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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.

168,657 papers · 148 categories

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156312467623 · Jun 202019922001200920172026
48 results for compute reduction

Efficiently transforms Gaussian data to simulate various target distributions.

problem Generating observations from different target distributions given a single Gaussian observation.
method Designs computationally efficient procedures to approximate target distributions.
result Establishes reduction-based computational lower bounds for high-dimensional statistical models.

In the present paper we study naturally reductive homogeneous (α,β)(α,β)-metric spaces. Under some conditions, we give some necessary and sufficient conditions for a homogeneous (α,β)(α,β)-metric space to be naturally reductive. Then we show that for such spaces the two definitions of naturally reductive homogeneous Finsler …

2013-05-26abs ↗pdf ↗

Scalability of statistical estimators is of increasing importance in modern applications and dimension reduction is often used to extract relevant information from data. A variety of popular dimension reduction approaches can be framed as symmetric generalized eigendecomposition problems. In this paper we outline how t…

2012-11-07abs ↗pdf ↗

Ensemble learning has had many successes in supervised learning, but it has been rare in unsupervised learning and dimensionality reduction. This study explores dimensionality reduction ensembles, using principal component analysis and manifold learning techniques to capture linear, nonlinear, local, and global feature…

2017-10-11abs ↗pdf ↗

Proposes a faster Isomap algorithm by reducing eigenvalue decomposition complexity.

problem High computational complexity of Isomap, especially in eigenvalue decomposition stage.
method Introduces a projection operator to reduce the complexity of the eigenvalue decomposition stage to linear order.
result Reduces Isomap's computational complexity to linear order while preserving structural information.

This work compares data reduction criteria for online Gaussian Processes.

problem The computational complexity of Gaussian Processes limits their applicability to small datasets and streaming scenarios.
method Unified comparison of several data reduction criteria, analyzing computational complexity and reduction behavior.
result Practical guidelines for choosing a suitable data reduction criterion for online Gaussian Processes.

Introduces a reduction system for Artin-Tits groups, improving algorithms and proving periodicity results.

problem Computing reduction systems in Artin-Tits groups of spherical type.
method Introduces a canonical reduction system, proves periodicity of centralizers, and provides algorithms.
result Improved algorithms for computing reduction systems in braid groups and Artin-Tits groups.

We propose a greedy mixture reduction algorithm which is capable of pruning mixture components as well as merging them based on the Kullback-Leibler divergence (KLD). The algorithm is distinct from the well-known Runnalls' KLD based method since it is not restricted to merging operations. The capability of pruning (in …

2015-08-22abs ↗pdf ↗

A method constructs a stochastic surrogate from dimensionality reduction results for high-dimensional uncertainty quantification.

problem High-dimensional uncertainty quantification with physics-based models.
method Constructs a stochastic surrogate model from dimensionality reduction results.
result Preserves convenience of sequential dimensionality reduction and Gaussian process regression while overcoming limitations.

Ant colonies and boosting algorithms both reduce bias and variance through adaptive mechanisms.

problem Understanding the mathematical principles behind ensemble learning and ant colony behavior.
method Developed a formal mapping between AdaBoost's adaptive reweighting and ant recruitment dynamics.
result Proved that the fundamental theorem of weak learnability has a direct analog in colony decision-making.

Paper proposes a method to estimate variance reduction in DNN training using importance sampling.

problem Challenges in assessing variance reduction during DNN training using importance sampling.
method Proposes a method for estimating variance reduction using minibatches sampled under importance sampling.
result Demonstrates consistent reduction in variance, improved training efficiency, and enhanced model accuracy.

This paper puts the theory of quasi-Hamiltonian reduction in the framework of shifted symplectic structures developed by Pantev, Toën, Vaquié and Vezzosi. We compute the symplectic structures on mapping stacks and show how the AKSZ topological field theory defined by Calaque allows one to neatly package the constructio…

2013-11-25abs ↗pdf ↗

DFR reduces the computational cost of sparse-group lasso and adaptive sparse-group lasso.

problem Sparse-group lasso's computational expense and need for tuning.
method Dual Feature Reduction (DFR) using strong screening rules and dual norms.
result DFR drastically reduces computational cost without affecting solution optimality.

