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

481115 · Jun 202019922001200920172026
48 results for general-purpose

We introduce the variational filtering EM algorithm, a simple, general-purpose method for performing variational inference in dynamical latent variable models using information from only past and present variables, i.e. filtering. The algorithm is derived from the variational objective in the filtering setting and cons…

2018-11-13abs ↗pdf ↗

CDFM aims to unify causal discovery across diverse datasets.

problem Fragmented, test-driven causal discovery approaches struggle with modern data heterogeneity.
method CDFM is a unified, general-purpose framework using a variational decomposition of causal mechanisms.
result CDFM outperforms traditional algorithms across diverse datasets.

We propose a general-purpose approach to discovering active learning (AL) strategies from data. These strategies are transferable from one domain to another and can be used in conjunction with many machine learning models. To this end, we formalize the annotation process as a Markov decision process, design universal s…

2018-10-09abs ↗pdf ↗

Prior domain knowledge can greatly help to learn generative models. However, it is often too costly to hard-code prior knowledge as a specific model architecture, so we often have to use general-purpose models. In this paper, we propose a method to incorporate prior knowledge of feature relations into the learning of g…

2019-02-06abs ↗pdf ↗

Improved financial sentiment analysis using simple instruction tuning of LLMs.

problem Lack of accurate financial sentiment analysis by large language models.
method Instruction tuning of general-purpose LLMs with a small portion of financial sentiment data.
result Significant improvement in financial sentiment analysis, especially in complex scenarios.

Proposes a method to improve learning when training data is not representative.

problem Improving supervised learning when training data is not representative (covariate shift).
method Conditioning on propensity scores to balance covariates within strata.
result Significantly improved target prediction and AUC (0.958) on supernovae classification challenge.

Practical algorithm for contextual bandits with large action spaces.

problem Efficient algorithms for decision making in large, continuous action spaces.
method Uses computational oracles for supervised learning and optimization over the action space.
result Achieves sample complexity, runtime, and memory independent of the size of the action space.

For an autonomous agent to fulfill a wide range of user-specified goals at test time, it must be able to learn broadly applicable and general-purpose skill repertoires. Furthermore, to provide the requisite level of generality, these skills must handle raw sensory input such as images. In this paper, we propose an algo…

2018-07-12abs ↗pdf ↗

EMFs combine deep learning and probabilistic models for better density estimation.

problem Combining domain-specific knowledge with general-purpose deep learning.
method Alternating transformations with structured layers that embed domain-specific inductive biases.
result EMFs induce desirable properties like multimodality and hierarchical coupling.

New method combines QQA and gradient-based sampling for combinatorial optimization.

problem Scalability challenges in learning-based solvers for combinatorial optimization.
method Integrates gradient-based update through continuous relaxation with Quasi-Quantum Annealing (QQA) and parallel communication.
result Achieves superior speed-quality trade-offs for large-scale instances.

GANs struggle with density estimation on simple datasets, while normalizing flows perform well.

problem Comparing GANs and normalizing flows for density estimation on non-image data.
method An extensive grid search over GAN architectures, hyperparameters, and training procedures; comparison on low-dimensional synthetic datasets.
result Normalizing flows outperform GANs in density estimation, especially in terms of Wasserstein distance.

In this article we propose building general-purpose function approximators on top of Haar Scattering Networks. We advocate that this architecture enables a better comprehension of feature extraction, in addition to its implementation simplicity and low computational costs. We show its approximation and feature extracti…

2018-04-09abs ↗pdf ↗

As a general-purpose generative model architecture, VAE has been widely used in the field of image and natural language processing. VAE maps high dimensional sample data into continuous latent variables with unsupervised learning. Sampling in the latent variable space of the feature, VAE can construct new image or text…

2019-08-17abs ↗pdf ↗

A quantum generalization of Natural Gradient Descent is presented as part of a general-purpose optimization framework for variational quantum circuits. The optimization dynamics is interpreted as moving in the steepest descent direction with respect to the Quantum Information Geometry, corresponding to the real part of…

2019-09-04abs ↗pdf ↗

Markov random field (MRF) learning is intractable, and its approximation algorithms are computationally expensive. We target a small subset of MRF that is used frequently in computer vision. We characterize this subset with three concepts: Lattice, Homogeneity, and Inertia; and design a non-markov model as an alternati…

2015-12-23abs ↗pdf ↗

Study proposes a multi-agent system using LLMs for REIT trading, outperforming benchmarks.

problem Low-volatility Chinese REIT market, low risk-adjusted returns.
method Multi-agent framework with four types of agents, prediction model pathways, fine-tuning.
result Multi-agent strategies outperform buy-and-hold in terms of return, Sharpe ratio, and drawdown.

Binscatter is a popular method for visualizing bivariate relationships and conducting informal specification testing. We study the properties of this method formally and develop enhanced visualization and econometric binscatter tools. These include estimating conditional means with optimal binning and quantifying uncer…

2019-02-25abs ↗pdf ↗

Stein variational gradient descent (SVGD) was recently proposed as a general purpose nonparametric variational inference algorithm [Liu & Wang, NIPS 2016]: it minimizes the Kullback-Leibler divergence between the target distribution and its approximation by implementing a form of functional gradient descent on a reprod…

2018-06-08abs ↗pdf ↗

NSA-Flow optimizes matrix representations for interpretability in complex data.

problem Balancing interpretability and model flexibility in high-dimensional data.
method Non-negative Stiefel Approximating Flow (NSA-Flow) unifies sparse matrix factorization and orthogonalization.
result NSA-Flow yields sparse, stable, and interpretable representations.