Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

189379568757 · Jun 202019922001200920172026
48 results for deep composite regression

Gaussian processes struggle with compositional functions, but deep Gaussian processes can outperform.

problem Gaussian process regression struggles with compositional functions.
method We study information-theoretic lower bounds for posterior contraction rates in Gaussian process regression for a continuous regression model.
result Posterior based on any mean-zero Gaussian process can only recover the truth at a rate strictly slower than the minimax rate for generalized additive functions.

DSPPs improve predictive distributions in scalable regression tasks.

problem Improving predictive distributions in scalable regression tasks.
method Inspired by DGPs, DSPPs use mini-batch training and kernel basis functions for uncertainty control.
result DSPPs provide significantly better calibrated predictive distributions than other methods.

Paper proposes deep neural networks for nonparametric regression from dependent data.

problem Nonparametric regression from strongly mixing observations.
method Minimum error entropy principle applied to deep neural networks.
result Deep neural networks achieve minimax optimal convergence rates for Gaussian errors.

The paper tackles deep learning from dependent data, achieving optimal performance.

problem Deep learning from strongly mixing observations, especially with regularization and optimality.
method Sparse-penalized regularization for deep neural networks, oracle inequality for expected excess risk.
result Deep neural network estimator achieves minimax optimal rate for nonparametric autoregression.

Enhances DGPs with adaptive RKHS Fourier features for better non-stationary pattern modeling.

problem Capturing complex non-stationary patterns in non-linear dynamical systems.
method Integrates ODE-based RKHS Fourier features into DGPs using convolution operations for adaptive amplitude and phase modulation. Uses a doubly stochastic variational inference framework.
result Improved predictive performance across various regression tasks.

Conditional DGP learns effective kernels from low-fidelity data.

problem Learning effective kernels for multi-fidelity regression.
method Conditional DGP with moment matching for implicit kernel approximation.
result Effective kernels are learned from lower-fidelity data, improving multi-fidelity regression.

Study on deep neural networks using branching processes and Mehler's formula.

problem Understanding the mathematical role of activation functions in compositional neural networks.
method Connection between compositional kernels and branching processes via Mehler's formula; new random features algorithm.
result Explicit formulas for eigenvalues of compositional kernels quantify complexity.

Compositional data have two unique characteristics compared to typical multivariate data: the observed values are nonnegative and their summand is exactly one. To reflect these characteristics, a specific regularized regression model with linear constraints is commonly used. However, linear constraints incur additional…

2018-12-21abs ↗pdf ↗

This paper addresses measurement errors in high-dimensional compositional data using a log-contrast model calibration approach.

problem Measurement errors in high-dimensional regression models involving compositional covariates.
method Calibration approach for the linear log-contrast model under lenient sparsity conditions.
result Established asymptotic normality of the estimator for inference.

Develops a deep learning framework for various data types.

problem Handling nonparametric regression and classification across different data types.
method Introduces a general framework with two estimators: NPDNN and SPDNN, based on data satisfying generalized Bernstein-type inequalities.
result Both NPDNN and SPDNN estimators are minimax optimal in many classical settings.

A novel model uses ODE-based random features to model nonlinear dynamical systems.

problem Modeling highly nonlinear dynamical systems with uncertainty quantification.
method Compositions of physics-informed random features derived from ODEs, combined with deep Gaussian processes and approximate Bayesian inference.
result The model effectively captures nonlinear behavior in real-world multivariate time series data and achieves comparable performance to other models on benchmark tasks.

Unified analysis of multi-task functional linear regression with manifold and composite penalties.

problem Estimating slope functions from functional data with multi-task learning.
method Penalized splines with manifold constraint and composite quadratic penalty.
result Unified convergence upper bound and phase transition behaviors for estimators.

New methods for predicting compositional data using conformal prediction.

problem No well-established methods for constructing valid prediction sets in compositional data.
method Investigated three conformal prediction-based approaches for Dirichlet regression models.
result HDR approximation approach is robust in terms of coverage, while grid discretization reduces overcoverage.

We show that any smooth bi-Lipschitz hh can be represented exactly as a composition hm...h1h_m \circ ... \circ h_1 of functions h1,...,hmh_1,...,h_m that are close to the identity in the sense that each (hiId)\left(h_i-\mathrm{Id}\right) is Lipschitz, and the Lipschitz constant decreases inversely with the number mm of functions com…

2018-04-13abs ↗pdf ↗

This paper examines how noise affects deep neural networks and improves their performance.

problem The impact of noise on the stability of deep ReLU neural networks for nonparametric regression.
method Investigates the optimal rate of convergence for deep ReLU neural networks under Huber loss, considering the p-th moment of noise and the smoothness of the function.
result The optimal rate of convergence cannot be achieved by ordinary least squares but can be by Huber loss with a properly chosen parameter.

