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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.

168,695 papers · 148 categories

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196393589785 · Jun 202019922001200920172026
48 results for Slow Feature Analysis

Derives a biologically plausible neural network for Slow Feature Analysis.

problem Learning latent features from time series data.
method Starting from an SFA objective, derives Bio-SFA with a biologically plausible neural network implementation.
result Validates Bio-SFA on naturalistic stimuli, reproducing interesting properties of brain cells.

This work interprets SFA through variational inference, relaxing linearity constraints.

problem Recover non-linear SFA from variational inference.
method Probabilistic interpretation of SFA through variational inference, relaxing linearity constraints.
result Reinterprets SFA as a variational framework, allowing slowness as a regularizer to reconstruction loss.

Study reveals conditions for neural networks to forget learned features.

problem Understanding feature unlearning in neural networks.
method Infinite-width limit analysis with stochastic gradient descent, fast-slow dynamics.
result Conditions for feature unlearning are determined by the strength of nonlinear terms and initial weights.

Robust ASR model removes fast-changing features to resist attacks.

problem Vulnerability of ASR systems to adversarial attacks.
method Removing fast-changing features using slow feature analysis or low-pass filtering.
result Hybrid ASR models are more than four times more robust against targeted attacks.

We develop a 2D travel time tomography method which regularizes the inversion by modeling groups of slowness pixels from discrete slowness maps, called patches, as sparse linear combinations of atoms from a dictionary. We propose to use dictionary learning during the inversion to adapt dictionaries to specific slowness…

2017-12-16abs ↗pdf ↗

Study on Sturm-Liouville problems with zero potential and Neumann boundary conditions.

problem Understanding properties of Sturm-Liouville problems with zero potential.
method Developed simple criteria for assessing properties of regular Sturm-Liouville problems in terms of coefficient functions.
result Proved various properties of Sturm-Liouville problems with zero potential under Neumann boundary conditions.

Minimalistic unsupervised learning with sparse manifold transform achieves SOTA performance.

problem Achieving state-of-the-art unsupervised learning performance without complex engineering.
method Sparse manifold transform, leveraging sparse coding, manifold learning, and slow feature analysis.
result 99.3% KNN top-1 accuracy on MNIST, 81.1% on CIFAR-10, and 53.2% on CIFAR-100.

Random feature model shows slow self-correction of generalization gap.

problem Slow deterioration of generalization error in random feature model.
method Examined the dynamic behavior of gradient descent in the model's resonance regime.
result Gradient descent exhibits a self-correction mechanism, reducing generalization gap over time.

Anytime MiniBatch speeds up online distributed optimization by handling slow nodes.

problem Mitigating the impact of slow nodes (stragglers) in distributed optimization.
method Proposes an online distributed optimization method that averages minibatch gradients via consensus rounds.
result Prevents stragglers from slowing progress without wasting work.

We present Spectral Inference Networks, a framework for learning eigenfunctions of linear operators by stochastic optimization. Spectral Inference Networks generalize Slow Feature Analysis to generic symmetric operators, and are closely related to Variational Monte Carlo methods from computational physics. As such, the…

2018-06-06abs ↗pdf ↗

We present a signal representation framework called the sparse manifold transform that combines key ideas from sparse coding, manifold learning, and slow feature analysis. It turns non-linear transformations in the primary sensory signal space into linear interpolations in a representational embedding space while maint…

2018-06-23abs ↗pdf ↗

SignSGD outperforms SGD in linear regression with optimal scaling laws under PLRF model.

problem Improving linear regression performance with signSGD under power-law random features.
method Analysis of signSGD risk under PLRF model, comparison with SGD, identification of unique effects.
result SignSGD can have a steeper compute-optimal slope than SGD in noisy regimes, especially with WSD schedule.

Linear dimensionality reduction methods are a cornerstone of analyzing high dimensional data, due to their simple geometric interpretations and typically attractive computational properties. These methods capture many data features of interest, such as covariance, dynamical structure, correlation between data sets, inp…

2014-06-03abs ↗pdf ↗

Slow feature analysis (SFA) is a method for extracting slowly varying features from a quickly varying multidimensional signal. An open source Matlab-implementation sfa-tk makes SFA easily useable. We show here that under certain circumstances, namely when the covariance matrix of the nonlinearly expanded data does not …

2009-12-06abs ↗pdf ↗

In this paper, we propose a new experimental protocol and use it to benchmark the data efficiency --- performance as a function of training set size --- of two deep learning algorithms, convolutional neural networks (CNNs) and hierarchical information-preserving graph-based slow feature analysis (HiGSFA), for tasks in …

