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.
Paper extends sparse alternatives to softmax for continuous domains, enabling efficient attention mechanisms.
problem Efficiently assigning zero probability to irrelevant categories in continuous domains.
method Extend alpha-entmax to continuous domains, introducing continuous-domain attention mechanisms.
result Continuous attention allows attending to time intervals and compact regions, improving text classification, machine translation, and visual question answering.
This paper develops sparse alternatives to continuous distributions, including new types of Gaussians and attention mechanisms.
problem Creating flexible continuous distributions with varying support for machine learning applications.
method Defining Ω-regularized prediction maps and Fenchel-Young losses for arbitrary domains, and deriving new types of Gaussians and attention mechanisms.
result Sparse alternatives to continuous distributions, including deformed exponential families and β-Gaussians, are introduced.
Chentsov's theorem characterizes the Fisher information metric on statistical models as essentially the only Riemannian metric that is invariant under sufficient statistics. This implies that each statistical model is naturally equipped with a geometry, so Chentsov's theorem explains why many statistical properties can…
Conjugate pairs of distributions over infinite dimensional spaces are prominent in statistical learning theory, particularly due to the widespread adoption of Bayesian nonparametric methodologies for a host of models and applications. Much of the existing literature in the learning community focuses on processes posses…
The minimum message length principle is an information theoretic criterion that links data compression with statistical inference. This paper studies the strict minimum message length (SMML) estimator for d-dimensional exponential families with continuous sufficient statistics, for all d≥1. The partition of an …
Exponential families and mixture families are parametric probability models that can be geometrically studied as smooth statistical manifolds with respect to any statistical divergence like the Kullback-Leibler (KL) divergence or the Hellinger divergence. When equipping a statistical manifold with the KL divergence, th…
Exponential family distributions are highly useful in machine learning since their calculation can be performed efficiently through natural parameters. The exponential family has recently been extended to the t-exponential family, which contains Student-t distributions as family members and thus allows us to handle noi…
We analyze a plug-in estimator for a large class of integral functionals of one or more continuous probability densities. This class includes important families of entropy, divergence, mutual information, and their conditional versions. For densities on the d-dimensional unit cube [0,1]d that lie in a β-Hölder s…
A method is given for calculating the strict minimum message length (SMML) estimator for 1-dimensional exponential families with continuous sufficient statistics. A set of n equations are found that the n cut-points of the SMML estimator must satisfy. These equations can be solved using Newton's method and this app…
We consider the matrix completion problem of recovering a structured matrix from noisy and partial measurements. Recent works have proposed tractable estimators with strong statistical guarantees for the case where the underlying matrix is low--rank, and the measurements consist of a subset, either of the exact individ…
We provide a classification of graphical models according to their representation as subfamilies of exponential families. Undirected graphical models with no hidden variables are linear exponential families (LEFs), directed acyclic graphical models and chain graphs with no hidden variables, including Bayesian networks …
Thompson Sampling has been demonstrated in many complex bandit models, however the theoretical guarantees available for the parametric multi-armed bandit are still limited to the Bernoulli case. Here we extend them by proving asymptotic optimality of the algorithm using the Jeffreys prior for 1-dimensional exponential …
We study online learning under logarithmic loss with regular parametric models. Hedayati and Bartlett (2012b) showed that a Bayesian prediction strategy with Jeffreys prior and sequential normalized maximum likelihood (SNML) coincide and are optimal if and only if the latter is exchangeable, and if and only if the opti…
We propose a novel approach for density estimation with exponential families for the case when the true density may not fall within the chosen family. Our approach augments the sufficient statistics with features designed to accumulate probability mass in the neighborhood of the observed points, resulting in a non-para…
The versatility of exponential families, along with their attendant convexity properties, make them a popular and effective statistical model. A central issue is learning these models in high-dimensions, such as when there is some sparsity pattern of the optimal parameter. This work characterizes a certain strong conve…
New insights into natural exponential families improve regret bounds for bandit problems.
problem Improving regret bounds for bandit problems with subexponential tails.
method Proving self-concordance for natural exponential families and applying to bandits.
result Optimistic algorithms for generalized linear bandits have second-order regret bounds that are free of an exponential dependence on problem parameters.
The paper introduces a new method for graph embedding using exponential family distributions.
problem Representing networks in a low dimensional latent space for various applications.
method Introduces the exponential family graph embedding model, generalizing random walk-based techniques to exponential family conditional distributions.
result The proposed techniques outperform existing methods in link prediction and node classification tasks.
We study optimal solutions to an abstract optimization problem for measures, which is a generalization of classical variational problems in information theory and statistical physics. In the classical problems, information and relative entropy are defined using the Kullback-Leibler divergence, and for this reason optim…
We consider a family of learning strategies for online optimization problems that evolve in continuous time and we show that they lead to no regret. From a more traditional, discrete-time viewpoint, this continuous-time approach allows us to derive the no-regret properties of a large class of discrete-time algorithms i…
Exponential family extensions of principal component analysis (EPCA) have received a considerable amount of attention in recent years, demonstrating the growing need for basic modeling tools that do not assume the squared loss or Gaussian distribution. We extend the EPCA model toolbox by presenting the first exponentia…
We prove the existence of an abundance of new Einstein metrics on odd dimensional spheres including exotic spheres, many of them depending on continuous parameters. The number of families as well as the number of parameter grows double exponentially with the dimension. Our method of proof uses Brieskorn-Pham singularit…