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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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2965928881,184 · Jun 202019922001200920172026
48 results for empirical networks

Bayesian networks with latent variables are characterized and their likelihoods compared.

problem Characterizing and comparing likelihoods of Bayesian networks with latent variables.
method Characterized likelihood function and empirical Bayesian network. Proved dominance of global maximum likelihood from empirical model.
result The global maximum likelihood of the original Bayesian network is attained if and only if parameters are consistent with empirical model.

Empirical study shows standard CNNs deviate from NTK predictions.

problem Understanding how standard finite-width CNNs behave compared to their infinite-width NTK counterparts.
method Empirical analysis of AlexNet and LeNet architectures.
result Standard CNNs deviate significantly from their NTK counterparts, but deviation decreases with wider networks.

The stochastic block model accurately describes most empirical networks but struggles with large diameter and slow-mixing networks.

problem Assessing the quality of fit of the stochastic block model for empirical networks.
method Posterior predictive model checking using network descriptors.
result The stochastic block model can accurately describe most empirical networks but struggles with large diameter and slow-mixing networks.

Empirical study shows removing neural parameter symmetries impacts model performance.

problem Understanding the impact of neural parameter symmetries on model performance.
method Developed two methods to reduce parameter space symmetries in neural networks.
result Removing parameter symmetries can lead to faster and more effective Bayesian neural network training.

This paper studies the landscape of empirical risk of deep neural networks by theoretically analyzing its convergence behavior to the population risk as well as its stationary points and properties. For an ll-layer linear neural network, we prove its empirical risk uniformly converges to its population risk at the rat…

2017-05-19abs ↗pdf ↗

ReLU neural networks define piecewise linear functions of their inputs. However, initializing and training a neural network is very different from fitting a linear spline. In this paper, we expand empirically upon previous theoretical work to demonstrate features of trained neural networks. Standard network initializat…

2016-11-29abs ↗pdf ↗

The empirical NTK diverges from the NTK in classification problems during overtraining.

problem The divergence of empirical NTK from NTK in classification problems during overtraining.
method Demonstrated strictly positive definiteness of NTKs for FCNs and ResNets. Proved divergence of neural network parameters during training with cross-entropy loss.
result The empirical NTK does not uniformly converge to the NTK across all times on the training samples as the network width increases.

EMPIR combines low and full precision DNNs to enhance robustness against adversarial attacks.

problem Vulnerability of DNNs to adversarial attacks that misclassify inputs with small perturbations.
method Ensemble of quantized DNN models with different numerical precisions.
result EMPIR ensembles increase adversarial robustness by 42.6% on average across different tasks.

We analyze cascades of defaults in an interbank loan market. The novel feature of this study is that the network structure and the size distribution of banks are derived from empirical data. We find that the ability of a defaulted institution to start a cascade depends on an interplay of shock size and connectivity. Fu…

2013-10-06abs ↗pdf ↗

This work improves certifiably robust models by distilling knowledge from adversarially robust teachers.

problem Certifiably robust models suffer from poor standard performance.
method Knowledge distillation from adversarially robust teachers to improve standard performance.
result Distillation from adversarially robust teachers consistently improves certified training performance.

New method for neural network uncertainty quantification using empirical Neural Tangent Kernel.

problem Accurately quantify uncertainty in neural network predictions.
method Post-hoc, sampling-based approach using gradient-descent on linearized networks.
result Method effectively approximates Gaussian process posterior and outperforms existing methods in efficiency and accuracy.

We apply network Lasso to semi-supervised regression problems involving network structured data. This approach lends quite naturally to highly scalable learning algorithms in the form of message passing over an empirical graph which represents the network structure of the data. By using a simple non-parametric regressi…

2018-08-22abs ↗pdf ↗

Neural network accuracy improves with denser training samples.

problem Improving neural network accuracy on unseen test samples.
method Bounding empirical training error smoothed across activation regions and using it to discard high-risk test samples.
result Discarding high-risk test samples based on error bounds improves prediction accuracy by up to 20%.

Study on neural networks with quadratic activation functions, focusing on optimization and generalization.

problem Understanding the dynamics and generalization of neural networks with quadratic activation in the over-parametrized regime.
method Teacher-student scenario, empirical loss landscape analysis, gradient descent dynamics, numerical experiments.
result Conditions for the neural network to recover the teacher and achieve small generalization error.

Compensation methods correct overestimation of adversarial robustness in neural networks.

problem Overestimation of adversarial robustness using first-order attack methods.
method Proposed compensation methods address inaccurate gradient computation and reduce backpropagations.
result Empirical evaluation of adversarial robustness is improved with these methods.

Neural networks have succeeded in many reasoning tasks. Empirically, these tasks require specialized network structures, e.g., Graph Neural Networks (GNNs) perform well on many such tasks, but less structured networks fail. Theoretically, there is limited understanding of why and when a network structure generalizes be…

2019-05-30abs ↗pdf ↗

Improved sample complexity for diffusion models without needing empirical risk minimizers.

problem Theoretical limitations in sample complexity for diffusion models.
method Structured decomposition of score estimation error, eliminating dependence on neural network parameters.
result Achieved sample complexity bound of O(ε^(-4)) without empirical risk minimizer access.

