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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.

168,657 papers · 148 categories

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326495127 · Jun 202019922001200920172026
48 results for Tensor Programs

Ansor generates high-performance tensor programs for deep learning.

problem Generating high-performance tensor programs for deep learning on various hardware platforms is challenging.
method Ansor uses a hierarchical representation of the search space, sampling programs, and evolutionary search with a learned cost model to find high-performance programs.
result Ansor improves deep neural network execution performance up to 3.8x on Intel CPU, 2.6x on ARM CPU, and 1.7x on NVIDIA GPU.

New algorithms solve tensor problems with random components using SDP.

problem Exact tensor nuclear norm, decomposition, and completion for random tensors.
method Degree-4 Sum of Squares (SOS) semidefinite programs.
result Exact solutions for tensor nuclear norm, decomposition, and completion with random asymmetric components.

It is a significant challenge to design probabilistic programming systems that can accommodate a wide variety of inference strategies within a unified framework. Noting that the versatility of modern automatic differentiation frameworks is based in large part on the unifying concept of tensors, we describe a software a…

2019-10-23abs ↗pdf ↗

Paper analyzes infinite-width attention layers using Tensor Programs.

problem Capturing the infinite-width limit of attention layers.
method Tensor Programs framework to rigorously identify the limit distribution.
result Derives exact form of infinite-width limit distribution without Gaussian approximations.

SOS programming verifies MTW tensor non-negativity for optimal transport maps.

problem Verifying MTW tensor non-negativity for general cost functions is difficult.
method Sum-of-Squares (SOS) programming for verifying and approximating MTW non-negativity.
result SOS programming provides certificates and approximations of MTW non-negativity.

We introduce a learning-based framework to optimize tensor programs for deep learning workloads. Efficient implementations of tensor operators, such as matrix multiplication and high dimensional convolution, are key enablers of effective deep learning systems. However, existing systems rely on manually optimized librar…

2018-05-21abs ↗pdf ↗

Tensor programs prove neural network limits for any architecture.

problem Understanding the limits of neural networks of any architecture.
method Prove convergence of neural network's Tangent Kernel (NTK) to a deterministic limit as network widths increase.
result Identify conditions for correct NTK limit calculation based on gradient independence assumption.

New algorithm completes nonnegative tensors with fewer samples and faster convergence.

problem Tensor completion tension between sample complexity and computational complexity.
method Integer programming and Blended Conditional Gradients algorithm.
result Achieves information-theoretic sample complexity rate with practical convergence.

Mathematical study supports connection between 3D manifolds and modular tensor categories.

problem Connecting geometric topology and quantum topology using Chern-Simons invariants and Reidemeister torsions.
method Developed an algorithm to generate modular TT-matrices and quantum dimensions from Seifert fibered spaces and torus bundles over the circle.
result Mathematically constructed premodular categories from Seifert fibered spaces and torus bundles over the circle, conjecturing their modularity under specific conditions.

Efficiently price high-dimensional Bermudan options using tensor compression.

problem High-dimensional option pricing with computational complexity.
method Hierarchical tensor compression for Monte Carlo and dual martingale methods.
result Tensor compression alleviates the curse of dimensionality for Bermudan option pricing.

Tensor completion recovers a multi-dimensional array from a limited number of measurements. Using the recently proposed tensor ring (TR) decomposition, in this paper we show that a d-order tensor of dimensional size n and TR rank r can be exactly recovered with high probability by solving a convex optimization program,…

2019-03-08abs ↗pdf ↗

Batch-splitting (data-parallelism) is the dominant distributed Deep Neural Network (DNN) training strategy, due to its universal applicability and its amenability to Single-Program-Multiple-Data (SPMD) programming. However, batch-splitting suffers from problems including the inability to train very large models (due to…

2018-11-05abs ↗pdf ↗

We investigate the triviality of compact Ricci solitons under general scalar conditions involving the Weyl tensor. More precisely, we show that a compact Ricci soliton is Einstein if a generic linear combination of divergences of the Weyl tensor contracted with suitable covariant derivatives of the potential function v…

2018-04-25abs ↗pdf ↗

We describe a simple, low-level approach for embedding probabilistic programming in a deep learning ecosystem. In particular, we distill probabilistic programming down to a single abstraction---the random variable. Our lightweight implementation in TensorFlow enables numerous applications: a model-parallel variational …

2018-11-05abs ↗pdf ↗

Tensor decomposition has been extensively used as a tool for exploratory analysis. Motivated by neuroscience applications, we study tensor decomposition with Boolean factors. The resulting optimization problem is challenging due to the non-convex objective and the combinatorial constraints. We propose Binary Matching P…

2018-10-10abs ↗pdf ↗

SimTensor is a multi-platform, open-source software for generating artificial tensor data (either with CP/PARAFAC or Tucker structure) for reproducible research on tensor factorization algorithms. SimTensor is a stand-alone application based on MATALB. It provides a wide range of facilities for generating tensor data w…

2016-12-09abs ↗pdf ↗

A wide class of machine learning algorithms can be reduced to variable elimination on factor graphs. While factor graphs provide a unifying notation for these algorithms, they do not provide a compact way to express repeated structure when compared to plate diagrams for directed graphical models. To exploit efficient t…

2019-02-08abs ↗pdf ↗

The paper analyzes tensor recovery from symmetric rank-one measurements using information theory.

problem Recovering tensors with low symmetric rank from symmetric rank-one measurements.
method Covering numbers argument, Carbery-Wright inequality, orthogonal polynomials, Fano's inequality.
result Near-optimal sample complexity bounds for log-concave distributions.

