inducing variables.
result OHSVGP outperforms existing online GP methods in predictive performance, long-term memory preservation, and computational efficiency.

The paper analyzes variational autoencoders for state space models with risk bounds.

problem Analyzing the risk associated with variational autoencoders for state space models.
method Backward factorization of variational distributions to analyze excess risk, providing oracle inequalities and upper bounds.
result Explicit upper bounds on variational estimation error for state space models under strong mixing assumptions.

A neural network, IHT-Net, improves DOA estimation with sparse arrays.

problem Single-snapshot DOA estimation with sparse arrays in dynamic settings.
method IHT-inspired neural network with recurrent neural network and autoencoders.
result IHT-Net achieves faster convergence and higher accuracy in DOA estimation.

Variational autoencoders (VAEs) defined over SMILES string and graph-based representations of molecules promise to improve the optimization of molecular properties, thereby revolutionizing the pharmaceuticals and materials industries. However, these VAEs are hindered by the non-unique nature of SMILES strings and the c…

2019-05-30abs ↗pdf ↗

This work addresses identifiability in sequential data with switching dynamics, introducing a new estimator.

problem Identifiability of sequential data with regime-switching dynamics under flexible assumptions.
method Introduces ΩΩSDS, a flow-based estimator for exact likelihood optimization.
result Demonstrates improved disentanglement and more accurate forecasting compared to VAE-based estimators.

In recent years, a specific machine learning method called deep learning has gained huge attraction, as it has obtained astonishing results in broad applications such as pattern recognition, speech recognition, computer vision, and natural language processing. Recent research has also been shown that deep learning tech…

2018-06-23abs ↗pdf ↗

TSAM predicts directed temporal links using GCN and self-attention.

problem Predicting links in directed temporal networks.
method GCN, self-attention mechanism, autoencoder architecture, graph attentional layers, graph convolutional layers, graph recurrent unit layer.
result TSAM outperforms benchmarks on four realistic networks.

Comma.ai's approach to Artificial Intelligence for self-driving cars is based on an agent that learns to clone driver behaviors and plans maneuvers by simulating future events in the road. This paper illustrates one of our research approaches for driving simulation. One where we learn to simulate. Here we investigate v…

2016-08-03abs ↗pdf ↗

Learning latent representations from long text sequences is an important first step in many natural language processing applications. Recurrent Neural Networks (RNNs) have become a cornerstone for this challenging task. However, the quality of sentences during RNN-based decoding (reconstruction) decreases with the leng…

2017-08-16abs ↗pdf ↗