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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.

168,657 papers · 148 categories

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3036079101,213 · Jun 202019922001200920172026
48 results for entropy method

We study the problem of discovering the simplest latent variable that can make two observed discrete variables conditionally independent. The minimum entropy required for such a latent is known as common entropy in information theory. We extend this notion to Renyi common entropy by minimizing the Renyi entropy of the …

2018-07-26abs ↗pdf ↗

Optimized fuzzy entropy framework improves feature selection and classification performance.

problem Improving feature selection and classification in fuzzy entropy frameworks.
method Implemented and compared combinations of ideal vectors, maximal similarity classifiers, and fuzzy entropy functions.
result Optimized combination of ideal vector, similarity classifier, and fuzzy entropy function achieved the most stable performance for all three datasets.

Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth and invertible transformation that maps a simple distribution to the desired ma…

2017-01-12abs ↗pdf ↗

State entropy regularization improves robustness in reinforcement learning, especially under structured perturbations.

problem Structured and spatially correlated perturbations in reinforcement learning.
method State entropy regularization, compared to policy entropy.
result State entropy regularization provides better robustness to structured and spatially correlated perturbations.

This paper studies an entropy-based multi-objective Bayesian optimization (MBO). The entropy search is successful approach to Bayesian optimization. However, for MBO, existing entropy-based methods ignore trade-off among objectives or introduce unreliable approximations. We propose a novel entropy-based MBO called Pare…

2019-06-01abs ↗pdf ↗

REMEDI improves neural entropy estimation across various tasks.

problem Challenges in estimating information theoretic quantities in high-dimensional data.
method Combines minimization of cross-entropy with estimation of deviation from data density.
result Improves accuracy in entropy estimation on synthetic and natural data.

Paper characterizes embeddability of function spaces into LpL_p-type RKBS via metric entropy.

problem Characterizing embeddability of function spaces into LpL_p-type RKBS.
method Establishes a connection between metric entropy growth and embeddability.
result A bound on metric entropy growth allows embedding into LpL_p-type RKBS.

Entropy-regularized NPG methods converge linearly in discounted MDPs.

problem Theoretical limitations of NPG methods in reinforcement learning.
method Entropy regularization in conjunction with NPG methods for discounted MDPs.
result Entropy-regularized NPG methods converge linearly in discounted MDPs.

Behavior of the entropy numbers of classes of multivariate functions with mixed smoothness is studied here. This problem has a long history and some fundamental problems in the area are still open. The main goal of this paper is to develop a new method of proving the upper bounds for the entropy numbers. This method is…

2016-02-28abs ↗pdf ↗

JES optimizes expensive functions by considering joint entropy over input and output spaces.

problem Optimizing expensive functions with limited evaluations.
method Joint Entropy Search (JES) considers joint entropy over input and output spaces.
result JES outperforms other information-theoretic methods in Bayesian optimization.

The paper presents a method to estimate joint interventional distributions from marginal interventional data.

problem Estimating joint interventional distributions from marginal interventional data.
method The paper extends the Causal Maximum Entropy method to use interventional data and employs Lagrange duality to prove the solution lies in the exponential family.
result The method allows for causal feature selection and inference of joint interventional distributions.

New methods for inferring, predicting, and estimating continuous-time, discrete-event processes.

problem Inferring, predicting, and estimating entropy rate of continuous-time, discrete-event processes.
method Bayesian structural inference extended with neural networks.
result Methods are competitive for prediction and entropy-rate estimation with state-of-the-art.

New method uses entropy dissipation to prove isoperimetric inequalities.

problem Proving isoperimetric inequalities in geometric settings.
method Information-theoretic approach based on entropy dissipation under heat flow.
result New proof of Euclidean isoperimetric inequality with sharp constant.

New method accelerates convergence for entropy-regularized reinforcement learning problems.

problem Slow convergence of standard first-order methods for entropy-regularized Markov decision processes.
method Introduce a quadratically convexified primal-dual formulation and a new interpolating metric to accelerate convergence.
result Global convergence and exponential convergence rate for the new method.

A neural network method estimates entropy production from system trajectories.

problem Estimating entropy production from system trajectories without detailed dynamics.
method Developed a neural estimator (NEEP) for entropy production (EP).
result NEEP rigorously proves to provide stochastic EP by optimizing an objective function.

We translate the problem of calculating the entropy of a set of binary configurations/signals into a sequence of supervised classification tasks. Subsequently, one can use virtually any machine learning classification algorithm for computing entropy. This procedure can be used to compute entropy, and consequently the f…

2019-09-24abs ↗pdf ↗

Discovering associations is of central importance in scientific practices. Currently, most researches consider only linear association measured by correlation coefficient, which has its theoretical limitations. In this paper, we propose a new method for discovering association with copula entropy -- a universal applica…

2019-07-29abs ↗pdf ↗

Causal discovery is a fundamental problem in statistics and has wide applications in different fields. Transfer Entropy (TE) is a important notion defined for measuring causality, which is essentially conditional Mutual Information (MI). Copula Entropy (CE) is a theory on measurement of statistical independence and is …

2019-10-10abs ↗pdf ↗

Paper proposes a policy-search algorithm to learn entropy-maximizing exploration policies in reward-free environments.

problem Reward-free learning in high-dimensional, continuous-control domains.
method Maximum Entropy POLicy optimization (MEPOL) algorithm that maximizes a non-parametric state entropy estimate.
result MEPOL learns a maximum-entropy exploration policy that facilitates learning various reward-based tasks.

