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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.

168,742 papers · 148 categories

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57113170226 · Jun 202019922001200920172026
48 results for depth utility

Our study analyzes how neural network initialization affects privacy and utility in overparameterized models.

problem Privacy and utility trade-off in overparameterized neural networks.
method Analytical proof of KL divergence privacy bound, focusing on initialization, width, and depth.
result Privacy bound improvement with increasing depth under certain initializations, degradation under others.

Study solves utility maximization in a transient price impact market.

problem Utility maximization in a market with transient price impact.
method Developed a discrete-time model and removed market depth and resilience process restrictions.
result Solved the utility maximization problem without convexity of attainable portfolio values.

Hypersolvers enable fast continuous-depth models for practical applications.

problem Infinite-depth models like Neural ODEs are computationally infeasible for large problems.
method Introducing hypersolvers, neural networks that solve ODEs efficiently with theoretical guarantees.
result Hypersolvers achieve comparable inference time to traditional discrete networks, making continuous-depth models practical.

New algorithm quantifies uncertainty in regression models for complex data types.

problem Uncertainty quantification in regression models for complex data types.
method Model-free uncertainty quantification algorithm based on conditional depth measures and kernel mean embeddings.
result Provides faster convergence rates and non-asymptotic guarantees for prediction regions.

This paper takes a look at the Talmudic rule aka the 1/N rule aka the uniform investment strategy from the viewpoint of elementary microeconomics. Specifically, we derive the cardinal utility function for a Talmud-obeying agent which happens to have the Cobb-Douglas form. Further, we investigate individual supply and d…

2018-11-06abs ↗pdf ↗

Investigates optimal pension policies in PAYG systems with forward utility and ageing population.

problem Optimal investment and pension policies in PAYG systems with sustainability and adequacy constraints.
method Non-zero volatility forward CRRA utilities, closed-form optimal policies, detailed numerical analysis.
result Characterization of optimal policies and detailed impact analysis under various scenarios.

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…

2016-11-03abs ↗pdf ↗

The paper develops a method to create robust control policies for robots using information bottlenecks.

problem Robotic control policies are sensitive to task-irrelevant state and sensor changes.
method Derives a policy gradient algorithm that creates an information bottleneck between states and task-relevant representations.
result Task-driven policies are more robust to sensor noise and environmental changes.

The paper studies randomized approximations of Tukey's depth for log-concave isotropic data.

problem The challenge of approximating Tukey's depth in high dimensions.
method The study examines randomized algorithms for approximating Tukey's depth for log-concave isotropic data.
result Randomized algorithms correctly approximate maximal depth and close to zero depths but not intermediate depths.

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.

Self-attention models benefit equally from width and depth, but beyond a certain point, depth becomes less efficient.

problem Understanding the optimal balance between depth and width in self-attention models.
method Theoretical predictions and empirical ablations on networks of varying depths and widths.
result An optimal width of 30K is recommended for a 1-Trillion parameter network, marking a significant width for self-attention models.

Proves depth 2 neural networks can't approximate certain functions as well as depth 3 networks.

problem Approximating functions with depth 2 networks in high dimensions.
method Lower bound proof using worst-to-average-case random self-reducibility.
result Proves depth 2 networks can't approximate certain functions as well as depth 3 networks, resolving an open problem.

New findings on depth vs. width in neural networks, showing depth can improve learnability.

problem Understanding the role of depth in neural networks, especially when width is unbounded.
method Analyzing sample complexity for learnability in norm-controlled depth-2 and depth-3 ReLU networks.
result Depth can improve learnability of functions that are otherwise unlearnable with depth-2 networks.

Learning based methods have shown very promising results for the task of depth estimation in single images. However, most existing approaches treat depth prediction as a supervised regression problem and as a result, require vast quantities of corresponding ground truth depth data for training. Just recording quality d…

2016-09-13abs ↗pdf ↗

Introduces Polar Depth for analyzing multivariate heavy-tailed data extremes.

problem Analyzing the behavior of extremes from multivariate heavy-tailed distributions.
method Introduces Polar Depth, a novel statistical depth function expressed in polar coordinates.
result The polar depth of the largest observations converges to the polar depth of the limiting distribution as the threshold increases.

