Global inducing points improve Bayesian neural network performance.
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.
Trend · papers per month
Local GP approach improves simulation efficiency for large datasets.
Learning new representations of input observations in machine learning is often tackled using a factorization of the data. For many such problems, including sparse coding and matrix completion, learning these factorizations can be difficult, in terms of efficiency and to guarantee that the solution is a global minimum.…
A new method selects inducing points to optimize high-throughput Bayesian optimisation.
Study investigates induced geometry on surfaces in 3D contact manifolds.
We introduce a kernel approximation strategy that enables computation of the Gaussian process log marginal likelihood and all hyperparameter derivatives in time. Our GRIEF kernel consists of eigenfunctions found using a Nystrom approximation from a dense Cartesian product grid of inducing points. B…
New method optimizes Gaussian process allocation for BO.
Proposes efficient Gaussian process approximations for large datasets.
In this note, we focus on smooth nonconvex optimization problems that obey: (1) all local minimizers are also global; and (2) around any saddle point or local maximizer, the objective has a negative directional curvature. Concrete applications such as dictionary learning, generalized phase retrieval, and orthogonal ten…
Given a compact Kähler manifold, we prove that all global isometries of the space of Kähler metrics are induced by biholomorphisms and anti-biholomorphisms of the manifold. In particular, there exist no global symmetries for Mabuchi's metric. Moreover, we show that the Mabuchi completion does not even admit local symme…
WSFN overcomes saddle points for non-convex functionals in Wasserstein space.
Bayesian optimization is a sample-efficient method for finding a global optimum of an expensive-to-evaluate black-box function. A global solution is found by accumulating a pair of query point and its function value, repeating these two procedures: (i) modeling a surrogate function; (ii) maximizing an acquisition funct…
We describe the unitary globalization of cohomologically induced modules $A_{\fq}(λ)$. The purpose of the paper is to give a geometric realization of the unitarizable modules. Our results do not constitute a proof of unitarity.
In our previous paper, we discussed the hyperbolization of the configuration space of n(> 4) marked points with weights in the projective line up to projective transformations. A variation of the weights induces a deformation. It was shown that this correspondence of the set of the weights to the Teichmüller space when…
Proximal policy optimization and trust region policy optimization (PPO and TRPO) with actor and critic parametrized by neural networks achieve significant empirical success in deep reinforcement learning. However, due to nonconvexity, the global convergence of PPO and TRPO remains less understood, which separates theor…
This paper explores how local behavior of meromorphic connections on the projective line determines the global connection.
Meta-learn Bayesian inference for task-specific BNNs using amortised inference.
The paper introduces a method to probabilistically select inducing points in sparse Gaussian processes.
In the present paper a global conformal invariant of a closed initial data set is constructed. A spacelike hypersurface in a Lorentzian spacetime naturally inherits from the spacetime metric a differentiation , the so-called real Sen connection, which turns out to be determined completely by the ini…
The compact simply connected Riemannian 4-symmetric spaces were classified by J.A. Jim{é}nez. As homogeneous manifolds, these spaces are of the , where is a connected compact simple Lie group with an automorphism of oder 4 and is a fixed points subgroup of . In the present article, for t…
Accelerates GPR with localized kernels for faster performance.
This paper deals with global asymptotic stability of prolongations of flows induced by specific vector fields and their prolongations. The method used is based on various estimates of the flows.
Deep learning models forecast multiple yield curves with improved accuracy.
We examine how the structure of the world trade network has been shaped by globalization and recessions over the last 40 years. We show that by treating the world trade network as an evolving system, theory predicts the trade network is more sensitive to evolutionary shocks and recovers more slowly from them now than i…
We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to depend on a set of globally relevant inducing variables which factorize the model …
In order to better model high-dimensional sequential data, we propose a collaborative multi-output Gaussian process dynamical system (CGPDS), which is a novel variant of GPDSs. The proposed model assumes that the output on each dimension is controlled by a shared global latent process and a private local latent process…
Consider a Riemannian symmetric space of non-compact type, where denotes a connected, real, semi-simple Lie group with finite center, and a maximal compact subgroup of . Let be its Oshima compactification, and the regular representation of on $\widet…
A parametrization of hypergraphs based on the geometry of points in is developed. Informative prior distributions on hypergraphs are induced through this parametrization by priors on point configurations via spatial processes. This prior specification is used to infer conditional independence models or M…
Gaussian process modulated Poisson processes provide a flexible framework for modelling spatiotemporal point patterns. So far this had been restricted to one dimension, binning to a pre-determined grid, or small data sets of up to a few thousand data points. Here we introduce Cox process inference based on Fourier feat…
Paper proposes robust tensor regression method for tensor data analysis.
Let be a finitely generated group and be a noncompact semisimple connected real Lie group with finite center. We consider the space of conjugacy classes of reductive representations of into . We define the {\it translation vector} of an element in , with values in a Weyl chamber, as a…
In this paper, we propose a nonlinear distance metric learning scheme based on the fusion of component linear metrics. Instead of merging displacements at each data point, our model calculates the velocities induced by the component transformations, via a geodesic interpolation on a Lie transfor- mation group. Such vel…
Novel neural network layer improves long-range interactions in point clouds.
The paper proves smooth convergence of evolving hypersurfaces to critical points.
Combines global and local search for efficient global optimization with Gaussian processes.
Many problems in statistical learning, imaging, and computer vision involve the optimization of a non-convex objective function with singularities at the boundary of the feasible set. For such challenging instances, we develop a new interior-point technique building on the Hessian-barrier algorithm recently introduced …
HIP-GP improves GP inference for inter-domain observations with millions of inducing points.
This research bridges Killing vectors and Lie algebras through induced vector fields.
Celebrated work of Alexandrov and Pogorelov determines exactly which metrics on the sphere are induced on the boundary of a compact convex subset of hyperbolic three-space. As a step toward a generalization for unbounded convex subsets, we consider convex regions of hyperbolic three-space bounded by two properly embedd…
In this paper we study the invariant Carnot-Caratheodory metrics on , and induced by their Cartan decomposition and by the Killing form. Beside computing explicitly geodesics and conjugate loci, we compute the cut loci (globally) and we give the expression of the Carnot-Caratheodory dis…
This is a survey paper on the topic of Weil-Petersson geometry of Teichmuller spaces. Even though historically the subject has been developed as a branch of complex analysis, the treatment here is from the view-point of differential geometry, much influenced by the works of Eells, Earle, Fischer, Tromba and Wolpert ove…
VNNGP uses nearest neighbors to approximate GPs, improving scalability and performance.
Sparse Gaussian Processes improve scalability by learning inducing points from data.
Gradient descent with geometrically adapted metrics drives cost to global minimum at uniform rate.
New method uses deep neural networks to interpolate spatiotemporal data.
New method DDVI improves posterior inference for deep Gaussian processes.
Kernel methods on discrete domains have shown great promise for many challenging data types, for instance, biological sequence data and molecular structure data. Scalable kernel methods like Support Vector Machines may offer good predictive performances but do not intrinsically provide uncertainty estimates. In contras…
Sparse optimization refers to an optimization problem involving the zero-norm in objective or constraints. In this paper, nonconvex approximation approaches for sparse optimization have been studied with a unifying point of view in DC (Difference of Convex functions) programming framework. Considering a common DC appro…