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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.

169,051 papers · 148 categories

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4693139185 · Jun 202019922001200920182026
48 results for entropy reduction

Algorithm finds function contours using multiple approximations.

problem Locating contours of expensive-to-evaluate functions.
method Uses multiple biased and noisy approximations to locate contours efficiently by maximizing entropy reduction.
result Maximizes reduction of contour entropy per unit cost.

New algorithms for clustering and dimension reduction using relative von Neumann entropy.

problem Clustering and dimension reduction for complex data sets.
method Construct graphs from data points, select graph maximizing relative von Neumann entropy, use eigenvectors for dimension reduction.
result Outperforms existing methods on non-trivial data sets.

A new covariance estimator reduces dimensionality in high-dimensional undersized samples.

problem Challenges in estimating covariance matrices for high-dimensional data with fewer samples.
method Maximum Entropy Covariance (MEC) estimator that combines covariance matrices from different response categories.
result MEC estimator improves efficiency in dimension reduction methods like SIR and SAVE.

New method adds user constraints to Markov chains for better data reduction.

problem No systematic framework to impose user-defined constraints on Markov chains.
method Path entropy maximization to derive transition probabilities with user constraints.
result Improved nonlinear dimensionality reduction with user-prescribed constraints.

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.

Extended wMEM approach for MEG inverse problem using wavelet and spatial filters.

problem Infer brain activity from full space-time data in MEG.
method Wavelet decomposition, spatial filters, Kronecker product modeling, numerical optimization.
result Smooth numerical optimization problem solved with reasonable dimensionality.

The study connects Hilbert entropy to non-differentiability points of limit sets in flag spaces.

problem Understanding non-differentiability points in limit sets of convex projective structures.
method Introduces hyperplane conicality for θθ-Anosov representations and uses it to prove properties of boundary maps.
result Hilbert entropy is linked to the Hausdorff dimension of non-differentiability points in flag spaces.

The ability of many powerful machine learning algorithms to deal with large data sets without compromise is often hampered by computationally expensive linear algebra tasks, of which calculating the log determinant is a canonical example. In this paper we demonstrate the optimality of Maximum Entropy methods in approxi…

2017-09-08abs ↗pdf ↗

Information theory provides principled ways to analyze different inference and learning problems such as hypothesis testing, clustering, dimensionality reduction, classification, among others. However, the use of information theoretic quantities as test statistics, that is, as quantities obtained from empirical data, p…

2012-11-11abs ↗pdf ↗

New RL method nearly optimally learns policies with generative models.

problem Finding optimal policies in reinforcement learning with generative models.
method Mirror descent value iteration with KL divergence and entropy regularization.
result The method is nearly minimax-optimal for small ε\varepsilon-optimal policies.

Trust-region methods and natural gradients are equivalent in certain policy search scenarios.

problem Improving policy search methods in continuous control tasks.
method Introducing compatible policy search (COPOS) that uses natural parameterization and compatible value function approximation to control entropy loss.
result COPOS yields state-of-the-art results in challenging tasks and reduces entropy loss.

Rate GENERIC extends thermodynamics principles to non-equilibrium systems.

problem Understanding non-equilibrium thermodynamics and its relation to equilibrium thermodynamics.
method Developed a geometrical framework for rate GENERIC, extending Onsager's variational principle.
result Rate GENERIC structure provides a new perspective on thermodynamics in non-equilibrium systems.

Direct contextual policy search methods learn to improve policy parameters and simultaneously generalize these parameters to different context or task variables. However, learning from high-dimensional context variables, such as camera images, is still a prominent problem in many real-world tasks. A naive application o…

2016-11-10abs ↗pdf ↗

Unified approach for selecting summary statistics in ABC.

problem Efficient inference from large datasets in likelihood-free methods.
method Characterizing and unifying three classes of summary statistics, minimizing expected posterior entropy.
result EPE-minimizing summaries lead to competitive posterior inference.

Improved sampling from complex distributions with reduced bias.

problem Reducing bias in high-dimensional sampling algorithms.
method Hierarchical entropy analysis to weaken assumptions and expand scope.
result Bias reduction in low-dimensional marginals scales with lower dimension, not full dimension.

Improves adversarial robustness of DEQ models by regulating neural dynamics.

problem Limited adversarial robustness of DEQ models.
method Interprets DEQs as neural dynamics, uses entropy reduction and random intermediate states.
result Significantly increases adversarial robustness of DEQ models.

A quantum circuit designed for efficient statistical model preparation and training.

problem Challenges in preparing and learning statistical models on quantum processors.
method Utilizes the maximum entropy principle to design a statistics-informed parameterized quantum circuit (SI-PQC).
result Improves trainability and interpretability for learning quantum states and classical model parameters.

We study the problem of supervised linear dimensionality reduction, taking an information-theoretic viewpoint. The linear projection matrix is designed by maximizing the mutual information between the projected signal and the class label (based on a Shannon entropy measure). By harnessing a recent theoretical result on…

2012-06-27abs ↗pdf ↗

Predicts trainability of deep neural networks using reconstruction entropy.

problem Predicting the initial conditions for trainability of deep neural networks.
method Cascade of auxiliary networks to reconstruct input from activation layers, computing relative entropy.
result Predicts trainability of deep feedforward networks on various datasets with a single epoch.

The Ryu-Takayanagi conjecture connects the entanglement entropy in the boundary CFT to the area of open co-dimension two minimal surfaces in the bulk. Especially in AdS(4), the latter are two-dimensional surfaces, and, thus, solutions of a Euclidean non-linear sigma model on a symmetric target space that can be reduced…

2016-12-12abs ↗pdf ↗

Unified probabilistic foundation for fuzzy simplicial sets in dimensionality reduction.

problem Lack of clear probabilistic interpretation in fuzzy simplicial sets.
method Introducing a probabilistic framework explaining fuzzy simplicial sets as marginals of probability measures on simplicial sets.
result Unified probabilistic theoretical foundation for fuzzy simplicial sets.

Improved first-order algorithm for entropy regularized OT with faster convergence.

problem Solving entropy regularized optimal transport efficiently.
method Accelerated primal-dual stochastic mirror descent algorithm with variance reduction.
result Improved rate from O~(n2.5/ε)\widetilde{O}({n^{2.5}}/ε) to O~(n2/ε)\widetilde{O}({n^2}/ε).

The ultimate goal of optimization is to find the minimizer of a target function.However, typical criteria for active optimization often ignore the uncertainty about the minimizer. We propose a novel criterion for global optimization and an associated sequential active learning strategy using Gaussian processes.Our crit…

2012-02-09abs ↗pdf ↗

Three LF training criteria improve neural network acoustic models without cross-entropy pre-training.

problem Improving purely sequence-trained neural network acoustic models.
method Comparison of three lattice-free discriminative training criteria (MMI, bMMI, sMBR) on LVCSR tasks.
result LF-bMMI models outperform plain LF-MMI models by 5% WER on Switchboard datasets.

The paper explores how neural networks avoid overfitting by learning from flat minima.

problem How to prevent overfitting in neural networks by learning from flat minima.
method Study of one- and two-layer neural network models, derivation of algorithms focusing on wide flat regions.
result Wide flat minima coexist with narrower minima and critical points, and are associated with good minimizers.

DG improves policy gradients by weighting actions with a sigmoid of advantage and surprisal.

problem Pathologies in standard policy gradients, leading to poor updates and over-allocation of gradient budget.
method Introduces Delightful Policy Gradient (DG) that gates each term with a sigmoid of advantage and surprisal.
result DG provably improves directional accuracy in a single context and shifts the expected gradient closer to the oracle across multiple contexts.