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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.

168,695 papers · 148 categories

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48 results for dynamic rankings

Paper introduces a novel framework for recognizing dynamic ranking structures in preference-based data.

problem Complex and noisy preference-based data often hide underlying homogeneous structures.
method Developed an approach to identify dynamic ranking groups using temporal penalties and spectral estimation. Introduced an objective function for detecting structural changes.
result Consistent recognition of ranking groups and structural changes in preference-based data.

A new learning-to-rank approach ensures fairness for item providers in dynamic ranking systems.

problem Myopically optimizing user utility can be unfair to item providers in two-sided markets.
method A controller that integrates unbiased estimators for fairness and utility, dynamically adapting as more data becomes available.
result Empirically, the algorithm is highly practical and robust, ensuring amortized group fairness.

New method finds efficient low-rank neural networks during training.

problem High memory and computational demands of neural networks.
method Restricts weight matrices to a low-rank manifold and updates low-rank factors.
result Significantly reduced time and memory resources required for training and evaluation.

We consider the problem of modeling multivariate time series with parsimonious dynamical models which can be represented as sparse dynamic Bayesian networks with few latent nodes. This structure translates into a sparse plus low rank model. In this paper, we propose a Gaussian regression approach to identify such a mod…

2015-03-25abs ↗pdf ↗

Optimizes neural network training by dynamically updating Tucker decomposition ranks.

problem Redundant parameters in neural network architectures.
method Geometry-aware training of factorized layers in tensor Tucker format.
result Optimal locally approximating the original dynamics without initial rank knowledge.

We study infinite covolume discrete subgroups of higher rank semisimple Lie groups, motivated by understanding basic properties of Anosov subgroups from various viewpoints (geometric, coarse geometric and dynamical). The class of Anosov subgroups constitutes a natural generalization of convex cocompact subgroups of ran…

2017-03-05abs ↗pdf ↗

SALT models combine ARHMM and SLDS for efficient, interpretable time-series analysis.

problem Efficient modeling of systems with time-varying dynamics and long-range dependencies.
method Switching autoregressive low-rank tensor models parameterized with a low-rank factorization.
result SALT models provide a balance of interpretability and efficiency, outperforming ARHMMs and SLDSs.

LoRA fine-tuning explained with gradient dynamics for low-rank perturbations.

problem Understanding why gradient descent converges to useful low-rank perturbations in LoRA fine-tuning.
method Generalized student-teacher setting with i.i.d. samples and online gradient descent.
result Gradient descent converges to the teacher model in dkO(1)dk^{O(1)} iterations under certain conditions.

This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank constrained optimisation problem. This problem is non-convex and state-of-the-art algor…

2016-10-10abs ↗pdf ↗

Riemannian gradient descent escapes some spurious critical points on low-rank matrix manifold.

problem Spurious critical points on the boundary of low-rank matrix manifold.
method Riemannian gradient descent with dynamical low-rank approximation and rescaled gradient flow.
result Riemannian gradient descent escapes some spurious critical points on the boundary of the manifold.

AIR-Net adapts low-rank regularization dynamically for better image completion.

problem Fixed low-rank regularization limits adaptability to different images.
method AIR-Net uses adaptive and implicit regularization parameterized by a dynamic Laplacian matrix.
result AIR-Net enhances implicit regularization and outperforms fixed methods in non-uniform missing data scenarios.

New approach uses compressible dynamics to train deep models efficiently.

problem Efficient training of deep overparameterized models with low-rank structures.
method Leveraging low-dimensional structures and compressible dynamics within model parameters.
result Improved training efficiency and reduced overfitting in language models.

Dynamic Mode Decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of non-linear systems from experimental datasets. Recently, several attempts have extended DMD to the context of low-rank approximations. This extension is of particular interest for reduced-order modeling in various applicative …

2017-01-04abs ↗pdf ↗

Active learning method for neural population dynamics using optogenetics.

problem Efficiently selecting neurons to stimulate for identifying neural population dynamics.
method Developed active learning procedure for low-rank regression to determine informative photostimulation patterns.
result Demonstrated a two-fold reduction in data required for predictive power using low-rank linear dynamical systems model.

