Research
On-device research index

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

Trend · papers per month

126251377502 · Jun 202019922001200920172026
48 results for factor representation

We propose the factorized action variational autoencoder (FAVAE), a state-of-the-art generative model for learning disentangled and interpretable representations from sequential data via the information bottleneck without supervision. The purpose of disentangled representation learning is to obtain interpretable and tr…

2019-02-22abs ↗pdf ↗

Paper addresses the disparity between sampled and mean representations in disentangled learning.

problem Disparity between sampled and mean representations in disentangled learning.
method Proposes a method to eliminate the disparity by proving and utilizing the relationship between total correlation of sampled and mean representations for multivariate normal distributions.
result Demonstrates that a factorized mean representation can have lower total correlation than the sampled representation.

Interventional data helps identify latent factors without distributional assumptions.

problem Identifying latent factors from interventional data without distributional assumptions.
method Leveraging geometric signatures of latent factors' support from interventional data.
result Latent causal factors can be identified up to permutation and scaling given data from perfect do-interventions.

Learning multimodal representations is a fundamentally complex research problem due to the presence of multiple heterogeneous sources of information. Although the presence of multiple modalities provides additional valuable information, there are two key challenges to address when learning from multimodal data: 1) mode…

2018-06-16abs ↗pdf ↗

This paper explores how combining quantitative factors and news from LLMs improves stock return prediction.

problem Improving stock return prediction using quantitative factors and news.
method Introduces a fusion learning framework to learn unified representations from factors and LLM-generated newsflow, comparing combination, summation, and attentive methods. Explores mixture models and decoupled training approaches.
result Effective multimodal modeling of factors and news improves stock return prediction and selection.

Unified multilinear model for causal factor disentanglement.

problem Disentangling causal factors from complex data without direct manipulation.
method Hierarchical block multilinear factorization (M-mode Block SVD) and incremental approach.
result Interpretable object representation robust to occlusion and reduced training data.

New definition of disentanglement for non-independent factors of variation.

problem Current disentanglement definitions assume independent factors of variation, limiting their applicability.
method Definition based on information theory, related to Information Bottleneck Method, proposed measurement method.
result Proposed method correctly measures disentanglement with non-independent factors of variation.

DGA and DVGA learn disentangled graph representations to improve graph analysis.

problem Holistic graph auto-encoders fail to capture latent factors effectively.
method Design disentangled graph convolutional network and component-wise flow, impose independence constraints.
result Improved disentangled graph representations enhance graph analysis tasks.

C2^2VAE learns disentangled and coupled representations without prior knowledge.

problem Learning disentangled and coupled representations in latent space.
method Introduces C2^2VAE, a self-supervised VAE that factorizes posterior and uses Gaussian copula for dependencies.
result Demonstrates strong effect in enhancing disentangled representation learning.

Representation learning is a central challenge across a range of machine learning areas. In reinforcement learning, effective and functional representations have the potential to tremendously accelerate learning progress and solve more challenging problems. Most prior work on representation learning has focused on gene…

2018-11-19abs ↗pdf ↗

DS2CF-Net learns hierarchical representations with deep coupled factorization and enriched prior.

problem Learning deep hierarchical representations from data.
method Dual-constrained Deep Semi-Supervised Coupled Factorization Network (DS2CF-Net) with enriched prior.
result DS2CF-Net achieves state-of-the-art performance in representation learning and clustering.

Intelligent agents should be able to learn useful representations by observing changes in their environment. We model such observations as pairs of non-i.i.d. images sharing at least one of the underlying factors of variation. First, we theoretically show that only knowing how many factors have changed, but not which o…

2020-02-07abs ↗pdf ↗

SENA-discrepancy-VAE interprets latent causal factors in biological pathways.

problem Interpreting latent causal factors in biological pathways.
method SENA-discrepancy-VAE, a model based on discrepancy-VAE, that produces interpretable latent causal factors.
result Sena-discrepancy-VAE achieves comparable predictive performance with non-interpretable counterparts while providing biologically meaningful causal factors.

Paper proposes MIM-DRCFR to learn disentangled factors for better treatment effect estimation.

problem Learning disentangled factors precisely for individual-level treatment effect estimation.
method Multi-task learning framework with MI minimization criteria.
result MIM-DRCFR outperforms state-of-the-art methods in treatment effect estimation.

The paper explores indeterminacy in latent factor projections and its implications for data representation.

problem Indeterminacy in latent factor projections and its implications for data representation.
method Analyzes the fundamental problem of indeterminacy in latent factor projections and discusses its implications for data representation.
result Latent factor determinacy across all facets is achieved when the feature-dimension grows to infinity.

A new method uncovers discrete and continuous factors in gene expression data.

problem Jointly identifying discrete and continuous factors of variability without supervision.
method cpl-mixVAE framework using multiple interacting networks.
result The method successfully uncovers discrete and continuous factors in gene expression data.

