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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.

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48 results for Zooming

We present a reinforcement learning approach for detecting objects within an image. Our approach performs a step-wise deformation of a bounding box with the goal of tightly framing the object. It uses a hierarchical tree-like representation of predefined region candidates, which the agent can zoom in on. This reduces t…

2018-10-15abs ↗pdf ↗

We explore two techniques which use color to make sense of statistical text models. One method uses in-text annotations to illustrate a model's view of particular tokens in particular documents. Another uses a high-level, "words-as-pixels" graphic to display an entire corpus. Together, these methods offer both zoomed-i…

2016-06-20abs ↗pdf ↗

New extensions for homogeneous distributions on deformations to the normal cone.

problem Extending homogeneous distributions on a specific geometric structure.
method Using the zoom action and Meyer's results on weakly homogeneous distributions.
result All homogeneous extensions of distributions on the DNC are described.

In this paper we propose the multi-objective contextual bandit problem with similarity information. This problem extends the classical contextual bandit problem with similarity information by introducing multiple and possibly conflicting objectives. Since the best arm in each objective can be different given the contex…

2018-03-11abs ↗pdf ↗

The paper tackles high-dimensional Bayesian optimization using tree-structured additive models.

problem Scaling Bayesian Optimization to high-dimensional problems.
method Tree-structured additive models with hybrid graph learning and zooming-based algorithms.
result Demonstrates faster model learning and reduced model complexity in high-dimensional settings.

ZoomRL learns efficient strategies for large state-action spaces using a metric.

problem Handling large state-action spaces in reinforcement learning.
method ZoomRL leverages continuous bandits to adaptively discretize the joint space.
result Achieves worst-case regret of $ ilde{O}(H^{ rac{5}{2}} K^{ rac{d+1}{d+2}})$.

We introduce cohomology fractals; these are certain images associated to a cohomology class on a hyperbolic three-manifold. They include images made entirely from circles, and also images with no geometrically simple features. They are closely related to limit sets of kleinian groups, but have some key differences. As …

2020-02-01abs ↗pdf ↗

Algorithm tackles adaptive discretization in adversarial Lipschitz bandits for dynamic pricing and auctions.

problem Adaptive discretization in adversarial Lipschitz bandits.
method Adversarial Zooming algorithm for adaptive discretization.
result First algorithm for adversarial Lipschitz bandits with instance-dependent regret bounds.

We describe a novel algorithm for noisy global optimisation and continuum-armed bandits, with good convergence properties over any continuous reward function having finitely many polynomial maxima. Over such functions, our algorithm achieves square-root regret in bandits, and inverse-square-root error in optimisation, …

2013-02-11abs ↗pdf ↗

In this paper we present a review of the existing typologies of Internet service users. We zoom in on social networking services including blogs and crowdsourcing websites. Based on the results of the analysis of the considered typologies obtained by means of FCA we developed a new user typology of a certain class of I…

2013-11-30abs ↗pdf ↗

Study shows how steepest descent algorithms' geometric margin increases during training.

problem Understanding implicit bias in steepest descent algorithms for neural networks.
method Analysis of steepest descent algorithms with infinitesimal learning rates in homogeneous neural networks.
result Limit points of training trajectories correspond to KKT points of margin-maximization problems.

Crowding is most likely an important factor in the deterioration of strategy performance, the increase of trading costs and the development of systemic risk. We study the imprints of \emph{crowding} on both anonymous market data and a large database of metaorders from institutional investors in the U.S. equity market. …

2020-01-13abs ↗pdf ↗

New model allows sparse graphs with many triangles to be represented.

problem Sparse graphs with many triangles cannot be accurately represented in finite dimensions.
method Infinite-dimensional inner product model with manifold representations.
result Local neighborhoods can be represented in lower dimensions.

