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 proposes new costs for learning multiple centers in MDNs.
Projection-cost preservation is a low-rank approximation guarantee which ensures that the cost of any rank- projection can be preserved using a smaller sketch of the original data matrix. We present a general structural result outlining four sufficient conditions to achieve projection-cost preservation. These condit…
Solves steering problem with continuous time, Hilbert-Schmidt cost, and matrix ODEs.
Recommendation is the task of improving customer experience through personalized recommendation based on users' past feedback. In this paper, we investigate the most common scenario: the user-item (U-I) matrix of implicit feedback. Even though many recommendation approaches are designed based on implicit feedback, they…
Origin-destination (OD) matrices are often used in urban planning, where a city is partitioned into regions and an element (i, j) in an OD matrix records the cost (e.g., travel time, fuel consumption, or travel speed) from region i to region j. In this paper, we partition a day into multiple intervals, e.g., 96 15-min …
New NMF algorithm uses Toeplitz matrix for facial recognition.
Gradient descent solves rank-one matrix estimation problem with detailed time evolution analysis.
Model liquidity premia using a risk-sharing economy with quadratic costs.
Poyiadjis et al. (2011) show how particle methods can be used to estimate both the score and the observed information matrix for state space models. These methods either suffer from a computational cost that is quadratic in the number of particles, or produce estimates whose variance increases quadratically with the am…
Study non-convex matrix factorization using Riemannian geometry.
Linear-cost unbiased estimates for complex models via couplings.
New method reduces computational cost for nonnegative low rank matrix approximation.
New methods improve Fisher Matrix approximations for neural networks at low cost.
We propose a privacy-enhanced matrix factorization recommender that exploits the fact that users can often be grouped together by interest. This allows a form of "hiding in the crowd" privacy. We introduce a novel matrix factorization approach suited to making recommendations in a shared group (or nym) setting and the …
In this paper we propose a method for a quantitative estimation of the decision maker's knowledge in the context of the Analytic Hierarchy Process (AHP) in cases, where the judgment matrix is inconsistent. We show that the matrix of deviation from the transitivity condition corresponds to the rate matrix for transactio…
The successive projection algorithm (SPA) can quickly solve a nonnegative matrix factorization problem under a separability assumption. Even if noise is added to the problem, SPA is robust as long as the perturbations caused by the noise are small. In particular, robustness against noise should be high when handling th…
HyperINF improves influence function estimation for large models with better accuracy and efficiency.
New method reduces inventory inaccuracies by 10x, saving retailers 4% annually.
A new method speeds up computation of Sinkhorn divergences to linear time.
Paper proposes integrating hierarchical class structure into prototypical network supervision.
Boosting theory extended to handle cost-sensitive and multi-objective losses.
Paper combines scalable BMF algorithms for web-scale datasets.
Non-linear shrinkage isn't optimal for portfolio optimization, especially when asset dependence is non-stationary.
Kernel matrices (e.g. Gram or similarity matrices) are essential for many state-of-the-art approaches to classification, clustering, and dimensionality reduction. For large datasets, the cost of forming and factoring such kernel matrices becomes intractable. To address this challenge, we introduce a new adaptive sampli…
New algorithm reduces cold-start costs in multi-armed bandits for many products.
New methods improve online matrix optimization with reduced computational cost.
Improved statistical computation through efficient matrix sampling.
Feature missing is a serious problem in many applications, which may lead to low quality of training data and further significantly degrade the learning performance. While feature acquisition usually involves special devices or complex process, it is expensive to acquire all feature values for the whole dataset. On the…
ScaledGD improves gradient descent for ill-conditioned low-rank matrix estimation.
The paper presents a method to reduce computational and storage costs in PCA and spectral clustering.
This work concerns estimation of multidimensional nonlinear regression models using multilayer perceptron (MLP). The main problem with such model is that we have to know the covariance matrix of the noise to get optimal estimator. however we show that, if we choose as cost function the logarithm of the determinant of t…
This paper investigates how machine learning APIs change over time and proposes an efficient method to monitor these changes.
Kernel methods are widespread in machine learning; however, they are limited by the quadratic complexity of the construction, application, and storage of kernel matrices. Low-rank matrix approximation algorithms are widely used to address this problem and reduce the arithmetic and storage cost. However, we observed tha…
Several recent works have developed methods for training classifiers that are certifiably robust against norm-bounded adversarial perturbations. These methods assume that all the adversarial transformations are equally important, which is seldom the case in real-world applications. We advocate for cost-sensitive robust…
Researchers developed a new Riemannian manifold for SPD matrix-valued optimal transport problems.
Graph representation learning aims at transforming graph data into meaningful low-dimensional vectors to facilitate the employment of machine learning and data mining algorithms designed for general data. Most current graph representation learning approaches are transductive, which means that they require all the nodes…
NGRC shows numerical instabilities with short lags and high-degree polynomials.
SmartExchange trades memory for computation in neural networks.
Paper tackles catastrophic forgetting in sequential learning.
JME continually estimates data moments privately and accurately.
Many applications require recovering a matrix of minimal rank within an affine constraint set, with matrix completion a notable special case. Because the problem is NP-hard in general, it is common to replace the matrix rank with the nuclear norm, which acts as a convenient convex surrogate. While elegant theoretical c…
We consider the problem of selecting the best estimator among a family of Tikhonov regularized estimators, or, alternatively, to select a linear combination of these regularizers that is as good as the best regularizer in the family. Our theory reveals that if the Tikhonov regularizers share the same penalty matrix wit…
This paper speeds up mean curvature computation for high-dimensional data.
Non-negative Matrix Factorization (NMF) is a key kernel for unsupervised dimension reduction used in a wide range of applications, including topic modeling, recommender systems and bioinformatics. Due to the compute-intensive nature of applications that must perform repeated NMF, several parallel implementations have b…
On a constraint manifold we give an explicit formula for the Hessian matrix of a cost function that involves the Hessian matrix of a prolonged function and the Hessian matrices of the constraint functions. We give an explicit formula for the case of the orthogonal group by using only Euclidean coordinates …
Training Gaussian process-based models typically involves an computational bottleneck due to inverting the covariance matrix. Popular methods for overcoming this matrix inversion problem cannot adequately model all types of latent functions, and are often not parallelizable. However, judicious choice of model…
A well-recognized limitation of kernel learning is the requirement to handle a kernel matrix, whose size is quadratic in the number of training examples. Many methods have been proposed to reduce this computational cost, mostly by using a subset of the kernel matrix entries, or some form of low-rank matrix approximatio…
A clustering algorithm uses the left Gram matrix for high dimensional data.