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.
OpenHAIV integrates OOD detection and incremental learning for open-world models.
Foundation models improve volatility forecasting in finance.
DPTA improves CIL by adapting PTMs with dual prototypes.
This paper tackles few-shot classification by improving GAN-based data augmentation.
EVA adapts LoRA for faster, more efficient fine-tuning.
Object detection models shipped with camera-equipped edge devices cannot cover the objects of interest for every user. Therefore, the incremental learning capability is a critical feature for a robust and personalized object detection system that many applications would rely on. In this paper, we present an efficient y…
CILF learns adaptive embeddings for class-incremental learning with novel class detection and model update.
Over the past decade, Deep Convolutional Neural Networks (DCNNs) have shown remarkable performance in most computer vision tasks. These tasks traditionally use a fixed dataset, and the model, once trained, is deployed as is. Adding new information to such a model presents a challenge due to complex training issues, suc…
Humans and animals have the ability to continually acquire, fine-tune, and transfer knowledge and skills throughout their lifespan. This ability, referred to as lifelong learning, is mediated by a rich set of neurocognitive mechanisms that together contribute to the development and specialization of our sensorimotor sk…
The paper tackles the issue of preferential attachment in targeted display advertising by developing domain-adaptation approaches.
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 …
As companies continue to invest heavily in larger, more accurate and more robust deep learning models, they are exploring approaches to monetize their models while protecting their intellectual property. Model licensing is promising, but requires a robust tool for owners to claim ownership of models, i.e. a watermark. …
Paper proposes faster incremental subclass discriminant analysis.
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…
Paper tackles few-shot class-incremental learning with a neural gas network.
New measure FTC quantifies how much a ReLU network can fine-tune.
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 …
A new model learns preferences incrementally without personal data.
This paper re-evaluates hyperparameters for fine-tuning pre-trained models.
Incremental versions of batch algorithms are often desired, for increased time efficiency in the streaming data setting, or increased memory efficiency in general. In this paper we present a novel algorithm for incremental kernel PCA, based on rank one updates to the eigendecomposition of the kernel matrix, which is mo…
New method quantifies uncertainty in fine-tuned LLMs using LoRA ensembles.
This paper introduces Deep Incremental Boosting, a new technique derived from AdaBoost, specifically adapted to work with Deep Learning methods, that reduces the required training time and improves generalisation. We draw inspiration from Transfer of Learning approaches to reduce the start-up time to training each incr…
Paper proposes CNE-net to tackle incremental learning in (T)ACSA tasks.
BERT fine-tuning is unstable due to optimization issues, not forgetting or dataset size.
This paper presents a novel approach for incremental semiparametric inverse dynamics learning. In particular, we consider the mixture of two approaches: Parametric modeling based on rigid body dynamics equations and nonparametric modeling based on incremental kernel methods, with no prior information on the mechanical …
GraphSAIL updates GNN-based recommender models incrementally to reduce computation time and improve frequent updates.
A leading hypothesis for the surprising generalization of neural networks is that the dynamics of gradient descent bias the model towards simple solutions, by searching through the solution space in an incremental order of complexity. We formally define the notion of incremental learning dynamics and derive the conditi…
We propose an algorithm for incremental learning of classifiers. The proposed method enables an ensemble of classifiers to learn incrementally by accommodating new training data. We use an effective mechanism to overcome the stability-plasticity dilemma. In incremental learning, the general convention is to use only th…
Data is continuously generated by modern data sources, and a recent challenge in machine learning has been to develop techniques that perform well in an incremental (streaming) setting. In this paper, we investigate the problem of private machine learning, where as common in practice, the data is not given at once, but…
We analyze the question whether sliding window time averages applied to stationary increment processes converge to a limit in probability. The question centers on averages, correlations, and densities constructed via time averages of the increment x(t,T)=x(t+T)-x(t)and the assumption is that the increment is distribute…
Improved code translation by preserving structure with composed fine-tuning.
New algorithm improves on EM for streaming data, outperforming existing methods.
Incremental clustering approaches have been proposed for handling large data when given data set is too large to be stored. The key idea of these approaches is to find representatives to represent each cluster in each data chunk and final data analysis is carried out based on those identified representatives from all t…
The paper introduces a Hessian-based method to improve generalization in fine-tuned deep neural networks.
Fine-tuning LLMs improves capability but harms safety, study finds.
Optimizes sparse fine-tuning for privacy in neural networks.
Fine-tuning harms in-context learning, but restricting updates to the value matrix improves zero-shot performance.
Measures consistency of tabular LLM predictions under fine-tuning multiplicity.
Self-play fine-tuning improves diffusion models for text-to-image generation.
The paper develops a theory linking pretraining and fine-tuning in neural networks.
PairNets optimize AI models for fast IoT applications.
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…
New method reduces fine-tuning cost for reused models.
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 generative classification strategy outperforms existing methods in class-incremental learning.
The statistical properties of the increments x(t+T) - x(t) of a financial time series depend on the time resolution T on which the increments are considered. A non-parametric approach is used to study the scale dependence of the empirical distribution of the price increments x(t+T) - x(t) of S&P Index futures, for time…
Compact models match or exceed GPT's performance in financial news sentiment analysis.
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…