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.
New method extracts factors of variation from data without much supervision.
TILT improves target domain performance by penalizing an auxiliary component on unlabeled target inputs.
REGAIN learns optimal auxiliary directions for forecast reconciliation.
New method identifies latent sources from nonlinear mixtures without auxiliary variables.
Paper extends ICA to ISA with auxiliary variables for better speech representation learning.
Learning a model of perceptual similarity from a collection of objects is a fundamental task in machine learning underlying numerous applications. A common way to learn such a model is from relative comparisons in the form of triplets: responses to queries of the form "Is object a more similar to b than it is to c?". I…
In this dissertation, the main goal is visualisation of financial time series. We expect that visualisation of financial time series will be a useful auxiliary for technical analysis. Firstly, we review the technical analysis methods and test our trading rules, which are built by the essential concepts of technical ana…
Meta-learning improves support recovery in high-dimensional PCA.
Nonlinear ICA is a fundamental problem for unsupervised representation learning, emphasizing the capacity to recover the underlying latent variables generating the data (i.e., identifiability). Recently, the very first identifiability proofs for nonlinear ICA have been proposed, leveraging the temporal structure of the…
The computation of the sparse principal component of a matrix is equivalent to the identification of its principal submatrix with the largest maximum eigenvalue. Finding this optimal submatrix is what renders the problem -hard. In this work, we prove that, if the matrix is positive semidefinite and its …
New instanton invariants for rational homology spheres defined and shown to be functorial.
The paper reviews identifiability in linear and nonlinear models, from Gaussian to non-Gaussian.
New framework IIA identifies innovations in general nonlinear vector autoregressive processes.
Paper establishes identifiability conditions for a model with two latent vectors and auxiliary data.
New method disentangles latent variables in nonstationary data.
Dimension reduction of multivariate data supervised by auxiliary information is considered. A series of basis for dimension reduction is obtained as minimizers of a novel criterion. The proposed method is akin to continuum regression, and the resulting basis is called continuum directions. With a presence of binary sup…
Adversarial domain-invariant training (ADIT) proves to be effective in suppressing the effects of domain variability in acoustic modeling and has led to improved performance in automatic speech recognition (ASR). In ADIT, an auxiliary domain classifier takes in equally-weighted deep features from a deep neural network …
Unsupervised domain adaptation aims to transfer and adapt knowledge learned from a labeled source domain to an unlabeled target domain. Key components of unsupervised domain adaptation include: (a) maximizing performance on the target, and (b) aligning the source and target domains. Traditionally, these tasks have eith…
We propose two related unsupervised clustering algorithms which, for input, take data assumed to be sampled from a uniform distribution supported on a metric space , and output a clustering of the data based on the selection of a topological model for the connected components of . Both algorithms work by selectin…
AuxiLearn combines auxiliary tasks into a single loss function.
New method uses correlated auxiliary feedback to reduce regret in parameterized bandits.
The successful application of deep learning to many visual recognition tasks relies heavily on the availability of a large amount of labeled data which is usually expensive to obtain. The few-shot learning problem has attracted increasing attention from researchers for building a robust model upon only a few labeled sa…
In-N-Out improves model robustness to out-of-distribution data.
Aux-NAS uses auxiliary labels to improve primary task performance without extra inference cost.
Learning with auxiliary tasks can improve the ability of a primary task to generalise. However, this comes at the cost of manually labelling auxiliary data. We propose a new method which automatically learns appropriate labels for an auxiliary task, such that any supervised learning task can be improved without requiri…
Researchers identify valid auxiliary functions for extreme value distributions and their max-domains of attraction.
Auxiliary Tuning adapts pre-trained models for novel tasks efficiently.
We consider the at-the-money strike derivative of implied volatility as the maturity tends to zero. Our main results quantify the behavior of the slope for infinite activity exponential Lévy models including a Brownian component. As auxiliary results, we obtain asymptotic expansions of short maturity at-the-money digit…
The paper improves high-dimensional linear regression prediction and estimation using auxiliary samples.
Method reweights auxiliary tasks to reduce data need for main task.
This paper reviews dMTL and methods for selecting auxiliary tasks.
Statistical inference is considered for variables of interest, called primary variables, when auxiliary variables are observed along with the primary variables. We consider the setting of incomplete data analysis, where some primary variables are not observed. Utilizing a parametric model of joint distribution of prima…
We investigate metric learning in the context of dynamic time warping (DTW), the by far most popular dissimilarity measure used for the comparison and analysis of motion capture data. While metric learning enables a problem-adapted representation of data, the majority of methods has been proposed for vectorial data onl…
We prove that the modular operad of diffeomorphism classes of Riemann surfaces with both `open' and `closed' boundary components, in the sense of string field theory, is the modular completion of its genus 0 part quotiented by the Cardy condition. We also provide a finitary presentation of a version of this modular two…
MFAI uses gradient boosted trees to leverage auxiliary info for scalable Bayesian matrix factorization.
Multi-task learning (MTL) has achieved success over a wide range of problems, where the goal is to improve the performance of a primary task using a set of relevant auxiliary tasks. However, when the usefulness of the auxiliary tasks w.r.t. the primary task is not known a priori, the success of MTL models depends on th…
Proves Bochner's identity on graphs using a new auxiliary graph.
A new model integrates covariates with grade of membership analysis for better latent structure recovery.
ScoreFusion fuses multiple diffusion models to enhance generative modeling of a target population.
This paper reviews nonlinear ICA for disentangled representations in unsupervised learning.
Despite being originally inspired by the central nervous system, artificial neural networks have diverged from their biological archetypes as they have been remodeled to fit particular tasks. In this paper, we review several possibilites to reverse map these architectures to biologically more realistic spiking networks…
We propose a probabilistic model for refining coarse-grained spatial data by utilizing auxiliary spatial data sets. Existing methods require that the spatial granularities of the auxiliary data sets are the same as the desired granularity of target data. The proposed model can effectively make use of auxiliary data set…
Proposes a method to improve graph neural networks on heterogeneous graphs using meta-paths.
NeurT-FDR controls FDR by incorporating auxiliary covariates in deep learning.
Recently, research on accelerated stochastic gradient descent methods (e.g., SVRG) has made exciting progress (e.g., linear convergence for strongly convex problems). However, the best-known methods (e.g., Katyusha) requires at least two auxiliary variables and two momentum parameters. In this paper, we propose a fast …
We introduce a new family of MCMC samplers that combine auxiliary variables, Gibbs sampling and Taylor expansions of the target density. Our approach permits the marginalisation over the auxiliary variables yielding marginal samplers, or the augmentation of the auxiliary variables, yielding auxiliary samplers. The well…
Collaborative filtering (CF) is a successful approach commonly used by many recommender systems. Conventional CF-based methods use the ratings given to items by users as the sole source of information for learning to make recommendation. However, the ratings are often very sparse in many applications, causing CF-based …
Nonparametric mixture models based on the Dirichlet process are an elegant alternative to finite models when the number of underlying components is unknown, but inference in such models can be slow. Existing attempts to parallelize inference in such models have relied on introducing approximations, which can lead to in…