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 efficient portfolio optimization using graph structures.
Bayesian Hierarchical Invariant Prediction refines ICP for better scalability and prior integration.
Novel graph network learns hierarchical network structure.
In classification problems, especially those that categorize data into a large number of classes, the classes often naturally follow a hierarchical structure. That is, some classes are likely to share similar structures and features. Those characteristics can be captured by considering a hierarchical relationship among…
Hierarchical models are versatile tools for joint modeling of data sets arising from different, but related, sources. Fully Bayesian inference may, however, become computationally prohibitive if the source-specific data models are complex, or if the number of sources is very large. To facilitate computation, we propose…
Entropy-based model for hierarchical learning from multiscale data.
Unified Bayesian framework for PTA data analysis tackles hierarchical model issues.
Improved prediction of hierarchical time series using structured regularization.
New framework estimates staged tree models using hierarchical clustering on the probability simplex.
New VAE models reveal hierarchical visual cortex computations.
The Transformer architecture has become increasingly popular over the past two years, owing to its impressive performance on a number of natural language processing (NLP) tasks. However, all Transformer computations occur at the level of word representations and therefore, it may be argued that Transformer models do no…
A new metric HSW derived from hierarchical Radon Transform addresses computational bottlenecks in sliced Wasserstein.
Several real problems ranging from text classification to computational biology are characterized by hierarchical multi-label classification tasks. Most of the methods presented in literature focused on tree-structured taxonomies, but only few on taxonomies structured according to a Directed Acyclic Graph (DAG). In thi…
Piecewise constant denoising can be solved either by deterministic optimization approaches, based on the Potts model, or by stochastic Bayesian procedures. The former lead to low computational time but require the selection of a regularization parameter, whose value significantly impacts the achieved solution, and whos…
We consider a particular instance of a common problem in recommender systems: using a database of book reviews to inform user-targeted recommendations. In our dataset, books are categorized into genres and sub-genres. To exploit this nested taxonomy, we use a hierarchical model that enables information pooling across a…
Paper proposes a GPU-based system for training massive deep learning models in ads systems.
Current multi-view factorization methods make assumptions that are not acceptable for many kinds of data, and in particular, for graphical data with hierarchical structure. At the same time, current hierarchical methods work only in the single-view setting. We generalize the Treelet Transform to the Multi-View Treelet …
A new method for Bayesian neural networks using probabilistic backpropagation.
HiPart offers an efficient, interactive tool for hierarchical clustering.
Recently, studies on deep Reservoir Computing (RC) highlighted the role of layering in deep recurrent neural networks (RNNs). In this paper, the use of linear recurrent units allows us to bring more evidence on the intrinsic hierarchical temporal representation in deep RNNs through frequency analysis applied to the sta…
Improved portfolio optimization using machine learning and hierarchical clustering.
We propose a practical and scalable Gaussian process model for large-scale nonlinear probabilistic regression. Our mixture-of-experts model is conceptually simple and hierarchically recombines computations for an overall approximation of a full Gaussian process. Closed-form and distributed computations allow for effici…
The Baire metric induces an ultrametric on a dataset and is of linear computational complexity, contrasted with the standard quadratic time agglomerative hierarchical clustering algorithm. In this work we evaluate empirically this new approach to hierarchical clustering. We compare hierarchical clustering based on the …
Method learns hierarchical representations of samples and features simultaneously.
Abstraction plays a key role in concept learning and knowledge discovery; this paper is concerned with computational abstraction. In particular, we study the nature of abstraction through a group-theoretic approach, formalizing it as symmetry-driven---as opposed to data-driven---hierarchical clustering. Thus, the resul…
Complex systems often exhibit multiple levels of organization covering a wide range of physical scales, so the study of the hierarchical decomposition of their structure and function is frequently convenient. To better understand this phenomenon, we introduce a generalization of information theory that works with hiera…
In this paper, we exhibit the tradeoffs between the (training) sample, computation and storage complexity for the problem of supervised classification using signal subspace estimation. Our main tool is the use of tensor subspaces, i.e. subspaces with a Kronecker structure, for embedding the data into lower dimensions. …
Hierarchical clustering based on pairwise similarities is a common tool used in a broad range of scientific applications. However, in many problems it may be expensive to obtain or compute similarities between the items to be clustered. This paper investigates the hierarchical clustering of N items based on a small sub…
Wasserstein t-SNE embeds hierarchical datasets considering within-unit distributions.
Deep learning method for comparing hierarchical models.
Extends SW and GSW to compare heterogeneous joint distributions.
MultiDendrograms is a Java-written application that computes agglomerative hierarchical clusterings of data. Starting from a distances (or weights) matrix, MultiDendrograms is able to calculate its dendrograms using the most common agglomerative hierarchical clustering methods. The application implements a variable-gro…
Deep neural network algorithms are difficult to analyze because they lack structure allowing to understand the properties of underlying transforms and invariants. Multiscale hierarchical convolutional networks are structured deep convolutional networks where layers are indexed by progressively higher dimensional attrib…
Study compares local and global models for hierarchical forecasting accuracy.
CCMM efficiently solves large-scale convex clustering problems.
Graph Neural Networks (GNNs) are based on repeated aggregations of information across nodes' neighbors in a graph. However, because common neighbors are shared between different nodes, this leads to repeated and inefficient computations. We propose Hierarchically Aggregated computation Graphs (HAGs), a new GNN graph re…
Efficiently trains deep Gaussian processes with sparse approximations.
Clustering partitions a dataset such that observations placed together in a group are similar but different from those in other groups. Hierarchical and -means clustering are two approaches but have different strengths and weaknesses. For instance, hierarchical clustering identifies groups in a tree-like structure b…
Method preserves order in hierarchical clustering of ordered data.
Improved outlier detection in hierarchical Gaussian Processes using Wasserstein-2 kernels.
New algorithm B++&C improves hierarchical clustering on large deep embedding datasets.
This paper tackles multilingual speech processing by optimizing conflicting objectives hierarchically.
CoHiRF extends clustering methods to handle high-dimensional data efficiently.
INVERT connects neural representations to human-understandable concepts.
We investigate hierarchical structure in various complex systems according to Minimum Spanning Tree methods. Firstly, we investigate stock markets where the graphis obtained from the matrix of correlations coefficient computed between all pairs of assets by considering the synchronous time evolution of the difference o…
Hierarchical CNNs improve diagnosis of GI diseases from histopathological images.
Hierarchical geodesic model for analyzing shapes on manifolds.
In this work, we introduce Graph Pointer Networks (GPNs) trained using reinforcement learning (RL) for tackling the traveling salesman problem (TSP). GPNs build upon Pointer Networks by introducing a graph embedding layer on the input, which captures relationships between nodes. Furthermore, to approximate solutions to…