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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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4068121,2171,623 · Jun 202019922001200920172026
48 results for differentiable learning

We study the relationship between the notions of differentially private learning and online learning in games. Several recent works have shown that differentially private learning implies online learning, but an open problem of Neel, Roth, and Wu \cite{NeelAaronRoth2018} asks whether this implication is {\it efficient}…

2019-05-27abs ↗pdf ↗

Develops a mathematical model for automatic differentiation in machine learning.

problem Current automatic differentiation lacks a simple mathematical model for machine learning.
method Articulates relationships between program differentiation and nonsmooth functions, provides a class of functions and nonsmooth calculus.
result Shows how nonsmooth calculus applies to stochastic approximation methods and evidence of artificial critical points.

Neural differential equations combine deep learning and differential equations for modeling complex systems.

problem Modeling complex systems with high capacity and efficiency.
method Combining neural networks and differential equations, focusing on neural ordinary, controlled, and stochastic differential equations.
result NDEs offer high-capacity function approximation, strong priors, and handle irregular data efficiently.

We propose a novel deep learning paradigm of differential flows that learn a stochastic differential equation transformations of inputs prior to a standard classification or regression function. The key property of differential Gaussian processes is the warping of inputs through infinitely deep, but infinitesimal, diff…

2018-10-09abs ↗pdf ↗

Differential ML combines AAD with ML for fast, accurate financial derivatives pricing and risk management.

problem Computational bottlenecks in financial derivatives risk management.
method Novel algorithms using automatic adjoint differentiation (AAD) for training fast, accurate approximations in real-time.
result Convergence guarantees for fast, accurate pricing and risk approximations for arbitrary derivatives instruments.

Automatic differentiation---the mechanical transformation of numeric computer programs to calculate derivatives efficiently and accurately---dates to the origin of the computer age. Reverse mode automatic differentiation both antedates and generalizes the method of backwards propagation of errors used in machine learni…

2014-04-28abs ↗pdf ↗

Improved privacy and utility in machine learning with adaptive differential privacy.

problem Enhancing privacy in machine learning models while maintaining utility.
method Adaptive differentially private (ADP) learning method that optimally adapts noise to stepsize.
result ADP method significantly improves utility compared to standard differentially private methods.

Proposes a method to train neural networks that solve differential equations faster.

problem Training neural networks that solve differential equations becomes computationally expensive.
method Introduces a differentiable surrogate for numerical solver time cost using higher-order derivatives.
result Trains models that are faster to solve while maintaining nearly the same accuracy.

Paper proves autodiff systems are correct for non-differentiable functions.

problem Correctness of autodiff systems for non-differentiable functions in deep learning.
method Investigation of PAP functions and introduction of intensional derivatives.
result Intensional derivatives always exist and coincide with standard derivatives for almost all inputs.

A new algorithm solves high-dimensional nonlinear BSDEs efficiently.

problem Solving high-dimensional nonlinear backward stochastic differential equations (BSDEs).
method Transformed BSDE into a differential deep learning problem using Malliavin calculus. Discretized integrals using Euler-Maruyama method. Approximated solution with three deep neural networks. Optimized parameters using a differential learning loss function.
result Our algorithm is more accurate and faster than other methods.

Sherpa.ai framework combines federated learning and differential privacy for edge AI services.

problem Protecting data privacy in edge AI services.
method Holistic federated learning and differential privacy approach with methodological guidelines.
result Demonstrated through classification and regression use cases.

Derivatives, mostly in the form of gradients and Hessians, are ubiquitous in machine learning. Automatic differentiation (AD), also called algorithmic differentiation or simply "autodiff", is a family of techniques similar to but more general than backpropagation for efficiently and accurately evaluating derivatives of…

2015-02-20abs ↗pdf ↗

Optimizes differentially private kernel learning with random projection.

problem Privacy-preserving learning algorithms with optimal performance.
method Differentially private kernel ERM algorithm based on random projection in reproducing kernel Hilbert space.
result Achieves minimax-optimal excess risk rates for various loss functions.

Differential privacy is a statistical concept that can be explained through hypothesis testing.

problem Formalizing differential privacy as a statistical concept.
method Using David Blackwell's informativeness theorem, the paper shows differential privacy can be understood through hypothesis testing.
result The definition of ff-differential privacy provides a unified framework for analyzing privacy bounds.

Paper establishes convergence rates for learning elliptic pseudo-differential operators.

problem Learning elliptic pseudo-differential operators in partial differential equations.
method Wavelet-Galerkin framework, structured infinite-dimensional regression problem, sparse estimator, matrix compression, nested-support strategy.
result Obtained convergence rates for the estimator and efficient Galerkin solver.

Defines a calculus for integrating Moreau envelopes in differentiable programming.

problem Lack of a mathematical framework for applying Moreau envelopes to deep networks and machine learning systems.
method Develops a compositional calculus adapted to Moreau envelopes and integrates it into differentiable programming.
result Integrates Moreau envelopes into differentiable programming, enabling new gradient back-propagation methods.

ICON learns differential equation operators from examples, revealing probabilistic inference.

problem Learning operators for differential equations from limited examples.
method Probabilistic operator learning using ICON architectures trained on diverse datasets.
result ICON implicitly performs Bayesian inference on solution operators.