Factorization of DE coefficients is violated in antiparallel triple pretzels, but described elegantly.

problem Understanding the origins of factorization in double braids and its extension to antiparallel triple pretzels.
method Defect-preserving deformation from trefoil to antiparallel triple pretzels, analysis of DE coefficients.
result Factorization of DE coefficients is violated but described by an elegant formula for symmetric representations.

This research improves representation learning for new domains with limited new supervision.

problem Learning representations that generalize well to new domains with minimal new data.
method Encourages linearity of factors of variation through learned linear transformations called latent canonicalizers.
result Reduces the number of observations needed to generalize to a similar target domain compared to supervised baselines.

Study forward investment performance in semimartingale markets with stochastic factors.

problem Investigate forward investment performance in incomplete semimartingale markets with power risk preferences and stochastic integrated factors.
method Develop necessary and sufficient conditions for FIPP existence, use integral representations, and solve ill-posed HJB equations.
result Explicit constructions for time-monotone FIPPs in semimartingale models, generalizing from Brownian to semimartingale markets.

Factorizes discrete representations of finitely generated groups into PSL(2, R).

problem Understanding discrete representations of finitely generated groups into PSL(2, R).
method Factorization theorem for Fuchsian groups, Makanin-Razborov diagrams, and new class of groups called PSL(2, R)-discrete limit groups.
result Obtained useful information about PSL(2, R)-discrete limit groups.

Representations of data that are invariant to changes in specified factors are useful for a wide range of problems: removing potential biases in prediction problems, controlling the effects of covariates, and disentangling meaningful factors of variation. Unfortunately, learning representations that exhibit invariance …

2018-05-24abs ↗pdf ↗

Unified framework for disentangled representations using mechanistic independence.

problem Identifiability of disentangled latent factors under statistical dependencies.
method Introduces mechanistic independence to characterize latent factors by their actions on observed variables, proposing various independence criteria.
result Establishes conditions for identifiability of latent subspaces without statistical assumptions.

Proposes CSG model to separate semantic and variation factors for OOD prediction.

problem Out-of-distribution examples cause conventional models to mix semantic and variation factors, leading to poor performance.
method Causal Semantic Generative model (CSG) based on causal reasoning, using variational Bayes for efficient learning and prediction.
result CSG can identify semantic factor and improve OOD prediction performance.

Survey on concept factorization methods for better feature learning.

problem Understanding the quality of learned features in representation learning.
method Categorizing and summarizing recent advances in concept factorization methods.
result Provides insights into theoretical basis and current developments in concept factorization.

New method enforces encoder sparsity in HPF for more interpretable feature selection.

problem Lack of encoder sparsity in HPF leads to lack of column-clustering property.
method Enforces encoder sparsity using a generalized additive model (GAM).
result Gains ability to perform feature selection and relates each representation to original features.

We derive a factorization of the Alexander polynomial of the 4-strand Turk's head knot using hypergeometric representations.

problem Deriving a factorization of the Alexander polynomial of the 4-strand Turk's head knot
method Using the reduced Burau representation and multivariable resultant elimination over reciprocal constraints
result Deriving a factorization of the Alexander polynomial in terms of Chebyshev polynomials

Extract common latent factors from graphs for better representation learning.

problem Graph-level representation learning challenges due to limited labeled data and poor negative sample selection.
method Graph-wise Common Latent Factor Extraction (GCFX) using deepGCFX model.
result Improved graph-level and node-level tasks performance compared to state-of-the-art methods.

New metric for disentangling multivariate representations, accounting for more complex entanglements.

problem Current disentanglement metrics fail to detect entanglements involving more than two variables.
method Partial Information Decomposition framework to analyze information sharing and propose a new disentanglement metric.
result The proposed metric correctly identifies entanglements in high-dimensional spaces.

In the field of machine learning, it is still a critical issue to identify and supervise the learned representation without manually intervening or intuition assistance to extract useful knowledge or serve for the downstream tasks. In this work, we focus on supervising the influential factors extracted by the variation…

2018-09-06abs ↗pdf ↗

Paper uses deep reinforcement learning for optimal stock portfolio management.

problem Optimizing stock portfolio choices in complex market environments.
method Direct deep reinforcement learning to learn factor representations and make optimal decisions.
result Deep learning outperforms average market performance in portfolio allocation.

We present a framework for learning disentangled and interpretable jointly continuous and discrete representations in an unsupervised manner. By augmenting the continuous latent distribution of variational autoencoders with a relaxed discrete distribution and controlling the amount of information encoded in each latent…

2018-03-31abs ↗pdf ↗

We address the problem of disentangled representation learning with independent latent factors in graph convolutional networks (GCNs). The current methods usually learn node representation by describing its neighborhood as a perceptual whole in a holistic manner while ignoring the entanglement of the latent factors. Ho…

2019-11-26abs ↗pdf ↗

New findings show disentangled latent representations are not enough for robust compositional generalization.

problem Deep learning models struggle with compositional generalization, especially in out-of-distribution samples.
method Investigated a 2D Gaussian generation task with fully disentangled inputs, then forced disentangled latent representations into full-dimensional output space.
result Forcing disentangled latent representations into full-dimensional output space enables robust compositional generalization.