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.
Improved hierarchical discrete VAEs for better stability and performance.
A simple guide to understanding hierarchical causality in complex systems.
We define a family of kernels for mixed continuous/discrete hierarchical parameter spaces and show that they are positive definite.
Locally-verifiable conditions ensure exactness of spline discrete de Rham complex.
Formalizes concepts as latent variables in hierarchical models for high-dimensional data.
A new method for hierarchical clustering using continuous embeddings and optimization.
Proposes a hierarchical model for learning discrete Bayesian networks with shrinkage.
Autonomous vehicles (AVs) are on the road. To safely and efficiently interact with other road participants, AVs have to accurately predict the behavior of surrounding vehicles and plan accordingly. Such prediction should be probabilistic, to address the uncertainties in human behavior. Such prediction should also be in…
MolHF generates complex molecules with hierarchical flow-based model.
Non-negative matrix factorization models based on a hierarchical Gamma-Poisson structure capture user and item behavior effectively in extremely sparse data sets, making them the ideal choice for collaborative filtering applications. Hierarchical Poisson factorization (HPF) in particular has proved successful for scala…
Sum-Product Networks (SPNs) are a class of expressive yet tractable hierarchical graphical models. LearnSPN is a structure learning algorithm for SPNs that uses hierarchical co-clustering to simultaneously identifying similar entities and similar features. The original LearnSPN algorithm assumes that all the variables …
New hierarchical VQ-VAE scheme improves image compression quality and features at low bitrates.
Black box variational inference allows researchers to easily prototype and evaluate an array of models. Recent advances allow such algorithms to scale to high dimensions. However, a central question remains: How to specify an expressive variational distribution that maintains efficient computation? To address this, we …
Novel online algorithm for hierarchical imitation learning.
Bayesian stacking improves model performance with varying model weights.
Probabilistic models with discrete latent variables naturally capture datasets composed of discrete classes. However, they are difficult to train efficiently, since backpropagation through discrete variables is generally not possible. We present a novel method to train a class of probabilistic models with discrete late…
New algorithm tracks changes in infinite action space rewards.
Hierarchical randomized smoothing improves model robustness for complex data.
Real-world tasks are often highly structured. Hierarchical reinforcement learning (HRL) has attracted research interest as an approach for leveraging the hierarchical structure of a given task in reinforcement learning (RL). However, identifying the hierarchical policy structure that enhances the performance of RL is n…
Hierarchical geodesic model for analyzing shapes on manifolds.
The paper reviews and extends calibration concepts for classification and regression.
Paper learns latent and hierarchical structures in CDMs from data.
Methods for analysis of principal components in discrete data have existed for some time under various names such as grade of membership modelling, probabilistic latent semantic analysis, and genotype inference with admixture. In this paper we explore a number of extensions to the common theory, and present some applic…
SRHM explains deep learning's hierarchy and insensitivity to transformations.
Eikonal-Constrained QRL improves goal-reaching in reinforcement learning.
DDMI generates high-quality INRs by adapting positional embeddings.
Machine learning pipeline potentially consists of several stages of operations like data preprocessing, feature engineering and machine learning model training. Each operation has a set of hyper-parameters, which can become irrelevant for the pipeline when the operation is not selected. This gives rise to a hierarchica…
The paper introduces an adjacency constraint to improve goal-conditioned HRL.
We consider discrete graphical models Markov with respect to a graph and propose two distributed marginal methods to estimate the maximum likelihood estimate of the canonical parameter of the model. Both methods are based on a relaxation of the marginal likelihood obtained by considering the density of the variable…
Develops a hierarchical model for analyzing longitudinal data on manifolds.
Hierarchical Latent Attribute Models (HLAMs) are a family of discrete latent variable models that are attracting increasing attention in educational, psychological, and behavioral sciences. The key ingredients of an HLAM include a binary structural matrix and a directed acyclic graph specifying hierarchical constraints…
AI learns to design chemical processes efficiently.
Implicit probabilistic models are a flexible class of models defined by a simulation process for data. They form the basis for theories which encompass our understanding of the physical world. Despite this fundamental nature, the use of implicit models remains limited due to challenges in specifying complex latent stru…
In this paper, we compare various methods to compress a text using a neural model. We find that extracting tokens as latent variables significantly outperforms the state-of-the-art discrete latent variable models such as VQ-VAE. Furthermore, we compare various extractive compression schemes. There are two best-performi…
We use splines and the Sasaki metric to analyze and compare manifold-valued trajectories.
DHOG improves unsupervised clustering accuracy on image benchmarks.
Data analysis and data mining are concerned with unsupervised pattern finding and structure determination in data sets. "Structure" can be understood as symmetry and a range of symmetries are expressed by hierarchy. Such symmetries directly point to invariants, that pinpoint intrinsic properties of the data and of the …
In this paper, we study different discrete data clustering methods, which use the Model-Based Clustering (MBC) framework with the Multinomial distribution. Our study comprises several relevant issues, such as initialization, model estimation and model selection. Additionally, we propose a novel MBC method by efficientl…
Recurrent models for sequences have been recently successful at many tasks, especially for language modeling and machine translation. Nevertheless, it remains challenging to extract good representations from these models. For instance, even though language has a clear hierarchical structure going from characters throug…
Learning goal-directed behavior in environments with sparse feedback is a major challenge for reinforcement learning algorithms. The primary difficulty arises due to insufficient exploration, resulting in an agent being unable to learn robust value functions. Intrinsically motivated agents can explore new behavior for …
Efficiently price high-dimensional Bermudan options using tensor compression.
Hierarchical reinforcement learning deals with the problem of breaking down large tasks into meaningful sub-tasks. Autonomous discovery of these sub-tasks has remained a challenging problem. We propose a novel method of learning sub-tasks by combining paradigms of routing in computer networks and graph based skill disc…
Latent Dirichlet Allocation models discrete data as a mixture of discrete distributions, using Dirichlet beliefs over the mixture weights. We study a variation of this concept, in which the documents' mixture weight beliefs are replaced with squashed Gaussian distributions. This allows documents to be associated with e…
Reinforcement Learning (RL) algorithms can suffer from poor sample efficiency when rewards are delayed and sparse. We introduce a solution that enables agents to learn temporally extended actions at multiple levels of abstraction in a sample efficient and automated fashion. Our approach combines universal value functio…
We present the Infinite Latent Events Model, a nonparametric hierarchical Bayesian distribution over infinite dimensional Dynamic Bayesian Networks with binary state representations and noisy-OR-like transitions. The distribution can be used to learn structure in discrete timeseries data by simultaneously inferring a s…
Deep Discrete Encoders (DDEs) tackle interpretable generative models for rich data with discrete latent layers.
Numerous empirical proofs indicate the adequacy of the time discrete auto-regressive stochastic volatility models introduced by Taylor in the description of the log-returns of financial assets. The pricing and hedging of contingent products that use these models for their underlying assets is a non-trivial exercise due…
Deep Reinforcement Learning (DRL) has been applied to address a variety of cooperative multi-agent problems with either discrete action spaces or continuous action spaces. However, to the best of our knowledge, no previous work has ever succeeded in applying DRL to multi-agent problems with discrete-continuous hybrid (…