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arXiv research

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.

168,657 papers · 148 categories

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134268402536 · Jun 202019922001200920172026
48 results for input dependence

A new method builds sparse polynomial chaos expansions for models with dependent inputs.

problem Quantifying uncertainty in models with dependent inputs.
method Data-driven approach to construct orthonormal polynomials recursively based on input correlations.
result Reduces the number of observations and improves numerical stability and computational efficiency.

Generalizes Hoeffding's decomposition for dependent inputs under mild conditions.

problem Performing global sensitivity analysis on black-box models with dependent inputs.
method Proposes a novel framework based on probability theory, functional analysis, and combinatorics to handle dependencies.
result Any square-integrable, real-valued function of random elements with mild dependence assumptions can be uniquely additively decomposed.

Generalizes memory and forecasting capacities for nonlinear recurrent networks with dependent inputs.

problem Understanding memory and forecasting capabilities in networks with dependent inputs.
method Formulated bounds for memory and forecasting capacities in terms of network size and input properties.
result Proved that memory capacity for linear recurrent networks with independent inputs is given by the rank of the controllability matrix.

Input-dependent smoothing mitigates classical issues but suffers from the curse of dimensionality.

problem Certifiably robust classifiers with input-dependent smoothing suffer from the curse of dimensionality.
method Proposed a theoretical and practical framework for input-dependent smoothing under strict restrictions.
result Input-dependent smoothing mitigates some classical issues but is limited by the curse of dimensionality.

The ACCRU framework improves probabilistic forecasts by capturing input-dependent uncertainty.

problem Uncertainty in deterministic predictions, especially for skewed and non-Gaussian errors.
method Neural network trained with a loss function balancing accuracy and reliability to learn input-dependent, non-Gaussian uncertainty distributions.
result Improves probabilistic forecasts relative to existing methods, capturing skewed and non-Gaussian errors.

Improves active learning efficiency by warping input space based on observed outputs.

problem Insensitivity of Gaussian process uncertainty to actual observations.
method Input warping with learned monotone reparameterization to adjust acquisition function behavior.
result Significantly improved sample efficiency across various benchmarks, especially in non-stationary conditions.

State-space systems generate probabilistic dependencies between inputs and outputs.

problem Understanding probabilistic dependencies in state-space systems.
method Introducing a probabilistic framework and proving sufficient conditions for output existence and uniqueness.
result State-space systems can generate probabilistic dependencies, even without functional relations.

The paper tackles exact linearization and control of flat discrete-time systems.

problem Exact linearization and control of flat nonlinear discrete-time systems.
method Investigates conditions for choosing new inputs and feedbacks that may depend on forward-shifts of the new input.
result Easily verifiable conditions for choosing a feasible input and a new input that minimizes forward-shifts of the flat output.

The goal of supervised feature selection is to find a subset of input features that are responsible for predicting output values. The least absolute shrinkage and selection operator (Lasso) allows computationally efficient feature selection based on linear dependency between input features and output values. In this pa…

2012-02-02abs ↗pdf ↗

We propose non-stationary spectral kernels for Gaussian process regression. We propose to model the spectral density of a non-stationary kernel function as a mixture of input-dependent Gaussian process frequency density surfaces. We solve the generalised Fourier transform with such a model, and present a family of non-…

2017-05-24abs ↗pdf ↗

We consider derivative-free black-box global optimization of expensive noisy functions, when most of the randomness in the objective is produced by a few influential scalar random inputs. We present a new Bayesian global optimization algorithm, called Stratified Bayesian Optimization (SBO), which uses this strong depen…

2016-02-07abs ↗pdf ↗

We investigate the complexity of logistic regression models which is defined by counting the number of indistinguishable distributions that the model can represent (Balasubramanian, 1997). We find that the complexity of logistic models with binary inputs does not only depend on the number of parameters but also on the …

2019-03-01abs ↗pdf ↗

Maxout networks study gradients and propose initialization strategies.

problem Complexity in input-output Jacobian distribution complicates stable parameter initialization.
method Obtained bounds on moments of gradients and formulated initialization strategies.
result Parameter initialization strategies improve training of deep maxout networks.

We provide a unified view of additive explanations for dependent inputs.

problem Challenges in obtaining a tractable representation and estimating the decomposition for dependent inputs.
method Combining Hilbert space methods with generalized functional ANOVA, we build an explicit decomposition Riesz Basis.
result Proposed a simple yet powerful algorithm to estimate the decomposition from data.

Simple technique turns any adversarial attack into a universal one using few test examples.

problem Creating universal adversarial attacks with minimal data.
method Universalization technique using few adversarial test examples and spectral properties.
result Simple universalization technique achieves comparable fooling rates to state-of-the-art methods.

Derives derivatives and geometric framework for functions with non-independent variables.

problem Characterizing functions with non-independent variables in probabilistic models.
method Derives actual and dependent partial derivatives, dependent Jacobian matrix, and tensor metric.
result Derives gradient, Hessian, and Taylor expansion for functions with non-independent variables.

