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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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12243547 · May 202619922001200920172026
48 results for affine soft-threshold

DNF-Net tackles tabular data challenges with neural architecture.

problem Handling tabular data efficiently using neural networks.
method DNF-Net uses a neural architecture with inductive bias corresponding to logical Boolean formulas in disjunctive normal form over affine soft-threshold decision terms.
result DNF-Net significantly outperforms fully connected networks on tabular data.

Classifiers based on sparse representations have recently been shown to provide excellent results in many visual recognition and classification tasks. However, the high cost of computing sparse representations at test time is a major obstacle that limits the applicability of these methods in large-scale problems, or in…

2014-02-09abs ↗pdf ↗

The problem of estimating a high-dimensional sparse vector θRn\boldsymbolθ \in \mathbb{R}^n from an observation in i.i.d. Gaussian noise is considered. The performance is measured using squared-error loss. An empirical Bayes shrinkage estimator, derived using a Bernoulli-Gaussian prior, is analyzed and compared with the…

2017-07-28abs ↗pdf ↗

Sparsity in Deep Neural Networks (DNNs) is studied extensively with the focus of maximizing prediction accuracy given an overall parameter budget. Existing methods rely on uniform or heuristic non-uniform sparsity budgets which have sub-optimal layer-wise parameter allocation resulting in a) lower prediction accuracy o…

2020-02-08abs ↗pdf ↗

Inspired by the recent success of deep neural networks and the recent efforts to develop multi-layer dictionary models, we propose a Deep Analysis dictionary Model (DeepAM) which is optimized to address a specific regression task known as single image super-resolution. Contrary to other multi-layer dictionary models, o…

2020-01-31abs ↗pdf ↗

The article examines different thresholding methods for improving PAM algorithm in cancer classification.

problem High-dimensional classification with too many features selected by PAM.
method Extends PAM with hard and order thresholding methods and a deep search algorithm.
result Improved cancer status prediction accuracy and smaller number of features.

CV inference can be invalid for relatively unstable model comparisons.

problem The validity of cross-validation for model comparison is questioned when models are relatively unstable.
method The study proves that simple, individually stable models can generate relatively unstable comparisons, invalidating CV inference.
result The Lasso and soft-thresholding generate relatively unstable comparisons, invalidating CV inferences.

It has recently been observed that certain extremely simple feature encoding techniques are able to achieve state of the art performance on several standard image classification benchmarks including deep belief networks, convolutional nets, factored RBMs, mcRBMs, convolutional RBMs, sparse autoencoders and several othe…

2012-08-04abs ↗pdf ↗

Heavy Lasso improves robustness in high-dimensional linear regression with heavy-tailed errors.

problem Challenges of classical Lasso in handling heavy-tailed noise and outliers.
method Data-augmented soft-thresholding with Student's t-distribution loss.
result Heavy Lasso achieves comparable rates to Huber loss under theoretical bounds.

A new method for sparse PCA using orthogonal rotations and soft-thresholding.

problem Sparse PCA with a new basis using orthogonal rotations.
method Initialize with leading principal components, apply kimeskk imes k orthogonal rotation, and soft-threshold the rotated components.
result The proposed method is more stable and explains more variance compared to alternatives.

We present a theoretical analysis and empirical evaluations of a novel set of techniques for computational cost reduction of classifiers that are based on learned transform and soft-threshold. By modifying optimization procedures for dictionary and classifier training, as well as the resulting dictionary entries, our t…

2015-04-26abs ↗pdf ↗

Optimal control of reserve assets for stablecoins to maintain peg stability.

problem Balancing immediate liquidity and yield on reserve assets for stablecoin peg maintenance.
method Developed a stochastic model predictive control framework with moment closure for event intensities, incorporating a soft-thresholding structure for rebalancing.
result Optimal policy shifts predictably toward cash as expected outflows intensify or windows lengthen, preserving most bill carry in calm markets and quickly building cash during stress.

Paper proposes a new sparse group k-max regularization for sparsity constraints.

problem Linear inverse problems with sparsity constraints are NP-hard.
method Sparse group k-max regularization, iterative soft thresholding algorithm.
result Approximates l0 norm more closely and enhances group-wise and in-group sparsity.

