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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.

168,742 papers · 148 categories

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2535057581,010 · Jun 202019922001200920172026
48 results for algorithm transformation

Transformers learn to make decisions in new contexts from offline data.

problem Understanding when and how transformers can perform in-context reinforcement learning.
method Theoretical framework analyzing supervised pretraining for ICRL, including algorithm distillation and decision-pretrained transformers.
result Transformers can efficiently approximate optimal reinforcement learning algorithms for various environments.

Strongly polynomial algorithm for approximate Forster transforms and halfspace learning.

problem Computing approximate Forster transforms and halfspace learning.
method Strongly polynomial time algorithm for approximate Forster transforms and halfspace learning.
result First strongly polynomial time algorithm for distribution-free PAC learning of halfspaces.

Data is said to follow the transform (or analysis) sparsity model if it becomes sparse when acted on by a linear operator called a sparsifying transform. Several algorithms have been designed to learn such a transform directly from data, and data-adaptive sparsifying transforms have demonstrated excellent performance i…

2018-03-06abs ↗pdf ↗

Efficient algorithms find optimal monotone transforms for calibration under strictly convex losses.

problem Calibrating estimations to improve performance with monotone transforms.
method Proposed linear-time and space algorithm for finding optimal monotone transforms for specific loss functions. Also proposed an anytime algorithm with linear space and pseudo-linearithmic time complexity.
result Optimal monotone transforms are unique and can be found efficiently for various strictly convex loss functions.

Transformers can adaptively select and perform various machine learning tasks in context.

problem Transformers' ability to perform multiple machine learning tasks without explicit prompting.
method Statistical theory and efficient implementation of in-context gradient descent, enabling transformers to implement various algorithms and tasks.
result Transformers can implement a broad class of standard machine learning algorithms in context, including algorithm selection.

Study shows Transformers can generalize to varying task lengths.

problem Understanding when and how Transformers can generalize to different input lengths.
method Proposed a unifying framework and introduced the RASP-Generalization Conjecture.
result Transformers tend to length generalize on tasks if solvable by short RASP programs.

Transforms offline algorithms to online with low regret in random order model.

problem Developing online algorithms with low approximate regret from offline approximation algorithms.
method General reduction theorem and coreset construction method.
result Achieves polylogarithmic ε-approximate regret for various online problems.

A new algorithm computes Fourier coefficients for a specified range efficiently.

problem Inefficiency in FFT due to fixed output size for all applications.
method Fast Partial Fourier Transform (PFT) that allows specifying the range of Fourier coefficients to compute.
result PFT achieves significant speedup over state-of-the-art FFT algorithms for small output sizes.

Transformers can approximate Newton's method for logistic regression.

problem Implementing higher order optimization methods in Transformers.
method Linear attention Transformers with ReLU layers approximating second order optimization algorithms.
result Transformers can implement a single step of Newton's iteration for matrix inversion.

Looped transformers with LN converge to power method for principal component prediction.

problem Understanding how transformers learn algorithmic procedures.
method Study of principal component prediction with looped linear transformers and layer normalization.
result Gradient descent trains looped transformers with LN to implement the power method for principal component prediction.

ModelDiff compares learning algorithms by identifying feature transformations.

problem Comparing models trained with different learning algorithms.
method ModelDiff uses datamodels framework to find distinguishing feature transformations.
result ModelDiff can compare models trained with/without data augmentation, pre-training, and different SGD hyperparameters.

Transformers improve solving mixed-integer programs, especially CLSP.

problem Solving Capacitated Lot Sizing Problem (CLSP) with mixed-integer programming.
method Employing transformer models to predict binary variables in CLSP.
result Transformer model outperforms CPLEX and LSTM in solving CLSP.

Transformers capture combinatorial tasks with bounded error and logarithmic sample dependence.

problem Capturing complex combinatorial tasks with bounded error and sample efficiency.
method Formal definition of algorithmic capture, empirical analysis of infinite-width transformers, upper bounds on computational complexity.
result Transformers exhibit an inductive bias favoring simpler algorithmic procedures over higher complexity ones.

Transformers can learn spectral methods and perform unsupervised learning.

problem Learning spectral methods using unsupervised learning.
method Using multi-layered Transformers, pre-trained on a large set of instances, to learn and perform statistical estimation tasks.
result Proven that pre-trained Transformers can learn spectral methods and perform tasks like PCA and clustering.

Transformers learn to cluster Gaussian mixtures as well as the EM algorithm.

problem Learning guarantees of Transformers in multi-class clustering of Gaussian mixtures.
method Developed a theory connecting Transformer's Softmax Attention layers to the EM algorithm's workflow.
result Transformers achieve minimax optimal rate for clustering Gaussian mixtures with sufficient training samples and initialization.

Transformers learn algorithms for in-context learning with bounds and stability analysis.

problem Understanding and formalizing in-context learning as an algorithm learning problem.
method Formalizing ICL as a multitask learning problem, deriving generalization bounds, and analyzing stability.
result Transformers can implement near-optimal algorithms for classical regression tasks with i.i.d. and dynamic data.

Transformers can emulate various algorithms by prompting, proving universality.

problem How to emulate algorithms using fixed-weight Transformers.
method Two modes of in-context algorithm emulation: task-specific and prompt-programmable. Constructing prompts that encode algorithm parameters into token representations.
result Fixed-weight Transformers can emulate a broad class of algorithms via prompts.

