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.
Validates composite systems using discrepancy propagation.
A new framework SIMBA improves graph classification performance on size-imbalanced datasets.
Uncertainty quantification (UQ) is a vital step in using mathematical models and simulations to take decisions. The field of cardiac simulation has begun to explore and adopt UQ methods to characterise uncertainty in model inputs and how that propagates through to outputs or predictions. In this perspective piece we dr…
We explore whether useful temporal neural generative models can be learned from sequential data without back-propagation through time. We investigate the viability of a more neurocognitively-grounded approach in the context of unsupervised generative modeling of sequences. Specifically, we build on the concept of predi…
Imitation learning trains a policy from expert demonstrations. Imitation learning approaches have been designed from various principles, such as behavioral cloning via supervised learning, apprenticeship learning via inverse reinforcement learning, and GAIL via generative adversarial learning. In this paper, we propose…
Uniform-in-time analysis for Stein Variational Gradient Descent across various metrics.
Deep networks have been successfully applied to learn transferable features for adapting models from a source domain to a different target domain. In this paper, we present joint adaptation networks (JAN), which learn a transfer network by aligning the joint distributions of multiple domain-specific layers across domai…
Meta-learning extracts common knowledge from learning different tasks and uses it for unseen tasks. It can significantly improve tasks that suffer from insufficient training data, e.g., few shot learning. In most meta-learning methods, tasks are implicitly related by sharing parameters or optimizer. In this paper, we s…
Improves DRO with Bayesian Ambiguity Sets for model misspecification.
Domain adaptation is transfer learning which aims to generalize a learning model across training and testing data with different distributions. Most previous research tackle this problem in seeking a shared feature representation between source and target domains while reducing the mismatch of their data distributions.…
Optimizes kernel discrepancies by selecting subsets efficiently.
New discrepancy function compares discrete probability measures considering space geometry.
This paper introduces localized discrepancy theories for unsupervised domain adaptation.
The article introduces practical estimators for kernel discrepancies.
Improved convergence rates for Stein Variational Gradient Descent in finite-particle settings.
MPMC generates low-discrepancy points using graph neural networks.
Sliced kernelized Stein discrepancy improves goodness-of-fit tests and model learning in high dimensions.
This work proposes a novel method for semi-supervised learning from partially labeled massive network-structured datasets, i.e., big data over networks. We model the underlying hypothesis, which relates data points to labels, as a graph signal, defined over some graph (network) structure intrinsic to the dataset. Follo…
Much of machine learning relies on comparing distributions with discrepancy measures. Stein's method creates discrepancy measures between two distributions that require only the unnormalized density of one and samples from the other. Stein discrepancies can be combined with kernels to define kernelized Stein discrepanc…
Study shows the corrected Akaike criterion is inadmissible for estimating Kullback-Leibler discrepancy.
This paper defines the notion of class discrepancy for families of functions. It shows that low discrepancy classes admit small offline and streaming coresets. We provide general techniques for bounding the class discrepancy of machine learning problems. As corollaries of the general technique we bound the discrepancy …
Semi-parametric framework for nonlinear system identification
TMDA aligns subdomain data distribution discrepancies across domains using manifold representations.
The performance of standard learning procedures has been observed to differ widely across groups. Recent studies usually attribute this loss discrepancy to an information deficiency for one group (e.g., one group has less data). In this work, we point to a more subtle source of loss discrepancy---feature noise. Our mai…
New partition designs reduce star discrepancy in high-dimensional sampling.
L2M learns to match distributions for domain adaptation without relying on hand-crafted priors.
A new method for density estimation using mixture discrepancy and moments.
Transfer learning is a very important tool in deep learning as it allows propagating information from one "source dataset" to another "target dataset", especially in the case of a small number of training examples in the latter. Yet, discrepancies between the underlying distributions of the source and target data are c…
Stochastic Stein Discrepancies improve inference efficiency.
Bayes-consistent disagreement discrepancy loss improves model robustness.
Maximum mean discrepancy (MMD) has been widely adopted in domain adaptation to measure the discrepancy between the source and target domain distributions. Many existing domain adaptation approaches are based on the joint MMD, which is computed as the (weighted) sum of the marginal distribution discrepancy and the condi…
Unsupervised domain adaptation is the problem setting where data generating distributions in the source and target domains are different, and labels in the target domain are unavailable. One important question in unsupervised domain adaptation is how to measure the difference between the source and target domains. A pr…
Appropriately evaluating the discrepancy between domains is essential for the success of unsupervised domain adaptation. In this paper, we first point out that existing discrepancy measures are less informative when complex models such as deep neural networks are used, in addition to the facts that they can be computat…
Framework identifies discrepancies in physics models, improving sensor accuracy.
Study on discrepancy principle for learning algorithms in nonparametric regression.
SGMs are robust to practical errors via uncertainty quantification.
Stein discrepancy improves UDA performance in low-data scenarios.
Inequalities linking entropy, Fisher info, Stein discrepancy, and Wasserstein distance on Riemannian manifolds.
Active learning algorithms propose which unlabeled objects should be queried for their labels to improve a predictive model the most. We study active learners that minimize generalization bounds and uncover relationships between these bounds that lead to an improved approach to active learning. In particular we show th…
SRRM improves recursive transport surrogates in the small-discrepancy regime.
In [Mas82] and [Vee78] it was proved independently that almost every interval exchange transformation is uniquely ergodic. The Birkhoff ergodic theorem implies that these maps mainly have uniformly distributed orbits. This raises the question under which conditions the orbits yield low-discrepancy sequences. The case o…
New conditions ensure MMDs separate and converge to target distributions.
Improving scalability and stability of Stein discrepancies for scalable goodness-of-fit testing
Study finds polynomial convergence rate for Farey sequences linked to Riemann hypothesis.
A new framework improves kernel Stein discrepancy tests for validating distributions.
First principles modeling of physical systems has led to significant technological advances across all branches of science. For nonlinear systems, however, small modeling errors can lead to significant deviations from the true, measured behavior. Even in mechanical systems, where the equations are assumed to be well-kn…
We show in this note that the Sobolev Discrepancy introduced in Mroueh et al in the context of generative adversarial networks, is actually the weighted negative Sobolev norm , that is known to linearize the Wasserstein distance and plays a fundamental role in the dynamic formulation of…
Bayesian inference uses Stein discrepancy for robustness in intractable likelihoods.