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.
We describe a general framework for measuring risks, where the risk measure takes values in an abstract cone. It is shown that this approach naturally includes the classical risk measures and set-valued risk measures and yields a natural definition of vector-valued risk measures. Several main constructions of risk meas…
Unified learning-rate scale for CNNs and ResNets, avoiding depth imbalance.
problem Challenges in choosing an appropriate learning rate for deep networks, especially as depth increases.
method Introduces Arithmetic-Mean μP (AM-μP), constraining network-wide average pre-activation second moment to a constant scale, combined with residual-aware He fan-in initialization.
result Demonstrates a −3/2 scaling law for learning rates across depths, enabling zero-shot learning-rate transfer.
The skip-connections used in residual networks have become a standard architecture choice in deep learning due to the increased training stability and generalization performance with this architecture, although there has been limited theoretical understanding for this improvement. In this work, we analyze overparameter…
Recent studies on automatic neural architectures search have demonstrated significant performance, competitive to or even better than hand-crafted neural architectures. However, most of the existing network architecture tend to use residual, parallel structures and concatenation block between shallow and deep features …
In this paper, we introduce transformations of deep rectifier networks, enabling the conversion of deep rectifier networks into shallow rectifier networks. We subsequently prove that any rectifier net of any depth can be represented by a maximum of a number of functions that can be realized by a shallow network with a …
We consider the problem of robustifying high-dimensional structured estimation. Robust techniques are key in real-world applications which often involve outliers and data corruption. We focus on trimmed versions of structurally regularized M-estimators in the high-dimensional setting, including the popular Least Trimme…
Nonconvex penalty methods for sparse modeling in linear regression have been a topic of fervent interest in recent years. Herein, we study a family of nonconvex penalty functions that we call the trimmed Lasso and that offers exact control over the desired level of sparsity of estimators. We analyze its structural prop…
Gaussian Graphical Models (GGMs) are popular tools for studying network structures. However, many modern applications such as gene network discovery and social interactions analysis often involve high-dimensional noisy data with outliers or heavier tails than the Gaussian distribution. In this paper, we propose the Tri…
Training deep recurrent neural network (RNN) architectures is complicated due to the increased network complexity. This disrupts the learning of higher order abstracts using deep RNN. In case of feed-forward networks training deep structures is simple and faster while learning long-term temporal information is not poss…
Sublinear functionals of random variables are known as sublinear expectations; they are convex homogeneous functionals on infinite-dimensional linear spaces. We extend this concept for set-valued functionals defined on measurable set-valued functions (which form a nonlinear space), equivalently, on random closed sets. …
Alpha-trimming prunes trees in random forests to improve predictive performance.
problem Improving predictive performance of random forests by locally adaptive tree pruning.
method Alpha-trimming is a fast pruning algorithm that prunes trees in a random forest based on signal-to-noise ratio, controlled by a tuning parameter.
result Alpha-trimming often lowers mean squared prediction error compared to fully grown random forests.
While training error of most deep neural networks degrades as the depth of the network increases, residual networks appear to be an exception. We show that the main reason for this is the Lyapunov stability of the gradient descent algorithm: for an arbitrarily chosen step size, the equilibria of the gradient descent ar…
We analyze the global convergence of gradient descent for deep linear residual networks by proposing a new initialization: zero-asymmetric (ZAS) initialization. It is motivated by avoiding stable manifolds of saddle points. We prove that under the ZAS initialization, for an arbitrary target matrix, gradient descent con…
SRFRN accelerates image super-resolution using shallow residual units.
problem High computational complexity and time in deep learning image super-resolution.
method SRFRN uses a bicubic interpolated low-resolution image and residual representative units (RFR) for faster and more efficient high-resolution image reconstruction.
result SRFRN achieves superior performance and faster execution time compared to existing methods.
We propose a robust elastic net (REN) model for high-dimensional sparse regression and give its performance guarantees (both the statistical error bound and the optimization bound). A simple idea of trimming the inner product is applied to the elastic net model. Specifically, we robustify the covariance matrix by trimm…
The Residual Network (ResNet), proposed in He et al. (2015), utilized shortcut connections to significantly reduce the difficulty of training, which resulted in great performance boosts in terms of both training and generalization error. It was empirically observed in He et al. (2015) that stacking more layers of resid…
This paper considers the problem of removing costly features from a Bayesian network classifier. We want the classifier to be robust to these changes, and maintain its classification behavior. To this end, we propose a closeness metric between Bayesian classifiers, called the expected classification agreement (ECA). Ou…