Proximal operators are of particular interest in optimization problems dealing with non-smooth objectives because in many practical cases they lead to optimization algorithms whose updates can be computed in closed form or very efficiently. A well-known example is the proximal operator of the vector 1\ell_1 norm, whic…

2019-10-09abs ↗pdf ↗

A novel method to propagate uncertainty through the soft-thresholding nonlinearity is proposed in this paper. At every layer the current distribution of the target vector is represented as a spike and slab distribution, which represents the probabilities of each variable being zero, or Gaussian-distributed. Using the p…

2018-11-29abs ↗pdf ↗

We propose a robust elastic net (REN) model for high-dimensional sparse regression and give its performance guarantees (both the statistical error bound and the optimization bound). A simple idea of trimming the inner product is applied to the elastic net model. Specifically, we robustify the covariance matrix by trimm…

2015-11-15abs ↗pdf ↗

We study affine maps between affine manifolds. Even when the fibers are compact and diffeomorphic, two of them can inherit different affine structures from the source space. This leads to a fixed linear holonomy deformation theory of the affine structure of an affine manifold. We found various conditions which make the…

2001-05-22abs ↗pdf ↗

In this article, we propose the notion of the general pp-affine capacity and prove some basic properties for the general pp-affine capacity, such as affine invariance and monotonicity. The newly proposed general pp-affine capacity is compared with several classical geometric quantities, e.g., the volume, the pp-var…

2017-05-21abs ↗pdf ↗

An affine manifold is a manifold with torsion-free flat affine connection. A geometric topologist's definition of an affine manifold is a manifold with an atlas of charts to the affine space with affine transition functions; a radiant affine manifold is an affine manifold with holonomy consisting of affine transformati…

1997-12-19abs ↗pdf ↗

Two families of general affine surface areas are introduced. Basic properties and affine isoperimetric inequalities for these new affine surface areas as well as for LφL_φ affine surface areas are established.

2009-08-15abs ↗pdf ↗

This thesis is devoted to the study of affine processes and their applications in financial mathematics. In the first part we consider the theory of time-inhomogeneous affine processes on general state spaces. We present a concise setup for time-inhomogeneous Markov processes. For stochastically continuous affine proce…

2015-12-10abs ↗pdf ↗

A (flat) affine 33-manifold is a 33-manifold with an atlas of charts to an affine space R3\mathbb{R}^3 with transition maps in the affine transformation group Aff(R3)\mathrm{Aff}(\mathbb{R}^3). We will show that a connected closed affine 33-manifold is either an affine Hopf 33-manifold or decomposes canonically to conca…

2014-11-05abs ↗pdf ↗

We study affine Jacobi structures on an affine bundle π:AMπ:A\to M, i.e. Jacobi brackets that close on affine functions. We prove that there is a one-to-one correspondence between affine Jacobi structures on AA and Lie algebroid structures on the vector bundle A+=pMAff(Ap,R)A^+=\bigcup_{p\in M}Aff(A_p,\R) of affine functionals. Som…

2002-12-04abs ↗pdf ↗

Neural networks that are based on unfolding of an iterative solver, such as LISTA (learned iterative soft threshold algorithm), are widely used due to their accelerated performance. Nevertheless, as opposed to non-learned solvers, these networks are trained on a certain dictionary, and therefore they are inapplicable f…

2020-01-23abs ↗pdf ↗

Paper shows affine constraint is unnecessary for high-dimensional data.

problem The necessity of an affine constraint in affine subspace clustering.
method Theoretical and empirical analysis of conditions for correctness of affine subspace clustering methods.
result Affine constraint has negligible effect on clustering performance for high-dimensional data.

In this paper we discuss some affine properties of convex equal-area polygons, which are convex polygons such that all triangles formed by three consecutive vertices have the same area. Besides being able to approximate closed convex smooth curves almost uniformly with respect to affine length, convex equal-area polygo…

2011-03-14abs ↗pdf ↗

An affine Cartan calculus is developed. The concepts of special affine bundles and special affine duality are introduced. The canonical isomorphisms, fundamental for Lagrangian and Hamiltonian formulations of the dynamics in the affine setting are proved.

2003-03-05abs ↗pdf ↗

Calculates affine transformations for specific homogeneous spaces.

problem Computing groups of affine transformations on homogeneous spaces.
method Analyzes conditions for affine connections and uses them to establish group isomorphisms.
result Groups of affine transformations are locally isomorphic under specified conditions.

In this paper, we introduce a new structure, namely, affine Szabó connection. We prove that, on 22-dimensional affine manifolds, the affine Szabó structure is equivalent to one of the cyclic parallelism of the Ricci tensor. A characterization for locally homogeneous affine Szabó surface is obtained. Examples of two- a…

2016-04-19abs ↗pdf ↗

In this paper, we introduce a new parameter, the affine twist parameter for the affine deformation of a sphere with holes. We show that the affine deformation space can be parametrized by Margulis invariants and affine twist parameters. The affine twist parameter is canonically regarded as a correspondence to the Fench…

2015-06-01abs ↗pdf ↗

The paper studies a new class of affine maximal surfaces with singularities.

problem Understanding the properties of affine maximal surfaces with singularities.
method Defining a new subclass of affine maximal surfaces and applying Euclidean minimal surface theory.
result Affine maxfaces satisfy an Osserman-type inequality and do not contain non-trivial improper affine fronts.