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…

2016-06-20abs ↗pdf ↗

In this paper we show that for the purposes of dimensionality reduction certain class of structured random matrices behave similarly to random Gaussian matrices. This class includes several matrices for which matrix-vector multiply can be computed in log-linear time, providing efficient dimensionality reduction of gene…

2015-06-11abs ↗pdf ↗

Unified model for reducing dimensions and clustering high-dimensional data.

problem High-dimensional data clustering and dimensionality reduction.
method Hierarchical mixtures of Gaussians (HMoGs) with closed-form likelihood and inference.
result Efficiently models hundreds of latent dimensions, improving clustering performance.

Effective dimensionality reduction improves accuracy and reduces costs in estimating option Greeks.

problem Estimating Greeks for barrier and arithmetic average Asian options.
method Global sensitivity analysis, Chebyshev interpolation, conditional pathwise method, randomized Quasi Monte Carlo, Brownian bridge discretization, importance sampling.
result Reduced effective dimensionality enhances convergence rate and accuracy of randomized Quasi Monte Carlo integration.

This thesis explores fast algorithms for large matrices and data augmentation to improve model efficiency.

problem Efficient handling of large models and data in scientific computing and machine learning.
method Randomized low-rank decomposition algorithms and data augmentation techniques.
result Improved sample efficiency and generalization of machine learning models.

The scalability of statistical estimators is of increasing importance in modern applications. One approach to implementing scalable algorithms is to compress data into a low dimensional latent space using dimension reduction methods. In this paper we develop an approach for dimension reduction that exploits the assumpt…

2015-04-13abs ↗pdf ↗

In this paper, we propose a Tensor Train Neighborhood Preserving Embedding (TTNPE) to embed multi-dimensional tensor data into low dimensional tensor subspace. Novel approaches to solve the optimization problem in TTNPE are proposed. For this embedding, we evaluate novel trade-off gain among classification, computation…

2017-12-03abs ↗pdf ↗

We propose a reduction for non-convex optimization that can (1) turn an stationary-point finding algorithm into an local-minimum finding one, and (2) replace the Hessian-vector product computations with only gradient computations. It works both in the stochastic and the deterministic settings, without hurting the algor…

2017-11-17abs ↗pdf ↗

Variance reduction (VR) methods boost the performance of stochastic gradient descent (SGD) by enabling the use of larger, constant stepsizes and preserving linear convergence rates. However, current variance reduced SGD methods require either high memory usage or an exact gradient computation (using the entire dataset)…

2015-12-05abs ↗pdf ↗

Efficiently reduces rank of non-negative matrices with quadratic time complexity.

problem Efficiently reducing the rank of non-negative matrices.
method Formulated rank reduction as a mean-field approximation using a log-linear model.
result Optimal solution for minimizing KL divergence can be computed in closed form.

Paper proposes efficient BNN inference flow to reduce computation and memory costs.

problem High computation complexity in Bayesian Neural Networks (BNNs) limits deployment in power-constrained systems.
method Feature decomposition and memorization strategy to reduce computations and a memory-friendly computing framework to reduce memory overhead.
result Reduces computation by about half and energy consumption by 73% with 14% area overhead.

U-statistics improve gradient estimation in importance-weighted variational inference.

problem High variance in gradient estimation for importance-weighted variational inference.
method Use U-statistics to average base gradient estimators on overlapping batches of size m, achieving lower variance.
result U-statistic variance reduction leads to modest to significant improvements in inference performance.

We consider supervised dimension reduction problems, namely to identify a low dimensional projection of the predictors $\-x$ which can retain the statistical relationship between $\-x$ and the response variable yy. We follow the idea of the sliced inverse regression (SIR) and the sliced average variance estimation (SA…

2019-06-19abs ↗pdf ↗

We determine the holonomy of generalized Killing spinor covariant derivatives of the form D=+ΩD= \nabla + Ω on pseudo-Riemannian reductive homogeneous spaces in a purely algebraic and algorithmic way, where Ω:TMΛ(TM)Ω: TM \rightarrow Λ^*(TM) is a left-invariant homomorphism. This is essentially an application of the theory of i…

2014-09-09abs ↗pdf ↗