arXiv research

We study a bad arm existing checking problem in which a player's task is to judge whether a positive arm exists or not among given K arms by drawing as small number of arms as possible. Here, an arm is positive if its expected loss suffered by drawing the arm is at least a given threshold. This problem is a formalizati…

CSP improves time-series forecasting without training, outperforming DeepNPTS in speed and accuracy.

Detailed study of the financial empirical correlation matrix of the 30 companies comprised by DAX within the period of the last 11 years, using the time-window of 30 trading days, is presented. This allows to clearly identify a nontrivial time-dependence of the resulting correlations. In addition, as a rule, the draw d…

Euler and Delisle developed a map method for the Russian Empire, which is now outperformed by the Lambert conformal conical projection.

Natural gradient descent, which preconditions a gradient descent update with the Fisher information matrix of the underlying statistical model, is a way to capture partial second-order information. Several highly visible works have advocated an approximation known as the empirical Fisher, drawing connections between ap…

New concept of k-holes in simple drawings and convex drawings.

Despite the huge empirical success of deep learning, theoretical understanding of neural networks learning process is still lacking. This is the reason, why some of its features seem "mysterious". We emphasize two mysteries of deep learning: generalization mystery, and optimization mystery. In this essay we review and …

The modern scale of data has brought new challenges to Bayesian inference. In particular, conventional MCMC algorithms are computationally very expensive for large data sets. A promising approach to solve this problem is embarrassingly parallel MCMC (EP-MCMC), which first partitions the data into multiple subsets and r…

In this paper, I present VQ-DRAW, an algorithm for learning compact discrete representations of data. VQ-DRAW leverages a vector quantization effect to adapt the sequential generation scheme of DRAW to discrete latent variables. I show that VQ-DRAW can effectively learn to compress images from a variety of common datas…

Graph convolutional networks (GCNs) suffer from the irregularity of graphs, while more widely-used convolutional neural networks (CNNs) benefit from regular grids. To bridge the gap between GCN and CNN, in contrast to previous works on generalizing the basic operations in CNNs to graph data, in this paper we address th…

Rotation systems can't always be drawn in surfaces.

New method predicts binary matrix entries using empirical Bayes and low-rank structure.

We draw a formal connection between using synthetic training data to optimize neural network parameters and approximate, Bayesian, model-based reasoning. In particular, training a neural network using synthetic data can be viewed as learning a proposal distribution generator for approximate inference in the synthetic-d…

We present a system for identifying conceptual shifts between visual categories, which will form the basis for a co-creative drawing system to help users draw more creative sketches. The system recognizes human sketches and matches them to structurally similar sketches from categories to which they do not belong. This …

We propose a restricted collapsed draw (RCD) sampler, a general Markov chain Monte Carlo sampler of simultaneous draws from a hierarchical Chinese restaurant process (HCRP) with restriction. Models that require simultaneous draws from a hierarchical Dirichlet process with restriction, such as infinite Hidden markov mod…

Examines how meridians and parallels help in map drawing.

We present a new Markov chain Monte Carlo method for estimating posterior probabilities of structural features in Bayesian networks. The method draws samples from the posterior distribution of partial orders on the nodes; for each sampled partial order, the conditional probabilities of interest are computed exactly. We…

In this paper, we propose FedGP, a framework for privacy-preserving data release in the federated learning setting. We use generative adversarial networks, generator components of which are trained by FedAvg algorithm, to draw privacy-preserving artificial data samples and empirically assess the risk of information dis…

Criteria found for graph drawings on surfaces.

The paper improves semi-supervised learning using $f$-divergences and $α$-Rényi divergences.

We present sketch-rnn, a recurrent neural network (RNN) able to construct stroke-based drawings of common objects. The model is trained on thousands of crude human-drawn images representing hundreds of classes. We outline a framework for conditional and unconditional sketch generation, and describe new robust training …

CoSE models complex drawings by treating strokes as a collection that can be composed.