In the tensor completion problem, one seeks to estimate a low-rank tensor based on a random sample of revealed entries. In terms of the required sample size, earlier work revealed a large gap between estimation with unbounded computational resources (using, for instance, tensor nuclear norm minimization) and polynomial…

2016-12-23abs ↗pdf ↗

In this technical note we give a purely geometric understanding of discrete torsion, as an analogue of orbifold Wilson lines for two-form tensor field potentials. In order to introduce discrete torsion in this context, we describe gerbes and the description of certain type II supergravity tensor field potentials as con…

1999-09-15abs ↗pdf ↗

Paper introduces ZIPTF and C-ZIPTF for better tensor factorization of zero-inflated count data.

problem Inefficient tensor factorization for zero-inflated count data, especially in scRNA-seq.
method Zero Inflated Poisson Tensor Factorization (ZIPTF) and Consensus Zero Inflated Poisson Tensor Factorization (C-ZIPTF).
result ZIPTF and C-ZIPTF improve tensor factorization accuracy and consistency for zero-inflated count data.

In this paper, the notion of strongly typed language will be borrowed from the field of computer programming to introduce a calculational framework for linear algebra and tensor calculus for the purpose of detecting errors resulting from inherent misuse of objects and for finding natural formulations of various objects…

2012-12-11abs ↗pdf ↗

This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order dd (i.e., a dd-fold multiway array) in Rn1×n2××nd\mathbb{R}^{n_1 \times n_2 \times \cdots \times n_d}. It focuses on the task of estimatin…

2019-11-09abs ↗pdf ↗

NEST optimizes deep learning training by placing devices efficiently across networks and memory.

problem Inefficient device placement in distributed deep learning leads to high communication and memory overhead.
method NEST uses network-, compute-, and memory-aware dynamic programming to optimize device placement.
result NEST achieves up to 2.43 times higher throughput and better memory efficiency.

The paper bounds eigenvalues and integrals of eigenfunctions on hyperbolic manifolds.

problem Eigenvalues and integrals of eigenfunctions on compact hyperbolic manifolds.
method Spectral decompositions and consistency conditions derived from quadruple overlap integrals.
result Upper bounds on Laplacian eigenvalues and triple overlap integrals.

A brief history of the investigation of the Weil-Petersson curvature and a summary of Teichmüller theory are provided. A report is presented on the program to describe an intrinsic geometry with the Weil-Petersson metric and geodesic-length functions. Formulas for the metric, covariant derivative and formulas for the c…

2008-09-22abs ↗pdf ↗

New modular data from torus bundles via particle-hole equivariantization.

problem Constructing modular tensor categories from 3-manifolds.
method Using Chern-Simons invariants and adjoint Reidemeister torsions, and performing Z2\mathbb{Z}_2-equivariantization.
result Modular data from torus bundles realized by Z2\mathbb{Z}_2-equivariantization of premodular categories.

We give a new approach to the dictionary learning (also known as "sparse coding") problem of recovering an unknown n×mn\times m matrix AA (for mnm \geq n) from examples of the form \[ y = Ax + e, \] where xx is a random vector in Rm\mathbb R^m with at most τmτm nonzero coordinates, and ee is a random noise vector in …

2014-07-06abs ↗pdf ↗

We propose the convex factorization machine (CFM), which is a convex variant of the widely used Factorization Machines (FMs). Specifically, we employ a linear+quadratic model and regularize the linear term with the 2\ell_2-regularizer and the quadratic term with the trace norm regularizer. Then, we formulate the CFM o…

2015-07-04abs ↗pdf ↗

Monte Carlo methods are critical to many routines in quantitative finance such as derivatives pricing, hedging and risk metrics. Unfortunately, Monte Carlo methods are very computationally expensive when it comes to running simulations in high-dimensional state spaces where they are still a method of choice in the fina…

2019-06-06abs ↗pdf ↗

A toy model shows how locality can emerge in the universe's Hamiltonian and initial state.

problem Understanding the emergence of locality in the universe's Hamiltonian and initial state.
method A loss functional is minimized by gradient descent to find a tensor product structure.
result Local structure emerges in the universe's Hamiltonian and initial state through spontaneous symmetry breaking.