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.
Groups with specific properties have vanishing -Betti numbers.
Survey on handlebody groups and their properties.
Homology growth of specific mapping tori vanishes for certain groups.
New metrics help rebuild trust in Active Learning for industry practitioners.
This contribution discusses in what respect Econophysics may be able to contribute to the rebuilding of economics theory. It focuses on aggregation, individual vs collective learning and functional wisdom of the crowds.
Cheap permutation tests speed up distribution testing without sacrificing accuracy.
We construct invariants of four-dimensional piecewise-linear manifolds, represented as simplicial complexes, with respect to rebuildings that transform a cluster of three 4-simplices having a common two-dimensional face in a different cluster of the same type and having the same boundary. Our construction is based on t…
Cheap methods improve uncertainty in SGD solutions.
New Bayesian optimization models for efficient material screening.
Private anchors affect how information is communicated and can improve or distort transmission.
Deep-n-Cheap automates deep learning model search for low complexity.
A scalable method for heavy-tailed gradients using cheap stochastic sub-processes.
We consider the problem of efficiently constructing cheap and novel round trip flight itineraries by combining legs from different airlines. We analyse the factors that contribute towards the price of such itineraries and find that many result from the combination of just 30% of airlines and that the closer the departu…
We address the problem of adversarial examples in machine learning where an adversary tries to misguide a classifier by making functionality-preserving modifications to original samples. We assume a black-box scenario where the adversary has access to only the feature set, and the final hard-decision output of the clas…
In a recent paper, "Why does deep and cheap learning work so well?", Lin and Tegmark claim to show that the mapping between deep belief networks and the variational renormalization group derived in [arXiv:1410.3831] is invalid, and present a "counterexample" that claims to show that this mapping does not hold. In this …
We examine the correlation of the limit price with the order book, when a limit order comes. We analyzed the Rebuild Order Book of Stock Exchange Electronic Trading Service, which is the centralized order book market of London Stock Exchange. As a result, the limit price is broadly distributed around the best price acc…
We conclude the construction of the algebraic complex, consisting of spaces of differentials of Euclidean metric values, for four-dimensional piecewise-linear manifolds. Assuming that the complex is acyclic, we investigate how its torsion changes under rebuildings of the manifold triangulation. First, we write out form…
We present a simple one-parameter model for spatially localised evolving agents competing for spatially localised resources. The model considers selling agents able to evolve their pricing strategy in competition for a fixed market. Despite its simplicity, the model displays extraordinarily rich behavior. In addition t…
New results on homology torsion growth for various groups.
New framework allows selective removal of stale data in option calibration.
Gradients of neural networks can be computed efficiently for any architecture, but some applications require differential operators with higher time complexity. We describe a family of restricted neural network architectures that allow efficient computation of a family of differential operators involving dimension-wise…
"No free lunch" results state the impossibility of obtaining meaningful bounds on the error of a learning algorithm without prior assumptions and modelling. Some models are expensive (strong assumptions, such as as subgaussian tails), others are cheap (simply finite variance). As it is well known, the more you pay, the…
CJE calibrates cheap LLM judges against an oracle, achieving high accuracy at a fraction of the cost.
The Cheap Gradient Principle (Griewank 2008) --- the computational cost of computing the gradient of a scalar-valued function is nearly the same (often within a factor of ) as that of simply computing the function itself --- is of central importance in optimization; it allows us to quickly obtain (high dimensional) …
Submodular function maximization finds application in a variety of real-world decision-making problems. However, most existing methods, based on greedy maximization, assume it is computationally feasible to evaluate F, the function being maximized. Unfortunately, in many realistic settings F is too expensive to evaluat…
Paper proposes a new method to efficiently incorporate curvature information in stochastic optimization.
Adapts EGOP to multi-class setting and proposes a simple rough estimator.
We show how the success of deep learning could depend not only on mathematics but also on physics: although well-known mathematical theorems guarantee that neural networks can approximate arbitrary functions well, the class of functions of practical interest can frequently be approximated through "cheap learning" with …
Factorized information criterion (FIC) is a recently developed approximation technique for the marginal log-likelihood, which provides an automatic model selection framework for a few latent variable models (LVMs) with tractable inference algorithms. This paper reconsiders FIC and fills theoretical gaps of previous FIC…
In many scientific and engineering applications, we are tasked with the maximisation of an expensive to evaluate black box function . Traditional settings for this problem assume just the availability of this single function. However, in many cases, cheap approximations to may be obtainable. For example, the exp…
In this paper, we deal with the task of building a dynamic ensemble of chain classifiers for multi-label classification. To do so, we proposed two concepts of classifier chains algorithms that are able to change label order of the chain without rebuilding the entire model. Such modes allows anticipating the instance-sp…
Dead-Direction Signatures (DDS) provide a cheap, closed-form spectral reading of a network's singular complexity.
PROBE optimizes best-arm identification with cheap proxies, improving sample complexity.
A new method solves optimization problems on the generalized Stiefel manifold using random estimates of B.
Generative adversarial nets (GAN) has been successfully introduced for generating text to alleviate the exposure bias. However, discriminators in these models only evaluate the entire sequence, which causes feedback sparsity and mode collapse. To tackle these problems, we propose a novel mechanism. It first segments th…
Formalizes weak and strong verification for LLMs, controlling errors without assumptions.
The paper monitors artificial neural networks using embeddings and multivariate control charts.
Approximate Bayesian computation (ABC) is now an established technique for statistical inference used in cases where the likelihood function is computationally expensive or not available. It relies on the use of a~model that is specified in the form of a~simulator, and approximates the likelihood at a~parameter value $…
The desire to map neural networks to varying-capacity devices has led to the development of a wealth of compression techniques, many of which involve replacing standard convolutional blocks in a large network with cheap alternative blocks. However, not all blocks are created equally; for a required compute budget there…
Efficiently evaluate generative models at the prompt level using tensor factorization.
When constructing a classifier ensemble, diversity among the base classifiers is one of the important characteristics. Several studies have been made in the context of standard static data, in particular, when analyzing the relationship between a high ensemble predictive performance and the diversity of its components.…
Town hall discusses AI's impact on statistics, culture, and training.
Determinantal point processes (DPPs) are point process models that naturally encode diversity between the points of a given realization, through a positive definite kernel . DPPs possess desirable properties, such as exact sampling or analyticity of the moments, but learning the parameters of kernel through like…
Random feature maps improve forecasting with cheaper computation.
Integral foliated simplicial volume is zero for certain amenable covers.
This paper presents a non-trivial reconstruction of a previous joint topic-sentiment-preference review model TSPRA with stick-breaking representation under the framework of variational inference (VI) and stochastic variational inference (SVI). TSPRA is a Gibbs Sampling based model that solves topics, word sentiments an…
We describe and analyze a simple algorithm for principal component analysis and singular value decomposition, VR-PCA, which uses computationally cheap stochastic iterations, yet converges exponentially fast to the optimal solution. In contrast, existing algorithms suffer either from slow convergence, or computationally…
Vocal disorders have affected several patients all over the world. Due to the inherent difficulty of diagnosing vocal disorders without sophisticated equipment and trained personnel, a number of patients remain undiagnosed. To alleviate the monetary cost of diagnosis, there has been a recent growth in the use of data a…