Empirical data on real complex systems are becoming increasingly available. Parallel to this is the need for new methods of reconstructing (inferring) the topology of networks from time-resolved observations of their node-dynamics. The methods based on physical insights often rely on strong assumptions about the proper…

2019-02-11abs ↗pdf ↗

GeLoRA optimizes LoRA fine-tuning by dynamically adjusting ranks based on intrinsic dimensionality.

problem Efficient fine-tuning of large language models with limited computational resources.
method GeLoRA computes intrinsic dimensionality to adaptively select LoRA ranks, balancing expressivity and efficiency.
result GeLoRA consistently outperforms recent baselines within the same parameter budget on multiple tasks.

We consider dynamic pricing with many products under an evolving but low-dimensional demand model. Assuming the temporal variation in cross-elasticities exhibits low-rank structure based on fixed (latent) features of the products, we show that the revenue maximization problem reduces to an online bandit convex optimiza…

2018-01-30abs ↗pdf ↗

Paper tackles dynamic assortment with dual contexts, improving revenue in e-commerce.

problem Maximizing revenue in e-commerce with personalized recommendations from vast catalogs.
method Low-rank dynamic assortment model and upper confidence bound approach.
result Regret bound of ildeO((d1+d2)rT) ilde{O}((d_1+d_2)r\sqrt{T}) for dynamic assortment problem.

A new ranking model with dynamic covariates improves statistical analysis.

problem Statistical ranking with varying covariates across comparisons.
method Introduced a Plackett--Luce framework for covariate-assisted ranking, providing conditions for model identifiability and MLE existence, and developing an alternating maximization algorithm.
result Uniform consistency of the Maximum Likelihood Estimation (MLE) under suitable assumptions on graph design and covariates.

MOSAIC detects change points in dynamic networks with low-rank and sparse changes.

problem Detecting change points in dynamic networks with specific structural properties.
method Eigen-decomposition-based test with screened signals and residual-based adjustment.
result MOSAIC achieves minimax-optimal detection and testing rates.

New method identifies network dynamics and noise structure.

problem Estimating network and disturbance topologies in dynamic systems.
method Extended multi-step Sequential Linear Regression and Weighted Null Space Fitting methods.
result Consistent estimation of dynamic networks with reduced computational burden.

Deep ReLU networks escape from the origin via saddle points with a low-rank bias.

problem Understanding the dynamics of gradient descent in deep ReLU networks.
method Analysis of escape directions and singular values of weight matrices.
result The first singular value of the \ell-th layer weight matrix is at least 14\ell^{\frac{1}{4}} larger than any other singular value.

LASER compresses recursive model activations by exploiting their low-dimensional structure.

problem Understanding and optimizing the geometric structure of recursive reasoning trajectories.
method Dynamic low-rank basis tracking via matrix-free subspace tracking with a fidelity-triggered reset mechanism.
result Recursive activations occupy a linear, low-dimensional subspace that can be compressed efficiently.

New analysis shows how attention masks and LayerNorm prevent rank collapse in transformers.

problem Rank collapse in transformer models with increasing depth.
method General analysis of rank collapse under self-attention, considering attention masks and LayerNorm.
result Self-attention with LayerNorm can prevent rank collapse and maintain a rich set of equilibria.

We study the limiting behaviour of the empirical measure of a system of diffusions interacting through their ranks when the number of diffusions tends to infinity. We prove that the limiting dynamics is given by a McKean-Vlasov evolution equation. Moreover, we show that in a wide range of cases the evolution of the cum…

2010-08-26abs ↗pdf ↗

An Atlas model is a rank-based system of continuous semimartingales for which the steady-state values of the processes follow a power law, or Pareto distribution. For a power law, the log-log plot of these steady-state values versus rank is a straight line. Zipf's law is a power law for which the slope of this line is …

2016-02-27abs ↗pdf ↗