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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.

169,051 papers · 148 categories

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48 results for STL

We develop a scale-invariant truncated Lévy (STL) process to describe physical systems characterized by correlated stochastic variables. The STL process exhibits Lévy stability for the probability density, and hence shows scaling properties (as observed in empirical data); it has the advantage that all moments are fini…

1999-06-25abs ↗pdf ↗

New technique learns STL formulas for classifying time-series data.

problem Lack of interpretability in traditional machine learning for time-series data.
method Systematically explores the space of all STL formulas, prunes the space, and learns semantically equivalent formulas.
result Automatically learns STL formulas for clustering and classifying real-valued time-series data.

Combines neural networks and STL for multi-class time-series classification.

problem Lack of interpretability in neural networks for time-series data.
method Proposes a method that uses neural networks to classify time-series data using STL specifications, introducing margin for multi-class classification and STL-based attributes for interpretability.
result Evaluations show improved interpretability and performance compared to state-of-the-art baselines.

BBVI with STL converges geometrically under perfect specification, with quadratic variance bound.

problem Convergence rate of BBVI with STL estimator.
method Proved geometric convergence rate with quadratic variance bound for BBVI with STL estimator.
result BBVI with STL converges geometrically under perfect variational family specification.

Paper tackles reinforcement learning for STL specifications with state history.

problem Learning optimal policies to satisfy STL specifications often requires too much state history, making the problem computationally intractable.
method Proposes a compact augmented state-space representation to capture state history and an approximation method to solve the objective.
result Shows the performance bound of the approximate solution and compares it with an existing technique.

Study uses DRL with Lagrangian relaxation to solve temporal control tasks with STL constraints.

problem Optimal control problems with temporal logic constraints.
method Extended CMDP formulation, Lagrangian relaxation, two-phase constrained DRL algorithm.
result Demonstrated learning performance of the proposed algorithm through simulations.

Visual reranking is effective to improve the performance of the text-based video search. However, existing reranking algorithms can only achieve limited improvement because of the well-known semantic gap between low level visual features and high level semantic concepts. In this paper, we adopt interactive video search…

2011-03-14abs ↗pdf ↗

We study the total least squares (TLS) problem that generalizes least squares regression by allowing measurement errors in both dependent and independent variables. TLS is widely used in applied fields including computer vision, system identification and econometrics. The special case when all dependent and independent…

2014-06-01abs ↗pdf ↗

This work improves SINDy-type algorithms for system identification using score-guided dictionary selection.

problem Improving accuracy and interpretability in dynamical system identification.
method Score-guided library selection to refine dictionary terms in sparse regression.
result Score-guided methods enhance SINDy's robustness in discovering governing equations.

End-to-end analysis of SGD for STL with adaptive sub-sampling.

problem Designing SGD for STL with statistical guarantees without prior knowledge of source quality.
method Mixed-sample SGD procedure that alternates between source and target data, maintaining transfer guarantees.
result Mixed-sample SGD converges to a target-adaptive solution with 1/T1/\sqrt{T} rate.

Heat demand prediction is a prominent research topic in the area of intelligent energy networks. It has been well recognized that periodicity is one of the important characteristics of heat demand. Seasonal-trend decomposition based on LOESS (STL) algorithm can analyze the periodicity of a heat demand series, and decom…

2018-07-28abs ↗pdf ↗

AGAN automates GAN design, outperforming human-designed models.

problem Designing effective GAN architectures requires human expertise and trial-and-error.
method Automated neural architecture search (AGAN) for deep generative models.
result AGAN finds architectures that outperform state-of-the-art models in unsupervised and supervised image generation tasks.

Soft Truncation improves diffusion model performance by balancing loss scales across diffusion times.

problem Inverse correlation between density estimation and sample generation in diffusion models.
method Introduces Soft Truncation, a training technique that softens the truncation hyperparameter.
result Soft Truncation achieves state-of-the-art performance on various datasets.

BetaDataWeighter learns weights for unlabelled data to improve self-supervised learning accuracy.

problem Improving unsupervised representations with domain shift between unlabelled and target data.
method Learning Bayesian instance weights for unlabelled data to prioritize useful instances.
result BetaDataWeighter achieves highest average accuracy and prunes up to 78% of images without significant loss in accuracy.

Certified guidance ensures generative models always meet planning objectives.

problem Lack of guarantees for generated outputs satisfying planning objectives.
method Certified guidance modifies generative models without retraining, ensuring outputs meet STL specifications.
result Certified guidance produces models that are always correct, unlike non-certified methods.

This paper describes a new method for low rank kernel approximation called IKA. The main advantage of IKA is that it produces a function ψ(x)ψ(x) defined as a linear combination of arbitrarily chosen functions. In contrast the approximation produced by Nyström method is a linear combination of kernel evaluations. The pro…

2018-09-05abs ↗pdf ↗

AISLE framework improves on IWAE by directly optimising proposal distribution.

problem IWAE's multi-sample objective leads to inference-network gradients that break down with increasing samples.
method Introduces AISLE framework, which optimises proposal distribution directly.
result AISLE admits IWAE-STL and IWAE-DREG as special cases, avoiding breakdown.