Study on feature learning dynamics in infinite-depth neural networks, focusing on ResNets.

problem Understanding how features evolve during training in deep neural networks, especially in the large-depth limit.
method Conditional Gaussian representations and SDE system with decoupled backward weights.
result Depth-induced suppression of forward-backward coupling in infinite-depth networks, leading to a decoupled forward-backward SDE system.

Following the seminal idea of Tukey, data depth is a function that measures how close an arbitrary point of the space is located to an implicitly defined center of a data cloud. Having undergone theoretical and computational developments, it is now employed in numerous applications with classification being the most po…

2016-08-14abs ↗pdf ↗

The paper proves barriers to approximating functions with small weights and depth in neural networks.

problem Proving barriers to approximating functions with constant depth neural networks.
method Reduction to open problems and natural-proof barriers in circuit complexity, and a new approach to polynomially-bounded functions.
result There are fundamental barriers to proving results beyond depth 4 for constant-depth neural networks.

Proposes a new method to estimate Bayesian neural network depth.

problem Estimating the depth of Bayesian neural networks.
method Uses a discrete truncated normal distribution to learn depth mean and variance, inferring posterior distributions by minimizing variational free energy.
result Improves test accuracy and reduces posterior depth variance on the spiral dataset.

seMCD computes depth functions with statistical guarantees using sequential Monte Carlo.

problem Computing depth functions is computationally challenging, especially in high dimensions.
method Sequential Monte Carlo methodology with theoretical and empirical guarantees.
result The seMCD method provides accurate depth approximations with fewer samples than traditional methods.

A new depth function improves multivariate data analysis by considering variability directions.

problem Developing a depth function that respects quantile properties and is affine-invariant.
method Integrating rank-weighted depth with affine-invariance and covariance matrices.
result The AI-IRW depth function provides accurate quantile estimates and is robust to data variability.

Study infinite-depth limits of neural networks with fixed width.

problem Understanding the behavior of neural networks as depth increases with fixed width.
method Analyzing finite-width residual networks with random Gaussian weights, focusing on the infinite-depth limit.
result The pre-activations converge to a zero-drift diffusion process, differing from the infinite-width limit.

Paper improves privacy and utility of SGD with bounded domain and smooth losses.

problem Lack of tight privacy bounds and practical assumptions in DPSGD.
method Rigorous privacy characterization for DPSGD with general L-smooth and non-convex loss functions, tracking privacy loss over iterations.
result Privacy loss converges without convexity assumption for bounded domain, improving utility.

Depth is a key component of Deep Neural Networks (DNNs), however, designing depth is heuristic and requires many human efforts. We propose AutoGrow to automate depth discovery in DNNs: starting from a shallow seed architecture, AutoGrow grows new layers if the growth improves the accuracy; otherwise, stops growing and …

2019-06-07abs ↗pdf ↗

One-shot neural architecture search limits depth search space and prunes networks for better performance and uncertainty.

problem Finding optimal depth in residual networks for efficient training and inference.
method Formulated a variational objective to approximate the depth distribution and pruned networks based on this distribution.
result Pruned networks achieve competitive accuracy with unpruned networks and better uncertainty calibration.

Theoretical limits of deep residual networks show consistent covariance structures.

problem Understanding the limits of deep residual networks.
method Analyzing the behavior of deep residual networks with skip connections as width and depth approach infinity.
result Theoretical analysis confirms that the covariance structure remains consistent regardless of the order of width and depth.

Deep learning model improves seismic rock property estimation.

problem Estimating reservoir rock properties from seismic reflection data.
method Proposes a deep learning-based seismic inversion workflow that models seismic traces spatiotemporally.
result Achieves best performance on SEAM dataset with r2r^{2} coefficient of 79.77\%

Study defends shallow neural networks from data-poisoning attacks.

problem Protecting shallow neural networks from adversarial attacks during training.
method Developed a non-gradient stochastic algorithm for depth-2 neural networks, proving near-optimal trade-offs.
result Demonstrated improved performance over stochastic gradient descent under various data distributions.

We describe a method to infer dense depth from camera motion and sparse depth as estimated using a visual-inertial odometry system. Unlike other scenarios using point clouds from lidar or structured light sensors, we have few hundreds to few thousand points, insufficient to inform the topology of the scene. Our method …

2019-05-15abs ↗pdf ↗