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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

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113227340453 · Jun 202019922001200920172026
48 results for gradient relevance

Data repetition improves SGD's learning of high-dimensional functions.

problem Learning pertinent features in multi-index models with high-dimensional noisy data.
method Investigation of two-layer shallow neural networks trained with gradient-based algorithms, focusing on data repetition.
result Data repetition significantly improves the computational efficiency of SGD, learning all directions with at most O(dlogd)O(d \log d) steps.

TrIM improves gradient-based dimension reduction and regression.

problem Efficiently identifying relevant feature subspace for high-dimensional regression.
method Introduced TrIM forest, an iterative approach using Mondrian forest and EGOP estimate.
result Consistency guarantees and convergence rates for EGOP matrix and random forest estimator.

Recently, a technique called Layer-wise Relevance Propagation (LRP) was shown to deliver insightful explanations in the form of input space relevances for understanding feed-forward neural network classification decisions. In the present work, we extend the usage of LRP to recurrent neural networks. We propose a specif…

2017-06-22abs ↗pdf ↗

In this paper we show how techniques coming from stochastic analysis, such as stochastic completeness (in the form of the weak maximum principle at infinity), parabolicity and LpL^p-Liouville type results for the weighted Laplacian associated to the potential may be used to obtain triviality, rigidity results, and scal…

2009-05-18abs ↗pdf ↗

Paper develops methods for statistical inference in SGD with infinite variance.

problem Challenges in statistical inference for SGD with infinite variance.
method Model-agnostic methodology based on weak convergence and subsampling calibration.
result Asymptotically valid confidence regions for SGD in both finite and infinite variance regimes.

Data sets for fairness relevant tasks can lack examples or be biased according to a specific label in a sensitive attribute. We demonstrate the usefulness of weight based meta-learning approaches in such situations. For models that can be trained through gradient descent, we demonstrate that there are some parameter co…

2019-11-06abs ↗pdf ↗

Traditional model-based reinforcement learning approaches learn a model of the environment dynamics without explicitly considering how it will be used by the agent. In the presence of misspecified model classes, this can lead to poor estimates, as some relevant available information is ignored. In this paper, we introd…

2019-09-09abs ↗pdf ↗

Estimates gradients of solutions on closed surfaces.

problem Gradient estimates for solutions on closed surfaces.
method Considered a new metric g=e2ugg' = e^{2u} g with bounded integral curvature, derived gradient estimates for gg', and used these to obtain gradient estimates for uu.
result Gradient estimates for solutions on closed surfaces are established.

Paper analyzes dataset distillation for efficient encoding of task-relevant information.

problem Efficiently encoding task-relevant information from gradient-based learning of non-linear tasks.
method Theoretical analysis of dataset distillation applied to two-layer neural networks with gradient-based training.
result Low-dimensional structure of the problem is efficiently encoded into distilled data, reproducing a model with high generalization ability.

We wish to compute the gradient of an expectation over a finite or countably infinite sample space having KK \leq \infty categories. When KK is indeed infinite, or finite but very large, the relevant summation is intractable. Accordingly, various stochastic gradient estimators have been proposed. In this paper, we de…

2018-10-10abs ↗pdf ↗

DeepUnHide uses deep learning to reveal hidden demographic features in recommender systems.

problem Extracting hidden demographic features from recommender systems factors.
method Gradient-based localization in deep learning for feature extraction.
result DeepUnHide outperforms state-of-the-art feature selection methods.

Undergraduate thesis explores topological barriers to compact Ricci solitons in 4D.

problem Finding topological obstructions to compact gradient shrinking Ricci solitons in dimension four.
method Discussion of background material, introduction of new problem, exploration of limitations of current results.
result Introduction of new problem and limitations of current results in extending Hitchin-Thorpe inequality.

NES optimizes discrete structured VAEs effectively without gradient propagation.

problem Learning high-dimensional discrete latent spaces in generative models.
method Natural Evolution Strategies (NES) for gradient-free optimization of discrete structures.
result NES effectively optimizes discrete structured VAEs, comparable to gradient-based methods.

Paper analyzes SGHMC for non-convex optimization with discontinuous gradients.

problem Training neural networks with ReLU activation.
method Non-asymptotic convergence analysis of SGHMC with discontinuous gradients.
result Explicit upper bounds for expected excess risk in non-convex optimization.

We introduce local expectation gradients which is a general purpose stochastic variational inference algorithm for constructing stochastic gradients through sampling from the variational distribution. This algorithm divides the problem of estimating the stochastic gradients over multiple variational parameters into sma…

2015-03-04abs ↗pdf ↗

We cast Amari's natural gradient in statistical learning as a specific case of Kalman filtering. Namely, applying an extended Kalman filter to estimate a fixed unknown parameter of a probabilistic model from a series of observations, is rigorously equivalent to estimating this parameter via an online stochastic natural…

2017-03-01abs ↗pdf ↗

This paper proposes a new framework to regularize the highly ill-posed and non-linear phase retrieval problem through deep generative priors using simple gradient descent algorithm. We experimentally show effectiveness of proposed algorithm for random Gaussian measurements (practically relevant in imaging through scatt…

2018-08-17abs ↗pdf ↗

Contrastive learning struggles with class collapse and feature suppression, revealing bias towards simpler solutions.

problem Contrastive learning struggles with class collapse and feature suppression, especially in supervised and unsupervised settings.
method Unified theoretical framework to determine which features are learnt by CL, revealing bias towards simpler solutions.
result Bias towards simpler solutions is a key factor in class collapse and feature suppression.