The paper develops a neural network model for SPX option pricing.

problem Developing an empirical model for SPX option pricing.
method Formulated and rigorously evaluated several statistical models including neural network, random forest, and linear regression.
result The neural network model outperforms other models and Black-Scholes-Merton model for SPX option pricing.

Bayesian neural networks can be partially stochastic without losing predictive power.

problem The necessity of fully stochastic parameters in Bayesian neural networks.
method Theoretical and empirical investigation of partially stochastic networks compared to fully stochastic ones.
result Expressive predictive distributions require only small amounts of stochasticity, and partially stochastic networks can match or outperform fully stochastic networks.

Reintroduces straight-through estimators for binary neural networks.

problem Training neural networks with binary weights and activations is challenging due to gradient issues and discrete weight optimization.
method Derives ST methods as estimators in the SBN model, analyzes properties and estimation accuracy, explains latent weights and mirror descent method.
result Reintroduces ST methods as sound approximations and provides clearer application and improvements.

Study examines dependence properties of Bayesian neural network units in finite-width networks.

problem Understanding dependence properties of hidden units in practical finite-width Bayesian neural networks.
method Theoretical analysis and empirical evaluation of depth and width impacts.
result Hidden units in finite-width Bayesian neural networks are dependent, contrary to the infinite-width limit assumption.

Over-parameterized neural networks generalize well in practice without any explicit regularization. Although it has not been proven yet, empirical evidence suggests that implicit regularization plays a crucial role in deep learning and prevents the network from overfitting. In this work, we introduce the gradient gap d…

2019-03-05abs ↗pdf ↗

Study compares empirical systemic risk with balance sheet risk in interbank networks.

problem Disentangling balance sheet risk from network effects in systemic risk.
method Generalised DebtRank dynamics and maximum-entropy approach to compare observed and expected systemic risk.
result Systemic risk levels are compatible but differ significantly during turbulent times.

Tree tensor networks balance model complexity and empirical risk for high-dimensional function approximation.

problem Selecting optimal tree structure and ranks for high-dimensional function approximation.
method Proposes a complexity-based model selection method for tree tensor networks in empirical risk minimization.
result Demonstrates near-minimax adaptive performance across various smoothness classes.

New method approximates high-dimensional probability densities efficiently.

problem Approximating high-dimensional probability densities accurately and efficiently.
method Hierarchical tensor-network approach using randomized SVD and linear equations.
result The method effectively approximates high-dimensional densities with linear complexity.

Indirect competition emerged from the complex organization of human societies, and knowledge of the existing network topology may aid in developing effective strategies for success. Here, we propose an agent-based model of competition with systems co-existing in a `small-world' social network. We show that within the r…

2008-07-19abs ↗pdf ↗

The paper provides theoretical guarantees for neural network-based anomaly detection.

problem Theoretical guarantees for unsupervised neural network-based anomaly detection.
method Casting anomaly detection as a binary classification problem, establishing non-asymptotic upper bounds and convergence rates.
result The convergence rate on the excess risk matches the minimax optimal rate.

A neural network method estimates densities from characteristic functions.

problem Estimating fixed-horizon probability densities from empirical characteristic functions.
method Data-driven Fourier-mixture neural-network method trained in Fourier space.
result Competitive performance and clear gains on heavy-tailed targets.

Empirical study compares finite- and infinite-width BNNs, revealing performance differences under model mismatch.

problem Comparing BNNs with different widths due to conflicting model properties and inference intractability.
method Empirical comparison of finite- and infinite-width BNNs, analyzing performance under model mismatch.
result Increasing width can hurt BNN performance when the model is mis-specified, and finite-width BNNs generalize better under model mismatch.

ReLU neural-networks have been in the focus of many recent theoretical works, trying to explain their empirical success. Nonetheless, there is still a gap between current theoretical results and empirical observations, even in the case of shallow (one hidden-layer) networks. For example, in the task of memorizing a ran…

2019-06-12abs ↗pdf ↗

SGD and weight decay encourage neural networks to learn low-rank weight matrices.

problem The bias of SGD towards low-rank weight matrices in neural networks.
method The study investigates the effect of SGD and weight decay on the rank of weight matrices in neural networks, both theoretically and empirically.
result Training with SGD and weight decay induces a bias towards rank minimization in weight matrices, which becomes more pronounced with smaller batch sizes and stronger weight decay.

Deep networks are shown to be equivalent to a new type of kernel chain.

problem Identifying an appropriate function space for deep neural networks.
method Extending Reproducing Kernel Banach Spaces (RKBS) to chain RKBS (cRKBS), which composes kernels rather than functions.
result Any deep neural network function is a neural cRKBS function, and conversely, any neural cRKBS function corresponds to a deep neural network.

Empirical study compares wide neural networks to kernel methods, resolving open questions.

problem Understanding the relationship between wide neural networks and kernel methods.
method Large-scale empirical study using various neural network architectures and kernel methods.
result Wide neural networks outperform fully-connected finite-width networks in some cases, but underperform convolutional finite-width networks.