Research
On-device research index

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

Trend · papers per month

99198296395 · Jun 202019922001200920172026
48 results for aggregated representation

Graph Convolutional Networks (GCNs) have shown very powerful for graph data representation and learning tasks. Existing GCNs usually conduct feature aggregation on a fixed neighborhood graph in which each node computes its representation by aggregating the feature representations of all its neighbors which is biased by…

2019-09-04abs ↗pdf ↗

Graph convolutional network (GCN) is an emerging neural network approach. It learns new representation of a node by aggregating feature vectors of all neighbors in the aggregation process without considering whether the neighbors or features are useful or not. Recent methods have improved solutions by sampling a fixed …

2018-11-30abs ↗pdf ↗

Paper addresses the disparity between sampled and mean representations in disentangled learning.

problem Disparity between sampled and mean representations in disentangled learning.
method Proposes a method to eliminate the disparity by proving and utilizing the relationship between total correlation of sampled and mean representations for multivariate normal distributions.
result Demonstrates that a factorized mean representation can have lower total correlation than the sampled representation.

MANA-Net improves market predictions by dynamically weighting news sentiments.

problem Aggregated Sentiment Homogenization in financial news data.
method Dynamic market-news attention mechanism to aggregate sentiments.
result MANA-Net outperforms recent market prediction methods by 1.1% Profit & Loss and 0.252 daily Sharpe ratio.

Graph Neural Networks (GNNs) are based on repeated aggregations of information across nodes' neighbors in a graph. However, because common neighbors are shared between different nodes, this leads to repeated and inefficient computations. We propose Hierarchically Aggregated computation Graphs (HAGs), a new GNN graph re…

2019-06-09abs ↗pdf ↗

The financial crisis showed the importance of measuring, allocating and regulating systemic risk. Recently, the systemic risk measures that can be decomposed into an aggregation function and a scalar measure of risk, received a lot of attention. In this framework, capital allocations are added after aggregation and can…

2016-07-12abs ↗pdf ↗

An approach to distributed machine learning is to train models on local datasets and aggregate these models into a single, stronger model. A popular instance of this form of parallelization is federated learning, where the nodes periodically send their local models to a coordinator that aggregates them and redistribute…

2019-11-15abs ↗pdf ↗

PEARL combines multiple representation learning methods to enhance model performance.

problem Different representation learning methods extract distinct data aspects, potentially missing important insights.
method Combines multiple representation learning approaches using surrogate loss functions for efficient weight estimation.
result Asymptotically achieves optimal performance in downstream tasks, assigning nonzero weights to correctly specified models.

GTEA learns node representations in temporal interaction graphs.

problem Inductive representation learning on temporal interaction graphs.
method Integrates sequence model with time encoder and self-attention scheme for edge and node embeddings.
result GTEA learns comprehensive node representations capturing temporal and structural characteristics.

We propose a dynamic neighborhood aggregation (DNA) procedure guided by (multi-head) attention for representation learning on graphs. In contrast to current graph neural networks which follow a simple neighborhood aggregation scheme, our DNA procedure allows for a selective and node-adaptive aggregation of neighboring …

2019-04-09abs ↗pdf ↗

Policy gradient methods with aggregated states can achieve better performance than approximate policy iteration.

problem Approximation errors in policy and value function approximations.
method State-aggregated representations and policy gradient methods.
result Policy gradient methods can achieve a per-period regret bounded by ε, while approximate policy iteration and value iteration have a higher regret.

Augments GNNs with diversification to preserve node identity.

problem Current GNNs filter node information, potentially losing node identity.
method Integrates diversification operators with aggregation to enrich node representations.
result Significant performance boost on 9 node classification tasks.

Graph representation learning, aiming to learn low-dimensional representations which capture the geometric dependencies between nodes in the original graph, has gained increasing popularity in a variety of graph analysis tasks, including node classification and link prediction. Existing representation learning methods …

2019-10-04abs ↗pdf ↗

Develops GNNs for incomplete graphs, improving learning from missing node attributes.

problem Learning from incomplete graphs with missing node attributes.
method Introduces PaGNNs with novel partial aggregation functions for incomplete graph data.
result Demonstrates effectiveness and efficiency of PaGNNs on various datasets.

Optimal Transport Graph Neural Networks (OT-GNN) improves graph embeddings by using optimal transport.

problem Graph Neural Networks (GNN) often lose structural or semantic information when aggregating node embeddings.
method Combines optimal transport (OT) with parametric graph models to compute graph embeddings from Wasserstein distances between node embeddings and prototype point clouds.
result OT-GNN outperforms popular methods on molecular property prediction tasks and produces smoother graph representations.

