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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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6121824 · Jun 202019922001200920172026
48 results for bilinear extrapolation

Study tackles distribution shift in combinatorial settings using matrix completion techniques.

problem Tackling distribution shift in combinatorial settings with rigorous statistical guarantees.
method Develops novel algorithms and theoretical results for extrapolating to test distributions not covered in training.
result Achieves bilinear combinatorial extrapolation under gradual spectral decay in high-dimensional data.

New insights into stochastic methods for solving variational inequalities.

problem Understanding convergence behaviors of stochastic algorithms in variational inequalities.
method Re-casting SEG/SGDA as Markov Chains to analyze their probabilistic structures.
result The average iterate is asymptotically normal with a unique invariant distribution for various VIPs.

This paper presents a novel unifying framework of bilinear LSTMs that can represent and utilize the nonlinear interaction of the input features present in sequence datasets for achieving superior performance over a linear LSTM and yet not incur more parameters to be learned. To realize this, our unifying framework allo…

2019-10-23abs ↗pdf ↗

New algorithm reduces regret in graphical bilinear bandits.

problem Optimizing decisions in a network of agents playing bilinear games.
method Optimism in the face of uncertainty principle applied to combinatorial NP-hard problem.
result Upper bound of ildeO(T) ilde{O}(\sqrt{T}) on αα-regret demonstrated.

RTE enables extrapolation to new tasks by learning task transformations.

problem Learning systems struggle to generalize to unseen tasks.
method Relational Task Extrapolator (RTE) learns task transformations to enable extrapolation.
result RTE substantially outperforms existing approaches on extrapolation tasks.

We extend nonparametric models to handle extrapolation, providing bounds for inference.

problem Challenges in nonparametric statistical inference when evaluating outside the conditioning variable's support.
method Introduced a class of extrapolation assumptions and a consistent estimation procedure to handle extrapolation.
result Validated extrapolation-aware conclusions through various applications and real-world data.

Generalization of twistor spinors to Kähler manifolds which are called Kählerian twistor spinors are considered. We find the differential equation satisfied by the bilinear forms of Kählerian twistor spinors. We show that the bilinear form equation reduces to Kählerian conformal Killing-Yano equation under special cond…

2018-11-26abs ↗pdf ↗

Algorithm identifies bilinear dynamical systems from noisy data.

problem Learning a realization of a partially observed bilinear dynamical system.
method Regression of outputs to highly correlated covariates for Markov-like parameters.
result High probability error bounds on identification algorithm under uniform stability assumption.

Bilinear MLPs offer a new way to interpret deep learning models without complex nonlinearities.

problem Lack of mechanistic understanding in how MLPs compute.
method Introduced bilinear MLPs without element-wise nonlinearities, analyzed their weights using tensor and eigendecomposition.
result Bilinear MLPs provide interpretable weight structures and enable adversarial attacks and overfitting analysis.

Identifies bilinear systems from a single trajectory with optimal sample complexity.

problem Learning bilinear systems from a single trajectory of states and inputs.
method Uses a mild marginal mean-square stability assumption and martingale small-ball condition.
result Sample complexity and statistical error rates are optimal.

Generalizes Riemann's results on flat coordinates for non-symmetric bilinear forms.

problem Finding flat coordinates for non-symmetric bilinear forms.
method Provides explicit necessary and sufficient conditions for a tensor field of type (0,2) to be flat.
result Explicit conditions for a tensor field to have constant entries in local coordinates.

Method controls extrapolation in prediction profiles for statistical and machine learning models.

problem Avoiding invalid predictions due to extrapolation in prediction profiles.
method Genetic algorithm optimization over constrained factor regions.
result Optimal factor settings without constraint are often invalid and extrapolated.

Neural networks struggle with extrapolation, but a new framework allows them to learn counterfactual invariances.

problem Neural networks' inability to extrapolate beyond training data distribution.
method Introduces a learning framework that allows neural networks to extrapolate over group transformations based on counterfactual invariances.
result Neural networks can learn counterfactual invariances from a single environment, overcoming their limitations in extrapolation.

The theory of harmonic symmetric bilinear forms on a Riemannian manifold is an analogue of the theory of harmonic exterior differential forms on this manifold. To show this, we must consider every symmetric bilinear form on a Riemannian manifold as a one-form with values in the cotangent bundle of this manifold. In thi…

2019-08-06abs ↗pdf ↗

Study shows LLMs can extrapolate rules from out-of-distribution prompts.

problem Understanding LLMs' ability to generalize from unexpected inputs.
method Formal languages and rule-based scenarios to evaluate LLMs' OOD behavior.
result LLMs can extrapolate rules from out-of-distribution prompts, even in complex scenarios.

Paper reduces sample complexity for bilinear systems identification to nearly constant.

problem Identifying discrete-time bilinear systems under bounded disturbances.
method Uses trajectory-dependent regressors and polynomial mean-square state growth analysis.
result Proves sample complexity of O~(1/ε)\widetilde{\mathcal O}(1/ε) for estimation error εε.

