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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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230460689919 · Jun 202019922001200920172026
48 results for continuous target functions

Proves existence of optimal shallow neural networks with ReLU activation.

problem Proving the existence of optimal shallow feedforward networks with ReLU activation.
method Proves existence of global minima in the loss landscape for continuous target functions using shallow feedforward neural networks with ReLU activation.
result Existence of global minima in the loss landscape for shallow feedforward networks with ReLU activation.

Study on neural networks' performance in sequential task learning.

problem Understanding the performance of neural networks in sequential task learning.
method Theoretical analysis of generalization performance in continual learning using statistical mechanical analysis of kernel ridge-less regression.
result Characteristic transitions from positive to negative transfer observed in neural networks.

Proposes VCNet for estimating ADRFs of continuous treatments.

problem Estimating ADRFs of continuous treatments from observational data.
method VCNet for improved model expressiveness and continuity; targeted regularization for finite sample performance.
result Improves model expressiveness and continuity of ADRFs.

Study analyzes catastrophic forgetting in continual learning using teacher-student networks.

problem Catastrophic forgetting in continuously learning systems.
method Teacher-student learning framework, similarity of input distributions and target functions.
result Network can avoid catastrophic forgetting with small input distribution similarity and large target function similarity.

This paper studies a continuous-time market where an agent, having specified an investment horizon and a targeted terminal mean return, seeks to minimize the variance of the return. The optimal portfolio of such a problem is called mean-variance efficient à la Markowitz. It is shown that, when the market coefficients a…

2007-02-09abs ↗pdf ↗

Proposes a new method for estimating non-pathwise differentiable functional parameters.

problem Estimating dose-response curves for continuous exposure.
method Targeted Highly Adaptive Lasso (HAL) for non-pathwise differentiable functional parameters.
result The Targeted HAL-MLE achieves dimension-free rates up to log(n) factors and outperforms other methods in simulations.

This study models target trajectories using stochastic processes for efficient tracking.

problem Efficiently modeling and predicting target trajectories in continuous time.
method Decomposes trajectory modeling into deterministic and stochastic components using Gaussian or Student's-tt processes.
result Demonstrates superior performance in tracking maneuvering targets compared to existing methods.

This research improves online learning by correcting for target shift in machine learning.

problem Online learning struggles with distributional shift, especially in target values.
method Derives closed-form expressions for online and offline learning, and target correction.
result Online kernel-based learning can learn the same predictor as offline learning with target correction.

The mixture of experts (MoE) model is a popular neural network architecture for nonlinear regression and classification. The class of MoE mean functions is known to be uniformly convergent to any unknown target function, assuming that the target function is from Sobolev space that is sufficiently differentiable and tha…

2016-02-11abs ↗pdf ↗

This paper presents novel mixed-type Bayesian optimization (BO) algorithms to accelerate the optimization of a target objective function by exploiting correlated auxiliary information of binary type that can be more cheaply obtained, such as in policy search for reinforcement learning and hyperparameter tuning of machi…

2019-06-17abs ↗pdf ↗

A new method for reinforcement learning that adapts to different domains using auxiliary classifiers.

problem Training reinforcement learning agents to perform well in different domains with varying dynamics.
method Learning auxiliary classifiers to distinguish source-domain from target-domain transitions and modifying the reward function accordingly.
result The approach improves transfer performance in reinforcement learning tasks with varying dynamics.

EWFM trains continuous flows with only energy evaluations, improving sample quality with fewer computations.

problem Efficiently sampling from complex, high-dimensional Boltzmann distributions using only energy evaluations.
method Energy-Weighted Flow Matching (EWFM) using importance sampling and iterative/annealed training.
result Improved sample quality with up to 3 orders of magnitude fewer energy evaluations compared to existing methods.

Develops a new method for learning discrete distributions without embedding them in a continuous space.

problem Challenges in learning discrete distributions using current methodologies.
method Introduces a MAD invertible map and a mixed variational flow (MAD Mix) for discrete distributions.
result MAD Mix produces more reliable approximations than continuous-embedding flows.

Deep neural networks can generate any 2D distribution with high accuracy.

problem Generating accurate high-dimensional distributions from random noise.
method A deep neural network with a space-filling property of sawtooth functions.
result The network can approximate any 2D Lipschitz-continuous distribution arbitrarily closely.

A new method for continual learning in GANs learns new modes with limited data.

problem Learning new target modes with limited samples while preserving previously learned ones.
method Mode-affinity score for generative modeling, generator replay, and weighted label generation.
result Gains over state-of-the-art methods, even with fewer training samples.

The paper describes flows of MMD functionals with distance kernel and quantile functions.

problem Wasserstein gradient flows of MMD functionals with negative distance kernel.
method Characterization via Cauchy problem on L2(0,1)L_2(0,1), solution via subdifferential construction.
result Flow invariance and smoothing properties on subsets of C(0,1)C(0,1), absolute continuity of initial measures.

Paper tackles continuous transfer learning with evolving target domains.

problem Challenges of negative transfer in evolving target domains.
method Proposes label-informed C-divergence for measuring distribution shift and negative transfer.
result Demonstrates effectiveness of TransLATE framework in minimizing classification error and C-divergence.

Paper proves GDL models can approximate any continuous function on non-Euclidean data.

problem Processing non-Euclidean data with universal feedforward models.
method Introduces geometric deep learning framework for differentiable manifold geometries.
result GDL models can uniformly approximate any continuous function on compact sets.

