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.
Generative model uses random convolutional features to create financial time series.
Paper analyzes soft tree ensembles using NTK, finding only leaf count matters.
A method for selecting pseudo-labeled data in semi-supervised learning using generalized Bayes and soft revision.
This paper introduces TNTK to study infinite soft tree ensembles.
SoftKI combines SKI and variational methods for scalable GP regression.
A crucial problem in learning disentangled image representations is controlling the degree of disentanglement during image editing, while preserving the identity of objects. In this work, we propose a simple yet effective model with the encoder-decoder architecture to address this challenge. To encourage disentanglemen…
Classifiers based on sparse representations have recently been shown to provide excellent results in many visual recognition and classification tasks. However, the high cost of computing sparse representations at test time is a major obstacle that limits the applicability of these methods in large-scale problems, or in…
The problem of estimating a high-dimensional sparse vector from an observation in i.i.d. Gaussian noise is considered. The performance is measured using squared-error loss. An empirical Bayes shrinkage estimator, derived using a Bernoulli-Gaussian prior, is analyzed and compared with the…
Improved kernel quadrature with convex weights using subsampling.
Comprisk simplifies competing-risks analysis in Python.
Deep learning models for survival analysis have gained significant attention in the literature, but they suffer from severe performance deficits when the dataset contains many irrelevant features. We give empirical evidence for this problem in real-world medical settings using the state-of-the-art model DeepHit. Furthe…
New kernel connects deep learning to optimization, improving generalization.
We introduce kernel nonparametric tests for Lancaster three-variable interaction and for total independence, using embeddings of signed measures into a reproducing kernel Hilbert space. The resulting test statistics are straightforward to compute, and are used in powerful interaction tests, which are consistent against…
Conditional kernel mean embeddings are nonparametric models that encode conditional expectations in a reproducing kernel Hilbert space. While they provide a flexible and powerful framework for probabilistic inference, their performance is highly dependent on the choice of kernel and regularization hyperparameters. Neve…
The geometric approach to diffeomorphic image registration known as "large deformation by diffeomorphic metric mapping" (LDDMM) is based on a left action of diffeomorphisms on images, and a right-invariant metric on a diffeomorphism group, usually defined using a reproducing kernel. We explore the use of left-invariant…
We introduce a new class of nonstationary kernels, which we derive as covariance functions of a novel family of stochastic processes we refer to as string Gaussian processes (string GPs). We construct string GPs to allow for multiple types of local patterns in the data, while ensuring a mild global regularity condition…
Multiple-step lookahead policies have demonstrated high empirical competence in Reinforcement Learning, via the use of Monte Carlo Tree Search or Model Predictive Control. In a recent work \cite{efroni2018beyond}, multiple-step greedy policies and their use in vanilla Policy Iteration algorithms were proposed and analy…
The accuracy and complexity of kernel learning algorithms is determined by the set of kernels over which it is able to optimize. An ideal set of kernels should: admit a linear parameterization (tractability); be dense in the set of all kernels (accuracy); and every member should be universal so that the hypothesis spac…
This work establishes the equivalence between neural networks and support vector machines.
A new MMD-based test combines kernels for two-sample testing without splitting data.
Recently, there has been much interest in finding globally optimal Bayesian network structures. These techniques were developed for generative scores and can not be directly extended to discriminative scores, as desired for classification. In this paper, we propose an exact method for finding network structures maximiz…
The paper analyzes knowledge distillation in wide neural networks, providing theoretical insights and practical implications.
New method uses multiple kernels to improve SVGD performance.
Many contemporary statistical learning methods assume a Euclidean feature space. This paper presents a method for defining similarity based on hyperspherical geometry and shows that it often improves the performance of support vector machine compared to other competing similarity measures. Specifically, the idea of usi…
Invariance to nuisance transformations is one of the desirable properties of effective representations. We consider transformations that form a \emph{group} and propose an approach based on kernel methods to derive local group invariant representations. Locality is achieved by defining a suitable probability distributi…
Novel algorithm identifies nonlinear Granger causal relationships using kernel ridge regression.
Employers actively look for talents having not only specific hard skills but also various soft skills. To analyze the soft skill demands on the job market, it is important to be able to detect soft skill phrases from job advertisements automatically. However, a naive matching of soft skill phrases can lead to false pos…
Sparse coding is a core building block in many data analysis and machine learning pipelines. Typically it is solved by relying on generic optimization techniques, such as the Iterative Soft Thresholding Algorithm and its accelerated version (ISTA, FISTA). These methods are optimal in the class of first-order methods fo…
A nonparametric family of conditional distributions is introduced, which generalizes conditional exponential families using functional parameters in a suitable RKHS. An algorithm is provided for learning the generalized natural parameter, and consistency of the estimator is established in the well specified case. In ex…
Soft labeling impacts OOD detection in neural networks.
Developed a new thresholding method that connects soft and hard thresholding.
Cumulative entropy regularization introduces a regulatory signal to the reinforcement learning (RL) problem that encourages policies with high-entropy actions, which is equivalent to enforcing small deviations from a uniform reference marginal policy. This has been shown to improve exploration and robustness, and it ta…
MKL-based models outperform complex multi-omics integrative approaches.
A novel Bayesian computation method using importance weighting improves numerical stability and performance.
Soft cells fill space without gaps, derived from minimal surfaces and deformed using edge bending.
Reduces dynamic regret to static problem in RKHS.
The paper tackles model collapse in GPLVMs by improving kernel flexibility and projection variance.
A Kernel Adaptive Metropolis-Hastings algorithm is introduced, for the purpose of sampling from a target distribution with strongly nonlinear support. The algorithm embeds the trajectory of the Markov chain into a reproducing kernel Hilbert space (RKHS), such that the feature space covariance of the samples informs the…
The one-class kernel spectral regression (OC-KSR), the regression-based formulation of the kernel null-space approach has been found to be an effective Fisher criterion-based methodology for one-class classification (OCC), achieving state-of-the-art performance in one-class classification while providing relatively hig…
Paper tackles hard shape constraints in kernel machines.
ASBART accelerates Soft BART for faster Bayesian regression.
Maximum entropy deep reinforcement learning (RL) methods have been demonstrated on a range of challenging continuous tasks. However, existing methods either suffer from severe instability when training on large off-policy data or cannot scale to tasks with very high state and action dimensionality such as 3D humanoid l…
New method improves stability of soft FQI for offline RL.
Supply chains are the backbone of the global economy. Disruptions to them can be costly. Centrally managed supply chains invest in ensuring their resilience. Decentralized supply chains, however, must rely upon the self-interest of their individual components to maintain the resilience of the entire chain. We examine t…
New method for reducing dimensions of distributional data.
New volatility model for option pricing with time-varying risk premium.
While frame-independent predictions with deep neural networks have become the prominent solutions to many computer vision tasks, the potential benefits of utilizing correlations between frames have received less attention. Even though probabilistic machine learning provides the ability to encode correlation as prior kn…
Generalizes soft noncommutative schemes to flag varieties.