Rough Transformers improve efficiency for medical time-series data.

problem Efficiently modeling irregularly sampled, long-range time-series data.
method Introducing Rough Transformers, a Transformer variant with continuous-time representations and multi-view signature attention.
result Rough Transformers outperform vanilla Transformers while using less computational resources.

Paper introduces new bounds linking data compressibility to generalization error.

problem Establishing data-dependent generalization bounds.
method Variable-size compressibility framework linking generalization error to compression rate of input data.
result New bounds depend on empirical data measure, subsuming existing PAC-Bayes and intrinsic dimension bounds.

A new method scales CCA parameters by input to learn more correlated representations.

problem Limitation of conventional CCA models in learning highly correlated representations.
method Introduces a dynamic scaling method for training input-dependent canonical correlation models.
result Learned representations are more correlated and retrieval results are preferable.

We solve the ANOVA decomposition for categorical inputs.

problem Lack of a closed-form expression for ANOVA decomposition with categorical dependent variables.
method Bridge functional analysis with discrete Fourier analysis to derive a closed-form decomposition.
result Closed-form decomposition for categorical inputs without assumptions.

Paper tackles robust deep learning from weakly dependent data with unbounded loss and input.

problem Tackles robust deep learning from weakly dependent data with unbounded loss and input.
method Establishes non-asymptotic bounds for expected excess risk under strong mixing and ψψ-weak dependence assumptions.
result Derives a relationship between bounds and rr, and shows convergence rate close to i.i.d. results for r=r=\infty.

Choice functions accept a set of alternatives as input and produce a preferred subset of these alternatives as output. We study the problem of learning such functions under conditions of context-dependence of preferences, which means that the preference in favor of a certain choice alternative may depend on what other …

2019-01-29abs ↗pdf ↗

Study learns linear system dynamics from noisy bilinear data.

problem Learning linear dynamics from bilinear observations with process and measurement noise.
method Regression with Kronecker product design, data-dependent and independent error bounds.
result Upper bounds on statistical error rates and sample complexity for learning dynamics matrices.

We study the geometry of deep (neural) networks (DNs) with piecewise affine and convex nonlinearities. The layers of such DNs have been shown to be {\em max-affine spline operators} (MASOs) that partition their input space and apply a region-dependent affine mapping to their input to produce their output. We demonstrat…

2019-05-21abs ↗pdf ↗

We introduce a new regression framework, Gaussian process regression networks (GPRN), which combines the structural properties of Bayesian neural networks with the non-parametric flexibility of Gaussian processes. This model accommodates input dependent signal and noise correlations between multiple response variables,…

2011-10-19abs ↗pdf ↗

We outline a detection method for adversarial inputs to deep neural networks. By viewing neural network computations as graphs upon which information flows from input space to out- put distribution, we compare the differences in graphs induced by different inputs. Specifically, by applying persistent homology to these …

2017-11-28abs ↗pdf ↗

The generalization performance of kernel methods is largely determined by the kernel, but common kernels are stationary thus input-independent and output-independent, that limits their applications on complicated tasks. In this paper, we propose a powerful and efficient spectral kernel learning framework and learned ke…

2019-09-11abs ↗pdf ↗

This thesis investigates unsupervised time series representation learning for sequence prediction problems, i.e. generating nice-looking input samples given a previous history, for high dimensional input sequences by decoupling the static input representation from the recurrent sequence representation. We introduce thr…

2018-04-18abs ↗pdf ↗

One basic requirement of many studies is the necessity of classifying data. Clustering is a proposed method for summarizing networks. Clustering methods can be divided into two categories named model-based approaches and algorithmic approaches. Since the most of clustering methods depend on their input parameters, it i…

2013-02-16abs ↗pdf ↗

The correlation length-scale next to the noise variance are the most used hyperparameters for the Gaussian processes. Typically, stationary covariance functions are used, which are only dependent on the distances between input points and thus invariant to the translations in the input space. The optimization of the hyp…

2017-10-17abs ↗pdf ↗

Although deep reinforcement learning has advanced significantly over the past several years, sample efficiency remains a major challenge. Careful choice of input representations can help improve efficiency depending on the structure present in the problem. In this work, we present an attention-based method to project i…

2019-05-07abs ↗pdf ↗

CoT improves transformer sample efficiency by reducing input token dependencies and attention sparsity.

problem Transformer sample inefficiency in simple tasks.
method Demonstrated through parity-learning setup, showing CoT reduces required samples from exponential to polynomial.
result Transformer learns function within polynomial samples with CoT, requiring exponential samples without CoT.

Sparse Gaussian Processes improve scalability by learning inducing points from data.

problem Scaling issues in Gaussian Processes due to cubic computational cost.
method Amortized learning of inducing points and variational posterior parameters using neural networks.
result Significant reduction in the number of inducing points, improving scalability.

New insights into how encoder-decoder networks generate attention matrices.

problem Understanding how encoder-decoder networks use attention matrices.
method Decomposing hidden states into temporal and input-driven components.
result Attention matrices are formed based on task requirements, not architecture type.