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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.

168,738 papers · 148 categories

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228455683910 · Jun 202019922001200920172026
48 results for Sparse neural nets

The sizes of deep neural networks (DNNs) are rapidly outgrowing the capacity of hardware to store and train them. Research over the past few decades has explored the prospect of sparsifying DNNs before, during, and after training by pruning edges from the underlying topology. The resulting neural network is known as a …

2019-04-30abs ↗pdf ↗

Oracle inequality for sparse neural nets adapts to unknown structure.

problem Sparse deep neural nets in nonparametric regression.
method Gibbs posterior distribution with Metropolis-adjusted Langevin algorithms and mixture of uniform priors.
result Oracle inequality showing adaptation to unknown regularity and structure, achieving minimax-optimal rate of convergence.

The sizes of deep neural networks (DNNs) are rapidly outgrowing the capacity of hardware to store and train them. Research over the past few decades has explored the prospect of sparsifying DNNs before, during, and after training by pruning edges from the underlying topology. The resulting neural network is known as a …

2018-09-14abs ↗pdf ↗

EASIER-net uses sparse networks to improve prediction accuracy for high-dimensional data.

problem Limited use of neural networks in high-dimensional data with small samples.
method Ensemble by Averaging Sparse-Input Hierarchical networks (EASIER-net) with small modifications to neural network architecture and training procedure.
result EASIER-net achieves higher prediction accuracy than off-the-shelf methods on average.

A neural network, IHT-Net, improves DOA estimation with sparse arrays.

problem Single-snapshot DOA estimation with sparse arrays in dynamic settings.
method IHT-inspired neural network with recurrent neural network and autoencoders.
result IHT-Net achieves faster convergence and higher accuracy in DOA estimation.

STanHop predicts multivariate time series with memory-enhanced capabilities.

problem Predicting multivariate time series with memory-enhanced capabilities.
method Sparse Tandem Hopfield Network (STanHop) with two external memory modules.
result STanHop outperforms dense Hopfield models in memory retrieval error.

Deep learning models reconstruct volatility surfaces from noisy data under no-arbitrage constraints.

problem Reconstructing implied volatility surfaces from sparse and noisy option quotes.
method Compared multiple neural architectures including Transformers, U-Nets, and variational autoencoders.
result Transformer and U-Net architectures achieve strong reconstruction accuracy, especially under sparse observation regimes.

In this paper we present a new framework for time-series modeling that combines the best of traditional statistical models and neural networks. We focus on time-series with long-range dependencies, needed for monitoring fine granularity data (e.g. minutes, seconds, milliseconds), prevalent in operational use-cases. Tra…

2019-11-27abs ↗pdf ↗

Improvements in the performance of deep neural networks have often come through the design of larger and more complex networks. As a result, fast memory is a significant limiting factor in our ability to improve network performance. One approach to overcoming this limit is the design of sparse neural networks, which ca…

2018-09-30abs ↗pdf ↗

Delay-SDE-net models time series with memory and uncertainty, outperforming other models.

problem Accurately modeling time series with memory and uncertainty.
method Stochastic delay differential equations (SDDEs) neural network model with aleatoric and epistemic uncertainty.
result The Delay-SDE-net consistently outperforms other models in predicting time series values and uncertainties.

Metrics assess uncertainty structure and distribution for regression models.

problem Quantifying uncertainty in high-dimensional and nonlinear regression tasks.
method Two bounded comparison metrics for uncertainty structure and distribution.
result DNNs and DNOs provide encouraging uncertainty metric values in high dimensions.

This paper considers the growth in the length of one-dimensional trajectories as they are passed through deep ReLU neural networks, which, among other things, is one measure of the expressivity of deep networks. We generalise existing results, providing an alternative, simpler method for lower bounding expected traject…

2019-11-25abs ↗pdf ↗

A new method for semi-supervised learning of sparse features using elastic-net.

problem Semi-supervised learning of sparse features in generalized linear models.
method Generalized Semi-Supervised Elastic-Net (s2net) framework.
result The s2net framework improves upon supervised elastic-net methods for semi-supervised learning.

ARGEN method improves variable selection and regularization in high-dimensional sparse models.

problem Constrained variable selection and regularization in high-dimensional sparse linear models.
method ARGEN penalty method, variable selection and regularization.
result ARGEN method has variable selection and estimation consistency under certain conditions.

Gradient descent on normalized networks reveals sparsity preferences.

problem Understanding the inductive bias of gradient descent on normalized neural nets.
method Analysis of gradient descent on weight-normalized smooth homogeneous neural nets, focusing on SWN and EWN.
result EWN causes weights to be updated in a way that prefers asymptotic relative sparsity.

We derive a novel norm that corresponds to the tightest convex relaxation of sparsity combined with an 2\ell_2 penalty. We show that this new {\em kk-support norm} provides a tighter relaxation than the elastic net and is thus a good replacement for the Lasso or the elastic net in sparse prediction problems. Through …

2012-04-23abs ↗pdf ↗

Paper improves robustness and sparsity in adversarially trained DNNs.

problem Developing efficient compression algorithms for robustly trained DNNs.
method Pruning weights using relaxed augmented Lagrangian algorithms for both structured and unstructured levels, leveraging Feynman-Kac formalism.
result At least doubles channel sparsity of adversarially trained ResNet20 for CIFAR10 classification.

