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.
Edge computing tackles dynamic data in IIoT with incremental learning.
Efficiently processes dynamic inputs in AI writing assistants with incremental computation.
This study presents an efficient incremental/decremental approach for big streams based on Kernel Ridge Regression (KRR), a frequently used data analysis in cloud centers. To avoid reanalyzing the whole dataset whenever sensors receive new training data, typical incremental KRR used a single-instance mechanism for upda…
This study presents a rapid multiple incremental and decremental mechanism based on Weight-Error Curves (WECs) for support-vector analysis. Recursion-free computation is proposed for predicting the Lagrangian multipliers of new samples. This study examines Ridge Support Vector Models, subsequently devising a recursion-…
GraphSAIL updates GNN-based recommender models incrementally to reduce computation time and improve frequent updates.
In recent years, dynamically growing data and incrementally growing number of classes pose new challenges to large-scale data classification research. Most traditional methods struggle to balance the precision and computational burden when data and its number of classes increased. However, some methods are with weak pr…
Tensor decompositions are invaluable tools in analyzing multimodal datasets. In many real-world scenarios, such datasets are far from being static, to the contrary they tend to grow over time. For instance, in an online social network setting, as we observe new interactions over time, our dataset gets updated in its "t…
A new model learns preferences incrementally without personal data.
We present a new methodology of computing incremental contribution for performance ratios for portfolio like Sharpe, Treynor, Calmar or Sterling ratios. Using Euler's homogeneous function theorem, we are able to decompose these performance ratios as a linear combination of individual modified performance ratios. This a…
It was recently shown that architectural, regularization and rehearsal strategies can be used to train deep models sequentially on a number of disjoint tasks without forgetting previously acquired knowledge. However, these strategies are still unsatisfactory if the tasks are not disjoint but constitute a single increme…
We consider a situation in which we see samples in drawn i.i.d. from some distribution with mean zero and unknown covariance A. We wish to compute the top eigenvector of A in an incremental fashion - with an algorithm that maintains an estimate of the top eigenvector in O(d) space, and incrementally adju…
For classification of the high frequency trading quantities, waiting times, price increments within and between sessions are referred to as the a-, b-, and c-increments. Statistics of the a-b-c-increments are computed for the Time & Sales records posted by the Chicago Mercantile Exchange Group for the futures traded on…
Cross-validation (CV) is one of the main tools for performance estimation and parameter tuning in machine learning. The general recipe for computing CV estimate is to run a learning algorithm separately for each CV fold, a computationally expensive process. In this paper, we propose a new approach to reduce the computa…
The von Neumann graph entropy (VNGE) facilitates measurement of information divergence and distance between graphs in a graph sequence. It has been successfully applied to various learning tasks driven by network-based data. While effective, VNGE is computationally demanding as it requires the full eigenspectrum of the…
We introduce a novel sensitivity analysis framework for large scale classification problems that can be used when a small number of instances are incrementally added or removed. For quickly updating the classifier in such a situation, incremental learning algorithms have been intensively studied in the literature. Alth…
AdaAnn optimizes annealing for efficient probability density approximation.
Incremental methods for structure learning of pairwise Markov random fields (MRFs), such as grafting, improve scalability by avoiding inference over the entire feature space in each optimization step. Instead, inference is performed over an incrementally grown active set of features. In this paper, we address key compu…
Unified multilinear model for causal factor disentanglement.
Develops an efficient method for real-time data analysis and visualization.
Efficiently samples sequences without replacement for machine learning models.
Incremental machine learning models predict COVID-19 cases more efficiently than traditional methods.
In class-incremental learning, a model learns continuously from a sequential data stream in which new classes occur. Existing methods often rely on static architectures that are manually crafted. These methods can be prone to capacity saturation because a neural network's ability to generalize to new concepts is limite…
We propose a new algorithm for finite sum optimization which we call the curvature-aided incremental aggregated gradient (CIAG) method. Motivated by the problem of training a classifier for a d-dimensional problem, where the number of training data is and , the CIAG method seeks to accelerate increme…
iCVI-ARTMAP accelerates clustering with adaptive resonance theory and validity indices.