Paper tackles distributed linear regression with compositional covariates.

problem Solving distributed statistical methodology and computing for massive compositional data.
method Proposes two distributed optimization techniques based on ADMM and CDMM for solving constrained convex optimization problems.
result Established convergence theories for the proposed algorithms under regularity conditions.

Paper simplifies DP composition for adaptive privacy budgets, enabling better privacy and accuracy in deep learning.

problem Tension between efficiency and flexibility in DP composition theorems.
method Rényi Differential Privacy (RDP) for adaptive privacy budgets, proving simpler composition theorem with smaller constants.
result Practical DP composition for adaptive privacy budgets, enabling better privacy and accuracy in deep learning.

Deep learning can learn compositional functions more efficiently by breaking them into stages.

problem Understanding why deep learning performs better than shallow models in learning compositional functions.
method Analyzed learnability of compositional target functions using a three-layer fitting model trained with layer-wise spectral estimators.
result Learning compositional functions can be simplified by breaking them into stages, reducing the complexity of the learning problem.

New framework interprets deep neural networks through input structure.

problem Limited understanding of how input structure, network parameters, and optimization algorithms work together.
method Introducing a novel theoretical framework based on the compositional structure of piecewise linear activation functions.
result Shows that input instances can be grouped based on their similarity in the internal representation of the neural network.

Adapts Altman's model to compositional data for bankruptcy prediction.

problem Predicting business default using standard financial ratios has issues.
method Uses compositional data methodology with log-ratios and machine learning.
result Compositional methods improve predictive performance, especially random forests.

Recent findings in multi-agent deep learning systems point towards the emergence of compositional languages. These claims are often made without exact analysis or testing of the language. In this work, we analyze the emergent language resulting from two different cooperative multi-agent game with more exact measures fo…

2020-01-23abs ↗pdf ↗

Smooth DNNs mitigate the curse of dimensionality in uniform convergence for various regression tasks.

problem The curse of dimensionality in uniform convergence of ReLU networks.
method Analysis of smoothly activated deep neural networks (smooth DNNs), establishing pseudo-dimension bounds and non-asymptotic approximation guarantees.
result Smooth DNNs achieve non-asymptotic uniform convergence rates across multiple statistical contexts, mitigating the curse of dimensionality.

Develops methods for causal inference in compositional data using instrumental variables.

problem Interpreting summary statistics like diversity indices as causal effects in compositional data.
method Statistical data transformations and regression techniques tailored for compositional data.
result Advantages and limitations of the proposed methods demonstrated on synthetic and real microbiome data.

Sublinearly structured DNNs achieve feature learning consistency for compositional functions.

problem Achieving feature-learning and prediction consistency in deep neural networks.
method Sublinearly structured DNNs
result Sublinearly structured DNNs match or surpass wide DNNs in prediction.

In this paper, we extend the geometric descent method recently proposed by Bubeck, Lee and Singh to tackle nonsmooth and strongly convex composite problems. We prove that our proposed algorithm, dubbed geometric proximal gradient method (GeoPG), converges with a linear rate (11/κ)(1-1/\sqrtκ) and thus achieves the optimal …

2016-12-29abs ↗pdf ↗

FFN addresses spectral bias in neural value approximation, improving reinforcement learning performance.

problem Spectral bias in neural value approximation, leading to slow convergence and poor performance.
method Proposes Fourier feature networks (FFN) to overcome spectral bias by using a composite neural tangent kernel.
result FFN achieves state-of-the-art performance on challenging continuous control domains with faster convergence and better stability.

Deep neural networks can approximate complex functions through repeated compositions of a fixed-size ReLU network.

problem Understanding the expressive power of deep neural networks through function compositions.
method Demonstrated the surprising expressive power of repeated compositions of a single fixed-size ReLU network.
result Repeated compositions of a single fixed-size ReLU network can approximate 1-Lipschitz continuous functions on [0,1]d[0,1]^d with an error O(r1/d)\mathcal{O}(r^{-1/d}).

Novel framework predicts brain biomarker trajectories with superior performance.

problem Challenges in estimating longitudinal brain biomarker trajectories due to variability, inconsistencies, and irregular measurements.
method Personalized deep kernel regression with Adaptive Shrinkage Estimation.
result Superior predictive performance compared to state-of-the-art models.

New method for causal inference with complex treatment compositions.

problem Estimating causal effects with compositional treatments.
method Kernel-based covariate functional balancing approach.
result Achieves n\sqrt{n}-consistency without requiring consistent estimation of weights.