This note provides a neat and enjoyable expansion and application of the magnificent Ordentlich-Cover theory of "universal portfolios." I generalize Cover's benchmark of the best constant-rebalanced portfolio (or 1-linear trading strategy) in hindsight by considering the best bilinear trading strategy determined in hin…

2019-07-23abs ↗pdf ↗

New methods reduce extrapolation errors in feature importance.

problem Flawed feature importance methods using unrestricted permutations lead to extrapolation errors.
method Three new approaches: conditional model reliance, Knockoffs with Gaussian transformation, and restricted ALE plot designs.
result Theoretical and numerical results show our strategies reduce/eliminate extrapolation.

Constructs a bilinear form from a quasimorphism on symplectic manifold groups.

problem Understanding symplectic group properties through quasimorphisms and bilinear forms.
method Develops machinery to construct a real-valued bilinear form from a quasimorphism on the commutator subgroup of symplectic group.
result The constructed bilinear form b\mathfrak{b} controls extendability of quasimorphisms and triviality of characteristic classes.

Neural networks extrapolate poorly in simple tasks but succeed in complex ones.

problem Understanding neural networks' extrapolation capabilities and conditions for success.
method Analyzing ReLU MLPs and GNNs, connecting to neural tangent kernel.
result ReLU MLPs learn linear functions but not most nonlinear ones, while GNNs succeed in complex tasks due to task-specific non-linearities.

We extend return extrapolation to incorporate asymmetry and saturation, finding that asymmetric nonlinear extrapolation leads to lower welfare loss.

problem Optimal portfolio choice under stochastic volatility
method Smooth, nonlinear extrapolation function with sentiment and variance hedging
result Lower welfare loss with asymmetric nonlinear extrapolation

We define a type of biquandle which is a generalization of symplectic quandles. We use the extra structure of these bilinear biquandles to define new knot and link invariants and give some examples.

2007-08-14abs ↗pdf ↗

Logical neural networks solve mazes by filling dead ends, but not all methods generalize well.

problem Understanding how logical neural networks extrapolate solutions to mazes.
method Examined recurrent and implicit neural networks trained on maze-solving tasks.
result Models fail to generalize well to diverse maze sizes, suggesting limitations in learning scalable algorithms.

A parsimonious model reduces over-parameterization in skewed matrix variate mixtures.

problem Over-parameterization in skewed matrix variate mixtures.
method Parsimonious family of 256 models using bilinear factor analyzers constrained over clusters, with AECM algorithm for estimation.
result Extensive simulations and real-world datasets (MNIST, Olivetti faces) demonstrate the method's effectiveness.

Study learns linear system dynamics from noisy bilinear data.

problem Learning linear dynamics from bilinear observations with process and measurement noise.
method Regression with Kronecker product design, data-dependent and independent error bounds.
result Upper bounds on statistical error rates and sample complexity for learning dynamics matrices.

Concept modulation models unify identifiability and extrapolation in conditional latent variable models.

problem Reliable generalization in conditional latent variable models
method Concept modulation models (CMMs) with structure AoΛoCoXA o Λ o C o X
result Lifts identifiability to conditional settings and controls extrapolation through attribute potentials.

New framework shows ERM is optimal for both interpolation and extrapolation in domain generalization.

problem Formalizing and solving the challenges of domain generalization.
method Reformulated domain generalization as an online game between a risk-minimizing player and an adversary.
result ERM is minimax-optimal for both interpolation and extrapolation in domain generalization.

Non-bilinear observations make optimal control harder, showing non-convex costs and non-affine optimal controllers.

problem Optimal control from bilinear observations in linear systems is challenging.
method Analytical and numerical methods to study the non-convex cost-to-go and non-affine optimal controllers.
result The Separation Principle does not hold for bilinear observations, leading to non-convex costs and non-affine optimal controllers.

Extends return extrapolation to nonlinear, asymmetric functions under stochastic volatility.

problem Behavioral anomalies in portfolio choice under stochastic volatility.
method Smooth, nonlinear, asymmetric extrapolation function; CRRA investor; Heston stochastic volatility; Hamilton-Jacobi-Bellman equation; Numerical solutions (finite-difference ADI, deep learning-driven iterative).
result Saturation acts as an endogenous correction mechanism, reducing welfare loss.

This thesis is concerned with the theory of invariant bilinear differential pairings on parabolic geometries. It introduces the concept formally with the help of the jet bundle formalism and provides a detailed analysis. More precisely, after introducing the most important notations and definitions, we first of all giv…

2009-04-21abs ↗pdf ↗

Unified bounds for sketched bilinear forms in machine learning and statistics.

problem Uniform bounds on sketched bilinear forms for modern analyses.
method Generic chaining and new techniques for handling suprema over pairs of sets.
result Improved convergence bounds for sketched Federated Learning and bandit algorithms.

This paper explores conditions for neural networks to extrapolate to new domains.

problem Understanding when neural networks can extrapolate to unseen domains.
method Analyzes conditions for nonlinear models to extrapolate under specific distribution shifts.
result Neural networks of the form f(x)=fi(xi)f(x)=\sum f_i(x_i) can extrapolate if feature covariance is well-conditioned.

The paper explores how to extrapolate from limited data points using causal mechanisms.

problem Handling distribution shifts with limited target samples.
method Formulates the extrapolation problem with a latent-variable model embodying the minimal change principle in causal mechanisms, and identifies conditions for identification.
result Theoretical understanding and practical methods for extrapolation without requiring an on-support target distribution.