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.
We propose a simple approach which, given distributed computing resources, can nearly achieve the accuracy of k-NN prediction, while matching (or improving) the faster prediction time of 1-NN. The approach consists of aggregating denoised 1-NN predictors over a small number of distributed subsamples. We show, bot…
Artificial neural networks (NN) are instrumental in realizing highly-automated driving functionality. An overarching challenge is to identify best safety engineering practices for NN and other learning-enabled components. In particular, there is an urgent need for an adequate set of metrics for measuring all-important …
Neural Networks (NN) have recently emerged as backbone of several sensitive applications like automobile, medical image, security, etc. NNs inherently offer Partial Fault Tolerance (PFT) in their architecture; however, the biased PFT of NNs can lead to severe consequences in applications like cryptography and security …
This work establishes the equivalence between neural networks and support vector machines.
problem Establishing the equivalence between neural networks and support vector machines.
method Proposed a method to establish the equivalence between infinitely wide neural networks trained by soft margin loss and standard soft margin SVMs with NTK trained by subgradient descent.
result The equivalence between NN and SVM is established, enabling practical applications such as non-vacuous generalization bounds and robustness certificates.
In the k-nearest neighborhood model (k-NN), we are given a set of points P, and we shall answer queries q by returning the k nearest neighbors of q in P according to some metric. This concept is crucial in many areas of data analysis and data processing, e.g., computer vision, document retrieval and machi…
We focus on estimating \emph{a priori} generalization error of two-layer ReLU neural networks (NNs) trained by mean squared error, which only depends on initial parameters and the target function, through the following research line. We first estimate \emph{a priori} generalization error of finite-width two-layer ReLU …
Machine Learning (ML) is making a strong resurgence in tune with the massive generation of unstructured data which in turn requires massive computational resources. Due to the inherently compute- and power-intensive structure of Neural Networks (NNs), hardware accelerators emerge as a promising solution. However, with …
This paper studies large-width asymptotics for ReLU neural networks with α-Stable initializations.
problem Characterizing the large-width behavior of ReLU neural networks with α-Stable initializations.
method Analysis of the large-width distributions and training dynamics of ReLU neural networks initialized with α-Stable distributions.
result For ReLU neural networks with α-Stable initializations, the large-width training dynamics achieve zero training error at a linear rate, characterized by a random kernel.
Training a Neural Network (NN) with lots of parameters or intricate architectures creates undesired phenomena that complicate the optimization process. To address this issue we propose a first modular approach to NN design, wherein the NN is decomposed into a control module and several functional modules, implementing …
Despite the success of neural networks (NNs), there is still a concern among many over their "black box" nature. Why do they work? Here we present a simple analytic argument that NNs are in fact essentially polynomial regression models. This view will have various implications for NNs, e.g. providing an explanation for…
Neural Networks (NNs) have been extensively used for a wide spectrum of real-world regression tasks, where the goal is to predict a numerical outcome such as revenue, effectiveness, or a quantitative result. In many such tasks, the point prediction is not enough: the uncertainty (i.e. risk or confidence) of that predic…
k-nearest neighbour (k-NN) is one of the simplest and most widely-used methods for supervised classification, that predicts a query's label by taking weighted ratio of observed labels of k objects nearest to the query. The weights and the parameter k∈N regulate its bias-variance trade-off, and the …
We derive high-probability finite-sample uniform rates of consistency for k-NN regression that are optimal up to logarithmic factors under mild assumptions. We moreover show that k-NN regression adapts to an unknown lower intrinsic dimension automatically. We then apply the k-NN regression rates to establish new …
Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's predictions is interpreted as its epistemic uncertainty. The appeal of ensembling…
A garland based on a manifold P is a finite set of manifolds homeomorphic to P with some of them glued together at marked points. Fix a manifold M and consider a space $\NN$ of all smooth mappings of garlands based on P into M. We construct operations ∙ and [−,−] on the bordism groups $\bor_*(\NN)$ …
The k-nearest neighbor classification method (k-NNC) is one of the simplest nonparametric classification methods. The mutual k-NN classification method (MkNNC) is a variant of k-NNC based on mutual neighborship. We propose another variant of k-NNC, the symmetric k-NN classification method (SkNNC) based …
We present a formal measure-theoretical theory of neural networks (NN) built on probability coupling theory. Our main contributions are summarized as follows. * Built on the formalism of probability coupling theory, we derive an algorithm framework, named Hierarchical Measure Group and Approximate System (HMGAS), nickn…
The k-nearest neighbour (k-NN) classifier is one of the oldest and most important supervised learning algorithms for classifying datasets. Traditionally the Euclidean norm is used as the distance for the k-NN classifier. In this thesis we investigate the use of alternative distances for the k-NN classifier. We …
The paper proposes a method to train NNs with a small Lipschitz constant to improve robustness.
problem Neural networks' susceptibility to adversarial perturbations in safety-critical applications.
method The paper introduces a framework to train multi-layer NNs by minimizing their Lipschitz constant, using an optimization scheme based on the Alternating Direction Method of Multipliers.
result The proposed training procedure successfully increases the robustness of neural networks.
The paper trains neural networks with robustness guarantees using semidefinite constraints.
problem Training neural networks with robustness and stability guarantees.
method Exploiting the banded structure of semidefinite constraints, an efficient and scalable training scheme based on interior point methods is set up.
result The method allows for enforcing Lipschitz constraints in large-scale deep neural networks, as demonstrated in numerical examples.
Expressiveness and generalization of deep models was recently addressed via the connection between neural networks (NNs) and kernel learning, where first-order dynamics of NN during a gradient-descent (GD) optimization were related to gradient similarity kernel, also known as Neural Tangent Kernel (NTK). In the majorit…
A current research trend in neurocomputing involves the design of novel artificial neural networks incorporating the concept of time into their operating model. In this paper, a novel architecture that employs stigmergy is proposed. Computational stigmergy is used to dynamically increase (or decrease) the strength of a…