Improved batched SH algorithm maintains original performance.
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.
Trend · papers per month
Algorithm clusters items by sequentially selecting features, minimizing observations.
The medoid of a set of n points is the point in the set that minimizes the sum of distances to other points. It can be determined exactly in O(n^2) time by computing the distances between all pairs of points. Previous works show that one can significantly reduce the number of distance computations needed by adaptively …
This paper proposes a new AED framework for multi-metric experiments with fixed budget.
New algorithms improve stopping time for best arm identification.
RAMPART ranks top-k features more accurately than existing methods.
Designs efficient factorial experiments for product design under budget constraints.
New algorithms optimize multiple machine learning metrics in real-world tasks.
Derives a size premium from automated market makers in decentralized AI subnets.
In this article, we show the existence of conjugations on many simply-connected spin 6-manifolds with free integral cohomology. In a certain class the only condition on X^6 to admit a conjugation with fixed point set M^3 is the obvious one: the existence of a degree-halving ring isomorphism between the Z_2-cohomologies…
Bayesian optimization outperforms other methods in hyperparameter tuning for reinforcement learning.
It is shown that the determinant line bundle associated to a family of Dirac operators over a closed partitioned manifold has a canonical Hermitian metric with compatible connection whose curvature satisfies an additivity formula with contributions from the families of Dirac operators over the two halves. This curvatur…
In their article "The shape of hyperbolic Dehn surgery space," Hodgson and Kerckhoff proved a powerful theorem, half of which they used to make Thurston's Dehn surgery theorem effective. The calculations derived here use both halves of Hodgson and Kerckhoff's theorem to give bounds leading towards a practical algorithm…
New bounds for average graph distance using curvature and centrality.
New algorithm identifies optimal subtrees in fixed-budget tree search.
Seesaw optimizes training by balancing learning rate and batch size, accelerating model pretraining.
We construct higher genus Riemann's minimal surfaces properly embedded in the Euclidean space. To do that we glue end by end a Costa-Hoffman-Meeks examples to two halves genus zero Riemann's minimal surfaces. In first we need to perform a deformation of a Costa-Hoffman-Meeks example to prescribe the flux vector along t…
We propose a new algorithm for hyperparameter selection in machine learning algorithms. The algorithm is a novel modification of Harmonica, a spectral hyperparameter selection approach using sparse recovery methods. In particular, we show that a special encoding of hyperparameter space enables a natural group-sparse re…
Active Learning (AL) is a learning task that requires learners interactively query the labels of the sampled unlabeled instances to minimize the training outputs with human supervisions. In theoretical study, learners approximate the version space which covers all possible classification hypothesis into a bounded conve…
In this short paper we investigate whether meta-learning techniques can be used to more effectively tune the hyperparameters of machine learning models using successive halving (SH). We propose a novel variant of the SH algorithm (MeSH), that uses meta-regressors to determine which candidate configurations should be el…
Khovanov homology extended to 3-manifolds, linking tangles.
Motivated by recent advance of machine learning using Deep Reinforcement Learning this paper proposes a modified architecture that produces more robust agents and speeds up the training process. Our architecture is based on Asynchronous Advantage Actor-Critic (A3C) algorithm where the total input dimensionality is halv…
There are two halves to RL systems: experience collection time and policy learning time. For a large number of samples in rollouts, experience collection time is the major bottleneck. Thus, it is necessary to speed up the rollout generation time with multi-process architecture support. Our work, dubbed WALL-E, utilizes…
Learning can be seen as approximating an unknown function by interpolating the training data. Kriging offers a solution to this problem based on the prior specification of a kernel. We explore a numerical approximation approach to kernel selection/construction based on the simple premise that a kernel must be good if t…
We derive an optimal policy for adaptively restarting a randomized algorithm, based on observed features of the run-so-far, so as to minimize the expected time required for the algorithm to successfully terminate. Given a suitable Bayesian prior, this result can be used to select the optimal black-box optimization algo…
We introduce a general-purpose conditioning method for neural networks called FiLM: Feature-wise Linear Modulation. FiLM layers influence neural network computation via a simple, feature-wise affine transformation based on conditioning information. We show that FiLM layers are highly effective for visual reasoning - an…
Optimized Sharpe Ratio for better risk-adjusted decision-making in multi-armed bandits.