One of the challenges in the study of generative adversarial networks is the instability of its training. In this paper, we propose a novel weight normalization technique called spectral normalization to stabilize the training of the discriminator. Our new normalization technique is computationally light and easy to in…

2018-02-16abs ↗pdf ↗

A new mutual information optimization method using self-supervised binary contrastive learning.

problem Improving self-supervised contrastive learning for better model performance.
method Proposes a novel loss function for contrastive learning that optimizes mutual information in positive and negative pairs.
result The proposed method outperforms state-of-the-art self-supervised contrastive frameworks on various benchmark datasets.

Deep neural networks are a powerful tool for feature learning and extraction given their ability to model high-level abstractions in highly complex data. One area worth exploring in feature learning and extraction using deep neural networks is efficient neural connectivity formation for faster feature learning and extr…

2015-12-11abs ↗pdf ↗

Generative Adversarial Networks (GANs) produce systematically better quality samples when class label information is provided., i.e. in the conditional GAN setup. This is still observed for the recently proposed Wasserstein GAN formulation which stabilized adversarial training and allows considering high capacity netwo…

2017-09-21abs ↗pdf ↗

Most existing GANs architectures that generate images use transposed convolution or resize-convolution as their upsampling algorithm from lower to higher resolution feature maps in the generator. We argue that this kind of fixed operation is problematic for GANs to model objects that have very different visual appearan…

2018-01-25abs ↗pdf ↗

This study compares mtl architectures for renewable power generation forecasting.

problem Forecasting expected power generation for renewable power plants.
method Comparative study of mtl architectures including Hard parameter sharing, cross-stitch network, sluice network, and task embedding.
result Emerging Relation Network (ERN) and task embedding provide significant improvements in forecasting.

Learning invariant representations is an important problem in machine learning and pattern recognition. In this paper, we present a novel framework of transformation-invariant feature learning by incorporating linear transformations into the feature learning algorithms. For example, we present the transformation-invari…

2012-06-27abs ↗pdf ↗

In many problems of supervised tensor learning (STL), real world data such as face images or MRI scans are naturally represented as matrices, which are also called as second order tensors. Most existing classifiers based on tensor representation, such as support tensor machine (STM) need to solve iteratively which occu…

2017-07-20abs ↗pdf ↗

Motivated by an important insight from neural science, we propose a new framework for understanding the success of the recently proposed "maxout" networks. The framework is based on encoding information on sparse pathways and recognizing the correct pathway at inference time. Elaborating further on this insight, we pro…

2013-11-18abs ↗pdf ↗

An important goal in visual recognition is to devise image representations that are invariant to particular transformations. In this paper, we address this goal with a new type of convolutional neural network (CNN) whose invariance is encoded by a reproducing kernel. Unlike traditional approaches where neural networks …

2014-06-12abs ↗pdf ↗

New method reduces version space for CNNs, improving active learning performance.

problem Sampling bias in active learning hinders optimal hypothesis finding in neural networks.
method Version space reduction through prior mass reduction and diameter reduction, proposing a new Gibbs-vote disagreement method.
result Diameter-based querying method reduces version space more effectively than prior mass reduction and other methods.

We examine two different techniques for parameter averaging in GAN training. Moving Average (MA) computes the time-average of parameters, whereas Exponential Moving Average (EMA) computes an exponentially discounted sum. Whilst MA is known to lead to convergence in bilinear settings, we provide the -- to our knowledge …

2018-06-12abs ↗pdf ↗

Improved deep dynamics models with symmetries for better accuracy and generalization.

problem Limited physical accuracy and inability to generalize under distributional shift in deep learning dynamics models.
method Incorporating symmetries into convolutional neural networks using various methods tailored to enforce different symmetries.
result Models robust to distributional shift by symmetry group transformations and favorable sample complexity.

MixMatch combines unlabeled data with labeled data to improve semi-supervised learning.

problem Improving semi-supervised learning with limited labeled data.
method MixMatch uses MixUp to blend labeled and unlabeled data, guessing low-entropy labels for augmented examples.
result MixMatch achieves state-of-the-art results across various datasets and labeled data amounts.

Recently, deep residual networks have been successfully applied in many computer vision and natural language processing tasks, pushing the state-of-the-art performance with deeper and wider architectures. In this work, we interpret deep residual networks as ordinary differential equations (ODEs), which have long been s…

2017-09-12abs ↗pdf ↗

We consider the problem of using a factor model we call {\em spike-and-slab sparse coding} (S3C) to learn features for a classification task. The S3C model resembles both the spike-and-slab RBM and sparse coding. Since exact inference in this model is intractable, we derive a structured variational inference procedure …

2012-01-16abs ↗pdf ↗

Multipath is among the major sources of errors in precise positioning using GPS and continues to be extensively studied. Two Fast Fourier Transform (FFT)-based detectors are presented in this paper as GPS multipath detection techniques. The detectors are formulated as binary hypothesis tests under the assumption that t…

2017-07-31abs ↗pdf ↗