2019-07-03abs ↗pdf ↗

Every organism in an environment, whether biological, robotic or virtual, must be able to predict certain aspects of its environment in order to survive or perform whatever task is intended. It needs a model that is capable of estimating the consequences of possible actions, so that planning, control, and decision-maki…

2013-11-11abs ↗pdf ↗

We present a unifying framework which reduces the construction of probabilistic component analysis techniques to a mere selection of the latent neighbourhood, thus providing an elegant and principled framework for creating novel component analysis models as well as constructing probabilistic equivalents of deterministi…

2013-03-13abs ↗pdf ↗

SGD quickly learns a spurious XOR feature before the signal feature, revealing learning dynamics.

problem Over-reliance on spurious correlations in neural networks trained by SGD.
method Theoretical analysis of SGD on two-layer ReLU networks trained on XOR data.
result SGD learns the spurious feature first and exponentially fast, dominating the signal feature.

Efficiently simulates slow dynamics of high-dimensional stochastic systems.

problem Simulating high-dimensional stochastic systems with slow dynamics and fast modes.
method Designs an algorithm to estimate an invariant manifold and its dynamics, averaging out fast modes.
result Efficient simulator of effective dynamics on low-dimensional invariant manifold.

We study the stochastic multi-armed bandit problem in the case when the arm samples are dependent over time and generated from so-called weak $\cC$-mixing processes. We establish a $\cC-$Mix Improved UCB agorithm and provide both problem-dependent and independent regret analysis in two different scenarios. In the first…

2019-06-25abs ↗pdf ↗

In many domains, scientists build complex simulators of natural phenomena that encode their hypotheses about the underlying processes. These simulators can be deterministic or stochastic, fast or slow, constrained or unconstrained, and so on. Optimizing the simulators with respect to a set of parameter values is common…

2014-12-09abs ↗pdf ↗

This study examines memory effects in S&P500 market correlations using Langevin models.

problem The neglect of memory effects in market correlations for optimal portfolio selection.
method Fit a generalised Langevin equation (GLE) to S&P500 market correlation data.
result Memory effects in market correlations significantly improve forecasting accuracy and suggest a hidden slow time scale.

This paper presents two unsupervised learning layers (UL layers) for label-free video analysis: one for fully connected layers, and the other for convolutional ones. The proposed UL layers can play two roles: they can be the cost function layer for providing global training signal; meanwhile they can be added to any re…

2017-05-24abs ↗pdf ↗

Cross-balancing improves causal inference by balancing features with outcome data.

problem Balancing features for valid causal inference when outcome data is available.
method Cross-balancing using sample splitting to separate feature construction and weight estimation errors.
result Cross-balancing produces consistent, asymptotically normal, and efficient estimators under mild conditions.

Deep neural networks learn by averaging fast variables, revealing a Gaussian process.

problem Analyzing the complex behavior of deep neural networks (DNNs) with billions of parameters.
method Identifying slow variables that average the erratic behavior of fast microscopic variables in fully trained DNNs.
result DNN layers couple only through the second moment (kernels) of their activations and pre-activations, which fluctuate in a nearly Gaussian manner.

During this last decades, several attempts to construct slow invariant manifold of the Lorenz-Krishnamurthy five-mode model of slow-fast interactions in the atmosphere have been made by various authors. Unfortunately, as in the case of many two-time scales singularly perturbed dynamical systems the various asymptotic p…

2018-08-24abs ↗pdf ↗

Due to the phenomenon of "posterior collapse," current latent variable generative models pose a challenging design choice that either weakens the capacity of the decoder or requires augmenting the objective so it does not only maximize the likelihood of the data. In this paper, we propose an alternative that utilizes t…

2019-01-10abs ↗pdf ↗

Arbitrary style transfer is an important problem in computer vision that aims to transfer style patterns from an arbitrary style image to a given content image. However, current methods either rely on slow iterative optimization or fast pre-determined feature transformation, but at the cost of compromised visual qualit…

2019-09-27abs ↗pdf ↗

Optimizes predictions for specific tasks using parametrized decision analysis.

problem Optimizing predictions for specific decision tasks of interest.
method Designs a class of parametrized actions for Bayesian decision analysis.
result Derives efficient and interpretable solutions for various action parametrizations and loss functions.

Method learns dynamics of slow variables from stochastic data.

problem Modeling unknown multiscale stochastic systems with limited data.
method Data-driven approach to learn effective dynamics from bursts of observation data.
result Generative model accurately captures effective dynamics of slow variables.

We study a class of weakly identifiable location-scale mixture models for which the maximum likelihood estimates based on nn i.i.d. samples are known to have lower accuracy than the classical n12n^{- \frac{1}{2}} error. We investigate whether the Expectation-Maximization (EM) algorithm also converges slowly for these m…

2019-02-01abs ↗pdf ↗