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.
The paper explores how regularization can lead to convergence in imperfect information games.
Proposes a method for multi-view clustering that integrates consistent and complementary graph regularizers.
We formulate a principle for classification with the knowledge of the marginal distribution over the data points (unlabeled data). The principle is cast in terms of Tikhonov style regularization where the regularization penalty articulates the way in which the marginal density should constrain otherwise unrestricted co…
Method introduces topological regularization using information filtering networks.
Dropout technique is analyzed using information geometry.
The FSRM uses a multifractional process to capture price multifractality, revealing serial information for forecasting.
We tackle the challenge of disentangled representation learning in generative adversarial networks (GANs) from the perspective of regularized optimal transport (OT). Specifically, a smoothed OT loss gives rise to an implicit transportation plan between the latent space and the data space. Based on this theoretical obse…
This research smooths out fluid equations to avoid sudden shocks.
New insights explain why -VAEs fail at disentanglement.
Introduces top- regularization for better feature selection in machine learning.
Propagation-regularization improves GNN performance by infusing extra graph information.
Regularization is a big issue for training deep neural networks. In this paper, we propose a new information-theory-based regularization scheme named SHADE for SHAnnon DEcay. The originality of the approach is to define a prior based on conditional entropy, which explicitly decouples the learning of invariant represent…
Regularization is a big issue for training deep neural networks. In this paper, we propose a new information-theory-based regularization scheme named SHADE for SHAnnon DEcay. The originality of the approach is to define a prior based on conditional entropy, which explicitly decouples the learning of invariant represent…
In this work, we develop a novel regularizer to improve the learning of long-range dependency of sequence data. Applied on language modelling, our regularizer expresses the inductive bias that sequence variables should have high mutual information even though the model might not see abundant observations for complex lo…
In the information-based paradigm of inference, model selection is performed by selecting the candidate model with the best estimated predictive performance. The success of this approach depends on the accuracy of the estimate of the predictive complexity. In the large-sample-size limit of a regular model, the predicti…
Learning to cooperate with friends and compete with foes is a key component of multi-agent reinforcement learning. Typically to do so, one requires access to either a model of or interaction with the other agent(s). Here we show how to learn effective strategies for cooperation and competition in an asymmetric informat…
LS improves model selection for singular statistical models.
Paper adds Fisher Information to mean field optimization for faster convergence.
RID framework quantifies and regularizes task-relevant knowledge in distillation.
Paper explores how DPP sampling can implicitly regularize kernel regression.
Variational inference with a factorized Gaussian posterior estimate is a widely used approach for learning parameters and hidden variables. Empirically, a regularizing effect can be observed that is poorly understood. In this work, we show how mean field inference improves generalization by limiting mutual information …
Statistical characteristics of deep network representations, such as sparsity and correlation, are known to be relevant to the performance and interpretability of deep learning. When a statistical characteristic is desired, often an adequate regularizer can be designed and applied during the training phase. Typically, …
Regularization methods, specifically those which directly alter weights like and , are an integral part of many learning algorithms. Both the regularizers mentioned above are formulated by assuming certain priors in the parameter space and these assumptions, in some cases, induce sparsity in the parameter sp…
A new tradeoff between regularization and sharpness improves model performance in overparameterized settings.
Variational autoencoders learn unsupervised data representations, but these models frequently converge to minima that fail to preserve meaningful semantic information. For example, variational autoencoders with autoregressive decoders often collapse into autodecoders, where they learn to ignore the encoder input. In th…
We stabilize MI-based losses by adding a regularization term, improving their performance and stability.
A widely applicable Bayesian information criterion (Watanabe, 2013) is applicable for both regular and singular models in the model selection problem. This criterion tends to overestimate the log marginal likelihood. We identify an overestimating term of a widely applicable Bayesian information criterion. Adjustment of…
We estimate Radon-Nikodym derivatives using regularization in reproducing kernel Hilbert spaces.
Cumulative entropy regularization introduces a regulatory signal to the reinforcement learning (RL) problem that encourages policies with high-entropy actions, which is equivalent to enforcing small deviations from a uniform reference marginal policy. This has been shown to improve exploration and robustness, and it ta…
Exploiting the appropriate inductive bias based on the knowledge of data is essential for achieving good performance in statistical machine learning. In practice, however, the domain knowledge of interest often provides information on the relationship of data attributes only distantly, which hinders direct utilization …
Study evaluates various regularization methods for electricity price forecasting.
Statistical methods protecting sensitive information or the identity of the data owner have become critical to ensure privacy of individuals as well as of organizations. This paper investigates anonymization methods based on representation learning and deep neural networks, and motivated by novel information theoretica…
New hybrid model predicts carbon prices using blockchain data.
A new method improves model generalization by recognizing representations.
Survey of linking information geometry and optimal transport.
Proposes a framework to maximize mutual information in VAE models for better latent code representation.
Unified framework for removing unwanted information from machine learning models.
HCLM framework uses entropy regularization for open learning systems.
Study learns optimal strategies in imperfect information games with self-play.
In this paper, we suggest a framework to make use of mutual information as a regularization criterion to train Auto-Encoders (AEs). In the proposed framework, AEs are regularized by minimization of the mutual information between input and encoding variables of AEs during the training phase. In order to estimate the ent…
Poisson learning doesn't solve graph semi-supervised learning issues.
Many real world tasks exhibit rich structure that is repeated across different parts of the state space or in time. In this work we study the possibility of leveraging such repeated structure to speed up and regularize learning. We start from the KL regularized expected reward objective which introduces an additional c…
The paper refines classical covariance asymptotics using geometric information geometry.
Contrastive regularization improves semi-supervised learning by better propagating confident pseudo-labels.
This work improves generalisation bounds using chaining and information theory.
This paper proposes a method to select relevant features for multi-label learning.
In this work we revisit gradient regularization for adversarial robustness with some new ingredients. First, we derive new per-image theoretical robustness bounds based on local gradient information. These bounds strongly motivate input gradient regularization. Second, we implement a scaleable version of input gradient…
Lifelong learning is a very important step toward realizing robust autonomous artificial agents. Neural networks are the main engine of deep learning, which is the current state-of-the-art technique in formulating adaptive artificial intelligent systems. However, neural networks suffer from catastrophic forgetting when…