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.
The well known maximum-entropy principle due to Jaynes, which states that given mean parameters, the maximum entropy distribution matching them is in an exponential family, has been very popular in machine learning due to its "Occam's razor" interpretation. Unfortunately, calculating the potentials in the maximum-entro…
We investigate the position of the Buchen-Kelly density in a family of entropy maximising densities which all match European call option prices for a given maturity observed in the market. Using the Legendre transform which links the entropy function and the cumulant generating function, we show that it is both the uni…
We investigate the non-identifiability issues associated with bidirectional adversarial training for joint distribution matching. Within a framework of conditional entropy, we propose both adversarial and non-adversarial approaches to learn desirable matched joint distributions for unsupervised and supervised tasks. We…
The aim of this paper is to provide new theoretical and computational understanding on two loss regularizations employed in deep learning, known as local entropy and heat regularization. For both regularized losses we introduce variational characterizations that naturally suggest a two-step scheme for their optimizatio…
We establish optimal rates for online regression for arbitrary classes of regression functions in terms of the sequential entropy introduced in (Rakhlin, Sridharan, Tewari, 2010). The optimal rates are shown to exhibit a phase transition analogous to the i.i.d./statistical learning case, studied in (Rakhlin, Sridharan,…
Graph matching plays a central role in such fields as computer vision, pattern recognition, and bioinformatics. Graph matching problems can be cast as two types of quadratic assignment problems (QAPs): Koopmans-Beckmann's QAP or Lawler's QAP. In our paper, we provide a unifying view for these two problems by introducin…
In this work, we formulate the fixed-length distribution matching as a Bayesian inference problem. Our proposed solution is inspired from the compressed sensing paradigm and the sparse superposition (SS) codes. First, we introduce sparsity in the binary source via position modulation (PM). We then present a simple and …
Graph matching involves combinatorial optimization based on edge-to-edge affinity matrix, which can be generally formulated as Lawler's Quadratic Assignment Problem (QAP). This paper presents a QAP network directly learning with the affinity matrix (equivalently the association graph) whereby the matching problem is tr…
Maximum likelihood estimation of energy-based models is a challenging problem due to the intractability of the log-likelihood gradient. In this work, we propose learning both the energy function and an amortized approximate sampling mechanism using a neural generator network, which provides an efficient approximation o…
Loss functions play a crucial role in deep metric learning thus a variety of them have been proposed. Some supervise the learning process by pairwise or tripletwise similarity constraints while others take advantage of structured similarity information among multiple data points. In this work, we approach deep metric l…
We aim to develop off-policy DRL algorithms that not only exceed state-of-the-art performance but are also simple and minimalistic. For standard continuous control benchmarks, Soft Actor-Critic (SAC), which employs entropy maximization, currently provides state-of-the-art performance. We first demonstrate that the entr…
The paper studies entropy calibration in language models and finds that miscalibration improves slowly with scale.
problem The problem is whether language model entropy calibration improves with scale and if it's possible to calibrate without reducing log loss.
method The authors study a simplified theoretical setting to characterize miscalibration scaling behavior and measure it empirically in language models ranging from 0.5B to 70B parameters.
result The observed scaling behavior of miscalibration is similar to theoretical predictions, indicating slow improvement with scale. The authors also prove theoretically that it is possible to reduce entropy while preserving log loss if access to a black box predicting future entropy is available.
Efficient sequential matching of supply and demand is a problem of interest in many online to offline services. For instance, Uber, Lyft, Grab for matching taxis to customers; Ubereats, Deliveroo, FoodPanda etc for matching restaurants to customers. In these online to offline service problems, individuals who are respo…