We formalize how markets aggregate via arbitrage and quantify liquidity loss.

problem How financial markets aggregate and the loss of liquidity.
method Characterize markets via utility functions, use thermodynamics analogy, derive limit order book representation, compute aggregation loss.
result Arbitrage-mediated aggregation leads to market-dynamical entropy quantifying liquidity loss.

A variety of graph neural networks (GNNs) frameworks for representation learning on graphs have been recently developed. These frameworks rely on aggregation and iteration scheme to learn the representation of nodes. However, information between nodes is inevitably lost in the scheme during learning. In order to reduce…

2019-05-21abs ↗pdf ↗

Relational probabilistic models have the challenge of aggregation, where one variable depends on a population of other variables. Consider the problem of predicting gender from movie ratings; this is challenging because the number of movies per user and users per movie can vary greatly. Surprisingly, aggregation is not…

2017-07-25abs ↗pdf ↗

Paper presents a novel approach for global feature aggregation in Graph Neural Networks.

problem Graphs lack a straightforward way to perform non-local feature aggregation like images and texts.
method Utilizes Latent Fixed Data Structure (LFDS) to aggregate feature vectors from local extraction.
result Proposed methods achieve competitive or better results with linear computational complexity.

DeeperGCN tackles deep GCNs by overcoming vanishing gradient and over-smoothing issues.

problem Vanishing gradient, over-smoothing, and over-fitting issues in deep GCNs.
method DeeperGCN uses differentiable generalized aggregation functions and a novel normalization layer (MsgNorm) to train deep GCNs.
result DeeperGCN significantly boosts performance on large-scale graph learning tasks.

Graph convolutional neural networks (GCNNs) have been attracting increasing research attention due to its great potential in inference over graph structures. However, insufficient effort has been devoted to the aggregation methods between different convolution graph layers. In this paper, we introduce a graph attribute…

2019-05-14abs ↗pdf ↗

This paper introduces a family of local feature aggregation functions and a novel method to estimate their parameters, such that they generate optimal representations for classification (or any task that can be expressed as a cost function minimization problem). To achieve that, we compose the local feature aggregation…

2017-06-26abs ↗pdf ↗

Unsupervised method learns hierarchical graph representations without labels.

problem Lack of hierarchical graph representations and need for labeled data in GNNs.
method Maximizes mutual information between local and global graph representations.
result Comparable performance to supervised methods on graph classification benchmarks.

We establish that an optimistic variant of Q-learning applied to a fixed-horizon episodic Markov decision process with an aggregated state representation incurs regret O~(H5MK+εHK)\tilde{\mathcal{O}}(\sqrt{H^5 M K} + εHK), where HH is the horizon, MM is the number of aggregate states, KK is the number of episodes, and εε is …

2019-12-13abs ↗pdf ↗

Graph Neural Networks (GNNs) are an effective framework for representation learning of graphs. GNNs follow a neighborhood aggregation scheme, where the representation vector of a node is computed by recursively aggregating and transforming representation vectors of its neighboring nodes. Many GNN variants have been pro…

2018-10-01abs ↗pdf ↗

Graph Convolution Networks (GCNs) are becoming more and more popular for learning node representations on graphs. Though there exist various developments on sampling and aggregation to accelerate the training process and improve the performances, limited works focus on dealing with the dimensional information imbalance…

2019-07-04abs ↗pdf ↗

Optimal risk sharing without convex preferences using aggregate convexity.

problem Risk sharing among non-convex preferences.
method Aggregate convexity principles and Lyapunov convexity, combined with approximation arguments for law invariant risk measures.
result Derivation of a computationally tractable formula for the conjugate of the value function.

Proposes a novel MTL approach based on bias-variance analysis.

problem Improving multi-task learning performance through shared knowledge.
method Two-phase iterative aggregation of targets and features using bias-variance analysis.
result Validation on synthetic and real-world datasets demonstrates the effectiveness of the proposed method.

Probabilistic graphical models are graphical representations of probability distributions. Graphical models have applications in many fields including biology, social sciences, linguistic, neuroscience. In this paper, we propose directed acyclic graphs (DAGs) learning via bootstrap aggregating. The proposed procedure i…

2014-06-09abs ↗pdf ↗

LATTE tackles heterogeneous network embedding challenges with layer-stacked attention.

problem Aggregating higher-order indirect relations in heterogeneous networks.
method Layer-stacked ATTention Embedding (LATTE) that decomposes meta relations at each layer.
result LATTE achieves state-of-the-art performance on benchmark datasets.

Geom-GCN improves graph neural networks by preserving structural information and capturing long-range dependencies.

problem Weaknesses in MPNNs' aggregators: loss of structural information and lack of long-range dependencies.
method Proposes a geometric aggregation scheme with three modules: node embedding, structural neighborhood, and bi-level aggregation.
result Achieved state-of-the-art performance on various graph datasets.