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.
Sparse neural networks can match dense models on Lipschitz functions.
Evidential Softmax preserves multimodality in sparse probability distributions for generative models.
Study confirms sparse coding in whole brain using MRI data.
This paper addresses the problem of sparsity penalized least squares for applications in sparse signal processing, e.g. sparse deconvolution. This paper aims to induce sparsity more strongly than L1 norm regularization, while avoiding non-convex optimization. For this purpose, this paper describes the design and use of…
Develops methods for selecting and estimating smooth functional coefficients in high-dimensional multivariate functional data.
Sparse Hopfield model improves memory retrieval with fewer connections.
Self-attention prefers sparse functions of input sequences, reducing sample complexity.
Optimal sketching bounds for sparse linear regression under various loss functions are established.
HARFE approximates sparse additive functions using random features and ridge regression.
Unified framework for constructing nonconvex sparse recovery methods.
Reduces function approximation dimensions from high to low with sparse data.
Paper finds sparse representation of functions using inverse scale space flow.
New algorithms learn sparse set functions in non-orthogonal Fourier bases.
Proposes a new sparse recovery method using generalized error function.
We consider multi-task regression models where observations are assumed to be a linear combination of several latent node and weight functions, all drawn from Gaussian process (GP) priors that allow nonzero covariance between grouped latent functions. We show that when these grouped functions are conditionally independ…
The paper shows that g-convex functions on manifolds are sparse.
Transformers learn sparse Boolean functions through RL and SFT, revealing distinct learning behaviors.
Standard sparse pseudo-input approximations to the Gaussian process (GP) cannot handle complex functions well. Sparse spectrum alternatives attempt to answer this but are known to over-fit. We suggest the use of variational inference for the sparse spectrum approximation to avoid both issues. We model the covariance fu…
Efficiently prices American options with multiple assets using sparse grids.
The paper tackles reward-relevance in offline RL with sparse decision dynamics.
We consider inference about a scalar parameter under a non-parametric model based on a one-step estimator computed as a plug in estimator plus the empirical mean of an estimator of the parameter's influence function. We focus on a class of parameters that have influence function which depends on two infinite dimensiona…
Sparse perturbations improve convergence in SZO methods for faster training.
New insights into the top-K sparse softmax gating function for deep learning.
Sparse Transformers can approximate dense Transformers with only O(n) connections.
Many biological learning systems such as the mushroom body, hippocampus, and cerebellum are built from sparsely connected networks of neurons. For a new understanding of such networks, we study the function spaces induced by sparse random features and characterize what functions may and may not be learned. A network wi…
Regularized variants of Principal Components Analysis, especially Sparse PCA and Functional PCA, are among the most useful tools for the analysis of complex high-dimensional data. Many examples of massive data, have both sparse and functional (smooth) aspects and may benefit from a regularization scheme that can captur…
Sparsity-constrained optimization has wide applicability in machine learning, statistics, and signal processing problems such as feature selection and compressive Sensing. A vast body of work has studied the sparsity-constrained optimization from theoretical, algorithmic, and application aspects in the context of spars…
Many conventional statistical procedures are extremely sensitive to seemingly minor deviations from modeling assumptions. This problem is exacerbated in modern high-dimensional settings, where the problem dimension can grow with and possibly exceed the sample size. We consider the problem of robust estimation of sparse…
Sparse curves on surfaces grow at a specific intermediate rate.
Sparse additive modeling is a class of effective methods for performing high-dimensional nonparametric regression. In this work we show how shape constraints such as convexity/concavity and their extensions, can be integrated into additive models. The proposed sparse difference of convex additive models (SDCAM) can est…
Sparse optimization refers to an optimization problem involving the zero-norm in objective or constraints. In this paper, nonconvex approximation approaches for sparse optimization have been studied with a unifying point of view in DC (Difference of Convex functions) programming framework. Considering a common DC appro…
RO-TD learns sparse value functions efficiently.
Deep networks learn sparse hierarchical features without CoD.
Proposes a new model for high-dimensional data analysis with unknown link function.
In high-dimensional data, many sparse regression methods have been proposed. However, they may not be robust against outliers. Recently, the use of density power weight has been studied for robust parameter estimation and the corresponding divergences have been discussed. One of such divergences is the -divergence a…
Sparse Gaussian processes with compact kernels for faster inference.
In this paper we study nonconvex penalization using Bernstein functions. Since the Bernstein function is concave and nonsmooth at the origin, it can induce a class of nonconvex functions for high-dimensional sparse estimation problems. We derive a threshold function based on the Bernstein penalty and give its mathemati…
sBayFDNN bridges deep learning and functional data analysis for complex, structured data.
Study on signal detection in sparse additive models with nonasymptotic minimax rates.
Sparse random features improve accuracy in data-scarce settings.
SDIFT generates full-field dynamics from sparse, irregular data.
Recent literature on unsupervised learning focused on designing structural priors with the aim of learning meaningful features, but without considering the description length of the representations. In this thesis, first we introduce the metric that evaluates unsupervised models based on their reconstruction …
Using a Bayesian approach, we consider the problem of recovering sparse signals under additive sparse and dense noise. Typically, sparse noise models outliers, impulse bursts or data loss. To handle sparse noise, existing methods simultaneously estimate the sparse signal of interest and the sparse noise of no interest.…
Sparse coding approximates the data sample as a sparse linear combination of some basic codewords and uses the sparse codes as new presentations. In this paper, we investigate learning discriminative sparse codes by sparse coding in a semi-supervised manner, where only a few training samples are labeled. By using the m…
Previous literature on unsupervised learning focused on designing structural priors with the aim of learning meaningful features. However, this was done without considering the description length of the learned representations which is a direct and unbiased measure of the model complexity. In this paper, first we intro…
Much recent work has concerned sparse approximations to speed up the Gaussian process regression from the unfavorable O(n3) scaling in computational time to O(nm2). Thus far, work has concentrated on models with one covariance function. However, in many practical situations additive models with multiple covariance func…
We present a supervised-learning algorithm from graph data (a set of graphs) for arbitrary twice-differentiable loss functions and sparse linear models over all possible subgraph features. To date, it has been shown that under all possible subgraph features, several types of sparse learning, such as Adaboost, LPBoost, …
In presence of sparse noise we propose kernel regression for predicting output vectors which are smooth over a given graph. Sparse noise models the training outputs being corrupted either with missing samples or large perturbations. The presence of sparse noise is handled using appropriate use of -norm along-wi…