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.
We show that the asymptotic dimension of box spaces behaves (sub)additively with respect to extensions of groups. As a result, we obtain that for an elementary amenable group, the asymptotic dimension of any of its box spaces is bounded above by its Hirsch length. This bound is shown to be an equality for a large subcl…
A method to construct fractal surfaces by recurrent fractal curves is provided. First we construct fractal interpolation curves using a recurrent iterated functions system(RIFS) with function scaling factors and estimate their box-counting dimension. Then we present a method of construction of wider class of fractal su…
We consider scattering by an abstract compactly supported perturbation in R^n. To include the traditional cases of potential, obstacle and metric scattering without going into their particular nature we adopt the "black box" formalism developed jointly with Sjostrand [23]. It is quite likely that one could extend the r…
Given a point (the "spider") on a rectangular box, we would like to find the minimal distance along the surface to its opposite point (the "fly" - the reflection of the spider across the center of the box). Without loss of generality, we can assume that the box has dimensions 1×a×b with the spider on one …
Bayesian optimization with cost-awareness using Gittins index.
problem Optimizing unknown functions with limited data evaluations and costs.
method Developed a connection between cost-aware Bayesian optimization and the Pandora's Box problem, using the Gittins index as an acquisition function.
result The Gittins index-based acquisition function performs well in cost-aware Bayesian optimization, especially in high dimensions.
We focus on the problem of black-box adversarial attacks, where the aim is to generate adversarial examples using information limited to loss function evaluations of input-output pairs. We use Bayesian optimization~(BO) to specifically cater to scenarios involving low query budgets to develop query efficient adversaria…
In this paper, we study the problem of constrained robust (min-max) optimization ina black-box setting, where the desired optimizer cannot access the gradients of the objective function but may query its values. We present a principled optimization framework, integrating a zeroth-order (ZO) gradient estimator with an a…
Adversarial examples pose a threat to deep neural network models in a variety of scenarios, from settings where the adversary has complete knowledge of the model and to the opposite "black box" setting. Black box attacks are particularly threatening as the adversary only needs access to the input and output of the mode…
We derive a representation formula for the tensorial wave equation $\Box_\bg φ^I=F^I$ in globally hyperbolic Lorentzian spacetimes $(\M^{2+1}, \bg)$ by giving a geometric formulation of the method of descent which is applicable for any dimension.
Machine Learning models are often composed of pipelines of transformations. While this design allows to efficiently execute single model components at training time, prediction serving has different requirements such as low latency, high throughput and graceful performance degradation under heavy load. Current predicti…
This work surveys unsupervised learning methods for high-dimensional uncertainty quantification in complex PDEs.
problem Uncertainty quantification in high-dimensional stochastic inputs of complex PDEs.
method Review and investigation of thirteen dimension reduction methods including linear and nonlinear, spectral, blind source separation, convex and non-convex methods.
result Manifold PCE (m-PCE) provides a cost-effective approach compared to deep neural network-based surrogates.
Black box variational inference allows researchers to easily prototype and evaluate an array of models. Recent advances allow such algorithms to scale to high dimensions. However, a central question remains: How to specify an expressive variational distribution that maintains efficient computation? To address this, we …
Deep neural networks (DNNs) are one of the most prominent technologies of our time, as they achieve state-of-the-art performance in many machine learning tasks, including but not limited to image classification, text mining, and speech processing. However, recent research on DNNs has indicated ever-increasing concern o…
Training 3D object detectors for autonomous driving has been limited to small datasets due to the effort required to generate annotations. Reducing both task complexity and the amount of task switching done by annotators is key to reducing the effort and time required to generate 3D bounding box annotations. This paper…
We present DRLViz, a visual analytics interface to interpret the internal memory of an agent (e.g. a robot) trained using deep reinforcement learning. This memory is composed of large temporal vectors updated when the agent moves in an environment and is not trivial to understand due to the number of dimensions, depend…
Many probabilistic models of interest in scientific computing and machine learning have expensive, black-box likelihoods that prevent the application of standard techniques for Bayesian inference, such as MCMC, which would require access to the gradient or a large number of likelihood evaluations. We introduce here a n…
We introduce a family of copulas which are locally piecewise uniform in the interior of the unit cube of any given dimension. Within that family, the simultaneous control of tail dependencies of all projections to faces of the cube is possible and we give an efficient sampling algorithm. The combination of these two pr…
Let X be an abstract not necessarily compact orientable CR manifold of dimension 2n−1, n⩾2, and let Lk be the k-th tensor power of a CR complex line bundle L over X. Given q∈{0,1,…,n−1}, let □b,k(q) be the Gaffney extension of Kohn Laplacian for (0,q) forms with values i…
We give a fast oblivious L2-embedding of A∈Rnxd to B∈Rrxd satisfying (1−ε)∥Ax∥22≤∥Bx∥22<=(1+ε)∥Ax∥22. Our embedding dimension r equals d, a constant independent of the distortion ε. We use as a black-box any L2-embedding $Π…
Answering complex logical queries on large-scale incomplete knowledge graphs (KGs) is a fundamental yet challenging task. Recently, a promising approach to this problem has been to embed KG entities as well as the query into a vector space such that entities that answer the query are embedded close to the query. Howeve…