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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.

168,695 papers · 148 categories

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64128191255 · Jun 202019922001200920172026
48 results for affine coupling layers

Incorporates matrix exponential into generative flows for improved performance.

problem Improving generative flow models for better density estimation.
method Integrates matrix exponential into generative flows, proposing new layers and modifying network architecture.
result The proposed model achieves great performance on density estimation.

Normalizing flows attempt to model an arbitrary probability distribution through a set of invertible mappings. These transformations are required to achieve a tractable Jacobian determinant that can be used in high-dimensional scenarios. The first normalizing flow designs used coupling layer mappings built upon affine …

2020-01-15abs ↗pdf ↗

CF-INNs can approximate any invertible function, resolving a long-standing problem.

problem Whether CF-INNs can approximate any invertible function.
method Demonstrated CF-INNs are universal approximators for invertible functions by showing a convenient criterion.
result CF-INNs are universal approximators for invertible functions.

Paper proves CFlows can approximate any diffeomorphism and applies it in Bayesian optimization.

problem Proving the universality of CFlows in approximating diffeomorphisms.
method Deriving the universality of Para-CFlows through affine coupling layers and invertible linear transforms.
result Para-CFlows can approximate any diffeomorphism in C^k-norm.

We address representational challenges in normalizing flows, particularly depth and conditioning issues.

problem Challenges in training normalizing flows, including vanishing/exploding gradients and poor conditioning.
method Analyzes representational aspects of depth and conditioning in normalizing flows, proving theoretical bounds and investigating phenomena.
result Proves that shallow affine coupling networks are universal approximators in Wasserstein distance if ill-conditioning is allowed.

This paper shows how to approximate any log-concave distribution using well-conditioned affine coupling flows.

problem Understanding the representational power of affine coupling flows for log-concave distributions.
method Leveraging connections between affine coupling architectures, Langevin dynamics, and Hénon maps to prove log-concave approximation.
result Any log-concave distribution can be approximated using well-conditioned affine-coupling flows.

Normalizing flows are shown to be equivalent to Bayesian networks, revealing new insights.

problem Understanding the limitations and capabilities of normalizing flows.
method Revisiting normalizing flows as probabilistic graphical models and analyzing their structure.
result Normalizing flows can be reduced to Bayesian networks, revealing new insights into their structure and capabilities.

Current popular methods for Magnetic Resonance Fingerprint (MRF) recovery are bottlenecked by the heavy storage and computation requirements of a dictionary-matching (DM) step due to the growing size and complexity of the fingerprint dictionaries in multi-parametric quantitative MRI applications. In this paper we study…

2018-09-05abs ↗pdf ↗

Unified SVD compression fails in practical tasks, highlighting the importance of per layer activation reconstruction.

problem The failure of a unified SVD compression method in practical tasks like perplexity and accuracy.
method Unified optimization problem for SVD based compression methods, focusing on cross-layer coupling.
result Downstream metrics like perplexity and accuracy degrade severely compared to standard per layer SVD LLM.

New framework explains normalizing flows' power and limitations.

problem Understanding the expressive power and limitations of normalizing flows.
method Theoretical framework for well-conditioned coupling-based normalizing flows and volume-preserving flows.
result RealNVP is distributionally universal, but volume-preserving flows are not.

The paper calculates bounds on the local Lipschitz constants of neural network layers.

problem Understanding the Lipschitz constants of neural network layers for robustness analysis.
method Analytical approach to determine upper bounds on local Lipschitz constants of affine-ReLU functions.
result The method produces tighter bounds than the standard conservative bound, especially for small perturbations.

We introduce a class of objects which we call 'affine surfaces'. These provide families of foliations on surfaces whose dynamics we are interested in. We present and analyze a couple of examples, and we define concepts related to these in order to motivate several questions and open problems. In particular we generalis…

2016-09-07abs ↗pdf ↗

DS2CF-Net learns hierarchical representations with deep coupled factorization and enriched prior.

problem Learning deep hierarchical representations from data.
method Dual-constrained Deep Semi-Supervised Coupled Factorization Network (DS2CF-Net) with enriched prior.
result DS2CF-Net achieves state-of-the-art performance in representation learning and clustering.

New bounds on optimal transport regularization show faster convergence rates than previously known.

problem Understanding the localization rate of Quadratically Regularized Optimal Transport (QOT) optimizers.
method Established lower bounds and derived mean-squared deviation controls for QOT optimizers.
result Lower bound of support concentration rate ε1d+2\varepsilon^{\frac{1}{d+2}} in directed Hausdorff distance.

We study the geometry of deep (neural) networks (DNs) with piecewise affine and convex nonlinearities. The layers of such DNs have been shown to be {\em max-affine spline operators} (MASOs) that partition their input space and apply a region-dependent affine mapping to their input to produce their output. We demonstrat…

2019-05-21abs ↗pdf ↗

Recent work has shown how to embed differentiable optimization problems (that is, problems whose solutions can be backpropagated through) as layers within deep learning architectures. This method provides a useful inductive bias for certain problems, but existing software for differentiable optimization layers is rigid…

2019-10-28abs ↗pdf ↗

Improved flow-based models capture dependencies better with multi-scale autoregressive priors.

problem Limited expressiveness of flow-based models for long-range data dependencies.
method Introducing channel-wise dependencies through multi-scale autoregressive priors (mAR) in split coupling flow layers (mAR-SCF).
result Achieves state-of-the-art density estimation results on MNIST, CIFAR-10, and ImageNet.

