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.
Study proposes Local Linear Encoding for better feature discretization.
To date, attribute discretization is typically performed by replacing the original set of continuous features with a transposed set of discrete ones. This paper provides support for a new idea that discretized features should often be used in addition to existing features and as such, datasets should be extended, and n…
Neural networks' feature geometry evolves like discrete Ricci flow.
GMM-HMMs improve malware classification compared to discrete HMMs.
A new method generates mixed-type features in tabular data with improved realism and accuracy.
User and item features of side information are crucial for accurate recommendation. However, the large number of feature dimensions, e.g., usually larger than 10^7, results in expensive storage and computational cost. This prohibits fast recommendation especially on mobile applications where the computational resource …
In this paper we introduce Feature Gradients, a gradient-based search algorithm for feature selection. Our approach extends a recent result on the estimation of learnability in the sublinear data regime by showing that the calculation can be performed iteratively (i.e., in mini-batches) and in linear time and space wit…
A new method learns discrete representations for images and videos, improving upon previous models.
First steps towards a mathematical theory of deep convolutional neural networks for feature extraction were made---for the continuous-time case---in Mallat, 2012, and Wiatowski and Bölcskei, 2015. This paper considers the discrete case, introduces new convolutional neural network architectures, and proposes a mathemati…
Deep convolutional neural networks have led to breakthrough results in practical feature extraction applications. The mathematical analysis of these networks was pioneered by Mallat, 2012. Specifically, Mallat considered so-called scattering networks based on identical semi-discrete wavelet frames in each network layer…
New method for discrete-time survival analysis with competing risks.
Classification, the process of assigning a label (or class) to an observation given its features, is a common task in many applications. Nonetheless in most real-life applications, the labels can not be fully explained by the observed features. Indeed there can be many factors hidden to the modellers. The unexplained v…
Graph Beta Diffusion (GBD) generates graphs with mixed discrete and continuous components.
simpcomp is an extension to GAP, the well known system for computational discrete algebra. It allows the user to work with simplicial complexes. In the latest version, support for simplicial blowups and discrete normal surfaces was added, both features unique to simpcomp. Furthermore, new functions for constructing cer…
Sum-Product Networks (SPNs) are a class of expressive yet tractable hierarchical graphical models. LearnSPN is a structure learning algorithm for SPNs that uses hierarchical co-clustering to simultaneously identifying similar entities and similar features. The original LearnSPN algorithm assumes that all the variables …
Unsupervised segmentation learns features without labels, improving accuracy.
We present an intriguing discovery related to Random Fourier Features: in Gaussian kernel approximation, replacing the random Gaussian matrix by a properly scaled random orthogonal matrix significantly decreases kernel approximation error. We call this technique Orthogonal Random Features (ORF), and provide theoretical…
The paper develops a neural network method for estimating drift functions of diffusion processes from discrete observations.
Introduces flat discrete signatures for financial data analysis.
We propose a novel nonparametric online predictor for discrete labels conditioned on multivariate continuous features. The predictor is based on a feature space discretization induced by a full-fledged k-d tree with randomly picked directions and a recursive Bayesian distribution, which allows to automatically learn th…
New algorithm estimates intrinsic dimension of discrete datasets.
We establish a connection between two previously unrelated topics: a particular discrete version of conformal geometry for triangulated surfaces, and the geometry of ideal polyhedra in hyperbolic three-space. Two triangulated surfaces are considered discretely conformally equivalent if the edge lengths are related by s…
Following the previous authors works (joint with I.A.Dynnikov) we develop a theory of the discrete analogs of the differential-geometrical (DG) connections in the triangulated manifolds. We study a nonstandard discretization based on the interpretation of DG Connection as linear first order (''triangle'') difference eq…
A conservative discretization of incompressible Navier-Stokes equations is developed based on discrete exterior calculus (DEC). A distinguishing feature of our method is the use of an algebraic discretization of the interior product operator and a combinatorial discretization of the wedge product. The governing equatio…
NeuRules learns interpretable rule lists from data without pre-discretization.