New statistical test for change-point detection using relative entropy.

problem Offline change-point detection using divergence metrics.
method Study of empirical relative entropy distributions, derivation of approximations, introduction of new Berry-Esseen bounds.
result Theoretical and practical validation of relative entropy for change-point detection.

We discuss the systemic risk implied by the interbank exposures reconstructed with the maximum entropy method. The maximum entropy method severely underestimates the risk of interbank contagion by assuming a fully connected network, while in reality the structure of the interbank network is sparsely connected. Here, we…

2017-03-05abs ↗pdf ↗

A new method, REC, compresses images by encoding their latent representations efficiently.

problem Efficiently compressing single images with latent representations.
method Relative Entropy Coding (REC) that directly encodes latent representations with codelength close to relative entropy.
result REC is more efficient for single image compression compared to previous methods and is competitive for lossy compression.

The paper introduces a new intrinsic reward method for exploration in reinforcement learning.

problem Improving exploration in reinforcement learning agents.
method Intrinsic rewards proportional to the entropy of future state-action features.
result The new objective leads to improved visitation of features within individual trajectories.

Entropy-regularized NPG converges linearly with linear function approximation.

problem Analyzing convergence of entropy-regularized NPG with function approximation.
method Established finite-time convergence analyses with entropy regularization and linear function approximation.
result Entropy-regularized NPG achieves linear convergence up to a function approximation error.

New method speeds up lead-lag detection between asynchronous time series.

problem Slow inference of lead-lag networks between long time series.
method Derive asymptotic distribution of Transfer Entropy and introduce time-shifted time series.
result Statistically validated lead-lag networks between time series.

Proposes a method to solve deep neural networks' local minimum problem.

problem Local minimum problem in deep neural networks training.
method Transforms cross-entropy loss into risk-averse error criterion, adjusts RSI, and uses convexity region.
result Trained deep learning machine is expected to be inside a global minimum's attraction basin.

Entrocraft addresses RL performance saturation in LLMs by customizing entropy curves.

problem Performance saturation in RL algorithms for LLMs.
method Entrocraft uses rejection sampling to bias advantage distributions for customized entropy schedules.
result Entrocraft significantly improves generalization, output diversity, and long-term training in 4B models.

Paper develops a new probabilistic method for American options using entropy regularization.

problem Finding optimal stopping times for American options with entropy regularization.
method Entropy-regularized penalization scheme based on Doob-Meyer-Mertens decomposition and reflected backward stochastic differential equations.
result Explicit convergence rates and policy improvement algorithm for American options.

Entropy Search (ES) and Predictive Entropy Search (PES) are popular and empirically successful Bayesian Optimization techniques. Both rely on a compelling information-theoretic motivation, and maximize the information gained about the argmax\arg\max of the unknown function; yet, both are plagued by the expensive computatio…

2017-03-06abs ↗pdf ↗

ALIEN improves uncertainty estimation of language models by refining entropy-based methods.

problem Overconfidence in uncertainty estimation for language models, especially for difficult inputs.
method ALIEN refines entropy-based uncertainty by aligning it with prediction reliability, using a lightweight uncertainty head.
result ALIEN consistently outperforms strong baselines in detecting incorrect predictions and achieving the lowest calibration error.

We present a new method of generating mixture models for data with categorical attributes. The keys to this approach are an entropy-based density metric in categorical space and annealing of high-entropy/low-density components from an initial state with many components. Pruning of low-density components using the entro…

2017-08-24abs ↗pdf ↗

In this paper, we propose a general framework to learn a robust large-margin binary classifier when corrupt measurements, called anomalies, caused by sensor failure might be present in the training set. The goal is to minimize the generalization error of the classifier on non-corrupted measurements while controlling th…

2016-10-21abs ↗pdf ↗

ProSelfLC improves robustness of deep neural networks by automatically deciding trust in predictions.

problem Training robust deep neural networks requires addressing issues like label noise and low entropy predictions.
method ProSelfLC progressively increases trust in predicted labels over time, considering entropy and learning time.
result ProSelfLC demonstrates improved robustness in both clean and noisy settings through empirical validation.

Meta-SAC automatically tunes SAC's entropy temperature for better exploration.

problem Exploration-exploitation dilemma in reinforcement learning.
method Meta-SAC uses metagradient and a novel meta objective to automatically adjust SAC's entropy temperature.
result Meta-SAC outperforms SAC-v2 by 10% on the humanoid-v2 task.

Study compares Bitcoin, gold, and gas price complexity using multifractal and multiscale entropy methods.

problem Quantifying complexity of financial time series for market analysis.
method Employed MF-DFA and RCMSE to analyze Bitcoin, GBP/USD, gold, and natural gas price log-return time series.
result Bitcoin shows higher complexity compared to other markets, linked to higher nonlinear correlations.