Sparse data models, where data is assumed to be well represented as a linear combination of a few elements from a dictionary, have gained considerable attention in recent years, and their use has led to state-of-the-art results in many signal and image processing tasks. It is now well understood that the choice of the …

2010-03-15abs ↗pdf ↗

We consider rough stochastic volatility models where the driving noise of volatility has fractional scaling, in the "rough" regime of Hurst parameter H<1/2H < 1/2. This regime recently attracted a lot of attention both from the statistical and option pricing point of view. With focus on the latter, we sharpen the large de…

2017-03-15abs ↗pdf ↗

We recently proposed a new ensemble clustering algorithm for graphs (ECG) based on the concept of consensus clustering. We validated our approach by replicating a study comparing graph clustering algorithms over benchmark graphs, showing that ECG outperforms the leading algorithms. In this paper, we extend our comparis…

2019-03-19abs ↗pdf ↗

In this paper we first analyzed the inductive bias underlying the data scattered across complex free energy landscapes (FEL), and exploited it to train deep neural networks which yield reduced and clustered representation for the FEL. Our parametric method, called Information Distilling of Metastability (IDM), is end-t…

2019-06-07abs ↗pdf ↗

We analyze the daily stock data of the Nasdaq Composite index in the 22-year period 1992-2013 and identify market states as clusters of correlation matrices with similar correlation structures. We investigate the stability of the correlation structure of each state by estimating the statistical fluctuations of correlat…

2014-06-20abs ↗pdf ↗

Requirements elicitation can be very challenging in projects that require deep domain knowledge about the system at hand. As analysts have the full control over the elicitation process, their lack of knowledge about the system under study inhibits them from asking related questions and reduces the accuracy of requireme…

2018-07-10abs ↗pdf ↗

Study lenient regret and good-action identification in Gaussian process bandits.

problem Optimizing function values above a certain threshold in Gaussian process bandits.
method Study lenient regret notions and introduce algorithms for finding good actions.
result Upper and lower bounds on lenient regret for GP-UCB and elimination algorithms.

Simplifies large action space bandits by selecting representative actions.

problem Efficiently managing large action spaces with correlated outcomes.
method Random sampling and solving of bandit instances to identify representative actions.
result The algorithm selects a smaller set of representative actions that perform nearly as well as the full action space.

Recent deep generative models are able to provide photo-realistic images as well as visual or textual content embeddings useful to address various tasks of computer vision and natural language processing. Their usefulness is nevertheless often limited by the lack of control over the generative process or the poor under…

2020-01-28abs ↗pdf ↗

Lead/lag relationships are an important stylized fact at high frequency. Some assets follow the path of others with a small time lag. We provide indicators to measure this phenomenon using tick-by-tick data. Strongly asymmetric cross-correlation functions are empirically observed, especially in the future/stock case. W…

2011-11-30abs ↗pdf ↗

Algorithm learns diffusion processes with high-dimensional state spaces.

problem Stochastic control of unbounded diffusion processes with high-dimensional state spaces.
method Adaptive partitioning and learning algorithm that refines discretization based on estimation bias and statistical confidence.
result Established regret bounds that depend on problem parameters, extending to unbounded diffusion processes.

The goal of this study is to present the development of a machine learning based approach that utilizes phase space alone to separate the Gaia DR2 stars into two categories: those accreted onto the Milky Way from those that are in situ. Traditional selection methods that have been used to identify accreted stars typica…

2019-07-15abs ↗pdf ↗

New normalizing flows for sphere distributions improve complexity and scale handling.

problem No straightforward normalizing flows for Fisher-Bingham distributions in higher dimensions.
method Zoom-linear-project (ZLP)-Fisher flows that gradually add complexity and handle varying scales.
result Generalizes Fisher-Bingham distributions to normalizing flows in any dimension.

IDF++ improves integer discrete flows for lossless compression.

problem Theoretical limitations of integer discrete flows for lossless compression.
method Investigated and improved integer discrete flows, addressing gradient bias and architecture modifications.
result Different architecture modifications improve integer discrete flows for lossless compression.

StyleNeRF generates high-resolution images with 3D consistency and style control.

problem Generating high-resolution images with fine details and 3D consistency.
method Integrates NeRF into a style-based generator for efficient high-resolution image synthesis.
result Synthesizes high-resolution images at interactive rates with high 3D consistency and style control.

We propose a novel methodology, forest floor, to visualize and interpret random forest (RF) models. RF is a popular and useful tool for non-linear multi-variate classification and regression, which yields a good trade-off between robustness (low variance) and adaptiveness (low bias). Direct interpretation of a RF model…

2016-05-30abs ↗pdf ↗