Incremental learning suffers from two challenging problems; forgetting of old knowledge and intransigence on learning new knowledge. Prediction by the model incrementally learned with a subset of the dataset are thus uncertain and the uncertainty accumulates through the tasks by knowledge transfer. To prevent overfitti…
The smallest eigenvalues and the associated eigenvectors (i.e., eigenpairs) of a graph Laplacian matrix have been widely used in spectral clustering and community detection. However, in real-life applications the number of clusters or communities (say, ) is generally unknown a-priori. Consequently, the majority of t…
We construct a new process using a fractional Brownian motion and a fractional Ornstein-Uhlenbeck process of the Second Kind as building blocks. We consider the increments of the new process in discrete time and, as a result, we obtain a more parsimonious process with similar autocovariance structure to that of a FARIM…
Optimal Volt/VAR control rules are designed using deep neural networks.
Algorithm estimates bounds of updated classifier coefficients efficiently.
PEC improves class-incremental learning by measuring prediction error.
Lambda Learner improves model freshness in data streams.
Optimizes subset selection in sparse learning problems.
Two new inverse-free ELM algorithms for incremental and decremental learning are proposed.
FISHDBC is a flexible, incremental, scalable, and hierarchical density-based clustering algorithm. It is flexible because it empowers users to work on arbitrary data, skipping the feature extraction step that usually transforms raw data in numeric arrays letting users define an arbitrary distance function instead. It i…
Nonnegative matrix factorization (NMF) has attracted much attention in the last decade as a dimension reduction method in many applications. Due to the explosion in the size of data, naturally the samples are collected and stored distributively in local computational nodes. Thus, there is a growing need to develop algo…
We introduce incremental variational inference and apply it to latent Dirichlet allocation (LDA). Incremental variational inference is inspired by incremental EM and provides an alternative to stochastic variational inference. Incremental LDA can process massive document collections, does not require to set a learning …
New algorithm extends Greville's method for partitioned matrices efficiently and stably.
The smallest eigenvalues and the associated eigenvectors (i.e., eigenpairs) of a graph Laplacian matrix have been widely used for spectral clustering and community detection. However, in real-life applications the number of clusters or communities (say, ) is generally unknown a-priori. Consequently, the majority of …
Paper proposes faster incremental subclass discriminant analysis.
Real-time personalization for HAR models learns from new users without prior data.
Time and Sales of corn futures traded electronically on the CME Group Globex are studied. Theories of continuous prices turn upside down reality of intra-day trading. Prices and their increments are discrete and obey lattice probability distributions. A function for systematic evolution of futures trading volume is pro…
We present safe active incremental feature selection~(SAIF) to scale up the computation of LASSO solutions. SAIF does not require a solution from a heavier penalty parameter as in sequential screening or updating the full model for each iteration as in dynamic screening. Different from these existing screening methods,…
Improved exploration algorithm for unknown MDPs with reduced sample complexity.
Paper tackles few-shot class-incremental learning with a neural gas network.
This paper presents a sequential randomized lowrank matrix factorization approach for incrementally predicting values of an unknown function at test points using the Gaussian Processes framework. It is well-known that in the Gaussian processes framework, the computational bottlenecks are the inversion of the (regulariz…
Validation is one of the most important aspects of clustering, but most approaches have been batch methods. Recently, interest has grown in providing incremental alternatives. This paper extends the incremental cluster validity index (iCVI) family to include incremental versions of Calinski-Harabasz (iCH), I index and …
Efficient algorithms solve large-scale DRSVM problems.
In this brief, we improve the Broad Learning System (BLS) [7] by reducing the computational complexity of the incremental learning for added inputs. We utilize the inverse of a sum of matrices in [8] to improve a step in the pseudoinverse of a row-partitioned matrix. Accordingly we propose two fast algorithms for the c…