Machine learning models predict US economic recessions using Treasury term spreads.

problem Predicting US economic recessions using Treasury term spreads.
method Gradient Boosting and Random Forest methods trained with SHapley Additive exPlanations (SHAP) framework.
result 3 month to 6 month Treasury term spread is the most relevant for predicting US economic recession.

Neural network learning is usually time-consuming since backpropagation needs to compute full gradients and backpropagate them across multiple layers. Despite its success of existing works in accelerating propagation through sparseness, the relevant theoretical characteristics remain under-researched and empirical stud…

2019-05-24abs ↗pdf ↗

Attribution methods aim to explain a neural network's prediction by highlighting the most relevant image areas. A popular approach is to backpropagate (BP) a custom relevance score using modified rules, rather than the gradient. We analyze an extensive set of modified BP methods: Deep Taylor Decomposition, Layer-wise R…

2019-12-20abs ↗pdf ↗

This monograph presents the main complexity theorems in convex optimization and their corresponding algorithms. Starting from the fundamental theory of black-box optimization, the material progresses towards recent advances in structural optimization and stochastic optimization. Our presentation of black-box optimizati…

2014-05-20abs ↗pdf ↗

A feature selection algorithm should ideally satisfy four conditions: reliably extract relevant features; be able to identify non-linear feature interactions; scale linearly with the number of features and dimensions; allow the incorporation of known sparsity structure. In this work we propose a novel feature selection…

2019-01-13abs ↗pdf ↗

Gradient Starvation causes neural networks to focus on a subset of features, leading to imbalance.

problem Neural networks focusing on only a subset of features despite having access to more.
method Using Dynamical Systems theory, identified properties of learning dynamics leading to feature imbalance.
result Gradient descent can lead to feature imbalance in over-parameterized networks.

We propose a novel Shapley value approach to help address neural networks' interpretability and "vanishing gradient" problems. Our method is based on an accurate analytical approximation to the Shapley value of a neuron with ReLU activation. This analytical approximation admits a linear propagation of relevance across …

2019-09-13abs ↗pdf ↗

Paper analyzes convergence of dynamic policy gradient for MDPs, improving performance in finite-time problems.

problem Optimal policies in finite-time MDPs are not stationary and require epoch-specific training.
method Introduces dynamic policy gradient combining dynamic programming and policy gradient, analyzes convergence for softmax parametrisation.
result Dynamic policy gradient training exploits finite-time structure, leading to better convergence bounds.

We formulate a general framework for competitive gradient-based learning that encompasses a wide breadth of multi-agent learning algorithms, and analyze the limiting behavior of competitive gradient-based learning algorithms using dynamical systems theory. For both general-sum and potential games, we characterize a non…

2018-04-16abs ↗pdf ↗

A new path gradient estimator speeds up normalizing flows without sacrificing accuracy.

problem High computational cost and limited scalability of path gradient estimators for normalizing flows.
method Proposed a fast path gradient estimator that improves computational efficiency and scalability.
result The new estimator achieves superior performance and reduced variance across various applications.

New method predicts neural network performance using free probability theory.

problem Stability and performance prediction of feed-forward neural networks.
method Free Probability Theory and homotopy method for Jacobian spectral density computation.
result FPT metrics correlate highly with final test accuracies of neural networks.

Analyzes self-attention in recurrent networks, proving it mitigates vanishing gradients.

problem Vanishing gradients in recurrent networks when capturing long-term dependencies.
method Formal analysis of self-attention's effect on gradient propagation, proposing a relevancy screening mechanism.
result Self-attention mitigates vanishing gradients in recurrent networks, providing guarantees.

Energy price forecasting is a relevant yet hard task in the field of multi-step time series forecasting. In this paper we compare a well-known and established method, ARMA with exogenous variables with a relatively new technique Gradient Boosting Regression. The method was tested on data from Global Energy Forecasting …

2015-06-23abs ↗pdf ↗

We introduce a natural extension of the concept of gradient Ricci soliton: the Ricci almost soliton. We provide existence and rigidity results, we deduce a-priori curvature estimates and isolation phenomena, and we investigate some topological properties. A number of differential identities involving the relevant geome…

2010-03-15abs ↗pdf ↗

The paper shows how data and algorithm interactions affect overparameterized linear regression generalization.

problem Understanding generalization in overparameterized linear regression.
method Introducing data-algorithm compatibility and performing data-dependent trajectory analysis with gradient descent.
result Early stopping iterates lead to better generalization than last-iterate analysis, with weaker restrictions.