Chaos in cerebellar cells enhances complexity of neural patterns.

problem Understanding how cerebellar granular layer represents complex information.
method Constructed a model of cerebellar granular layer with gap junctions, evaluated using reservoir computing.
result Chaotic dynamics in the cerebellar granular layer produce complex and diverse output patterns.

Improved bounds on neural network regions using activation histograms.

problem Bounding the number of affine regions in ReLU networks.
method Analysis of algebraic topology problem, extension of framework to subnetwork composition.
result Slightly tighter bounds and insights into parameter initialization.

Conditions for statistical structures on manifolds derived from solitons.

problem Characterizing statistical structures on manifolds from soliton equations.
method Analyzing gradient solitons on statistical manifolds to derive conditions for statistical structures.
result Established necessary and sufficient conditions for statistical structures under various soliton types.

We investigate in this paper the architecture of deep convolutional networks. Building on existing state of the art models, we propose a reconfiguration of the model parameters into several parallel branches at the global network level, with each branch being a standalone CNN. We show that this arrangement is an effici…

2017-09-18abs ↗pdf ↗

Study reveals geometric context of second-order superintegrable systems.

problem Understanding second-order superintegrable systems and their Weylian geometry.
method Re-examined second-order maximally conformally superintegrable Hamiltonian systems, revealing their Weyl structure.
result Extended conformal superintegrability to Weyl structures, interpreting systems as semi-Weyl structures.

We present convolutional neural network (CNN) based approaches for unsupervised multimodal subspace clustering. The proposed framework consists of three main stages - multimodal encoder, self-expressive layer, and multimodal decoder. The encoder takes multimodal data as input and fuses them to a latent space representa…

2018-04-17abs ↗pdf ↗

Clarifies relation for solving control-affine Schrödinger bridge problems.

problem Solving control-affine Schrödinger bridge problems via Hopf-Cole transform.
method Applies Hopf-Cole transform to conditions of optimality, resulting in nonlinear PDEs.
result Generic control-affine Schrödinger bridge requires further algorithmic development.

Study on feature learning dynamics in infinite-depth neural networks, focusing on ResNets.

problem Understanding how features evolve during training in deep neural networks, especially in the large-depth limit.
method Conditional Gaussian representations and SDE system with decoupled backward weights.
result Depth-induced suppression of forward-backward coupling in infinite-depth networks, leading to a decoupled forward-backward SDE system.

This study compares different types of normalizing flows for generating complex distributions.

problem Comparing different types of normalizing flows for generating complex distributions.
method Real-valued non-Volume preserving (RealNVP), masked autoregressive flow (MAF), coupling rational quadratic spline (C-RQS), and autoregressive rational quadratic spline (A-RQS) were compared using statistical tests.
result A-RQS algorithm outperforms others in terms of accuracy and training speed.

The paper designs neural networks with assurance for controlling nonlinear systems.

problem Designing neural networks with assurance for nonlinear system control.
method Bounding the number of affine functions needed for a CPWA function, connecting it to a TLL NN architecture.
result The TLL NN architecture is parameterized by the number of affine functions in the CPWA function it realizes.

This paper analyzes deep and wide transformer training dynamics.

problem Understanding the training dynamics of infinitely deep and wide transformers.
method Develops a mean-field framework for gradient-based training of transformers, controlling a neural PDE.
result Establishes a rigorous foundation for gradient-based transformer training, proving convergence to global minima.

Deep learning uses layers of transformations to predict structured data with uncertainty.

problem Predicting structured high-dimensional data efficiently and with uncertainty.
method Applying layers of semi-affine input transformations to find features for probabilistic statistical methods.
result Achieves scalable prediction rules with uncertainty quantification and feature selection.

Fine-tuning normalization layers can reconstruct smaller networks.

problem Understanding the expressive power of fine-tuning normalization layers.
method Random ReLU networks and sparsified networks were fine-tuned to reconstruct target networks.
result Fine-tuning normalization layers can reconstruct networks that are O(extwidth)O(\sqrt{ ext{width}}) times smaller.

New algorithm solves Schrödinger bridge problem with mismatched channels.

problem Solving Schrödinger bridge problem with input and noise channel mismatch.
method Design of a Sinkhorn recursion with memory for nonlinear PDEs.
result Demonstrates solving control-affine Schrödinger bridge problem.

Deep nonlinear models pose a challenge for fitting parameters due to lack of knowledge of the hidden layer and the potentially non-affine relation of the initial and observed layers. In the present work we investigate the use of information theoretic measures such as mutual information and Kullback-Leibler (KL) diverge…

2016-12-17abs ↗pdf ↗

We consider a stochastic factor financial model where the asset price process and the process for the stochastic factor depend on an observable Markov chain and exhibit an affine structure. We are faced with a finite time investment horizon and derive optimal dynamic investment strategies that maximize the investor's e…

2014-03-20abs ↗pdf ↗

We introduce a general-purpose conditioning method for neural networks called FiLM: Feature-wise Linear Modulation. FiLM layers influence neural network computation via a simple, feature-wise affine transformation based on conditioning information. We show that FiLM layers are highly effective for visual reasoning - an…

2017-09-22abs ↗pdf ↗