Q-NETs use neural networks to estimate integrals of low-dimensional functions efficiently.

problem Estimating integrals of multidimensional functions with costly evaluations.
method Fixed neural networks (Q-NETs) that operate on proxy function parameters to calculate exact integrals over subsets of dimensions.
result Q-NETs can calculate integrals over any subset of dimensions without resampling or retraining the proxy.

We discuss approximation of functions using deep neural nets. Given a function ff on a dd-dimensional manifold ΓRmΓ\subset \mathbb{R}^m, we construct a sparsely-connected depth-4 neural network and bound its error in approximating ff. The size of the network depends on dimension and curvature of the manifold ΓΓ, the…

2015-09-24abs ↗pdf ↗

The great success of deep learning poses urgent challenges for understanding its working mechanism and rationality. The depth, structure, and massive size of the data are recognized to be three key ingredients for deep learning. Most of the recent theoretical studies for deep learning focus on the necessity and advanta…

2019-12-16abs ↗pdf ↗

New SVM model balances sparsity and robustness in noisy data.

problem Noise sensitivity and lack of sparsity in traditional SVM models.
method Combines elastic net loss with robust loss framework, integrates with SVM, uses half-quadratic algorithm.
result Proves sparsity and robustness, outperforms traditional SVMs in noisy environments.

PSiLON Net uses L1L_1 weight normalization and 1-path-norm regularization for efficient learning and sparsity.

problem Efficient learning and sparsity in neural networks with limited data.
method PSiLON Net employs L1L_1 weight normalization and 1-path-norm regularization to simplify the 1-path-norm and achieve efficient learning and near-sparse parameters.
result PSiLON Net achieves reliable optimization and strong performance in the small data regime.

We develop a fast, tractable technique called Net-Trim for simplifying a trained neural network. The method is a convex post-processing module, which prunes (sparsifies) a trained network layer by layer, while preserving the internal responses. We present a comprehensive analysis of Net-Trim from both the algorithmic a…

2018-06-17abs ↗pdf ↗

Paper develops algorithms for sparse linear regression with generalized elastic net penalty.

problem Sparse linear regression with robust penalty for high-dimensional data.
method Iterative Reweighted Framework based on ADMM and PMM with SNN.
result Efficient algorithms provide superior performance in both simulated and real data.

An important class of distance metrics proposed for training generative adversarial networks (GANs) is the integral probability metric (IPM), in which the neural net distance captures the practical GAN training via two neural networks. This paper investigates the minimax estimation problem of the neural net distance ba…

2018-11-02abs ↗pdf ↗

Proposes novel wSVMs for sparse learning and accurate probability estimation.

problem Sparse features with redundant noise limit the performance of existing wSVMs.
method Develops 1\ell^1-norm and elastic net regularized wSVMs for automatic variable selection and probability estimation.
result Elastic net regularized wSVMs achieve superior performance in variable selection and probability estimation.

Neural networks are easier to optimise when they have many more weights than are required for modelling the mapping from inputs to outputs. This suggests a two-stage learning procedure that first learns a large net and then prunes away connections or hidden units. But standard training does not necessarily encourage ne…

2019-05-31abs ↗pdf ↗

Despite the phenomenal success of deep learning in recent years, there remains a gap in understanding the fundamental mechanics of neural nets. More research is focussed on handcrafting complex and larger networks, and the design decisions are often ad-hoc and based on intuition. Some recent research has aimed to demys…

2019-04-24abs ↗pdf ↗

This paper provides theoretical guarantees for SPCA using the Elastic Net.

problem Lack of theoretical guarantees for the SPCA algorithm.
method Revisited and improved the SPCA algorithm of Zou et al. (2006) using the Elastic Net.
result Both algorithms can recover the principal subspace consistently under mild conditions.

In this paper, we introduce transformations of deep rectifier networks, enabling the conversion of deep rectifier networks into shallow rectifier networks. We subsequently prove that any rectifier net of any depth can be represented by a maximum of a number of functions that can be realized by a shallow network with a …

2017-03-30abs ↗pdf ↗

DP-Net uses dynamic programming for efficient deep neural network compression.

problem Efficiently compressing deep neural networks while maintaining accuracy.
method Dynamic Programming for optimal weight quantization and clustering-friendly training.
result Achieves up to 77X compression ratio on Wide ResNet with minimal accuracy loss.

This thesis builds theoretical foundations for deep learning, proving complexity theorems and training algorithms.

problem Rigorous explanation of deep learning's success and mathematical challenges.
method Developed circuit complexity theorems, classification theorems, and training algorithms for neural nets.
result Established the existence of high-complexity neural functions and provided rigorous proofs for training algorithms.

Study measures impact of data and neural net similarity on transferability in restaurant sales data.

problem Identify indicators for successful transferability of neural nets across different data sets.
method Empirical study on sales data from six restaurants, calculating indicators based on data and neural net similarities.
result Negative correlations between transferability and indicators, allowing better model performance and fewer transfers.