Feature selection can facilitate the learning of mixtures of discrete random variables as they arise, e.g. in crowdsourcing tasks. Intuitively, not all workers are equally reliable but, if the less reliable ones could be eliminated, then learning should be more robust. By analogy with Gaussian mixture models, we seek a…
Learning a distribution conditional on a set of discrete-valued features is a commonly encountered task. This becomes more challenging with a high-dimensional feature set when there is the possibility of interaction between the features. In addition, many frequently applied techniques consider only prediction of the me…
Neural networks learn discrete tasks on continuous data via emergent geometry.
Fourier-transform infra-red (FTIR) spectra of samples from 7 plant species were used to explore the influence of preprocessing and feature extraction on efficiency of machine learning algorithms. Wavelet Tensor Train (WTT) and Discrete Wavelet Transforms (DWT) were compared as feature extraction techniques for FTIR dat…
Locality-sensitive hashing converts high-dimensional feature vectors, such as image and speech, into bit arrays and allows high-speed similarity calculation with the Hamming distance. There is a hashing scheme that maps feature vectors to bit arrays depending on the signs of the inner products between feature vectors a…
We present effective methods to compute equivariant harmonic maps from the universal cover of a surface into a nonpositively curved space. By discretizing the theory appropriately, we show that the energy functional is strongly convex and derive convergence of the discrete heat flow to the energy minimizer, with explic…
We develop methodology for visualization of labeled mixed-featured datasets. We first investigate datasets with continuous features where our Max-Ratio Projection (MRP) method utilizes the group information in high dimensions to provide distinctive lower-dimensional projections that are then displayed using Radviz3D. O…
Trans-dimensional random field language models (TRF LMs) have recently been introduced, where sentences are modeled as a collection of random fields. The TRF approach has been shown to have the advantages of being computationally more efficient in inference than LSTM LMs with close performance and being able to flexibl…
We propose a new variational Bayes estimator for high-dimensional copulas with discrete, or a combination of discrete and continuous, margins. The method is based on a variational approximation to a tractable augmented posterior, and is faster than previous likelihood-based approaches. We use it to estimate drawable vi…
We propose a novel high-dimensional linear regression estimator: the Discrete Dantzig Selector, which minimizes the number of nonzero regression coefficients subject to a budget on the maximal absolute correlation between the features and residuals. Motivated by the significant advances in integer optimization over the…
Proposes a non-parametric method for deep discrete latent variable models.
Tree ensemble kernels improve Bayesian optimization for mixed features and constraints.
Proposes a VAE with a discrete bottleneck for better text generation.
In recent decades, the use of 3D point clouds has been widespread in computer industry. The development of techniques in analyzing point clouds is increasingly important. In particular, mapping of point clouds has been a challenging problem. In this paper, we develop a discrete analogue of the Teichmüller extremal mapp…
Study evaluates discretized arbitrage strategies in fractional financial markets.
We describe algorithms for finding harmonic cochains, an essential ingredient for solving elliptic partial differential equations in exterior calculus. Harmonic cochains are also useful in computational topology and computer graphics. We focus on finding harmonic cochains cohomologous to a given cocycle. Amongst other …
A method for vectorizing persistence diagrams simplifies topological data analysis.
An empirical investigation of the interaction of sample size and discretization - in this case the entropy-based method CAIM (Class-Attribute Interdependence Maximization) - was undertaken to evaluate the impact and potential bias introduced into data mining performance metrics due to variation in sample size as it imp…
Multilayer bootstrap network builds a gradually narrowed multilayer nonlinear network from bottom up for unsupervised nonlinear dimensionality reduction. Each layer of the network is a nonparametric density estimator. It consists of a group of k-centroids clusterings. Each clustering randomly selects data points with r…
Latent feature modeling allows capturing the latent structure responsible for generating the observed properties of a set of objects. It is often used to make predictions either for new values of interest or missing information in the original data, as well as to perform data exploratory analysis. However, although the…
An important question that discrete approaches to quantum gravity must address is how continuum features of spacetime can be recovered from the discrete substructure. Here, we examine this question within the causal set approach to quantum gravity, where the substructure replacing the spacetime continuum is a locally f…
This work proposes a geometric approach to equivariant message passing on Riemannian manifolds.
Deep learning models simulate complex karst network patterns.