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.
Gradient descent, or negative gradient flow, is a standard technique in optimization to find minima of functions. Many implementations of gradient descent rely on discretized versions, i.e., moving in the gradient direction for a set step size, recomputing the gradient, and continuing. In this paper, we present an appr…
Motivated by manifold learning techniques, we give an explicit lower bound for how far a smoothly embedded compact submanifold in RN can move in a normal direction and remain an embedding. In addition, given a penalty function P:Emb(M,RN)→R on the space of embeddi…
In this paper, we propose a scalable algorithm for spectral embedding. The latter is a standard tool for graph clustering. However, its computational bottleneck is the eigendecomposition of the graph Laplacian matrix, which prevents its application to large-scale graphs. Our contribution consists of reformulating spect…
SpecNet2 improves spectral embedding without orthogonalization, achieving better performance and efficiency.
problem Improving spectral embedding methods for better performance and efficiency.
method Optimizes an equivalent objective of the eigen-problem without orthogonalization, allowing separate row and column sampling.
result Local and global convergence of the new objective using batch-based gradient descent is proven, and improved performance and efficiency are demonstrated on simulated and image datasets.
Recently, some works have suggested methods to combine variational probabilistic inference with Monte Carlo sampling. One promising approach is via local optimal transport. In this approach, a gradient steepest descent method based on local optimal transport principles is formulated to transform deterministically point…
A hyperbolic space has been shown to be more capable of modeling complex networks than a Euclidean space. This paper proposes an explicit update rule along geodesics in a hyperbolic space. The convergence of our algorithm is theoretically guaranteed, and the convergence rate is better than the conventional Euclidean gr…
This paper presents an end-to-end text-independent speaker verification framework by jointly considering the speaker embedding (SE) network and automatic speech recognition (ASR) network. The SE network learns to output an embedding vector which distinguishes the speaker characteristics of the input utterance, while th…
This paper tackles variance issues in GNN training by proposing a method to reduce both embedding and gradient variances.
problem High variance in estimating stochastic gradients in GNN training, especially in large graphs.
method The paper proposes a decoupled variance reduction strategy that employs approximate gradient information to adaptively sample nodes with minimal variance.
result The proposed method achieves faster convergence and better generalization compared to existing sampling methods.
Many applications today, such as NLP, network analysis, and code analysis, rely on semantically embedding objects into low-dimensional fixed-length vectors. Such embeddings naturally provide a way to perform useful downstream tasks, such as identifying relations among objects or predicting objects for a given context, …
Gradient-based meta-learning techniques are both widely applicable and proficient at solving challenging few-shot learning and fast adaptation problems. However, they have practical difficulties when operating on high-dimensional parameter spaces in extreme low-data regimes. We show that it is possible to bypass these …
In this work, a novel sequential Monte Carlo filter is introduced which aims at efficient sampling of high-dimensional state spaces with a limited number of particles. Particles are pushed forward from the prior to the posterior density using a sequence of mappings that minimizes the Kullback-Leibler divergence between…
Stochastic neighbor embedding (SNE) and related nonlinear manifold learning algorithms achieve high-quality low-dimensional representations of similarity data, but are notoriously slow to train. We propose a generic formulation of embedding algorithms that includes SNE and other existing algorithms, and study their rel…
We describe the ν-lines of curvature of an embedding of the double torus into R4, defined as the link of the real part of the Milnor fibration of a polynomial, where ν is its gradient. Through this analysis, we present a complete description of the foliation of lines of curvature of the embedding, define…
We present a novel event embedding algorithm for crime data that can jointly capture time, location, and the complex free-text component of each event. The embedding is achieved by regularized Restricted Boltzmann Machines (RBMs), and we introduce a new way to regularize by imposing a ℓ1 penalty on the conditiona…
In deep neural nets, lower level embedding layers account for a large portion of the total number of parameters. Tikhonov regularization, graph-based regularization, and hard parameter sharing are approaches that introduce explicit biases into training in a hope to reduce statistical complexity. Alternatively, we propo…
Conventional embedding methods directly associate each symbol with a continuous embedding vector, which is equivalent to applying a linear transformation based on a "one-hot" encoding of the discrete symbols. Despite its simplicity, such approach yields the number of parameters that grows linearly with the vocabulary s…
We characterize those spacetimes which admit a isometric (or conformal) embedding in some Lorentz-Minkowski space L^N. In particular, any globally hyperbolic spacetime can be isometrically embedded in L^N. This is proven by a result of its own interest: the construction of a smooth time function whose gradient is bound…
Embedding methods such as word embedding have become pillars for many applications containing discrete structures. Conventional embedding methods directly associate each symbol with a continuous embedding vector, which is equivalent to applying linear transformation based on "one-hot" encoding of the discrete symbols. …