In this paper, we propose generating artificial data that retain statistical properties of real data as the means of providing privacy with respect to the original dataset. We use generative adversarial network to draw privacy-preserving artificial data samples and derive an empirical method to assess the risk of infor…

YOASOVI improves stochastic VI for large models with fast, self-correcting sampling.

The Clock Drawing Test (CDT) is a rapid, inexpensive, and popular neuropsychological screening tool for cognitive conditions. The Digital Clock Drawing Test (dCDT) uses novel software to analyze data from a digitizing ballpoint pen that reports its position with considerable spatial and temporal precision, making possi…

There are three main thrusts to this article: a new proof of Levi's Enlargement Lemma for pseudoline arrangements in the real projective plane; a new characterization of pseudolinear drawings of the complete graph; and proofs that pseudolinear and convex drawings of $K_n$ have $n^2+{}$O$(n\log n)$ and O$(n^2)$, respect…

This note provides an elementary proof of the folklore fact that draws from a Dirichlet distribution (with parameters less than 1) are typically sparse (most coordinates are small).

Paper finds Dutch Draw optimal baseline for binary classification.

A {\em good drawing\/} of $K_n$ is a drawing of the complete graph with $n$ vertices in the sphere such that: no two edges with a common end cross; no two edges cross more than once; and no three edges all cross at the same point. Gioan's Theorem asserts that any two good drawings of $K_n$ that have the same rotations …

Unified calibration metrics improve forecast sharpness and accuracy.

Randomized control methods improve asset pricing and performance analysis.

R package for Bayesian empirical likelihood sampling using HMC.

Monte Carlo methods are essential tools for Bayesian inference. Gibbs sampling is a well-known Markov chain Monte Carlo (MCMC) algorithm, extensively used in signal processing, machine learning, and statistics, employed to draw samples from complicated high-dimensional posterior distributions. The key point for the suc…

Bayesian Empirical Bayes extends EB to complex structures using probabilistic symmetry.

Sub-sampling is a common and often effective method to deal with the computational challenges of large datasets. However, for most statistical models, there is no well-motivated approach for drawing a non-uniform subsample. We show that the concept of an asymptotically linear estimator and the associated influence func…

In this paper, we explore creative image generation constrained by small data. To partially automate the creation of cartoon sketches consistent with a specific designer's style, where acquiring a very large original image set is impossible or cost prohibitive, we exploit domain specific knowledge for a huge reduction …

We introduce a data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system behaves linearly when lifted into a high (or infinite) dimensional feature space where ba…

New method learns high-quality Laplacian representations for reinforcement learning.

In Bayesian inference, the posterior distributions are difficult to obtain analytically for complex models such as neural networks. Variational inference usually uses a parametric distribution for approximation, from which we can easily draw samples. Recently discrete approximation by particles has attracted attention …

CupNet prunes neural nets for cup-shaped data.

The use of the trading halts is a practice common to all markets. However, the advantages and the disadvantages of the measurements are regularly discussed. The partisans think that the trading suspensions or the price limits make it possible to the investors to have time to react to the new information. The detractors…

A new method for spotting symbols in CAD images reduces annotation costs and improves accuracy.

New bounds show limitations of sample-wise information-theoretic generalization.

The paper evaluates index-based allocation policies using data from randomized control trials.

We suggest an empirical model of investment strategy returns which elucidates the importance of non-Gaussian features, such as time-varying volatility, asymmetry and fat tails, in explaining the level of expected returns. Estimating the model on the (former) Lehman Brothers Hedge Fund Index data, we demonstrate that th…

We introduce a novel data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system behaves linearly when lifted into a high (or infinite) dimensional feature space wh…

Mathematical analysis shows Delisle-Euler map methods are optimal.

Distributional approaches to value-based reinforcement learning model the entire distribution of returns, rather than just their expected values, and have recently been shown to yield state-of-the-art empirical performance. This was demonstrated by the recently proposed C51 algorithm, based on categorical distributiona…