Paper proves efficiency of MARL with transformers, addressing agent complexity.

problem Theoretical understanding of MARL with many agents and limited relational reasoning.
method Set Transformer for relational reasoning, model-free and model-based MARL algorithms.
result Provable efficiency of MARL algorithms, suboptimality gaps independent of number of agents.

A new EM gradient algorithm for mixture models with skewed components.

problem Fitting mixture models with skewed components derived from the Manly transformation.
method Proposes an alternative EM gradient algorithm using Newton's method for better parameter updates.
result Shows improved convergence and parameter estimation compared to the Nelder-Mead optimization.

Transformers can implement reinforcement learning algorithms from data without updates.

problem Training reinforcement learning algorithms from data without parameter updates.
method Design a teacher-mimicking training procedure for transformers to implement policy-improvement methods.
result Gradient flow converges to an optimal parameter manifold corresponding to the desired RL update.

We present a new algorithm for the 2D Sliding Window Discrete Fourier Transform (SWDFT). Our algorithm avoids repeating calculations in overlapping windows by storing them in a tree data-structure based on the ideas of the Cooley- Tukey Fast Fourier Transform (FFT). For an N0×N1N_0 \times N_1 array and n0×n1n_0 \times n_1 wi…

2017-07-25abs ↗pdf ↗

Study shows statistical biases can mislead transformer models, impairing their generalization.

problem Statistical biases in transformers affect their ability to generalize.
method Evaluated transformer models on synthetic algorithmic tasks with varying statistical biases.
result Statistical biases lead to overestimation of transformer models' generalization capabilities.

Transforms offline greedy algorithms to online algorithms for combinatorial problems.

problem Online decision-making in time-varying combinatorial environments.
method General framework using Blackwell approachability and Bandit Blackwell approachability.
result Achieves O(T)O(\sqrt{T}) regret in full information setting and O(T2/3)O(T^{2/3}) regret in bandit setting.

Looped Transformers learn to implement multi-step gradient descent for in-context learning.

problem Understanding the learnability of multi-step algorithms in multi-layer Transformers.
method Training weight-sharing looped Transformers for in-context linear regression, proving gradient dominance condition for convergence.
result Looped Transformers implement multi-step preconditioned gradient descent, converging to global minimizer.

Learned data models based on sparsity are widely used in signal processing and imaging applications. A variety of methods for learning synthesis dictionaries, sparsifying transforms, etc., have been proposed in recent years, often imposing useful structures or properties on the models. In this work, we focus on sparsif…

2018-10-19abs ↗pdf ↗

Probabilistic inference procedures are usually coded painstakingly from scratch, for each target model and each inference algorithm. We reduce this effort by generating inference procedures from models automatically. We make this code generation modular by decomposing inference algorithms into reusable program-to-progr…

2016-03-06abs ↗pdf ↗

The KK-means algorithm is extended to allow for partitioning of skewed groups. Our algorithm is called TiK-Means and contributes a KK-means type algorithm that assigns observations to groups while estimating their skewness-transformation parameters. The resulting groups and transformation reveal general-structured cl…

2019-04-21abs ↗pdf ↗

Improved hyperparameter optimization using simplified Transformer blocks.

problem Discovering optimal architectures in high-dimensional search spaces with limited exploration budgets.
method Simplified Transformer block for modeling hyper-parameter dependencies, actor-critic style algorithm, ensembling.
result Outperformed most algorithms on NAS-Bench-101 and Random Search in discovering more accurate model architectures.

A new algorithm reduces time complexity for binary time series classification.

problem High time complexity of ensemble shapelet transform limits its application.
method Introduces short isometric shapelet transform with two strategies: fixed shapelet length and single linear classifier.
result Demonstrates superior performance and reduced time complexity.

Algorithm describes Fourier transform of Stokes data at infinity.

problem Understanding the Fourier transform of Stokes data at infinity.
method Topological description and algorithmic approach using recent results and language of Stokes local systems.
result Explicit isomorphisms between wild character varieties are induced.

SMILES Transformer learns molecular fingerprints for drug discovery.

problem Poor performance of rule-based molecular fingerprints in shallow prediction models or small datasets.
method Unsupervised pre-training of a sequence-to-sequence language model on a corpus of SMILES.
result SMILES Transformer outperformed existing methods in small-data settings.

Relational data representations have become an increasingly important topic due to the recent proliferation of network datasets (e.g., social, biological, information networks) and a corresponding increase in the application of statistical relational learning (SRL) algorithms to these domains. In this article, we exami…

2012-03-30abs ↗pdf ↗

Quantum algorithm for pricing European call options.

problem Accurate valuation of financial derivatives, especially for complex models and options.
method Transforms classical FFT into quantum QFT for pricing European call options.
result Quantum algorithm outperforms classical Monte Carlo simulation in NISQ era.

Transformers enable in-context learning with guarantees for a wide range of tasks.

problem How to enable in-context learning with transformers for various tasks.
method Developed a universal approximation theory integrating Barron's function approximation with transformer capabilities.
result Transformers can approximate any target function with vanishingly small risk using a few in-context examples.

MultiRocket boosts TSC speed and accuracy with pooling and transformations.

problem Efficient time series classification with high accuracy.
method Multiple pooling operators and transformations applied to raw and differenced series.
result MultiRocket outperforms MiniRocket and is competitive with state-of-the-art methods in terms of accuracy and speed.