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.
A new method for incorporating preferences in multi-objective Bayesian optimization.
problem Incorporating preferences in computationally expensive multi-objective optimization problems.
method Building independent surrogate models on each objective function and using Generalised value distribution to approximate the scalarizing function.
result The proposed multi-surrogate approach outperforms the mono-surrogate approach on benchmark and real-world problems.
In this contribution we describe an approach to evolve composite covariance functions for Gaussian processes using genetic programming. A critical aspect of Gaussian processes and similar kernel-based models such as SVM is, that the covariance function should be adapted to the modeled data. Frequently, the squared expo…
In this paper, a new approach of defining Steiner symmetrization of coercive convex functions is proposed and some fundamental properties of the new Steiner symmetrization are proved. Further, using the new Steiner symmetrization, we give a different approach to prove a functional version of the Blaschke-Santalo inequa…
In binary classification problems, mainly two approaches have been proposed; one is loss function approach and the other is uncertainty set approach. The loss function approach is applied to major learning algorithms such as support vector machine (SVM) and boosting methods. The loss function represents the penalty of …
Unified framework for Bayesian PDE-constrained inversion using physics-informed neural networks.
problem Incorporating prior distributions in function space into Bayesian PINN-based inversion.
method Functional-prior-based approaches (fpBPINN) to Bayesian PDE-constrained inversion using physics-informed neural networks (PINNs). Two complementary approaches: FPI-BPINN and fParVI-PINN.
result Accurate estimation of posterior distributions in seismic traveltime tomography and Darcy-flow permeability inversion.
We use a semisupervised learning algorithm based on a topological data analysis approach to assign functional categories to yeast proteins using similarity graphs. This new approach to analyzing biological networks yields results that are as good as or better than state of the art existing approaches.
We discuss the nature of structure-preserving maps of varies function algebras. In particular, we identify isomorphisms between special Colombeau algebras on manifolds with invertible manifold-valued generalized functions in the case of smooth parametrization. As a consequence, and to underline the consistency and vali…
Statistical approaches for Functional Data Analysis concern the paradigm for which the individuals are functions or curves rather than finite dimensional vectors. In this paper, we particularly focus on the modeling and the classification of functional data which are temporal curves presenting regime changes over time.…
The problem of multilabel classification when the labels are related through a hierarchical categorization scheme occurs in many application domains such as computational biology. For example, this problem arises naturally when trying to automatically assign gene function using a controlled vocabularies like Gene Ontol…
Bayesian optimization uses acquisition functions to find optimal solutions efficiently.
problem Maximizing acquisition functions is difficult due to their complexity and non-convexity.
method Developed gradient-based optimization for Monte Carlo integration of acquisition functions and identified families of acquisition functions that can be maximized using greedy approaches.
result Greedy approaches can be used to maximize acquisition functions, making Bayesian optimization more practical.
A new decoupled approach for Gaussian processes reduces complexity and improves performance.
problem Superlinear complexity in sparse variational inference methods for Gaussian processes.
method Orthogonally decoupling the mean and covariance functions of Gaussian processes to achieve linear complexity and expressive posterior mean functions.
result Our method achieves significantly faster convergence compared to state-of-the-art approaches.