The study bounds the effective diameter of graphs with positive Ollivier curvature.
We compute the integer cohomology rings of the ``polygon spaces'' introduced in [Hausmann,Klyachko,Kapovich-Millson]. This is done by embedding them in certain toric varieties; the restriction map on cohomology is surjective and we calculate its kernel using ideas from the theory of Gröbner bases. Since we do not inver…
Arnold introduced invariants , and for generic planar curves. It is known that both and are invariants for generic spherical curves. Applying these invariants to underlying curves of knot diagrams, we can obtain lower bounds for the number of Reidemeister moves for uknotting.…
In earlier studies, the estimation of the volatility of a stock using information on the daily opening, closing, high and low prices has been developed; the additional information in the high and low prices can be incorporated to produce unbiased (or near-unbiased) estimators with substantially lower variance than the …
The two main issues for managing wrong way risk (WWR) for the credit valuation adjustment (CVA, i.e. WW-CVA) are calibration and hedging. Hence we start from a novel model-free worst-case approach based on static hedging of counterparty exposure with liquid options. We say "start from" because we demonstrate that a nai…
Two algorithms improve fitting autoregressive models for big data.
This thesis is about the study of Lie groupoids endowed with a compatible (multiplicative) differential 1-form. The motivation and scope of the present work is to study the geometry of PDEs using the formalism of Lie groupoids and multiplicative forms; as such, ideas from the two theories have to be introduced and expl…
Improved diffusion model generation speed with speculative sampling.
The interdependent nature of the global economy has become stronger with increases in international trade and investment. We propose a new model to reconstruct the international trade network and associated cost network by maximizing entropy based on local information about inward and outward trade. We show that the tr…
Bob predicts a future observation based on a sample of size one. Alice can draw a sample of any size before issuing her prediction. How much better can she do than Bob? Perhaps surprisingly, under a large class of loss functions, which we refer to as the Cover-Hart family, the best Alice can do is to halve Bob's risk. …
We present a design and implementation of the Thomas algorithm optimized for hardware acceleration on an FPGA, the Thomas Core. The hardware-based algorithm combined with the custom data flow and low level parallelism available in an FPGA reduces the overall complexity from 8N down to 5N serial arithmetic operations, a…
Many iterative procedures in stochastic optimization exhibit a transient phase followed by a stationary phase. During the transient phase the procedure converges towards a region of interest, and during the stationary phase the procedure oscillates in that region, commonly around a single point. In this paper, we devel…
A particular Riemannian metric which originally has been obtained for a well-known coordinate system in the Euclidean 3-space, is shown to specify, in fact, a manifold with boundary. There are two ways to make the manifold complete. One is to identify two halves of the boundary that turns the manifold into Euclidean 3-…
We fully describe the horofunction boundary with the word metric associated with the generating set (i.e the metric arising in the Diestel-Leader graph ). The visual boundary with this metric is a subset of . Although $\partial_\infty L_2…
New method reduces summary points for datasets while maintaining quality.
As proteins with similar structures often have similar functions, analysis of protein structures can help predict protein functions and is thus important. We consider the problem of protein structure classification, which computationally classifies the structures of proteins into pre-defined groups. We develop a weight…
New -vectors reveal geometric Lefschetz-like decompositions of flag spheres.
Though machine learning algorithms excel at minimizing the average loss over a population, this might lead to large discrepancies between the losses across groups within the population. To capture this inequality, we introduce and study a notion we call maximum weighted loss discrepancy (MWLD), the maximum (weighted) d…
Quantization can improve the execution latency and energy efficiency of neural networks on both commodity GPUs and specialized accelerators. The majority of existing literature focuses on training quantized DNNs, while this work examines the less-studied topic of quantizing a floating-point model without (re)training. …
Majorizing measures control sequential complexities for online learning.
When applied to training deep neural networks, stochastic gradient descent (SGD) often incurs steady progression phases, interrupted by catastrophic episodes in which loss and gradient norm explode. A possible mitigation of such events is to slow down the learning process. This paper presents a novel approach to contro…