PGFL framework learns personalized models with differential privacy.

problem Privacy-preserving personalized learning for diverse data.
method Exploits model similarities and differential privacy (zero-concentrated).
result Algorithm converges to optimal solutions with linear time complexity.

Efficient offline reinforcement learning with neural networks using differentiable function approximation.

problem Statistical efficiency of offline reinforcement learning with function approximators.
method Pessimistic fitted Q-learning (PFQL) and differentiable function approximation.
result Provably efficient offline reinforcement learning with differentiable function approximation.

Proposes a differentiable structure learning framework for general binary data.

problem Limitations of existing methods in discrete data structure learning.
method Formulates a differentiable optimization task for arbitrary dependencies in general discrete models.
result Establishes identifiability of complete set of compatible parameters and structures under mild assumptions.

New methods speed up training of differentially private deep learning models.

problem Training differentially private deep learning models is slower than non-private models.
method Derive and implement new per-example gradient clipping methods compatible with auto-differentiation.
result Significant training speed-ups (54x - 94x) for various models and architectures.

Paper tightens privacy and generalization bounds for iterative learning.

problem Balancing privacy and generalization in iterative learning algorithms.
method Established alignment between generalization and privacy, derived composition theorems for iterative algorithms.
result Generalization bounds for iterative learning algorithms are strictly tighter than existing works.

Alternating Direction Method of Multipliers (ADMM) is a widely used tool for machine learning in distributed settings, where a machine learning model is trained over distributed data sources through an interactive process of local computation and message passing. Such an iterative process could cause privacy concerns o…

2018-08-30abs ↗pdf ↗

Automated hyperparameter tuning aspires to facilitate the application of machine learning for non-experts. In the literature, different optimization approaches are applied for that purpose. This paper investigates the performance of Differential Evolution for tuning hyperparameters of supervised learning algorithms for…

2019-04-15abs ↗pdf ↗

A new algorithm solves high-dimensional nonlinear BSDEs using deep learning.

problem Solving high-dimensional nonlinear backward stochastic differential equations (BSDEs).
method Backward differential deep learning, reformulating BSDEs as differential deep learning problems, using Malliavin calculus, discretizing integrals with Euler-Maruyama method, approximating processes with DNNs, backwardly optimizing DNN parameters.
result The proposed algorithm efficiently approximates solutions and their derivatives for high-dimensional BSDEs.

Differentiable EM for Gaussian Mixture Models improves model integration.

problem Non-differentiability of EM algorithm limits its use in modern learning pipelines.
method Presented and compared several differentiation strategies for EM.
result Differentiable EM enables the use of Mixture Wasserstein distance in machine learning tasks.

We present differentially private efficient algorithms for learning union of polygons in the plane (which are not necessarily convex). Our algorithms achieve (α,β)(α,β)-PAC learning and (ε,δ)(ε,δ)-differential privacy using a sample of size O~(1αεklogd)\tilde{O}\left(\frac{1}{αε}k\log d\right), where the domain is [d]×[d][d]\times[d] and $…

2019-02-13abs ↗pdf ↗

BPQP improves efficiency of differentiable optimization layers for deep learning.

problem Efficiency in differentiating optimization problems for deep learning models.
method Reformulates optimization problems as quadratic programming, enabling efficient gradient calculation.
result Significant improvement in efficiency (order of magnitude faster) compared to other differentiable optimization layers.

Unified framework for differentiable graph partitioning with probabilistic cuts.

problem Lack of general guarantees and principled gradients in prior probabilistic relaxations of graph cuts.
method Unified probabilistic framework covering a wide class of cuts, including Normalized Cut, with tight analytic upper bounds.
result Rigorous, numerically stable foundation for scalable, differentiable graph partitioning.

Flexible tree ensemble learning framework supports arbitrary loss functions and multi-task learning.

problem Limited modeling capabilities of existing tree ensemble learning toolkits.
method Differentiable tree ensembles with tensor-based formulation for efficient training.
result Our framework leads to 100x more compact and 23% more expressive tree ensembles.

ICON learns differential equation operators from prompts, reducing retraining and improving few-shot learning.

problem Training neural networks to solve differential equations without retraining for new problems.
method In-Context Operator Networks (ICON) that learns operators from prompted data and applies them to new problems.
result ICON can generalize to new operators beyond the training distribution and requires only a few demos.

Elvet solves differential equations and variational problems with neural networks.

problem Solving complex differential and variational equations with arbitrary conditions.
method Machine learning, specifically neural networks, to represent and solve equations.
result Elvet can solve a wide range of differential and variational problems.

This paper addresses privacy concerns in ratio statistics using differential privacy.

problem Privacy concerns in ratio statistics across machine learning areas.
method Develops a simple algorithm for differentially private ratio statistics, proving consistency and constructing confidence intervals.
result A simple algorithm can provide excellent privacy, sample accuracy, and bias properties in ratio statistics.

We present a method of discovering governing differential equations from data without the need to specify a priori the terms to appear in the equation. The input to our method is a dataset (or ensemble of datasets) corresponding to a particular solution (or ensemble of particular solutions) of a differential equation. …

2019-09-27abs ↗pdf ↗

DiffEqFlux.jl is a library for fusing neural networks and differential equations. In this work we describe differential equations from the viewpoint of data science and discuss the complementary nature between machine learning models and differential equations. We demonstrate the ability to incorporate DifferentialEqua…

2019-02-06abs ↗pdf ↗