In this paper, we solve the time inconsistent portfolio selection problem by using different utility functions with a moving target as our constraint. We solve this problem by finding an equilibrium control under the given definition as our optimal control. We firstly derive a sufficient equilibrium condition for secon…

2014-02-27abs ↗pdf ↗

Local EGOP learns functions varying along a few directions.

problem Efficient estimation of functions varying along a few directions in high-dimensional space.
method Local EGOP learning, a recursive algorithm using EGOP quadratic form as metric and inverse-covariance.
result Local EGOP learning achieves intrinsic dimensional learning rates under noisy manifold hypothesis.

Proposes a new estimator for causal mediation with continuous treatments.

problem Estimation of direct and indirect effects with continuous treatments.
method Kernel smoothing approach with cross-fitting for non-parametric estimation.
result Multiply robust and asymptotically normal estimator for continuous treatments.

We propose a new framework for Hamiltonian Monte Carlo (HMC) on truncated probability distributions with smooth underlying density functions. Traditional HMC requires computing the gradient of potential function associated with the target distribution, and therefore does not perform its full power on truncated distribu…

2017-09-08abs ↗pdf ↗

The study examines generalization bounds for regression and classification tasks on adaptive input domains.

problem Understanding the generalization error in adaptive input domains for regression and classification.
method The analysis considers regression and classification separately, using Lipschitz continuity and 2-norm/0/1 loss for measurement. It also highlights the polynomial relationship between generalization bounds and network parameters.
result Generalization bounds for regression and classification are inversely proportional to a polynomial of the number of parameters, emphasizing the advantages of over-parameterized networks.

Targeting at sparse learning, we construct Banach spaces B of functions on an input space X with the properties that (1) B possesses an l1 norm in the sense that it is isometrically isomorphic to the Banach space of integrable functions on X with respect to the counting measure; (2) point evaluations are continuous lin…

2011-01-23abs ↗pdf ↗

A new DML method for continuous treatments uncovers causal mediation effects.

problem Estimating causal mediation effects with continuous treatments.
method Double machine learning (DML) algorithm using kernel-based doubly robust moment function.
result Asymptotic normality with nonparametric convergence rate for estimating mediated response curve.

New method stabilizes IF-based estimators for causal mediation analysis with continuous mediators.

problem Stability issues in IF-based estimators for continuous mediators.
method Nonparametric weighted balancing method to estimate nuisance functions.
result Significant reductions in bias and variance compared to existing methods.

We propose and analyze an alternate approach to off-policy multi-step temporal difference learning, in which off-policy returns are corrected with the current Q-function in terms of rewards, rather than with the target policy in terms of transition probabilities. We prove that such approximate corrections are sufficien…

2016-02-16abs ↗pdf ↗

The optimal binning is the optimal discretization of a variable into bins given a discrete or continuous numeric target. We present a rigorous and extensible mathematical programming formulation for solving the optimal binning problem for a binary, continuous and multi-class target type, incorporating constraints not p…

2020-01-22abs ↗pdf ↗

Geometric tempering fails for Langevin dynamics, proving convergence limits.

problem Proving convergence and limitations of geometric tempering for Langevin dynamics.
method Theoretical investigation of geometric tempering using Langevin dynamics.
result Geometric tempering can lead to exponential time convergence and poor functional inequalities.

The curse of dimensionality affects neural network optimization, especially with smooth functions.

problem The curse of dimensionality in neural network optimization.
method Examined through the evolution of the parameter distribution under 2-Wasserstein gradient flow.
result The curse of dimensionality persists in neural network optimization, even with smooth functions.

Motivated by the human way of memorizing images we introduce their functional representation, where an image is represented by a neural network. For this purpose, we construct a hypernetwork which takes an image and returns weights to the target network, which maps point from the plane (representing positions of the pi…

2019-02-27abs ↗pdf ↗

SDPM models survival analysis without parametric assumptions, achieving competitive performance.

problem Estimating survival distributions from censored data with flexibility and accuracy.
method Generative model using denoising diffusion, avoiding parametric assumptions and discretization.
result SDPM achieves competitive predictive performance across various metrics.

Equilibrium found for multi-agent trading with transaction costs.

problem Designing a trading equilibrium for multiple agents with transaction costs.
method Proving the existence of a continuous-time Radner equilibrium with incentives and transaction costs.
result Each agent optimally trades for a specific time interval before stopping, influenced by transaction costs.

Paper establishes a density formula for diffusion models, linking target density to score function.

problem Lack of theoretical foundation for optimizing DDPMs using ELBO.
method Developed a density formula for continuous-time diffusion processes, revealing the connection between target density and score function.
result The minimizer of the ELBO objective for DDPMs nearly coincides with the true objective, providing a theoretical foundation.

We investigate the ability of popular flow based methods to capture tail-properties of a target density by studying the increasing triangular maps used in these flow methods acting on a tractable source density. We show that the density quantile functions of the source and target density provide a precise characterizat…

2019-07-10abs ↗pdf ↗

We observe that several existing policy gradient methods (such as vanilla policy gradient, PPO, A2C) may suffer from overly large gradients when the current policy is close to deterministic (even in some very simple environments), leading to an unstable training process. To address this issue, we propose a new method, …

2019-05-27abs ↗pdf ↗